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Domestic Credit Growth Analysis using ARIMA Technique: A Case Study of Kenya

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  • John K Njenga

    (UoN - University of Nairobi)

Abstract

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  • John K Njenga, 2024. "Domestic Credit Growth Analysis using ARIMA Technique: A Case Study of Kenya," Post-Print hal-04542996, HAL.
    • Handle: RePEc:hal:journl:hal-04542996
    DOI: 10.9734/JEMT/2024/v30i51206
    Note: View the original document on HAL open archive server: https://hal.science/hal-04542996
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    References listed on IDEAS

    as
    1. Philip R. Lane & Peter McQuade, 2014. "Domestic Credit Growth and International Capital Flows," Scandinavian Journal of Economics, Wiley Blackwell, vol. 116(1), pages 218-252, January.
    2. Julian di Giovanni & Şebnem Kalemli-Özcan & Mehmet Fatih Ulu & Yusuf Soner Baskaya, 2022. "International Spillovers and Local Credit Cycles," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(2), pages 733-773.
    3. Hauner, David, 2008. "Credit to government and banking sector performance," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1499-1507, August.
    4. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    5. Burcu Aydin, 2008. "Banking Structure and Credit Growth in Central and Eastern European Countries," IMF Working Papers 2008/215, International Monetary Fund.
    6. Wolde-Rufael, Yemane, 2009. "Re-examining the financial development and economic growth nexus in Kenya," Economic Modelling, Elsevier, vol. 26(6), pages 1140-1146, November.
    7. Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo, 2021. "External debt composition and domestic credit cycles," Journal of International Money and Finance, Elsevier, vol. 115(C).
    8. Didarul Islam, 2022. "Determinants of Domestic Bank Credit to Private sectors in Bangladesh: An Empirical Investigation," Journal of Economic Impact, Science Impact Publishers, vol. 4(2), pages 65-74.
    9. Mr. Niels-Jakob H Hansen & Ms. Olga Sulla, 2013. "Credit Growth in Latin America: Financial Development or Credit Boom?," IMF Working Papers 2013/106, International Monetary Fund.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    ARIMA Model; Box-Jenkins Methodology; domestic credit; forecasting;
    All these keywords.

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