| TurkishBanks {pder} | R Documentation |
Turkish Banks
Description
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
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)
Source
Journal of Applied Econometrics Data Archive : http://qed.econ.queensu.ca/jae/
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, doi: 10.1002/jae.835 .
Examples
#### 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)"])