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Bolåneräntor i Sverige: Enanalys av individuella räntor med multipel linjär regression
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
2014 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAlternative title
Swedish mortgage rates : An analysis of individual interest rates with multiple linear regression (English)
Abstract [sv]

 I denna rapport undersöks hur ett antal kundspecifika faktorer som belåningrad, bank och inkomst påverkar svenska hushålls individuella bolåneräntor. Metoden som används är multipel linjär regression med transformeringar av förklarande variabler. Transformer som används är log-linjär, linjär-log, log-log samt styckvis linjär. Datan innehåller ett stickprov om ca. 7000 rörliga bolån från juli 2013 insamlade av organisationen Villaägarna på frivillig basis. Variablerna belåningsgrad, lånets storlek och bank bidrar mest till att förklara räntan. Vår analys visar att stora lån i kombination med låg belåningsgrad tenderar till att ge lägst ränta samtidigt som det finns signifikanta skillnader i bolåneränta mellan bankerna även om deras listräntor är lika.  

Abstract [en]

This report investigates how a number of customer-specific factors affect individual interest rates for Swedish home mortgages. The method used is multiple linear regression with transformations of the explanatory variables. Transformations that we employ are log-linear, linear-log, log-log and piecewise linear. The dataset consists of approximately 7000 Swedish home mortgages with floating interest rates from July 2013. Loan to value ratio, loan size and the the choice of mortgage lender are identified as the most important factors that influence individual interest rates. We find that large loans in combination with low loan to value ratio tend to lead to lower interest rates. There are also significant differences in interest rates depending on the mortgage lender.

Place, publisher, year, edition, pages
2014.
Series
TRITA-MAT-K, 2014:03
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:kth:diva-146740OAI: oai:DiVA.org:kth-146740DiVA: diva2:725066
Subject / course
Applied Mathematical Analysis
Educational program
Master of Science in Engineering - Industrial Engineering and Management
Supervisors
Examiners
Available from: 2014-06-14 Created: 2014-06-14 Last updated: 2014-06-14Bibliographically approved

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