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About usHow to find usprof. dr. L. (Laura ) Spierdijk

prof. dr. L. Spierdijk

Professor
prof. dr. L. Spierdijk
Telephone:
E-mail:
l.spierdijk rug.nl

1. NWO VIDI grant (800,000 Euro) “Banking competition and macroeconomic performance" (2012 – 2017).

Publications: journal articles

IJtsma, P., Spierdijk, L., & Shaffer, S. (2017). The Concentration-Stability Controversy in Banking: New Evidence from the EU-25. Journal of Financial Stability 33, 273-284.

Meijer, H., Spierdijk, L., & Wansbeek, T. (2017). Consistent Estimation of Linear Panel Data Models with Measurement Error. Journal of Econometrics 200, 169-180. 

Spierdijk, L. and Zaouras, M. (2018). Measuring banks’ market power in the presence of economies of scale: A scale-corrected Lerner index.  Journal of Banking & Finance 87, 40-48.

Spierdijk, L., Shaffer, S., & Considine, T. (2017). How do banks adjust to changing input prices? A dynamic analysis of U.S. commercial banks before and after the crisis. Journal of Banking & Finance 85, 1-14.

IJtsma, P.A. and Spierdijk, L. (2017). Systemic risk with endogenous loss given default. Journal of Empirical Finance  44, 145-157.

Spierdijk, L. and Zaouras, M. (2017). The Lerner Index and Revenue Maximization. Applied Economics Letters 24, 1075-1097.  

Shaffer, S., & Spierdijk, L. (2015). The Panzar-Rosse Revenue Test and Market Power in Banking. Journal of Banking & Finance 61, 340–347.

Publications: book chapters

Spierdijk, L. and Zaouras, M. (2017). Bank Risk and Competition: The Other Side of the Story. In: J. A. Bikker, & L. Spierdijk (Eds.), Handbook of Competition in Banking and Finance, Edward Elgar Publishing, pp. 52-57.

Shaffer, S., & Spierdijk, L. (2017). The Panzar-Rosse Revenue Test and Market Power in Banking: An Empirical Illustration. In: J. A. Bikker, & L. Spierdijk (Eds.), Handbook of Competition in Banking and Finance. Edward Elgar Publishing, pp. 27-45.

Shaffer, S., & Spierdijk, L. (2017). Market power: Competition among measures. In: J. A. Bikker, & L. Spierdijk (Eds.), Handbook of Competition in Banking and Finance. Edward Elgar Publishing, pp. 11-26.

Bikker, J.A. & Spierdijk, L. (2017). Introduction. In: J. A. Bikker, & L. Spierdijk (Eds.), Handbook of Competition in Banking and Finance. Edward Elgar Publishing, pp. 1-7.

Meijer, E., Spierdijk, L., & Wansbeek, T. (2014). Measurement error in panel data. In B. H. Baltagi (Ed.), The Oxford Handbook of Panel Data Econometrics, Oxford University Press.

Meijer, E., Spierdijk, L., & Wansbeek, T. J. (2013). Measurement error in linear dynamic panel data model. In B. C. Sutradhar (Ed.), Longitudinal data analysis subject to measurement error, missing values and/or outliers. Springer Lecture Note Series, pp. 77-92.

Publications: PhD thesis

IJtsma, P.A., Financial stability, Economic Growth, and the Banking Sector, University of Groningen (November 2017).

Research in progress 

Spierdijk, L. (2017). A weighted-average Lerner index for multi-output banks. Working paper.

IJtsma, P.A. (2017). Did banking deregulation in the United States
strengthen economic growth? The importance of spatial spillovers. Working paper.

Spierdijk, L. (2017). The Lerner Index and Monopsony Power. Working paper. 

2. Netspar theme grant (250,000 Euro, plus matching in kind by University of Groningen) for the project "The influence of market imperfections on recovery plans for pension funds" (2009 – 2012). This grant included funding for two PhD students.

Publications
See the Netspar website for more information about this (completed) project.

Last modified:04 February 2018 12.09 p.m.

Contact information

Nettelbosje 2
9747 AE Groningen
The Netherlands

Duisenberg Building

Room:
5411-753
Working hours:
Monday through Friday 8 a.m. to 4 p.m.
Telephone: