2 papers
econ.EM2025
The Post Double LASSO for Efficiency Analysis
Christopher Parmeter, Artem Prokhorov, Valentin Zelenyuk
Big data and machine learning methods have become commonplace across economic milieus. One area that has not seen as much attention to these important topics yet is efficiency anal…
econ.EM2024
Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate
Mikhail Mamonov, Christopher Parmeter, Artem Prokhorov
We study the impact of exchange rate volatility on cost efficiency and market structure in a cross-section of banks that have non-trivial exposures to foreign currency (FX) operati…