Costs of the Us Large Banks

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Description

yearly observations of 128 banks from 1989 to 2000

number of observations : 1536

country : United States

economic topic : producer behavior

econometrics topic : seemingly unrelated regression

Usage

1

Format

A dataframe containing :

id

the bank identifier

year

the year

cost

the log of total cost normalized by price of fifth input

p1

the log of labor price relative to the price of fifth input

p2

the log of capital price relative to the price of fifth input

p3

the log of purchased funds price relative to the price of fifth input

p4

the log of price of interest-bearing deposits in total transaction accountsrelative to the price of fifth input

y1

installment loans (to individuals for personal/household expenses)

y2

real estate loans

y3

business loans

y4

federal funds sold and securities purchased under agreements to resell

y5

other assets (assets that cannot be properly included in any other asset items in the balance sheet)

assets

the log of total assets

Source

Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.

References

Efthymios G. Tsionas, (2006) “Inference in Dynamic Stochastic Frontier Models”, Journal of Applied Econometrics, 21, 669–676.

See Also

Index.Economics, Index.Econometrics

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