A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks
AbstractThis article presents an empirical application illustrating the use of a nonparametric frontier model relying on a probabilistic definition of the production frontier. The significance of the variable nonperforming loans in productive efficiency is assessed, for a sample of Brazilian banks, using the concepts of condicional and unconditional efficiency measures, in a context where it is not necessary to impose any particular distribution for the production data. The analysis is robust relative to the assumptions of separability.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Central Bank of Brazil, Research Department in its series Working Papers Series with number 150.
Date of creation: Oct 2007
Date of revision:
Contact details of provider:
Web page: http://www.bcb.gov.br/?english
This paper has been announced in the following NEP Reports:
- NEP-ALL-2007-12-01 (All new papers)
- NEP-BAN-2007-12-01 (Banking)
- NEP-EFF-2007-12-01 (Efficiency & Productivity)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Patricia Tecles & Benjamin M. Tabak, 2010.
"Determinants of Bank Efficiency: the case of Brazil,"
Working Papers Series
210, Central Bank of Brazil, Research Department.
- Tecles, Patricia Langsch & Tabak, Benjamin M., 2010. "Determinants of bank efficiency: The case of Brazil," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1587-1598, December.
- Sofia KOURTESI & Panos FOUSEKIS & Apostolos POLYMEROS, 2012. "Conditional Efficiency Estimation With Environmental Variables: Evidence From Greek Cereal Farms," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 11(1), pages 43-52.
- De Witte, Kristof & Mika, Kortelainen, 2009. "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper 14034, University Library of Munich, Germany.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Francisco Marcos Rodrigues Figueiredo).
If references are entirely missing, you can add them using this form.