메뉴 건너뛰기




Volumn 49, Issue 4, 1997, Pages 335-346

Geographic integration of bank deposit markets and restrictions on interstate banking: A cointegration approach

Author keywords

Cointegration; Deposit markets; Interstate banking

Indexed keywords


EID: 15844365160     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0148-6195(97)00009-x     Document Type: Article
Times cited : (3)

References (18)
  • 1
    • 85036258669 scopus 로고
    • The distribution of estimates for autoregressive time series with unit root
    • June
    • Dickey, D. A., and Fuller, W. A. June 1979. The distribution of estimates for autoregressive time series with unit root. Journal of the American Statistical Association 74(3):427-431.
    • (1979) Journal of the American Statistical Association , vol.74 , Issue.3 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 2
    • 85185428509 scopus 로고
    • An analysis of regional approaches to interstate banking
    • Summer
    • Eisenbeis, R. A. Summer 1984. An analysis of regional approaches to interstate banking. The Journal of Corporation Law 9(4):683-696.
    • (1984) The Journal of Corporation Law , vol.9 , Issue.4 , pp. 683-696
    • Eisenbeis, R.A.1
  • 3
    • 0000013567 scopus 로고
    • Cointegration and error correction: Representation, estimation and testing
    • Mar.
    • Engle, R. F., and Granger, C. W. J. Mar. 1987. Cointegration and error correction: Representation, estimation and testing. Econometrica 55(2):251-276.
    • (1987) Econometrica , vol.55 , Issue.2 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 4
    • 45949119851 scopus 로고
    • Forecasting and testing in cointegrated systems
    • May
    • Engle, R. F., and Yoo, B. S. May 1987. Forecasting and testing in cointegrated systems. Journal of Econometrics 35(1):143-159.
    • (1987) Journal of Econometrics , vol.35 , Issue.1 , pp. 143-159
    • Engle, R.F.1    Yoo, B.S.2
  • 5
    • 84981566273 scopus 로고
    • Developments in the study of cointegrated economic variables
    • Aug.
    • Granger, C. W. J. Aug. 1986. Developments in the study of cointegrated economic variables. Oxford Bulletin of Economics and Statistics 48(3):214-228.
    • (1986) Oxford Bulletin of Economics and Statistics , vol.48 , Issue.3 , pp. 214-228
    • Granger, C.W.J.1
  • 6
    • 0003164094 scopus 로고
    • Time series analysis of error correcting models
    • S. Karlin, T. Amemiya, and L. A. Goodman, eds.. New York: Academic Press
    • Granger, C. W. J., and Weiss, A. A. 1983. Time series analysis of error correcting models. In Studies in Econometrics, Time Series and Multivariate Statistics (S. Karlin, T. Amemiya, and L. A. Goodman, eds.). New York: Academic Press, pp. 255-278.
    • (1983) Studies in Econometrics, Time Series and Multivariate Statistics , pp. 255-278
    • Granger, C.W.J.1    Weiss, A.A.2
  • 7
    • 49149136839 scopus 로고
    • Some properties of time series data and their use in econometric model specification
    • May
    • Granger, C. W. J. May 1981. Some properties of time series data and their use in econometric model specification. Journal of Econometrics 16(1):121-130.
    • (1981) Journal of Econometrics , vol.16 , Issue.1 , pp. 121-130
    • Granger, C.W.J.1
  • 8
    • 0010074609 scopus 로고
    • Limitations on the long-run relationship between prices from an efficient market
    • University of California, San Diego
    • Granger, C. W. J., and Escribano, A. 1986. Limitations on the long-run relationship between prices from an efficient market. Discussion Paper, University of California, San Diego.
    • (1986) Discussion Paper
    • Granger, C.W.J.1    Escribano, A.2
  • 10
    • 0000425569 scopus 로고
    • The rigidity of prices: Evidence from the banking industry
    • Sept.
    • Hannan, T. H., and Berger, A. N. Sept. 1991. The rigidity of prices: Evidence from the banking industry. American Economic Review 81(4):938-945.
    • (1991) American Economic Review , vol.81 , Issue.4 , pp. 938-945
    • Hannan, T.H.1    Berger, A.N.2
  • 11
    • 21144472777 scopus 로고
    • Is the market well defined in bank merger and acquisition analysis?
    • Nov.
    • Jackson, W. E., III. Nov. 1992. Is the market well defined in bank merger and acquisition analysis? Review of Economics and Statistics 74(4):655-661.
    • (1992) Review of Economics and Statistics , vol.74 , Issue.4 , pp. 655-661
    • Jackson III, W.E.1
  • 12
    • 0345510809 scopus 로고
    • Statistical analysis of cointegration vectors
    • June-Sept.
    • Johansen, S. June-Sept. 1988. Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control 12(2):231-254.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , Issue.2 , pp. 231-254
    • Johansen, S.1
  • 13
    • 84981579311 scopus 로고
    • Maximum likelihood estimation and inference on cointegration - With applications to the demand for money
    • May
    • Johansen, S., and Juselius, K. May 1990. Maximum likelihood estimation and inference on cointegration - with applications to the demand for money. Oxford Bulletin of Economics and Statistics 52(2):169-210.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , Issue.2 , pp. 169-210
    • Johansen, S.1    Juselius, K.2
  • 14
    • 0007056937 scopus 로고
    • Determining geographic markets for deposit competition in banking. Federal Reserve Bank of San Francisco
    • Summer
    • Keeley, M. C., and Zimmerman, G. C. Summer 1985. Determining geographic markets for deposit competition in banking. Federal Reserve Bank of San Francisco, Economic Review (3):25-45.
    • (1985) Economic Review , Issue.3 , pp. 25-45
    • Keeley, M.C.1    Zimmerman, G.C.2
  • 15
    • 38249031652 scopus 로고
    • Competition and geographical integration in commercial bank lending
    • Mar.
    • Osborne, D. K. Mar. 1988. Competition and geographical integration in commercial bank lending. Journal of Banking and Finance 12(1):85-103.
    • (1988) Journal of Banking and Finance , vol.12 , Issue.1 , pp. 85-103
    • Osborne, D.K.1
  • 18
    • 15844391170 scopus 로고
    • Geographic market delineation: A review of the literature
    • Oct. Washington, DC: Board of Governors of the Federal Reserve System
    • Wolken, J. Oct. 1984. Geographic market delineation: A review of the literature. Staff Economic Studies 140. Washington, DC: Board of Governors of the Federal Reserve System.
    • (1984) Staff Economic Studies , vol.140
    • Wolken, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.