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Benazir Imam Majumder

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2026

Forecasting Non-Performing Loans in Bangladesh: Evidence from ARIMA and Markov-Switching Autoregressive Models

This study investigates the dynamics of non-performing loans (NPLs) across Bangladesh’s banking sector using quarterly data from 2007 to 2024. Employing Autoregressive Integrated Moving Average (ARIMA) and Markov-Switching Autoregressive (MSAR) models, we analyze NPL behavior across state-owned commercial banks, specia...

Benazir Imam Majumder · 0 citations

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