muregakiarie-bit/kenya--inflation-ARDL-project

Empirical analysis of whether CBK monetary policy instruments (Central Bank Rate ,exchange rates) predict kenyas monthly inflation using ARDL bounds,OLS and machine learning model .Data:CBK(2013-2026) #Do Monetary Policy Instruments Predict Inflation in Kenya ## An Empirical Analysis Using ARDL Bounds Testing (2013-2026) **Author:** Ian Kiarie Murega **Date**:10th june 2026 **Data Source:** Central Bank of Kenya(CBK) #Research Question Do interest rate decisions by the Central Bank of kenya actually control inflation ## Methodology -**ARDL Bounds Testing**-both short-run and long -run cointegration -**OLS Regression**-baseline econometric model -**Granger Causality Testing**-Direction of causality -**Machine Learning**-Linear Regression,Lasso ## LIBRARIES 'pandas' 'numpy' matplotlib' statsmodels ## Key File -inflation project.ipynb-full analysis notebook