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Efficiency and risk in european banking
Fiordelisi, Franco; Marqués Ibáñez, David; Molyneux, … - 2010
We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this relationship. We model the inter-temporal relationships among efficiency, capital and risk for a large sample of commercial banks operating in the European Union. We find that reductions...
Persistent link: https://www.econbiz.de/10003973573
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Wagner's hypothesis in Europe : a causality analysis with disaggregated data
Trofimov, Ivan D. - In: European journal of government and economics : EJGE 12 (2023) 1, pp. 5-38
a panel of 28 European economies during the 1995-2018 period. The hypothesis is verified using Pesaran (2007) panel unit … root and Westerlund (2007) cointegration tests that account for cross-sectional dependence in the series, and three panel …
Persistent link: https://www.econbiz.de/10014310932
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Spend-and-Tax : A Panel Data Investigation for the EU
Afonso, António; Rault, Christophe - 2009
Using bootstrap panel analysis, allowing for cross-country correlation, without the need of pre-testing for unit roots …
Persistent link: https://www.econbiz.de/10014202432
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Efficiency and Risk in European Banking
Fiordelisi, Franco - 2010
We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this relationship. We model the inter-temporal relationships among efficiency, capital and risk for a large sample of commercial banks operating in the European Union. We find that reductions...
Persistent link: https://www.econbiz.de/10013142777
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Spend-and-Tax : A Panel Data Investigation for the EU
Afonso, António - 2009
Using bootstrap panel analysis, allowing for cross-country correlation, without the need of pre-testing for unit roots …
Persistent link: https://www.econbiz.de/10013158140
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Exchange rate pass-through, monetary policy and real shocks : an empirical evaluation
Aguirre, Horacio A.; González Padilla, Héctor Gustavo - 2019 - This version: January 2019
We look at a panel of Latin American countries from 1970 and 2016 to enquire how exchange rate pass-through has changed …
Persistent link: https://www.econbiz.de/10012020009
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A Spatial Autoregressive Production Frontier Model for Panel Data : With an Application to European Countries
Glass, Anthony; Glass, Karligash; Sickles, Robin C. - 2013
frontier model for panel data. Features of the modeling include time-varying efficiency and estimation of own and spillover …
Persistent link: https://www.econbiz.de/10014160248
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Wagner's Law and Peacock and Wiseman's Displacement Effect In European Union Countries : A Panel Data Study
Magazzino, Cosimo - 2015
(apparently) outworn theory is still studied by modern economists. On the other hand, Keynes (1936) considered public spending as …, for the period 1980-2013, using panel data methodologies. After a brief introduction, a survey of the economic literature … on this issue is discussed. Then, panel data tests on stationarity, cross-dependence, cointegration, and causality are …
Persistent link: https://www.econbiz.de/10013018856
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Government Debt and Economic Growth - Some Comments; A Panel Data Analysis for Western Europe (1988 – 2006)
Georgiou, Miltiades N. - 2009
run. Panel data covering western European countries during the period 1988 – 2006 are elaborated by means of Eviews …
Persistent link: https://www.econbiz.de/10013152967
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Regional Convergence in the European Union (1985-1999) : A Spatial Dynamic Panel Analysis
Badinger, Harald; Müller, Werner G.; Tondl, Gabriele - 2003
We estimate the speed of income convergence for a sample of 196 European NUTS 2 regions over the period 1985-1999. So far there is no direct estimator available for dynamic panels with strong spatial dependencies. We propose a two-step procedure, which involves first spatial filtering of the...
Persistent link: https://www.econbiz.de/10014092824