How to cite this paper
Dinh, D. (2020). Forecasting domestic credit growth based on ARIMA model: Evidence from Vietnam and China.Management Science Letters , 10(5), 1001-1010.
Refrences
Aham, K. U. (2012). Inflation forecasts with ARIMA, vector autoregressive and error correction models in Nigeria. European Journal of Economics, Finance and Administrative Sciences, 50, 71-87.
Ammara, N., Rabia, A., Sabahat, N., & Noman, Q. (2017). Model building and forecasting of bank credit to public and private sector. Universal Journal of Accounting and Finance, 5(4), 73-77.
Box, G., & Jenkins, G. (1976). Time Series Analysis. (R. Holden-Day, Ed.) San Francisco: John Wiley & Sons, Inc.
Charline, U., Joseph, M., & Jean, d. D. (2016). Forecasting inflation in Kenya using Arima - Garch Models. International Journal of Management and Commerce Innovations, 3(2), 15-27.
Claudiu, T. A. (2010). Forecasting credit groth rate in Romania: From crefit boom to credit crunch? Romanian Economic and Business Review, 5(1), 62-75.
Dennis, K., Muriithi, Ngeretha, A. N., Muriungi, R. G., & Njoroge, E. W. (2014). Analysis of the fluctuation of gorss domestic product in Kenya using autoregressive integrated moving average model. Journal of Statistics: Advances in Theory and Applications, 11(1), 31-43.
Dinh, D. V. (2018). World crude iol impact on consumer price index. Advances and Applications in Statistics, 52(1), 33-54.
Dinh, D. V. (2019). Analysed money supply and inflation: Evidence from Vietnam economy. Advances and Applications in Statistics, 56(2), 125-142.
Dinh, D. V. (2019). Applied individual investment risk measurement method to forecast expected return rate. International Journal of Applied Mathematics and Statistics™, 60-17.
Dinh, D. V. (2019). Money supply and inflation impact on economic growth. Journal of Financial Economic Policy, 11(3), 451 - 472.
Emmanuel, K. M. (2016). Box-Jenkins modelling and forecasting of Brent crude oil price. MPRA Paper, 67748, 1-10.
Fapetu, O., & Oblade, A. A. (2015). Sectoral allocation of banks’ credit and economic growth in Nigeria. International Journal of Academic Research in Business and Social Sciences, 5(6), 161-169.
Fuat, S. (2011). Exchange rate volatility and stock returns for the U.S. African Journal of Business Management, 5(22), 9659-9664.
Glushan, K., Sanjeev, G. (2010). Forecasting exports of industrial good from Punjab-An application on univariate ARIMA model. Annals of the University of Petro şani, Economics, 10(4), 169-180.
Hodrick, R., & Prescott, E. C. (1997). Postwar U.S. business cycles: An empirical investigation. Journal of Money, Credit, and Banking, 29(1), 1-16.
Ioana, M. B. (2013). The impact of credit on economic growth in the global crisis context. Procedia Economics and Finance, 6(6), 25-30.
Jere, S., & Mubita, S. (2016). Forecasting inflation rate of Zambia using Holt’s exponential smoothing. Open Journal of Statistics, 6(2), 364-372.
Kishwer, S., Adila, R., Nighat, M., Sajida, A., & Saghir, P. G. (2014). Forecasting inflation and economic growth of Pakistan by using two time series methods. International Journal of Business and Economics Research, 2(6), 174-178.
Mangasa, A. S., Rina, O., Hermanto, S., & Bambang, J. (2016). Effects of credit on economic growth, unployment and poverty. Jurnal Ekonomi Pembangunan, 17(1), 37-49.
Maniha, Z. (2014). A time series modeling on GDP of Pakistan Journal of Contemporary Issues in Business Research, 3(4), 200-210.
Mehdi, K., & Mehdi, B. (2011). A novel hybridization of artificial neural networks and ARIMA models for time series forecasting. Applied Soft Computing, 11(2), 2664-2675.
Mishkin, F. S. (2016). The Economics of Money, Banking, and Financial Markets. (11, Ed.) Columbia University: Pearson Education, Inc.
Muhammad, I. P., Amjad, N., & Postdoc, f. (2016). Forecasting inflation: Autoregressive integrated moving average model. European Scientific Journal, 12(1), 83-92.
Muhammad, Z. I., Nisar, A. P., & Zakir, H. P. (2012). Impact of savings and credit on economic growth in Pakistan. Pakistan Journal of Social Sciences, 32(1), 39-48.
Neelam, T. (2014). Impact of Bank Credit on Economic Growth in Nepal. NRB Working Paper, 22, 1-23.
Omekara, C., Okereke, O., & E.Ehighibe, S. (2016). Time series analysis of Interest rate in Nigeria: A comparison of Arima and state space models. International Journal of Probability and Statistics, 5(2), 33-47.
Seher Nur, S. (2011). Testing the long-run neutrality of money in a developing country: Evidence from Turkey. Journal of Applied Economics and Business Research, 1(2), 65-74.
Sreerama, K., Sailaja, M., & Wondaferahu, M. D. (2012). The long-runimpact of bank credit on economic growth in Ethiopia: Evidence from the Johansen’s Multivariate cointegration approach. European Journal of Business and Management, 4(14), 20-33.
Suna, K. (2015). Impact of bank credits on economic growth and inflation. Journal of Applied Finance & Banking, 5(1), 57-69.
Tao, W. (2016). Forecast of economic growth by time series and scenario planning method. Modern Economy, 7(2), 212-222.
Thabani, N. (2018). Modeling and Forecasting Naira / USD Exchange Rate In Nigeria: a Box – Jenkins ARIMA. MPRA Paper, 88622, 1-35.
Yakubu, N., & Affoi, A.Y. (2014). An analysis of commercial banks’ credit on economic growth in Nigeria. Current Research Journal of Economic Theory, 6(2), 11-15.
Ammara, N., Rabia, A., Sabahat, N., & Noman, Q. (2017). Model building and forecasting of bank credit to public and private sector. Universal Journal of Accounting and Finance, 5(4), 73-77.
Box, G., & Jenkins, G. (1976). Time Series Analysis. (R. Holden-Day, Ed.) San Francisco: John Wiley & Sons, Inc.
Charline, U., Joseph, M., & Jean, d. D. (2016). Forecasting inflation in Kenya using Arima - Garch Models. International Journal of Management and Commerce Innovations, 3(2), 15-27.
Claudiu, T. A. (2010). Forecasting credit groth rate in Romania: From crefit boom to credit crunch? Romanian Economic and Business Review, 5(1), 62-75.
Dennis, K., Muriithi, Ngeretha, A. N., Muriungi, R. G., & Njoroge, E. W. (2014). Analysis of the fluctuation of gorss domestic product in Kenya using autoregressive integrated moving average model. Journal of Statistics: Advances in Theory and Applications, 11(1), 31-43.
Dinh, D. V. (2018). World crude iol impact on consumer price index. Advances and Applications in Statistics, 52(1), 33-54.
Dinh, D. V. (2019). Analysed money supply and inflation: Evidence from Vietnam economy. Advances and Applications in Statistics, 56(2), 125-142.
Dinh, D. V. (2019). Applied individual investment risk measurement method to forecast expected return rate. International Journal of Applied Mathematics and Statistics™, 60-17.
Dinh, D. V. (2019). Money supply and inflation impact on economic growth. Journal of Financial Economic Policy, 11(3), 451 - 472.
Emmanuel, K. M. (2016). Box-Jenkins modelling and forecasting of Brent crude oil price. MPRA Paper, 67748, 1-10.
Fapetu, O., & Oblade, A. A. (2015). Sectoral allocation of banks’ credit and economic growth in Nigeria. International Journal of Academic Research in Business and Social Sciences, 5(6), 161-169.
Fuat, S. (2011). Exchange rate volatility and stock returns for the U.S. African Journal of Business Management, 5(22), 9659-9664.
Glushan, K., Sanjeev, G. (2010). Forecasting exports of industrial good from Punjab-An application on univariate ARIMA model. Annals of the University of Petro şani, Economics, 10(4), 169-180.
Hodrick, R., & Prescott, E. C. (1997). Postwar U.S. business cycles: An empirical investigation. Journal of Money, Credit, and Banking, 29(1), 1-16.
Ioana, M. B. (2013). The impact of credit on economic growth in the global crisis context. Procedia Economics and Finance, 6(6), 25-30.
Jere, S., & Mubita, S. (2016). Forecasting inflation rate of Zambia using Holt’s exponential smoothing. Open Journal of Statistics, 6(2), 364-372.
Kishwer, S., Adila, R., Nighat, M., Sajida, A., & Saghir, P. G. (2014). Forecasting inflation and economic growth of Pakistan by using two time series methods. International Journal of Business and Economics Research, 2(6), 174-178.
Mangasa, A. S., Rina, O., Hermanto, S., & Bambang, J. (2016). Effects of credit on economic growth, unployment and poverty. Jurnal Ekonomi Pembangunan, 17(1), 37-49.
Maniha, Z. (2014). A time series modeling on GDP of Pakistan Journal of Contemporary Issues in Business Research, 3(4), 200-210.
Mehdi, K., & Mehdi, B. (2011). A novel hybridization of artificial neural networks and ARIMA models for time series forecasting. Applied Soft Computing, 11(2), 2664-2675.
Mishkin, F. S. (2016). The Economics of Money, Banking, and Financial Markets. (11, Ed.) Columbia University: Pearson Education, Inc.
Muhammad, I. P., Amjad, N., & Postdoc, f. (2016). Forecasting inflation: Autoregressive integrated moving average model. European Scientific Journal, 12(1), 83-92.
Muhammad, Z. I., Nisar, A. P., & Zakir, H. P. (2012). Impact of savings and credit on economic growth in Pakistan. Pakistan Journal of Social Sciences, 32(1), 39-48.
Neelam, T. (2014). Impact of Bank Credit on Economic Growth in Nepal. NRB Working Paper, 22, 1-23.
Omekara, C., Okereke, O., & E.Ehighibe, S. (2016). Time series analysis of Interest rate in Nigeria: A comparison of Arima and state space models. International Journal of Probability and Statistics, 5(2), 33-47.
Seher Nur, S. (2011). Testing the long-run neutrality of money in a developing country: Evidence from Turkey. Journal of Applied Economics and Business Research, 1(2), 65-74.
Sreerama, K., Sailaja, M., & Wondaferahu, M. D. (2012). The long-runimpact of bank credit on economic growth in Ethiopia: Evidence from the Johansen’s Multivariate cointegration approach. European Journal of Business and Management, 4(14), 20-33.
Suna, K. (2015). Impact of bank credits on economic growth and inflation. Journal of Applied Finance & Banking, 5(1), 57-69.
Tao, W. (2016). Forecast of economic growth by time series and scenario planning method. Modern Economy, 7(2), 212-222.
Thabani, N. (2018). Modeling and Forecasting Naira / USD Exchange Rate In Nigeria: a Box – Jenkins ARIMA. MPRA Paper, 88622, 1-35.
Yakubu, N., & Affoi, A.Y. (2014). An analysis of commercial banks’ credit on economic growth in Nigeria. Current Research Journal of Economic Theory, 6(2), 11-15.