Housing loans and domestic credit in the Baltic States and Poland: Structural breaks and macroeconomic determinants

Abstract

Aim/purpose – This study examines the time-series properties of home loans and domestic credit in Poland and the three Baltic countries, first in the univariate sense by identifying structural breaks in the series, and then using a multivariate model to identify the key drivers of loan growth.

Keywords

• home lending
• domestic credit
• poland
• baltics
• time series
• e51
• c22