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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
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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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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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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Does too much finance harm economic growth?
Singh, Nirvikar; Hook, Law Siong - 2013
This study provides new evidence on the relationship between finance and economic growth using an innovative dynamic panel threshold technique. The sample consists of 87 developed and developing countries. The empirical results indicate that there is a threshold effect in the finance-growth...
Persistent link: https://www.econbiz.de/10010195667
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Can low interest rates be harmful : an assessment of the bank risk-taking channel in Asia
Ramayandi, Arief; Rawat, Umang; Hsiao Chink Tang - 2014
interest rates and bank risk-taking. This paper also finds the presence of the risk-taking channel based on a panel of publicly … bank risk-taking. …
Persistent link: https://www.econbiz.de/10010336963
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What Threatens Tunisian Banking Stability? Bayesian Model Versus Panel Data Analysis
Hakimi, Abdelaziz - 2020
stability is more sensitive to capital adequacy ratio, liquidity risk and the interaction between credit risk and liquidity risk …-Score). However, liquidity risk and interaction variables exert a negative and significant effect on bank stability. These results … it significantly contributes to improving bank stability. However, they should pay attention to liquidity risk as the …
Persistent link: https://www.econbiz.de/10012853695
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A Varying-Coefficient Panel Data Model with Fixed Effects : Theory and an Application to U.S. Commercial Banks
Feng, Guohua - 2015
In this paper, we propose a panel data semiparametric varying-coefficient model in which covariates (variables affecting the coefficients) are purely categorical. This model has two features: first, fixed effects are included to allow for correlation between individual unobserved heterogeneity...
Persistent link: https://www.econbiz.de/10013024211
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IV Estimation of Spatial Dynamic Panels with Interactive Effects : Large Sample Theory and an Application on Bank Attitude Toward Risk
Cui, Guowei - 2020
of risk attitude of banking institutions. The results of our analysis provide evidence that the more risk …
Persistent link: https://www.econbiz.de/10012829313