주택담보대출과 거시경제변수가 가계대출 연체율에 미치는 영향 분석

Recently, due to the economic recession and interest rate hikes, the burden on households that have taken out loans has increased, and the ripple effect on the economy has also been significant. As a result, new loan regulations and existing conversion loans are becoming more stringent, which has led to a bottleneck in the circulation of funds and an increase in the delinquency rate. This study used monthly data from March 2008 to March 2024 to examine the relationship between macroeconomic variables and household and housing mortgage loans and the household loan delinquency rate, and conducted the unit root test, cointegration test, Granger causality and model setting, impulse response, and variance decomposition in the multivariate time series analysis process. The analysis results show that the household debt delinquency rate is closely related to the housing mortgage loan delinquency rate, and the relationship between household loan amount, housing mortgage loan amount, and money supply is also high. The shock response analysis results show that the initial household loan delinquency rate and the accompanying increase are the housing loan delinquency rate, industrial production index, and consumer price index, while the household loan amount, housing loan amount, interest rate, money supply, and unemployment rate have opposite concepts. An increase in interest rates can increase the household debt delinquency rate, and there is a close relationship with the housing loan delinquency rate as a direct cause, so managing housing loan and household loans together in the policy process can be seen as a key factor in understanding the market flow. real estate prices can be linked with consumer prices.