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Browsing CIEF working papers by Author "Restrepo-Tobón, Diego"

LACER-LACEA/Manakin Repository

Browsing CIEF working papers by Author "Restrepo-Tobón, Diego"

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  • Restrepo-Tobón, Diego; Kumbhakar, Subal C. (John Wiley & Sons, Ltd., 2014)
    Most empirical studies in the banking literature assume that the alternative profit function is linearly homogeneous in input prices. We show that such an assumption is theoretically unwarranted and that its use may yield ...
  • Malikov, Emir; Restrepo-Tobón, Diego; Kumbhakar, Subal C. (Springer International Publishing, 2014)
    Credit risk is crucial to understanding banks’ production technology and should be explicitly accounted for when modeling the latter. The banking literature has largely accounted for risk usingex-post realizations of banks’ ...
  • Restrepo-Tobón, Diego; Kumbhakar, Subal C. (Springer International Publishing , 2015)
    We derive new measures of returns to scale based on input distance functions (IDFs) and estimate them using nonparametric regression methods. In contrast to the cost function approach, the IDF does not require input prices ...
  • Restrepo-Tobón, Diego; Kumbhakar, Subal C.; Sun, Kai (Springer International Publishing, 2015)
    Big banks pose substantial costs to society in the form of increased systemic risk and government bailouts during crises. So the question is: Should regulators limit the size of banks? To answer this question, regulators ...

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