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

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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).

Název v anglickém jazyce

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

Popis výsledku anglicky

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).

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

50206 - Finance

Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2016

Kód důvěrnosti údajů

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

Název statě ve sborníku

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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Počet stran výsledku

10

Strana od-do

3-12

Název nakladatele

Neuvedeno

Místo vydání

Istanbul, Turecko

Místo konání akce

Istanbul, Turecko

Datum konání akce

27. 5. 2015

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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