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Comparative analysis of banking production frameworks in eastern european financial markets

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Author Info
Kenjegalieva, Karligash
Simper, Richard
Weyman-Jones, Tom
Zelenyuk, Valentin

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Abstract

This paper performs comparative analysis of the non-radial Russell output technical efficiency measures of 13 Eastern European banking systems assuming a banking production with risk as an undesirable output and where output components can be negative. This is analysed utilizing three modelling specifications; the intermediation, production and profit methodologies. Along with distribution and inter-distribution mobility analysis of the efficiency scores across alternative methodologies, we also estimate and statistically compare the distributions of estimated efficiency scores using the bootstrap-based Simar-Zelenyuk-adapted-Li test. The results suggest that although the efficiency levels differ across the approaches, change in positions of the banks relative to the mean is not substantial across the three methodologies.

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File URL: http://www.sciencedirect.com/science/article/B6VCT-4TD4J0G-2/2/2e0a88b26aa2773c43d81e356d8e6a8a
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Publisher Info
Article provided by Elsevier in its journal European Journal of Operational Research.

Volume (Year): 198 (2009)
Issue (Month): 1 (October)
Pages: 326-340
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Handle: RePEc:eee:ejores:v:198:y:2009:i:1:p:326-340

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Web page: http://www.elsevier.com/locate/eor

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Related research
Keywords: C14 G21 L1 OR in banking Efficiency Bootstrapping Density estimation;

Cited by:
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  1. Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper, 2008. "Banking Efficiency and Stock Market Performance: An Analysis of Listed Indonesian Banks," Discussion Paper Series 2008_07, Department of Economics, Loughborough University, revised Aug 2008. [Downloadable!]
  2. Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper, 2009. "Productivity Changes in Indonesian Banking: Application of a New Approach to Estimating Malmquist Indices," Discussion Paper Series 2009_13, Department of Economics, Loughborough University, revised Sep 2009. [Downloadable!]
  3. Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper, 2008. "Efficiency in Indonesian Banking: Recent Evidence," Discussion Paper Series 2008_13, Department of Economics, Loughborough University, revised Nov 2008. [Downloadable!]
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This page was last updated on 2009-12-3.

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