Author: Joseph P. HughesPublisher:
ISBN:
Category : Bank management
Languages : en
Pages : 36
Book Description
Recovering Technologies that Account for Generalized Managerial Preferences
Author: Joseph P. HughesPublisher:
ISBN:
Category : Bank management
Languages : en
Pages : 36
Book Description
Panel Data Econometrics
Author: Mike TsionasPublisher: Academic Press
ISBN: 0128158603
Category : Business & Economics
Languages : en
Pages : 610
Book Description
Panel Data Econometrics: Empirical Applications introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. - Provides a vast array of empirical applications useful to practitioners from different application environments - Accompanied by extensive case studies and empirical exercises - Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings - Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts
Capital Account Liberation
Author: Ying YirongPublisher: CRC Press
ISBN: 1498712274
Category : Business & Economics
Languages : en
Pages : 445
Book Description
Along with the development of economic globalization, many countries have begun to relax their controls on their capital accounts. However, the recent financial crises in Latin American countries as well as the exchange rate crises in Southeast Asian countries have shown that there is major risk associated with capital account liberalization.This b
Problem Loans and Cost Efficiency in Commercial Banks
Author: Allen N. BergerPublisher:
ISBN:
Category : Bank loans
Languages : en
Pages : 54
Book Description
Nonperforming Loans in the GCC Banking System and their Macroeconomic Effects
Author: Mr.Raphael A. EspinozaPublisher: International Monetary Fund
ISBN: 1455208892
Category : Business & Economics
Languages : en
Pages : 26
Book Description
According to a dynamic panel estimated over 1995 - 2008 on around 80 banks in the GCC region, the NPL ratio worsens as economic growth becomes lower and interest rates and risk aversion increase. Our model implies that the cumulative effect of macroeconomic shocks over a three year horizon is indeed large. Firm-specific factors related to risk-taking and efficiency are also related to future NPLs. The paper finally investigates the feedback effect of increasing NPLs on growth using a VAR model. According to the panel VAR, there could be a strong, albeit short-lived feedback effect from losses in banks’ balance sheets on economic activity, with a semi-elasticity of around 0.4.
The Fed in Print
Author: Nonperforming Loans and Macrofinancial Vulnerabilities in Advanced Economies
Author: Ms.Mwanza NkusuPublisher: International Monetary Fund
ISBN: 1455297747
Category : Business & Economics
Languages : en
Pages : 28
Book Description
We analyze the link between nonperforming loans (NPL) and macroeconomic performance using two complementary approaches. First, we investigate the macroeconomic determinants of NPL in panel regressions and confirm that adverse macroeconomic developments are associated with rising NPL. Second, we investigate the feedback between NPL and its macroeconomic determinants in a panel vector autoregressive (PVAR) model. The impulse response functions (IRFs) attribute to NPL a central role in the linkages between credit market frictions and macrofinancial vulnerability. They suggest that a sharp increase in NPL triggers long-lived tailwinds that cripple macroeconomic performance from several fronts.
Regulatory Distress Costs and Risk-taking at U.S. Commercial Banks
Author: Robert DeYoungPublisher:
ISBN:
Category : Bank examination
Languages : en
Pages : 60
Book Description
The Macroeconomics of the Arab States of the Gulf
Author: Mr.Raphael A. EspinozaPublisher: OUP Oxford
ISBN: 0199683794
Category : Business & Economics
Languages : en
Pages : 209
Book Description
Provides original insights into the functioning of the GCC macro-economy. It covers structural, long-term, issues such as the determinants of economic growth, the impact of foreign workers on labour markets, wages, and competitiveness, and the economic impact of a rich state that wants to distribute oil money.
Author: