An application of input-oriented CCR model and the Malmquist productivity index for measuring the development of the bank efficiency in the Visegrad group

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F15%3A86093880" target="_blank" >RIV/61989100:27510/15:86093880 - 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

An application of input-oriented CCR model and the Malmquist productivity index for measuring the development of the bank efficiency in the Visegrad group

Popis výsledku v původním jazyce

The banking industry all around the world is very difficult nowa-days. Especially the Central Europe is confronted not only with new rules from the European Commission or the 2008 crisis, but it also face problems resulting from recent historical changes. The aim of this article is to determine the effciency of the banking industry in Visegrad Group (V4). We estimate the technical efficiency of banks in the V4 for years from 2008 to 2013. The input-oriented CCR model is used for the estimation. There are provided three types of models. Two models contain the input variable equity. In first case it is used as radial variable input and in second as so called quasi-fixed input. Then there is model without the variable equity, this model just includes the classical input and output variables for the banking industry. These models are examined and the development of calculated technical efficiency is analyzed in the cross section between the units and in the time. The Malmquist productivity index (MPI) is used to observe the changes in efficiency. The results show that the V4 is diverse group.

Název v anglickém jazyce

An application of input-oriented CCR model and the Malmquist productivity index for measuring the development of the bank efficiency in the Visegrad group

Popis výsledku anglicky

The banking industry all around the world is very difficult nowa-days. Especially the Central Europe is confronted not only with new rules from the European Commission or the 2008 crisis, but it also face problems resulting from recent historical changes. The aim of this article is to determine the effciency of the banking industry in Visegrad Group (V4). We estimate the technical efficiency of banks in the V4 for years from 2008 to 2013. The input-oriented CCR model is used for the estimation. There are provided three types of models. Two models contain the input variable equity. In first case it is used as radial variable input and in second as so called quasi-fixed input. Then there is model without the variable equity, this model just includes the classical input and output variables for the banking industry. These models are examined and the development of calculated technical efficiency is analyzed in the cross section between the units and in the time. The Malmquist productivity index (MPI) is used to observe the changes in efficiency. The results show that the V4 is diverse group.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

50202 - Applied Economics, Econometrics

Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

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

Rok uplatnění

2015

Kód důvěrnosti údajů

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

Název statě ve sborníku

Mathematical Methods in Economics, MME 2015 : 33rd international conference : conference proceedings : Cheb, Czech Republic, September 9-11, 2015

ISBN

978-80-261-0539-8

ISSN

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e-ISSN

neuvedeno

Počet stran výsledku

7

Strana od-do

291-297

Název nakladatele

University of West Bohemia

Místo vydání

Plzeň

Místo konání akce

Cheb

Datum konání akce

9. 9. 2015

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

000387898900050