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Misspecifiation of the Panzar-Rosse Model: Assessing Competition in the Banking Industry

Bikker, Jacob; Spierdijk, Laura; Finnie, Paul - de Nederlandsche Bank - 2006

This paper demonstrates that the level of competition in the existing Panzar Rosse (P-R) literature is systematically overestimated and that the tests on both monopoly and perfect competition are distorted. This is due to the use of bank revenues divided by total assets as dependent variable in...

Persistent link: https://www.econbiz.de/10005021837

How Banking competition Changed over Time

Bikker, Jacob; Spierdijk, Laura - de Nederlandsche Bank - 2008

This paper is the first detailed and world-wide investigation of the developments in banking competition during the past fifteen years. Using the Panzar-Rosse approach, we establish significant changes over time in the competitiveness of the banking industry. The changes in competition over time...

Persistent link: https://www.econbiz.de/10005101824

Foreign Banks and Credit Stability in Central and Eastern Europe: Friends or Foes? A Panel Data Analysis

Haas, Ralph de; Lelyveld, Iman van - de Nederlandsche Bank - 2003

We study whether foreign and domestic banks in Central and Eastern Europe have reacted differently to business cycle conditions and host country banking crises. Our unique panel dataset comprises data of more than 300 banks for the period 1993-2000, with detailed information on bank ownership...

Persistent link: https://www.econbiz.de/10005106763

Foreign Banks and Credit Stability in Central and Eastern Europe: A Panel Data Analysis

Haas, Ralph de; Lelyveld, Iman van - de Nederlandsche Bank - 2003

We study whether foreign and domestic banks in Central and Eastern Europe react differently to business cycle conditions and host country banking crises. Our unique panel dataset comprises data of more than 250 banks for the period 1993-2000, with detailed information on bank ownership and mode...

Persistent link: https://www.econbiz.de/10005106794

Foreign Banks and Credit Stability in Central and Eastern Europe: Friends or Foes? A Panel Data Analysis

Haas, Ralph de; Lelyveld, Iman van - de Nederlandsche Bank - 2003

Persistent link: https://www.econbiz.de/10005030246

Social costs of POS payments in the Netherlands 2002-2012: Efficiency gains from increased debit card usage

Jonker, Nicole - de Nederlandsche Bank - 2013

The overall costs of the payment system to society are considerable. These costs depend on the relative usage of the available payment instruments, which differ in the costs that each entails to market participants in the payment chain. In the Netherlands, debit card payments have become less...

Persistent link: https://www.econbiz.de/10010945593

Efficiency and Cost Differences across Countries in a Unified EuropeanBanking Market

Bikker, J.A. - de Nederlandsche Bank - 2003

This paper seeks to discover the level and spread of bank efficiency in the EU, which in the light of the current and … market segments), various banking categories and over time. Two related but diverging dimensions of efficiency are considered …: X-efficiency, measuring managerial ability, and cost level differences, reflecting national economic and institutional …

Persistent link: https://www.econbiz.de/10005021892

An international scorecard for measuring bank performance: The case of Dutch banks

Bos, J.W.B.; Draulans, J.A.J.; Kommer, D. van den; … - de Nederlandsche Bank - 2006

criteria: (i) profitability; (ii) risk; (iii) market power, and (iv) efficiency. We use this scorecard to compare the …

Persistent link: https://www.econbiz.de/10010562428

Information, data dimension and factor structure

Jacobs, Jan; Otter, Pieter; Reijer, Ard den - de Nederlandsche Bank - 2007

This paper employs concepts from information theory to choosing the dimension of a data set. We calculate relative measures of information in the data in terms of eigenvalues and derive criteria to determine the `optimal' size of the data set, in particular whether an extra variable adds...

Persistent link: https://www.econbiz.de/10005021835

Forecasting Inflation in the Netherlands and the Euro Area

Reijer, A.H.J. den; Vlaar, P.J.G. - de Nederlandsche Bank - 2003

In this study we build two forecasting models to predict inflation for the Netherlands and for the euro area. Inflation is the yearly change of the Harmonised Index of Consumer Prices (HICP). The models provide point forecasts and prediction intervals for both the subcomponents of the HICP and...

Persistent link: https://www.econbiz.de/10005021864

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