| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5060037 | Economics Letters | 2012 | 4 Pages |
Abstract
We estimate the time-varying average efficiencies of the US banks during 1984-1995 with four different efficiency estimators. Using these four series of efficiency estimates, we make a multivariate Kalman filter analysis to examine the efficiency trend in US banks during this period.
⺠Estimated efficiencies of US banks via a variety of estimators. ⺠Combined the estimates by utilizing the Kalman filter. ⺠Regulations and innovations had a positive effect on the efficiency of the US banks.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Levent Kutlu,