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Efficiency in the Savings and Loan Industry

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Author Info
Loretta J. Mester

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Abstract

I modify the stochastic econometric cost frontier approach to investigate efficiency in mutual and stock S&L using 1991 data on U.S. S&Ls. My methodology allows both the cost frontier and error structures to differ between S&Ls of these two ownership forms. A likelihood ratio test indicates that the data support this unrestricted model, which implies efficient mutual and stock S&Ls use different production technologies. Various measures of inefficiency show that on average stock S&Ls are less efficient than mutual S&Ls. The second part of the article relates the inefficiency measures to several correlates.

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Paper provided by Wharton School Rodney L. White Center for Financial Research in its series Rodney L. White Center for Financial Research Working Papers with number 26-92.

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Handle: RePEc:fth:pennfi:26-92

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