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Productivity Changes in Indonesian Banking: Application of a New Approach to Estimating Malmquist Indices

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Author Info
Muliaman D. Hadad (Bank Indonesia, Jakarta, Indonesia)
Maximilian J. B. Hall () (Dept of Economics, Loughborough University)
Wimboh Santoso (Bank Indonesia, Jakarta, Indonesia)
Karligash Kenjegalieva () (Dept of Economics, Loughborough University)
Richard Simper () (Dept of Economics, Loughborough University)

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Abstract

In this study, we utilise a new, non-parametric efficiency measurement approach which combines the semi-oriented radial measure data envelopment analysis (SORM DEA) approach for dealing with negative data (Emrouznejad et al., 2010) with the slacks-based efficiency measure of Tone (2001, 2002), to analyse efficiency and productivity changes for Indonesian banks over the period Quarter I 2003 to Quarter IV 2007. Using quarterly data based on supervisory data provided by Bank Indonesia we find that, under the intermediation-based approach to efficiency estimation, average Indonesian bank efficiency somewhat declined during the sample period, from 73% to 63%, reaching a nadir of 53% at end-June 2007. With respect to the bank groupings, Indonesian ‘state-owned’ banks were the most efficient at the beginning of the sample period (with average efficiency of 92%) but, by the end of the sample period, they had been usurped by the ‘joint-venture’ and ‘non-foreign exchange private’ banks. The regional government-owned banks were found to be the least efficient throughout. Finally, Malmquist results for the Indonesian banking industry suggest that the main driver of productivity growth is technological progress. A strategy based on the gradual adoption of newer technology, according to our results, thus seems to have the highest potential for boosting the productivity of the financial intermediary operations of Indonesian banks.

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File URL: http://www.lboro.ac.uk/departments/ec/RePEc/lbo/lbowps/Malmquist_negative_SBM_SORM_Sep_2009.pdf
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Publisher Info
Paper provided by Department of Economics, Loughborough University in its series Discussion Paper Series with number 2009_13.

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Date of creation: Sep 2009
Date of revision: Sep 2009
Handle: RePEc:lbo:lbowps:2009_13

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Related research
Keywords: Indonesian Finance and Banking; Productivity; Efficiency.;

Find related papers by JEL classification:
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages

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References listed on IDEAS
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  1. Tone, Kaoru, 2002. "A slacks-based measure of super-efficiency in data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 143(1), pages 32-41, November. [Downloadable!] (restricted)
  2. Fukuyama, Hirofumi & Weber, William L., 2002. "Estimating output allocative efficiency and productivity change: Application to Japanese banks," European Journal of Operational Research, Elsevier, vol. 137(1), pages 177-190, February. [Downloadable!] (restricted)
  3. Caves, Douglas W & Christensen, Laurits R & Diewert, W Erwin, 1982. "The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity," Econometrica, Econometric Society, vol. 50(6), pages 1393-1414, November. [Downloadable!] (restricted)
  4. Laeven, Luc & Majnoni, Giovanni, 2003. "Loan loss provisioning and economic slowdowns: too much, too late?," Journal of Financial Intermediation, Elsevier, vol. 12(2), pages 178-197, April. [Downloadable!] (restricted)
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  5. Williams, Jonathan & Nguyen, Nghia, 2005. "Financial liberalisation, crisis, and restructuring: A comparative study of bank performance and bank governance in South East Asia," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 2119-2154, August. [Downloadable!] (restricted)
  6. Tone, Kaoru, 2001. "A slacks-based measure of efficiency in data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 130(3), pages 498-509, May. [Downloadable!] (restricted)
  7. Kenjegalieva, Karligash & Simper, Richard & Weyman-Jones, Tom & Zelenyuk, Valentin, 2009. "Comparative analysis of banking production frameworks in eastern european financial markets," European Journal of Operational Research, Elsevier, vol. 198(1), pages 326-340, October. [Downloadable!] (restricted)
  8. Subal Kumbhakar & Dan Wang, 2007. "Economic reforms, efficiency and productivity in Chinese banking," Journal of Regulatory Economics, Springer, vol. 32(2), pages 105-129, October. [Downloadable!] (restricted)
  9. Emrouznejad, Ali & Anouze, Abdel Latef & Thanassoulis, Emmanuel, 2010. "A semi-oriented radial measure for measuring the efficiency of decision making units with negative data, using DEA," European Journal of Operational Research, Elsevier, vol. 200(1), pages 297-304, January. [Downloadable!] (restricted)
  10. Liu, Fuh-Hwa Franklin & Wang, Peng-hsiang, 2008. "DEA Malmquist productivity measure: Taiwanese semiconductor companies," International Journal of Production Economics, Elsevier, vol. 112(1), pages 367-379, March. [Downloadable!] (restricted)
  11. Sealey, Calvin W, Jr & Lindley, James T, 1977. "Inputs, Outputs, and a Theory of Production and Cost at Depository Financial Institutions," Journal of Finance, American Finance Association, vol. 32(4), pages 1251-66, September. [Downloadable!] (restricted)
  12. Dowling, J. Malcolm & Yap, Chin-Fang, 2008. "Indonesian economic development: Mirage or miracle?," Journal of Asian Economics, Elsevier, vol. 19(5-6), pages 474-485. [Downloadable!] (restricted)
  13. Sato, Yuri, 2005. "Bank restructuring and financial institution reform in Indonesia," The Developing Economies, Institute of Developing Economies, Japan External Trade Organization(JETRO), vol. 43(1), pages 91-120, March. [Downloadable!]
  14. Scheel, Holger, 2001. "Undesirable outputs in efficiency valuations," European Journal of Operational Research, Elsevier, vol. 132(2), pages 400-410, July. [Downloadable!] (restricted)
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