Measuring performance in the Portuguese banking industry with a Fourier regression model

References

• Agostino , M. , Leonida , L. and Trivieri , F. 2005 . Profits persistence and ownership: evidence from the Italian banking sector . Applied Economics , 37 : 1615 – 21 .
   Web of Science ®Google Scholar
• Altunbas , Y. , Gardener , E. , Molyneux , P. and Moore , B. 2001 . Efficiency in European banking . European Economic Review , 45 : 1931 – 55 .
   Web of Science ®Google Scholar
• Barros , C. , Ferreira , C. and Williams , J. 2007 . Analysing the determinants of performance of the best and worst European banks: a mixed logit approach . Journal of Banking and Finance , 31 : 2189 – 203 .
   Web of Science ®Google Scholar
• Becker , R. , Enders , W. and Hurn , A. 2002 . A general test for time-dependence in parameters . Journal of Applied Econometrics , 19 : 899 – 906 .
   Web of Science ®Google Scholar
• Berger , A. and Humphrey , D. 1997 . Efficiency of financial institutions: international survey and directions for future research . European Journal of Operational Research , 98 : 175 – 212 .
   Web of Science ®Google Scholar
• Berger , A. , Leusner , J. and Mingo , J. 1997 . The efficiency of bank branches . Journal of Monetary Economics , 40 : 141 – 62 .
   Web of Science ®Google Scholar
• Berger , A. and Mester , L. 1997 . Inside the black box: what explains differences in the efficiency of financial institutions . Journal of Banking and Finance , 21 : 895 – 947 .
   Web of Science ®Google Scholar
• Berger , A and Mester , L. 2003 . Explaining the dramatic changes in performance of US banks: technological change, deregulation, and dynamic changes in competition . Journal of Financial Intermediation , 12 : 57 – 95 .
   Web of Science ®Google Scholar
• Das , A. and Das , S. 2007 . Scale economies, cost complementarities and technical progress in Indian banking: evidence from Fourier flexible functional form . Applied Economics , 39 : 565 – 80 .
   Web of Science ®Google Scholar
• Enders , W. and Hoover , G. 2003 . The effect of robust growth on poverty: a non-linear analysis . Applied Economics , 35 : 1063 – 71 .
   Web of Science ®Google Scholar
• Enders , W. and Sandler , T. 2001 . Non-linear effects and improved estimates of transnational terrorism . Unpublished Paper. ,
   Google Scholar
• Evanoff , D. and Fortier , D. 1988 . Reevaluation of the structure-conduct-performance paradigm in banking . Journal of Financial Service Research , 1 : 249 – 60 .
   Web of Science ®Google Scholar
• Gallant , A. 1981 . On the bias in flexible functional forms and essentially unbiased form: the Fourier flexible form . Journal of Econometrics , 46 : 229 – 45 .
   Google Scholar
• Gallant , A. 1982 . Unbiased determination of production technologies . Journal of Econometrics , 20 : 285 – 324 .
   Web of Science ®Google Scholar
• Gilbert , R. 1984 . Bank market structure and competition . Journal of Money, Credit and Banking , 16 : 617 – 45 .
   Web of Science ®Google Scholar
• Goddard , J. , Molyneux , P. and Wilson , J. 2001 . European Banking: Efficiency, Technology and Growth , New York : John Wiley and Sons .
   Google Scholar
• Haggestad , A. and Mingo , J. 1977 . The competition condition of US banking markets and the impact of structural reforms . Journal of Finance , 32 : 649 – 61 .
   Web of Science ®Google Scholar
• Huang , T. and Wang , M. 2004 . Estimation of scale and scope economies in multiproduct banking: evidence from the Fourier flexible functional form with panel data . Applied Economics , 36 : 1245 – 53 .
   Web of Science ®Google Scholar
• Ludlow , J. and Enders , W. 2000 . Estimating non-linear ARMA models using Fourier coefficients . International Journal of Forecasting , 16 : 333 – 47 .
   Web of Science ®Google Scholar
• Maudos , J. 2001 . Rendabilidad, Estructura de Mercado y Efficiencia en la Banca . Revista de Economia Aplicada , 25 : 193 – 207 .
   Google Scholar
• Mitchell , K. and Onvural , N. 1996 . Economies of scale and scope at large commercial banks: evidence from the Fourier flexible functional form . Journal of Money, Credit and Banking , 28 : 178 – 99 .
   Web of Science ®Google Scholar
• Molyneux , P. and Forbes , W. 1995 . Market structure and performance in European banking . Applied Economics , 27 : 155 – 9 .
   Web of Science ®Google Scholar
• Naceur , S. and Goaied , M. 2001 . The determinants of the Tunisian deposit banks performance . Applied Financial Economics , 11 : 317 – 9 .
   Google Scholar
• Rhoades , S. 1982 . Welfare loss, redistribution effect and restriction of output due to monopoly . Journal of Monetary Economics , 9 : 375 – 87 .
   Web of Science ®Google Scholar
• Shen , C. 2005 . Cost efficiency and banking performances in a partial universal banking system: application of the panel smooth threshold model . Applied Economics , 37 : 993 – 1009 .
   Web of Science ®Google Scholar
• Smirlock , M. 1985 . Evidence of the (non) relationship between concentration and profitability in banking . Journal of Money, Credit and Banking , 17 : 69 – 83 .
   Web of Science ®Google Scholar
• Spellman , L. 1981 . Commercial banks and the profit of saving and loans markets . Journal of Bank Research , 12 : 32 – 9 .
   Google Scholar