Showing 1 - 10 of 523
We assess notably how do extreme events affect the public sector efficiency of decentralized governance. Hence, we … empirically link the public sector efficiency scores, to tax revenue and spending decentralization. First, we compute government … spending efficiency scores via data envelopment analysis. Second, relying on panel data and impulse response approaches, we …
Persistent link: https://www.econbiz.de/10014280082
This study examines the effects of the tax structure composition for public sector efficiency in a sample of 41 … indicators and use them as outputs to compute data envelopment analysis (DEA) efficiency scores under different orientation … different taxes for public efficiency in a panel regression specification. We find that tax effects are significantly different …
Persistent link: https://www.econbiz.de/10014393239
In this paper, we estimate the potential tax burden in a panel data set comprising OECD countries over the period 2000-2021. To this end, we use non-parametric and parametric techniques: Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA). In this way, it will be possible for...
Persistent link: https://www.econbiz.de/10015065230
This paper empirically links the efficiency and performance assessment of the general government, proxied by efficiency … scores, to the trust in government. Government spending efficiency scores are first computed via data envelopment analysis … (DEA). Then, relying on panel data and instrumental variable approaches, we estimate the effect of public sector efficiency …
Persistent link: https://www.econbiz.de/10013445458
This study considers the efficiency of banking in Australia during the post-deregulation period 1988-2001. Since 1986 … their superior scale efficiency. However, this superior efficiency did not necessarily result in superior profits. Our … banks have used size as a barrier to entry to the new entrants in the post-deregulation period. Furthermore, bank efficiency …
Persistent link: https://www.econbiz.de/10011514045
The performance in finite samples is examined of inference obtained by variants of the Arellano-Bond and the Blundell-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross-sectional heteroskedasticity. By simulation the effects are...
Persistent link: https://www.econbiz.de/10010476668
This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to capture country-specific variation. The empirical findings provide support to the hypothesis that the individual international bank ratings assigned by Fitch Ratings are...
Persistent link: https://www.econbiz.de/10003832133
We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our aim is to assess whether "old" and "new" EU countries are rated differently and to determine whether "new" ones are assigned lower ratings, ceteris paribus, than "old" ones. We...
Persistent link: https://www.econbiz.de/10003974520
This paper unveils a new resource for macroeconomic research: a long-run dataset covering disaggregated bank credit for 17 advanced economies since 1870. The new data show that the share of mortgages on banks’ balance sheets doubled in the course of the 20th century, driven by a sharp rise of...
Persistent link: https://www.econbiz.de/10010412763
This paper presents a micro data approach to the identification of credit crunches. Using a survey among German firms which regularly queries the firms' assessment of the current willingness of banks to extend credit we estimate the probability of a restrictive credit supply policy by time...
Persistent link: https://www.econbiz.de/10008653413