Relationships Between Credit Card Revolving Credit Balance and Macroeconomic Variables
Date Issued
2007
Date
2007
Author(s)
Hu, Shu-Mei
DOI
zh-TW
Abstract
This thesis aims to examine the relationships credit card revolving balance and macroeconomic variables, and to investigate the macroeconomic variables to verify the effects of macroeconomic variable on credit card revolving balance. This thesis is based on monthly data in Taiwan from February 1998 through December 2006. The Augmented Dickey-Fuller (ADF) unit root tests analysis has been employed to examine if the stationary of study variables, Vector Auto-regression (VAR) model is then utilized to analyze the relationships between credit card revolving credit balance and macroeconomic variables. Finally, Impulse Response Function and Forecast Error Variance Decomposition have been applied to extract the short term impacts of macroeconomic variables on credit card revolving credit balance. The major finding of the study is Consumer Debt Negotiation Mechanism could be to control the expanding and decelerate the increasing of credit card revolving balance.
Subjects
循環信用餘額
因果關係
向量自我迴歸模型
衝擊反應
總體經濟變數
Card Revolving Credit Balance
causality
Impulse Response
Macroeconomic Variables
Vector Auto-regression
Type
thesis
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