US banking efficiency, 1984–1995

Levent Kutlu

Economics Letters, 2012, vol. 117, issue 1, 53-56

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.

Keywords: Banking Industry; Efficiency; Kalman Filter; Panel data (search for similar items in EconPapers)
JEL-codes: C1 C13 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (10)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:117:y:2012:i:1:p:53-56

DOI: 10.1016/j.econlet.2012.04.042

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