Market Power and Efficiency in the Iranian Banking Industry

By Haghnejad Amin, Samadi Saeed, Nasrollahi Khadije, Azarbayjani Karim, and Kazemi Iraj
Emerging Markets Finance and Trade (2020)

  • Amin Haghnejad

    PhD in Economics

    Iran, Islamic Republic of


March 5, 2021

Last update

March 8, 2021










This repository contains the Matlab codes for (i) implementing the bootstrap panel Granger causality procedure proposed by Kónya (2006), which is based on the seemingly unrelated regressions (SUR) systems and the Wald tests with individual-specific bootstrap critical values, and accounts for both cross-sectional error dependence and slope heterogeneity across individual units, (ii) performing the cross-sectional error dependence tests proposed by Breusch and Pagan (1980), Pesaran (2004, 2015), Pesaran, Ullah, and Yamagata (2008), and Baltagi, Feng, and Kao (2012), and (iii) performing the slope homogeneity tests proposed by Swamy (1970) and Pesaran and Yamagata (2008). These tests may be used for preliminary analysis in the application of the Kónya's (2006) approach.

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