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http://dx.doi.org/10.5762/KAIS.2010.11.1.272

Estimating the Determinants for Rate of Arrearage in Domestic Bank: A Panel Data Model Approach  

Kim, Hee-Cheu (Deptment of Industrial Management Engineering, Namseoul University)
Park, Hyoung-Keun (Deptment of Electronic Engineering, Namseoul University)
Publication Information
Journal of the Korea Academia-Industrial cooperation Society / v.11, no.1, 2010 , pp. 272-277 More about this Journal
Abstract
In respect complication of group, rate of arrearage in domestic bank is composed of various factors. This paper studies focus on estimating the determinants of the rate of arrearage in domestic bank using panel data model. The volume of analysis consist of 3 groups(loaned patterns of enterprise, housekeeping, credit card). Analyzing period be formed over a 54 point(2005. 1~ 2009. 06). In this paper dependent variable setting up rate of arrearage in domestic bank, explanatory(independent) variables composed of the consumer price index, composite stock price index, rate of exchange, the coincident composite index, national housing bonds and employment rate. The result of estimating the rate of arrearage in domestic bank provides empirical evidences of significance positive relationships between the consumer price index However this study provides empirical evidences of significance negative relationships between the coincident composite index and the composite stock price index. The explanatory variables, that is, rate of exchange, national housing bonds and the employment rate are non-significance variables of negative factor. Implication of these findings are discussed for content research and practices.
Keywords
Random effect model; Fixed effect model; One-Way Error Component Regression Model;
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