BankCosts: Costs of the Us Banking Industry
In pder: panel data econometrics with R
Description
Usage
Format
Source
References
See Also
Description
yearly observations of 4200 banks from 1998 to 2005
number of observations : 33600
country : United States
economic topic : producer behavior
econometrics topic : seemingly unrelated regression
Usage
1
Format
A dataframe containing :
- id
bank's identifier
- year
the year
- cost
total cost, sum of three input costs (labor, capital and borrowed funds)
- wage
the wage rate, which is equal to total salaries and benefits divided by the number of full-time employees
- intrate
the interest rate for borrowed funds, equal to total interest expense divided by total deposits and purchased funds
- pcap
price of physical capital, equal to expenses on premises and equipment divided by premises and fixed assets
- consloans
consumer loans
- nonconsloans
non-consumer loans (industrial and commercial loans and real estate loans)
- securities
all non-loan financial assets, i.e., all financial and physical assets minus the sum of consumer loans, non-consumer loans, securities, and equity
- fineqcap
financial equity capital
- otheract
non-traditional banking activities
Source
Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.
References
Guohua Feng and Apostolos Serletis, (2009) “Efficiency and Productivity of the US Banking Industry,1998-2005: Evidence from the Fourier Cost Function Satisfying Global Regularity Conditions”, Journal of Applied Econometrics, 24(1), 105–138.
See Also
Index.Economics, Index.Econometrics
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Description Usage Format Source References See Also
Description
yearly observations of 4200 banks from 1998 to 2005
number of observations : 33600
country : United States
economic topic : producer behavior
econometrics topic : seemingly unrelated regression
Usage
1 |
Format
A dataframe containing :
- id
bank's identifier
- year
the year
- cost
total cost, sum of three input costs (labor, capital and borrowed funds)
- wage
the wage rate, which is equal to total salaries and benefits divided by the number of full-time employees
- intrate
the interest rate for borrowed funds, equal to total interest expense divided by total deposits and purchased funds
- pcap
price of physical capital, equal to expenses on premises and equipment divided by premises and fixed assets
- consloans
consumer loans
- nonconsloans
non-consumer loans (industrial and commercial loans and real estate loans)
- securities
all non-loan financial assets, i.e., all financial and physical assets minus the sum of consumer loans, non-consumer loans, securities, and equity
- fineqcap
financial equity capital
- otheract
non-traditional banking activities
Source
Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.
References
Guohua Feng and Apostolos Serletis, (2009) “Efficiency and Productivity of the US Banking Industry,1998-2005: Evidence from the Fourier Cost Function Satisfying Global Regularity Conditions”, Journal of Applied Econometrics, 24(1), 105–138.
See Also
Index.Economics, Index.Econometrics
R Package Documentation
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