Essays about: "System Generalized Method of Moments"

Found 5 essays containing the words System Generalized Method of Moments.

1. 1. The Effect of Capital on Profitability in Nordic Banks

   University essay from Göteborgs universitet/Graduate School

   Author : Ide Jarf; Nafiseh Aminiomshi; [2018-07-04]
   Keywords : Profitability; Bank Capital; Capital Requirements; Nordic Countries; System Generalized Method of Moments;

   Abstract : This thesis explores the relationship between capital and profitability in Nordic banks. Bank capital can have either profitable or adverse effects and the Nordic countries have recently straightened their capital requirement, so therefore it’s important to see what relationship there is between their bank capital and profitability. READ MORE

3. 2. Half-panel jackknife estimation of GMM models with fixed effects

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Adrian Mehic; [2018]
   Keywords : econometrics; dynamic panel data; jackknife; Business and Economics;

   Abstract : In empirical economics, the generalized method of moments (GMM) is one of the most widely used methods for estimating models with fixed effects, such as the dynamic panel model. For the dynamic panel model, the two most widely used GMM-based estimators are the so-called difference GMM and system GMM estimators. READ MORE

4. 3. The Effect of Capital Requirements on Bank Lending to Small and Medium-Sized Enterprises

   University essay from Göteborgs universitet/Graduate School

   Author : Fredrik Gustavsson; Jonathan Taheri; [2017-07-25]
   Keywords : Small and Medium-Sized Enterprises; Basel III; Capital Requirements; Regulatory Capital; Bank Lending; Europe; System Generalized Method of Moments;

   Abstract : This thesis examines the effect of strengthened capital requirements on the supply-side of bank lending to Small and Medium-Sized Enterprises (SMEs) in Europe. The thesis further assesses the effect of capital buffers on lending to SMEs in addition to examining how different bank lending practices are affected by stricter capital requirements. READ MORE

5. 4. Access to finance: Small and Medium Enterprises effect on Economic Growth

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ebba Lindgren; [2015]
   Keywords : Access to Finance; Economic Growth; EU-28; SMEs; GMM; Business and Economics;

   Abstract : The aim of this paper is to examine the effect small and medium enterprises’ (SMEs) access to finance has on economic growth. The relationship will be explored using data from the European Commission’s SMAF index covering the 28 EU member countries. READ MORE

6. 5. The Diffusion of Mobile Phones and its Impact on Financial Inclusion and Economic Growth in Africa

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Frida Erlandsson; Maria Lundqvist; [2014]
   Keywords : Africa; Economic growth; Generalized methods of moments; Financial development; Financial inclusion; Mobile financial services; Mobile phone penetration; Business and Economics;

   Abstract : The aim of this paper is to examine the effect of mobile phone penetration on economic growth, both directly and through the channel of financial inclusion. Based on a sample of 44 African countries during the period 2000-2011, the relationship between mobile phone penetration, captured by the number of mobile phone subscribers per capita, and economic growth is analysed. READ MORE