Measuring bank efficiency : a meta-regression analysis

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F10%3A10050447" target="_blank" >RIV/00216208:11230/10:10050447 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Measuring bank efficiency : a meta-regression analysis

Popis výsledku v původním jazyce

This article presents a meta-regression analysis of 32 studies on frontier efficiency measurement in banking, focusing on the sensitivity of the reported estimates to the methodological design. Our findings suggest that study design is crucial for the resulting scores. The differences between the scores estimated using parametric and non-parametric approaches arise when the Fourier-flexible functional is used since this functional form yields lower scores. Generally, the higher number of observations, the higher the average estimated efficiency is. Removal of scale effects using equity capital increases the profit efficiency but it is insignificant for other scores. The US efficiency analysis should distinguish the commercial banking from other bank types because the former tend to deliver lower efficiency scores.

Název v anglickém jazyce

Measuring bank efficiency : a meta-regression analysis

Popis výsledku anglicky

This article presents a meta-regression analysis of 32 studies on frontier efficiency measurement in banking, focusing on the sensitivity of the reported estimates to the methodological design. Our findings suggest that study design is crucial for the resulting scores. The differences between the scores estimated using parametric and non-parametric approaches arise when the Fourier-flexible functional is used since this functional form yields lower scores. Generally, the higher number of observations, the higher the average estimated efficiency is. Removal of scale effects using equity capital increases the profit efficiency but it is insignificant for other scores. The US efficiency analysis should distinguish the commercial banking from other bank types because the former tend to deliver lower efficiency scores.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2010

Kód důvěrnosti údajů

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

Název periodika

Prague Economic Papers

ISSN

1210-0455

e-ISSN

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Svazek periodika

19

Číslo periodika v rámci svazku

4

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

22

Strana od-do

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Kód UT WoS článku

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EID výsledku v databázi Scopus

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