Bank efficiency in transitional countries: sensitivity to stochastic frontier design

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F11%3A10102900" target="_blank" >RIV/00216208:11230/11:10102900 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1007/s11300-011-0197-z" target="_blank" >http://dx.doi.org/10.1007/s11300-011-0197-z</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s11300-011-0197-z" target="_blank" >10.1007/s11300-011-0197-z</a>

Result language

angličtina

Original language name

Bank efficiency in transitional countries: sensitivity to stochastic frontier design

Original language description

This article provides an empirical insight on the heterogeneity in the estimates of banking efficiency produced by the stochastic frontier approach. Using data from five countries of Central and Eastern Europe, we study the sensitivity of the efficiencyscore and the efficiency ranking to a change in the design of the frontier. We found that the average scores are significantly smaller when the transcendental logarithmic functional form is used in the profit efficiency measurement and when the scaling effect is neglected in the cost efficiency measurement. The implied bank ranking is robust to changes in the stochastic frontier definition for cost efficiency, but not for profit efficiency.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AH - Economics

OECD FORD branch

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Project

<a href="/en/project/GAP402%2F11%2F0948" target="_blank" >GAP402/11/0948: Developing Analytical Framework for Energy Security: Time-Series Econometrics, Game Theory, Meta-Analysis and Theory of Regulation</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach

Publication year

2011

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Transition Studies Review

ISSN

1614-4007

e-ISSN

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Volume of the periodical

18

Issue of the periodical within the volume

2

Country of publishing house

IT - ITALY

Number of pages

41

Pages from-to

230-270

UT code for WoS article

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EID of the result in the Scopus database

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