Estimation of Efficiency Change in the Czech Banking Sector Employing the Window Malmquist Approach

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F16%3A00010668" target="_blank" >RIV/47813059:19520/16:00010668 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Estimation of Efficiency Change in the Czech Banking Sector Employing the Window Malmquist Approach
Original language description
The aim of the paper is to estimate efficiency change in the Czech banking sector using the Window Malmquist approach within the period 2004-2013. We use the Window Malmquist model to estimate efficiency change of the Czech commercial banks. The Window Malmquist index is determined in order to investigate the levels of and the changes in the efficiency of the Czech commercial banks over the analyzed period. By this approach, the technical efficiency is analyzed sequentially with a certain window width (i.e. the number of years in a window) using a panel data of the Czech commercial banks. The Window Malmquist index is based on Data Envelopment Analysis (DEA) models. The DEA measures the relative efficiency of a homogeneous set of decision-making units in their use of multiple inputs to produce multiple outputs. We found that the average Window Malmquist index reaches the annual average growth of 5% in CCR and 3% in BCC model. This positive efficiency change was caused by average annual growth of technological change. In the period 2010-2013 the positive value of Window Malmquist index was as a result of positive value of efficiency change (catch-up effect).
Czech name
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Czech description
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Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Financial Environment and Business Development, Proceedings of the 16th Eurasia Business and Economics Society Conference
ISBN
978-3-319-39919-5
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
3-12
Publisher name
Neuvedeno
Place of publication
Istanbul, Turecko
Event location
Istanbul, Turecko
Event date
May 27, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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