Showing 1 - 10 of 60
The purpose of this paper is fourfold: first to empirically investigate the cost structure of the Greek banking sector, second to provide measures of economies (diseconomies) of scale, third to quantify technical change and its sources, and fourth to measure total factor productivity growth and...
Persistent link: https://www.econbiz.de/10012771569
The main purpose of this study is to investigate the effect of acquisition activity on the efficiency and total factor productivity of Greek banks. A stochastic output distance function is used to construct a generalized output Malmquist productivity index based on the methodological framework...
Persistent link: https://www.econbiz.de/10012771603
This paper investigates productivity growth and technical efficiency in the Greek banking industry for the period 1982-1997. It also compares the 1982-92 and 1993-97 sub-periods, since after 1992 the Greek banking sector experienced substantial changes. The Malmquist productivity index and the...
Persistent link: https://www.econbiz.de/10012771604
This paper investigates productivity growth and technical efficiency in the Greek banking industry for the period 1982-1997. It also compares the 1982-92 and 1993-97 sub-periods, since after 1992 the Greek banking sector experienced substantial changes. The Malmquist productivity index and the...
Persistent link: https://www.econbiz.de/10012774043
This study analyses the dynamic effects of specific macroeconomic variables, i.e. housing loan rates, inflation, employment, and money supply, on the price of new houses sold in Greece. An error correction vector autoregressive (ECVAR) model is used in modelling the impact of the above...
Persistent link: https://www.econbiz.de/10005629165
This article analyses the dynamic effects of specific macroeconomic variables, for example housing loan rates, inflation, employment and money supply, on the price of new houses sold in Greece. An error correction vector autoregressive (ECVAR) model is used in modelling the impact of the above...
Persistent link: https://www.econbiz.de/10005265374
This paper estimates Okun's coefficient for certain regional areas in Greece over the period 1960-1997. Through the Hodrick-Prescott filtering and the band-pass filtering the empirical analysis shows that that the coefficients do not exhibit substantial interregional differences, except for the...
Persistent link: https://www.econbiz.de/10005511339
This paper investigates volatility spillover effects between relative food prices and explicit macroeconomic fundamentals, i.e. exchange rates, money balances, inflation, and the deficit to income ratio, through the methodology of GARCH models. The findings showed that significant and positive...
Persistent link: https://www.econbiz.de/10005435251
This study investigates causality, price transmission and volatility spillover effects between producer and consumer prices in lamb, beef, pork and poultry markets in Greece, using the methodology of the Generalized Autoregressive Conditional Heteroscedastic (GARCH) approach. The empirical...
Persistent link: https://www.econbiz.de/10005435386
This paper applies time series techniques to test for convergence in agricultural total factor productivity among the USA and a sample of nine European countries for the period 1973-1993. The data set used in this paper obtained from Ball et al. (2001). The wide spectrum of unit root test...
Persistent link: https://www.econbiz.de/10005468354