TurkishBanks: Turkish Banks
In pder: Panel Data Econometrics with R

Description Usage Format Source References Examples

yearly observations of 53 banks from 1990 to 2000

number of observations : 583

number of time-series : 11

country : Turkey

package : productionpanel

JEL codes: D24, G21, L33

Chapter : 02

1	data(TurkishBanks)

A dataframe containing:

id: bank id
year: the years
type: one of "conventional" and "islamic"
pl: price of labor
pf: price of borrowed funds
pk: price of physical capital
output: output, total loans
cost: total cost
empexp: employee expenses
nbemp: number of employees
faexp: assets expenses
fa: fixed assets
intexp: total interest expenses (interest on deposits and non-deposit funds + other interest expenses),
bfunds: borrowed funds (deposits + non-deposit funds)
dep: deposits
nondep: non-deposits
npl: non performing loans
ec: equity capital
quality: quality index
rindex: risk index
ta: total assets
ts: total securities (only for conventional banks)

Journal of Applied Econometrics Data Archive : http://qed.econ.queensu.ca/jae/

Mahmoud A. El-Gamal and Hulusi Inanoglu (2005) “Inefficiency and Heterogeneity in Turkish Banking: 1990-2000”, Journal of Applied Econometrics, 20(5), 641–664, doi: 10.1002/jae.835 .

#### Example 2-5

## ------------------------------------------------------------------------
data("TurkishBanks", package = "pder")
library("plm")
TurkishBanks <- na.omit(TurkishBanks)
TB <- pdata.frame(TurkishBanks)
summary(log(TB$output))
ercomp(log(cost) ~ log(output), TB)
models <- c("within", "random", "pooling", "between")
sapply(models, function(x)
       coef(plm(log(cost) ~ log(output), TB, model = x))["log(output)"])