Liste des annexes
Annexe 1 : Matrice des corrélations
Annexe 2 : Statistiques
descriptives des variables
Annexe 3 : Estimation du
modèle à effets fixes [équation (12)]
Annexe 4 : Estimation du
modèle à effets aléatoires [équation (12)]
Annexe 5 : Test de Hausman
[équation (12)]
Annexe 6 : Test de
significativité des effets aléatoires [équation (12)]
Annexe 7 : Estimation du
modèle à effets fixes [équation (13)]
Annexe 8 : Estimation du
modèle à effets aléatoires [équation (13)]
Annexe 9 : Test de Hausman
[équation (13)]
Annexe 10 : Test de
significativité des effets aléatoires [équation (13)]
Annexe 11 : Estimation de
l'équation (12) par la méthode des MCO
Annexe 12 : Estimation de
l'équation (13) par la méthode des MCO
Annexe 13 : Test d'omission des
variables explicatives pertinentes [équation (13)]
Annexe 14 : Test VIF de
multicolinéarité [équation (13)]
Annexe 15 : Test de
normalité des résidus [équation (13)]
Annexe 16 : Test
d'hétéroscédasticité de Breush-Pagan /
Cook-Weisberg [équation (13)]
Annexe 1 : Matrice des corrélations
|
SPREAD
|
ASSETS
|
CAPITAL
|
COSTS
|
DEPOSITS
|
LOANS
|
NUMBER_OF_BRANCHES
|
PROVISIONS
|
RESERVES
|
|
SPREAD
|
1
|
|
|
|
|
|
|
|
|
|
ASSETS
|
-0,19
|
1
|
|
|
|
|
|
|
|
|
CAPITAL
|
-0,09
|
-0,007
|
1
|
|
|
|
|
|
|
|
COSTS
|
-0,19
|
-0,3
|
0,7
|
1
|
|
|
|
|
|
|
DEPOSITS
|
0,16
|
0,08
|
-0,85
|
-0,73
|
1
|
|
|
|
|
|
LOANS
|
-0,39
|
-0,22
|
0,67
|
0,63
|
-0,78
|
1
|
|
|
|
|
NUMBER_OF_BRANCHES
|
-0,45
|
0,63
|
-0,37
|
-0,28
|
0,28
|
-0,18
|
1
|
|
|
|
PROVISIONS
|
-0,23
|
-0,27
|
0,44
|
0,32
|
-0,52
|
0,83
|
-0,2
|
1
|
|
|
RESERVES
|
0,15
|
0,2
|
-0,55
|
-0,65
|
0,7
|
-0,68
|
0,33
|
-0,55
|
1
|
|
PURE_SPREAD
|
GDP_GROWTH
|
INFLATION_RATE
|
IR_VOLATILITY
|
|
PURE_SPREAD
|
1
|
|
|
|
|
GDP_GROWTH
|
0.32
|
1
|
|
|
|
INFLATION_RATE
|
0.27
|
-0.016
|
1
|
|
|
IR_VOLATILITY
|
0.36
|
0.28
|
0.23
|
1
|
Source : Construit par l'auteur.
Annexe 2 : Statistiques descriptives des
variables
Variable | Mean Std. Dev. Min
Max | Observations
-----------------+--------------------------------------------+----------------
spread overall | 9.907857
1.936432 6.26 14.51 | N = 42
between | 1.368714 7.795714
11.54857 | n = 6
within | 1.466473
6.153571 13.26786 | T = 7
|
|
assets overall | 14.15641 6.054161
7.036959 32.59571 | N = 42
between | 6.166599
9.231872 23.71406 | n = 6
within | 2.047155
11.90599 23.03806 | T = 7
|
|
capital overall | 5.346009
2.396233 1.828615 9.634654 | N = 42
between | 2.366059
2.791703 7.684636 | n = 6
within | .9813002
3.513631 7.643086 | T = 7
|
|
costs overall | 4.528446
1.146567 2.14983 6.647198 | N = 42
between | 1.035489 2.898548
5.67891 | n = 6
within | .6318941
3.118438 6.384758 | T = 7
|
|
deposits overall | 74.84914
9.491969 53.32205 89.97141 | N = 42
between | 8.906925
62.66167 86.72231 | n = 6
within | 4.730107
63.64406 83.3608 | T = 7
|
|
loans overall | 5.474755
2.077514 2.209443 10.56093 | N = 42
between | 2.084419
3.254045 9.148496 | n = 6
within | .7791572
3.896096 7.055568 | T = 7
|
|
number~s overall | 34.97619
35.22228 5 128 | N = 42
between | 37.19506
6.857143 107.2857 | n = 6
within | 7.719833
15.69048 55.69048 | T = 7
|
|
provis~s overall | 10.97522
7.384967 .1448581 27.89242 | N = 42
between | 7.532332
1.423238 24.38851 | n = 6
within | 2.470738
3.433226 15.1149 | T = 7
|
|
reserves overall | 5.732901
3.732374 0 13.8276 | N = 42
between | 2.913178
.3633171 8.757649 | n = 6
within | 2.585721
.4172708 12.47348 | T = 7
|
|
pure_s~d overall | 10.42416
2.259368 5.544117 13.85043 | N = 42
between | 2.294912
6.609321 12.77805 | n = 6
within | .7802857
9.358956 11.49654 | T = 7
|
|
gdp_gr~h overall | 6.419048
8.215608 -4 33.7 | N = 42
between | 6.047774
1.885714 17.38571 | n = 6
within | 6.022721
-5.666667 30.54762 | T = 7
|
|
inflat~e overall | 3.304762
3.417812 -7 9.3 | N = 42
between | 1.316292
2.357143 5.8 | n = 6
within | 3.194115
-6.052381 9.247619 | T = 7
|
|
ir_vol~y overall | 6.071513
4.925639 .1254337 19.47376 | N = 42
between | 3.966894
1.943852 10.81131 | n = 6
within | 3.290674
-3.588256 14.73396 | T = 7
Source : Construit par l'auteur.
| 
