32. Maurer, N., Haber, S., 2007. Related Lending and Economic Performance: Evidence from Mexico. The Journal of Economic History 67(3), pp. 551-581.
33. Martinez Peria, M.S., Sandeep, S., 2014. The Impact of Credit Information Sharing Reforms on Firm Financing? Policy Research Working Paper Series 7013, The World Bank.
34. Iwata, G., 1974. Measurement of Conjectural Variations in Oligopoly, Econometrica 42, pp. 947-966.
. Jensen, M.C., Meckling, W.H., 1976. Can the Corporation Survive? Financial Analysts Journal (January-February).
. King, R., Levine, R., 1993. Finance and Growth: Schumpeter Might Be Right? The Quarterly Journal of Economic, 108, pp. 717-737.
37. Klein, M., 1971. A Theory of the Banking Firm. Journal of Money, Credit, and Banking 3, pp. 205-218.
. Koetter, M., Kolari, W.J., Spierdijk, L., 2012. Enjoying the Quiet Life Under Deregulation? Evidence from adjusted Lerner indices for U.S. banks. Rev. Econ. Stat. 94, pp. 462-480.
39. Mamatzakis, E., Staikouras, C., Koutsomanoli-Fillipaki, N., 2005. Competition and Concentration in the Banking Sector of the South Eastern European Region. Emerging Markets Review 6, pp. 192-209.
40. Lerner, A., 1934. The Concept of Monopoly and the Measurement of Monopoly Power. Review of Economic Studies 1, pp. 157-175.
41. Levine, R., 2005. Finance and Growth: Theory and Evidence, Handbook of Economic Growth, vol. I, ed. by P. Aghion, and S. Durlauf. Also NBER Working Paper #10766.
. Levine, R., Zervos, S., 1998. Stock Markets, Banks, and Economic Growth. American Economic Review 88, pp. 537-558.
43. Liu, G., Mirzaei, A., Vandoros, S., 2014. The Impact of Bank Competition and Concentration on Industrial Growth. Economics Letters, Elsevier, vol. 124(1), pp. 60-63
44. Loayza, N., Rancière, R., 2006. Financial Development, Financial Fragility, and Growth. Journal of Money, Credit and Banking, Vol. 38, No. 4 (Jun., 2006), pp. 1051-1076.
. Mojca, M., 2009. Three Essays on Banking Market Effects on Market Structure in Non-financial Industries. University of Siena.
46. Maurer, N., Haber, S., 2007. Related Lending and Economic Performance: Evidence from Mexico. The Journal of Economic History 67(3), pp. 551-581.
47. McKinnon, R.I., 1973. Money and Capital in Economic Development. Washington, DC: Brookings Institution.
48. Molyneux, P., Forbes, W., 1995. Market Structure and Performance in European Banking, Applied Economics 27, pp. 155- 159.
. Myers, S.C., Majluf, N., 1984. Corporate Financing and Investment Decisions when Firms Have Information Investors Do Not Have. Journal of Financial Economics 13, pp. 187-221.
50. Nathan, A., Neave, E.H., 1989. Competition and Contestability in Canada’s Financial System: Empirical Results. The Canadian Journal of Economics 22 (3), pp. 576-594.
51. Panzar, J.C., Rosse, J.N., 1987. Testing for “Monopoly” Equilibrium. Journal of Industrial Economics 35, pp. 443-456.
. Peltzman, S., 1977. The Gains and Losses from Industrial Concentration, Journal of Law and Economics 20, pp. 229- 263.
. Petersen, M., Rajan, R., 1994. The Benefits of Lending Relationships: Evidence from Small Business Data. Journal of Finance 49, pp. 3-37.
54. Petersen, M., Rajan, R., 1995. The Effect of Credit Market Competition on Lending Relationships. Quarterly Journal of Economics 110, pp. 407-443.
55. Rajan, R., Zingales, L., 1998. Financial Dependence and Growth. American Economic Review 88, pp. 559- 586.
56. Reid, G.C., 1987. Theories of Industrial Organization, Blackwell, New York and Oxford.
. Schumpeter, J., 1911. The Theory of Economic Development, Cambridge, MA, Harvard University Press.
. Shaw, E., 1973. Financial Deepening in Economic Development. New York: Oxford University Press.
. Shaffer, S., 1982. A Nonstructural Test for Competition in Financial Markets Federal Reserve Bank of Chicago, Proceedings of a Conference on Bank Structure and Competition, pp. 225-243
. Spagnolo, G., 2000. Debt as a Credible Collusive Device: “Everybody Happy But the Consumer”. Stockholm School of Economics.
61. Claessens, S., Laeven, L., 2005. Financial Dependence, Banking Sector Competition, and Economic Growth. Journal of the European Economic Association <https://ideas.repec.org/s/tpr/jeurec.html>, MIT Press, vol. 3(1), pp. 179-207.
. Vesala, J., 1995. Testing for Competition in Banking: Behavioral Evidence from Finland. Bank of Finland Studies, E:1.
63. Vives, X., 2001. Competition in the Changing World of Banking. Oxford Review of Economic Policy, 17, pp. 535-545.
. Vives, X., 2008. Innovation and Competitive Pressure. Journal of Industrial Economics, Wiley Blackwell, vol. 56(3), pp. 419-469.
. Zarutskie, R., 2006. Evidence on the Effects of Bank Competition on Firm Borrowing and Investment. Journal of Financial Economics, Elsevier, vol. 81(3), pp. 503-537.
. Анисимова, А.,
Верников, А., 2011. Структура рынка банковских услуг и ее влияние на
конкуренцию (на примере двух российских банков). Деньги и кредит 11/2011, с.
53-62.
Результаты оценки квартальных значений конкуренции для российского
банковского сектора за период с 1 квартала 2009 по 4 квартал 2015
Результаты за 1 квартал 2009 года
Результаты за 2 квартал 2009 года
Результаты за 3 квартал 2009 года
Результаты за 4 квартал 2009 года
Результаты за 1 квартал 2010 года
Результаты за 2 квартал 2010 года
Результаты за 3 квартал 2010 года
Результаты за 4 квартал 2010 года
Результаты за 1 квартал 2011 года
Результаты за 2 квартал 2011 года
Результаты за 3 квартал 2011 года
Результаты за 4 квартал 2011 года
Результаты за 1 квартал 2012 года
Результаты за 2 квартал 2012 года
Результаты за 3 квартал 2012 года
Результаты за 4 квартал 2012 года
Результаты за 1 квартал 2013 года
Результаты за 2 квартал 2013 года
Результаты за 3 квартал 2013 года
Результаты за 4 квартал 2013 года
Результаты за 1 квартал 2014 года
Результаты за 2 квартал 2014 года
Результаты за 3 квартал 2014 года
Результаты за 4 квартал 2014 года
Результаты за 1 квартал 2015 года
Результаты за 2 квартал 2015 года
Результаты за 3 квартал 2015 года
Результаты за 4 квартал 2015 года
Корреляционная матрица переменных для сельскохозяйственной отрасли
|
|
LN loans |
LN loans/GDP |
H-stat |
HHI |
CR5 |
CR30 |
Nbanks |
Debtij |
LoanSh |
Ln Assets |
Nbranch |
Intensive |
Ncompanies |
Dcurrency |
Dcrises |
Dregion |
Unempl |
|
LN loans |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
LN loans/GDP |
0.9919 |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
H-stat |
-0.0035 |
-0.0131 |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
HHI |
0.0345 |
0.0367 |
-0.1549 |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CR5 |
0.0091 |
0.0204 |
-0.3134 |
0.2965 |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
CR30 |
-0.0089 |
0.0051 |
-0.3203 |
0.0758 |
0.8368 |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
Nbanks |
-0.0424 |
-0.0437 |
0.1438 |
-0.2601 |
-0.8531 |
-0.7875 |
1 |
|
|
|
|
|
|
|
|
|
|
|
Debtij |
0.4323 |
0.4328 |
0.0264 |
-0.0066 |
-0.0179 |
-0.0192 |
0.043 |
1 |
|
|
|
|
|
|
|
|
|
|
LoanSh |
0.0066 |
0.0205 |
-0.0522 |
0.3909 |
0.6705 |
0.4885 |
-0.4934 |
0.0046 |
1 |
|
|
|
|
|
|
|
|
|
Ln Assets |
0.0474 |
0.0477 |
-0.0655 |
0.3174 |
0.8196 |
0.6973 |
-0.9681 |
-0.0439 |
0.5497 |
1 |
|
|
|
|
|
|
|
|
Nbranch |
0.3438 |
0.3368 |
0.1898 |
-0.0237 |
-0.0842 |
-0.0745 |
-0.069 |
0.5702 |
-0.1 |
0.091 |
1 |
|
|
|
|
|
|
|
Intensive |
0.0414 |
0.046 |
0.027 |
0.3066 |
0.7644 |
0.6805 |
-0.8886 |
-0.0286 |
0.6281 |
0.909 |
0.0961 |
1 |
|
|
|
|
|
|
Ncompanies |
-0.0616 |
-0.0517 |
-0.1987 |
-0.4323 |
-0.4238 |
-0.0656 |
0.5742 |
0.0354 |
-0.451 |
-0.6977 |
-0.1748 |
-0.6218 |
1 |
|
|
|
|
|
Dcurrency |
0.0524 |
0.0465 |
-0.2795 |
0.0951 |
0.301 |
0.1958 |
-0.5121 |
-0.0407 |
-0.1009 |
0.5152 |
0.0628 |
0.3967 |
-0.3114 |
1 |
|
|
|
|
Dcrises |
-0.0122 |
-0.0097 |
-0.2975 |
0.0566 |
0.4802 |
0.3908 |
-0.4111 |
-0.0253 |
0.1963 |
0.4459 |
-0.0111 |
0.3659 |
-0.2034 |
0.2968 |
1 |
|
|
|
Dregion |
0.209 |
0.2095 |
0.0188 |
-0.0005 |
-0.0044 |
-0.0048 |
0.0045 |
0.125 |
-0.0021 |
-0.004 |
-0.0347 |
-0.0037 |
0.0008 |
-0.0023 |
-0.0036 |
1 |
|
|
Unempl |
-0.0575 |
-0.0452 |
-0.2424 |
-0.2109 |
-0.4331 |
-0.2292 |
0.6955 |
0.0412 |
-0.3576 |
-0.7882 |
-0.2002 |
-0.6789 |
0.8361 |
-0.4562 |
-0.2262 |
0.0017 |
1 |
Корреляционная матрица переменных для обрабатывающей отрасли
|
|
LN loans |
LN loans/GDP |
H-stat |
HHI |
CR5 |
CR30 |
Nbanks |
Debtij |
LoanSh |
Ln Assets |
Nbranch |
Intensive |
Ncompanies |
Dcurrency |
Dcrises |
Dregion |
Unempl |
|
LN loans |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
LN loans/GDP |
1 |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
H-stat |
0.0334 |
0.0319 |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
HHI |
0.0387 |
0.0407 |
-0.2853 |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CR5 |
0.0254 |
-0.2928 |
0.3191 |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CR30 |
-0.0051 |
-0.0003 |
-0.1762 |
-0.0578 |
0.704 |
1 |
|
|
|
|
|
|
|
|
|
|
|
|
Nbanks |
-0.038 |
-0.044 |
0.1043 |
-0.3441 |
-0.9015 |
-0.6254 |
1 |
|
|
|
|
|
|
|
|
|
|
|
Debtij |
0.6443 |
0.6436 |
0.0428 |
-0.0506 |
-0.0634 |
-0.0208 |
0.0598 |
1 |
|
|
|
|
|
|
|
|
|
|
LoanSh |
0.041 |
0.0473 |
-0.2541 |
0.4046 |
0.8051 |
0.5553 |
-0.8576 |
-0.0654 |
1 |
|
|
|
|
|
|
|
|
|
Ln Assets |
0.0481 |
0.0544 |
-0.0354 |
0.3742 |
0.8212 |
0.6079 |
-0.9544 |
-0.0601 |
0.8805 |
1 |
|
|
|
|
|
|
|
|
Nbranch |
0.5934 |
0.5919 |
0.0507 |
-0.0947 |
-0.1736 |
-0.1006 |
0.1799 |
0.8024 |
-0.1741 |
-0.1807 |
1 |
|
|
|
|
|
|
|
Intensive |
0.0524 |
0.0572 |
0.1314 |
0.3319 |
0.631 |
0.3973 |
-0.8754 |
-0.0517 |
0.7942 |
0.9304 |
-0.1582 |
1 |
|
|
|
|
|
|
Ncompanies |
-0.0363 |
-0.0417 |
0.1955 |
-0.5512 |
-0.9057 |
-0.4888 |
0.9395 |
0.0688 |
-0.8198 |
-0.8832 |
0.1798 |
-0.7885 |
1 |
|
|
|
|
|
Dcurrency |
0.0235 |
0.0264 |
-0.2307 |
0.2498 |
0.3823 |
0.2392 |
-0.5344 |
-0.029 |
0.4866 |
0.4992 |
-0.0896 |
0.4376 |
-0.4429 |
1 |
|
|
|
|
Dcrises |
-0.0034 |
-0.001 |
-0.3267 |
0.0161 |
0.5166 |
0.5988 |
-0.5457 |
-0.0079 |
0.3425 |
0.3789 |
-0.0672 |
0.2228 |
-0.4276 |
0.5867 |
1 |
|
|
|
Dregion |
0.2634 |
0.2633 |
0.0271 |
-0.0034 |
-0.005 |
-0.001 |
0.0027 |
0.1052 |
-0.004 |
-0.0019 |
-0.0634 |
0.0001 |
0.0039 |
-0.0029 |
-0.0022 |
1 |
|
|
Unempl |
-0.0381 |
-0.0429 |
-0.1999 |
-0.1747 |
-0.6023 |
-0.5332 |
0.8068 |
0.0416 |
-0.7578 |
-0.8693 |
0.1377 |
-0.9175 |
0.6778 |
-0.4455 |
-0.2222 |
-0.0006 |
1 |