Has Competition in the Japanese Banking Sector Improved?

which were extracted from the Nikkei NEEDS Macro Data File. The list of the data used
for each variable is:

R_i,t : loan interest revenue for bank i at time t,
q_i,t : outstanding balances of loan for bank i at time t ,
Q_t : sum of q_i,t over city banks or regional banks at time t ,
d_i,t : outstanding balances of deposit for bank i at time t ,
C_i,t : operating costs for bank i at time t ,
r_i^d_,t = (interest paid for deposit) / (total amounts of deposit) for bank i at time t ,
w_i,t = (personnel expenses + welfare expenses) / (the number of employees) for bank i at
time t ,

^Rit

Pi _t ≡ —^,- : loan interest rates for bank i at time t,

^qi,t

ASL_i,t = q_i,t / (the number of loans for bank i at time t),

SMSF_i,t ≡ (the amount of loans to small- and medium-sized firms) / q_i,t ,

OPL_i,t ≡ (the amount of loans for operation funds) / (the amount of loans for operation
funds + that for equipment funds) for bank i at time t ,

IIP_t : index of industrial production at time t .

The estimation period is from fiscal 1974 to fiscal 2000. After excluding
observations that lack some data, the number of observations each year is 9-13 for city
banks and 116-131 for regional banks. The total number of observations is 318 for city
trust banks, regional banks, shinkin banks, and credit cooperatives.

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