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The Egyptian Banking Sector: Assessing Efficiency Using a Stochastic Frontier Cost Function

Farrag, Noha; Lang, Guenter - Faculty of Management Technology, German University - 2012

This paper analyzes the cost efficiency of Egyptian banks in a period that witnessed major regulatory and structural changes. Using the full set of Egyptian commercial banks over the period 2000 to 2006, a multi-output cost function is specified and estimated by a stochastic frontier model. The...

Persistent link: https://www.econbiz.de/10010797495

The Impact of Industrial Agglomeration on Firm Employment and Productivity in Guangdong Province, China

Zhang, Xu - In: Asian Economic and Financial Review 4 (2014) 10, pp. 1389-1408

effects, as described in spatial economics, had been observed. By carrying out OLS empirical method and using a panel dataset …

Persistent link: https://www.econbiz.de/10010801139

Measurement Biases in Panel Data

Meurs, Henk; Van Wissen, Leo; Visser, Jacqueline - Institute for Transportation Studies (ITS), University … - 1989

The objective of this paper is to examine reporting errors in panel data obtained from multi-day travel diaries. A …-called panel experience. These biases imply that observed mobility changes between waves are partly due to reporting errors …

Persistent link: https://www.econbiz.de/10010677160

Fighting consumer price inflation in Africa: What do dynamics in money, credit, efficiency and size tell us?

Asongu, Simplice A. - In: Journal of Financial Economic Policy 5 (2013) 1, pp. 39-60

past decade. Design/methodology/approach – The sample is limited to a panel of African countries for which inflation is non …

Persistent link: https://www.econbiz.de/10010685889

How useful is the marginal expected shortfall for the measurement of systemic exposure? A practical assessment

Idier, Julien; Lamé, Gildas; Mésonnier, Jean-Stéphane - European Central Bank - 2013

by Brownlees and Engle (2011) for a panel of 65 large US banks over the last decade and a half. Running panel regressions …

Persistent link: https://www.econbiz.de/10010686754

Convergence in Provincial-Level South African House Prices: Evidence from the Club Convergence and Clustering Procedure

Apergis, Nicholas; Simo-Kengne, Beatrice D.; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2013

This empirical study analyses the long run behaviour of provincial house prices in South Africa based on the club convergence and clustering procedure of Phillips and Sul (2007). Using quarterly data covering the period of 1974Q1 to 2012Q4, 1976Q2 to 2012Q4, 1974Q1 to 2012 Q4 and 1977Q3 to...

Persistent link: https://www.econbiz.de/10010764582

Oil windfalls and local fiscal effort: a propensity score analysis

Carnicelli, Lauro; Postali, Fernando Antonio Slaibe - Departamento de Economia, Faculdade de Economia, … - 2014

method to a panel of municipalities observed from 2000 to 2009. The method consists of two stages. Firstly, it estimates the …

Persistent link: https://www.econbiz.de/10010765484

Limit theory for panel data models with cross sectional dependence and sequential exogeneity

Kuersteiner, Guido M.; Prucha, Ingmar R. - In: Journal of Econometrics 174 (2013) 2, pp. 107-126

panel data models with large n. The results allow for the data to be cross sectionally dependent, while at the same time … estimators of a fixed effect panel model without imposing i.i.d. or strict exogeneity conditions. We also discuss a class of …

Persistent link: https://www.econbiz.de/10010664695

Consumption and stock prices: Evidence from a small international panel

McMillan, David G. - In: Journal of Macroeconomics 36 (2013) C, pp. 76-88

panel estimation techniques. We consider whether consumption growth is affected by stock returns and the dividend yield. The … economic behaviour. Panel unit root tests confirm the stationarity of each variable, although high persistence is noted in the …

Persistent link: https://www.econbiz.de/10010664989

Desperately seeking the positive impact of undervaluation on growth

Nouira, Ridha; Sekkat, Khalid - In: Journal of Macroeconomics 34 (2012) 2, pp. 537-552

This paper contributes to a current and intense debate among economists on whether real exchange rate undervaluation can boost growth. It focuses on addressing econometric and empirical issues that cast doubt about the validity of such positive impact. It also allows for the possibilities that...

Persistent link: https://www.econbiz.de/10010574756