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Bayesian treatments for panel data stochastic frontier models with time varying heterogeneity
Liu, Junrong; Sickles, Robin C.; Tsionas, Efthymios G. - In: Econometrics : open access journal 5 (2017) 3, pp. 1-21
-sample performance of our estimators. An empirical study of efficiency trends in the largest banks operating in the U.S. from 1990 to …
Persistent link: https://www.econbiz.de/10011711007
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Forecasting with a panel Tobit model
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Quantitative economics : QE ; journal of the … 14 (2023) 1, pp. 117-159
We use a dynamic panel Tobit model with heteroskedasticity to generate forecasts for a large cross‐section of short time series of censored observations. Our fully Bayesian approach allows us to flexibly estimate the cross‐sectional distribution of heterogeneous coefficients and then...
Persistent link: https://www.econbiz.de/10014306360
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Corporate Governance und Unternehmenserfolg - Eine empirische Analyse des Zusammenhangs zwischen den Führungs-, Kontroll- und Anreizstrukturen und der Geschäftsentwicklung deutsche...
Steinbrecher, Johannes - 2016
Das internationale Bankensystem stand in den vergangenen Jahren im Fokus des öffentlichen Interesses. Bei der Diskussion möglicher Optionen zur Verbesserung der Finanzsystemstabilität rückt zunehmend die Corporate Governance in Banken in den Fokus. Der vorliegende Forschungsbericht widmet...
Persistent link: https://www.econbiz.de/10011698354
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Corporate Governance und Unternehmenserfolg : eine empirische Analyse des Zusammenhangs zwischen den Führungs-, Kontroll- und Anreizstrukturen und der Geschäftsentwicklung deutsche...
Steinbrecher, Johannes - 2016
needed how banks are governed and how bank governance is associated with performance and risk taking. This report deals with … corporate governance matter. Higher executive team expertise is associated with superior bank outcomes regarding performance …, risk and efficiency. Compensation analyses show strong variation in compensation schemes between banks and bank divisions …
Persistent link: https://www.econbiz.de/10011742813
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Business cycles: A role for imperfect competition in the banking system
Mandelman, Federico S. - 2006
This paper studies the cyclical pattern of ex post markups in the banking system using balance-sheet data for a large set of countries. Markups are strongly countercyclical even after controlling for financial development, banking concentration, operational costs, inflation, and simultaneity or...
Persistent link: https://www.econbiz.de/10010292221
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US and European household debt and credit constraints
Crook, Jonathan N.; Hochgürtel, Stefan - 2007
This paper uses micro data from four OECD countries (the United States, Spain, Italy, and the Netherlands), to assess the determinants of household debt holding and to investigate whether or not credit constraints are important for household debt holding. We extend the existing literature in...
Persistent link: https://www.econbiz.de/10011373833
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Information or regulation : what Is driving the international activities of commercial banks?
Buch, Claudia M. - 2000
Information costs and regulatory barriers are the main distinguishing features of international financial markets as compared to national financial markets. This paper presents a simple model of the impact of these factors on banks' cross-border activities and provides empirical evidence. Our...
Persistent link: https://www.econbiz.de/10011473701
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Types of banking institutions and economic growth : an endogenous growth model
Elmawazini, Khaled; Khiyar, Khiyar Abdalla; Al Galfy, Ahmad - 2015
There is mixed support for the hypothesis that the banking sector is a channel for economic growth. While most studies on economic growth in Gulf Cooperation Council (GCC) countries have not distinguished between conventional banks and Islamic banks, this study contributes to the empirical...
Persistent link: https://www.econbiz.de/10011332914
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Profit efficiency of banks in Colombia with undesirable output : a directional distance function approach
Almanza Ramírez, Camilo; Mora, Jhon James; Cendales, … - 2017
. Further, the authors find that economic growth, capital risk, foreign and national banks, and account liquidity risk explain …
Persistent link: https://www.econbiz.de/10011742645
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Profit efficiency of banks in Colombia with undesirable output : a directional distance function approach
Almanza Ramírez, Camilo; Mora, Jhon James - 2018
find that economic growth, capital risk, foreign and national banks, and account liquidity risk explain, in part, the …
Persistent link: https://www.econbiz.de/10011847434