刷卡金額與信用額度的分量迴歸分析

Consumption and Credit Card Limit: A Quantile Regression Analysis

10.6697/TBPJ.201612_10(1).0004

曲祉寧(Chih-Ning Chu)；龔芳儀(Fang-Yi Kung)；許書銘(Shu-Ming Hsu)

信用卡 ； 信用額度 ； 聯名卡 ； 分量迴歸 ； 兩階段最小平方法 ； Credit Card ； Credit Limit ； Co-brand Card ； Quantile Regression ； Two Stage Least Squares

臺灣企業績效學刊

10卷1期（2016 / 12 / 01）

63 - 82

繁體中文

本研究以台灣某知名信用卡發卡行 24 期之信用卡消費紀錄資料進行實證研究，透過分量迴歸(quantile regression)分析，觀察持卡人的信用額度及其消費特徵(是否持有某張聯名卡)對持卡人的刷卡消費金額進行研究。研究結果顯示，對一般持卡人以及刷卡消費金額很高的持卡人來說，信用額度越高，消費金額就會顯著的增加。有零售通路 A 聯名卡持卡人的消費金額，也會顯著地比沒有零售通路 A 聯名卡持卡人的消費金額高。我們也發現，在中高消費族群裡面，對於信用額度相等的消費者來說，持有零售通路 A 聯名卡的持卡人其消費金額會明顯高於沒有零售通路 A 聯名卡的持卡人。不過，低消費族群可能由於消費金額較低、較難超過信用額度的設定門檻，所以信用額度的金額設定對刷卡金額較低的消費族群的影響較小。

This empirical research is based on consumption data of credit card, which card have been published 24 months by one well-known Taiwan bank. By using quantile regression, we observe how credit card limit and character of consumption (whether had co-brand card) affect consumption via credit card. The research suggests normal card holder and high consumption card holder, their credit and consumption have significant positive relationship. And card holder, who has co-brand card, would spend more than whom hasn't co-brand card. We also find, in the high consumption group, co-brand card holder spend more than others. But, in the low consumption group, there was few effect between credit limit and consumption，because of low consumption and high threshold of credit card limit.

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