TurkishBanks

0th

Percentile

Turkish Banks

yearly observations of 53 banks from 1990 to 2000

number of observations : 583

number of time-series : 11

country : Turkey

JEL codes: D24, G21, L33

Chapter : 02

Keywords
datasets
Usage
data(TurkishBanks)
Format

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)

References

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

Aliases
  • TurkishBanks
Examples
# NOT RUN {
#### 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)"])

# }
Documentation reproduced from package pder, version 1.0-1, License: GPL (>= 2)

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