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Estimation des inefficiences techniques et allocatives des banques de dépôts tunisiennes : une frontière de coût fictif

  • Mohamed Chaffai

[eng] Estimation of the Technical and Allocative Inefficiencies of Tunisian Commercial Banks: A Shadow Cost Frontier . by Mohamed E. Chaffai . This paper presents an econometric model based on an extension of a shadow cost function in order to estimate technical and allocative inefficiencies. The model is applied to a panel of Tunisian banks to measure the inefficiencies of each bank and how these inefficiencies change over time without making any strong assumptions about the technology used or the distribution of the inefficiency components in the model. Our findings show that allocative inefficiency increased over the 1980-1995 period, while technical inefficiency improved slightly at the end of the period. [fre] Estimation des inefficiences techniques et allocatives des banques de dépôts tunisiennes : . une frontière de coût fictif . par Mohamed E. Chaffai . Cet article présente une extension de la modélisation de la fonction de coût par la méthode des prix fictifs pour estimer les inefficacités techniques et allocatives. Sur un panel de banques tunisiennes, on mesure les inefficiences au niveau de chaque banque et de leur évolution dans le temps sans imposer de contraintes sur la technologie utilisée ni d'hypothèses particulières sur les distributions de probabilité des inefficiences. Les résultats montrent que l' inefficience allocative est croissante sur la période 1980-1995, alors que l'inefficience technique s'est légèrement améliorée à la fin de la période.

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Article provided by Programme National Persée in its journal Économie & prévision.

Volume (Year): 136 (1998)
Issue (Month): 5 ()
Pages: 117-129

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Handle: RePEc:prs:ecoprv:ecop_0249-4744_1998_num_136_5_5942
Note: DOI:10.3406/ecop.1998.5942
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  1. Chaffai, Mohamed E., 1997. "Estimating input-specific technical inefficiency: The case of the Tunisian banking industry," European Journal of Operational Research, Elsevier, vol. 98(2), pages 314-331, April.
  2. Sickles, Robin C. & Good, David & Johnson, Richard L., 1986. "Allocative distortions and the regulatory transition of the U.S. airline industry," Journal of Econometrics, Elsevier, vol. 33(1-2), pages 143-163.
  3. Charnes, A. & Cooper, W. W. & Huang, Z. M. & Sun, D. B., 1990. "Polyhedral Cone-Ratio DEA Models with an illustrative application to large commercial banks," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 73-91.
  4. Allen N. Berger & David B. Humphrey, 1997. "Efficiency of Financial Institutions: International Survey and Directions for Future Research," Center for Financial Institutions Working Papers 97-05, Wharton School Center for Financial Institutions, University of Pennsylvania.
  5. Bauer, Paul W. & Hancock, Diana, 1993. "The efficiency of the Federal Reserve in providing check processing services," Journal of Banking & Finance, Elsevier, vol. 17(2-3), pages 287-311, April.
  6. Toda, Yasushi, 1976. "Estimation of a Cost Function When the Cost Is Not Minimum: The Case of Soviet Manufacturing Industries, 1958-1971," The Review of Economics and Statistics, MIT Press, vol. 58(3), pages 259-68, August.
  7. Ferrier, Gary D. & Lovell, C. A. Knox, 1990. "Measuring cost efficiency in banking : Econometric and linear programming evidence," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 229-245.
  8. Rangan, Nanda & Grabowski, Richard & Aly, Hassan Y. & Pasurka, Carl, 1988. "The technical efficiency of US banks," Economics Letters, Elsevier, vol. 28(2), pages 169-175.
  9. Bauer, Paul W., 1990. "Recent developments in the econometric estimation of frontiers," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 39-56.
  10. Douglas D. Evanoff & Philip R. Israilevich, 1990. "Deregulation, cost economies and allocative efficiency of large commercial banks," Working Paper Series, Issues in Financial Regulation 90-19, Federal Reserve Bank of Chicago.
  11. Jondrow, James & Knox Lovell, C. A. & Materov, Ivan S. & Schmidt, Peter, 1982. "On the estimation of technical inefficiency in the stochastic frontier production function model," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 233-238, August.
  12. Michel Dietsch & Mohamed E. Chaffai, 1999. "Mesures de l'efficience technique et de l'efficience allocative par les fonctions de distance et application aux banques européennes," Revue Économique, Programme National Persée, vol. 50(3), pages 633-644.
  13. Atkinson, Scott E & Halvorsen, Robert, 1984. "Parametric Efficiency Tests, Economies of Scale, and Input Demand in U.S. Electric Power Generation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(3), pages 647-62, October.
  14. Schmidt, Peter & Knox Lovell, C. A., 1979. "Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers," Journal of Econometrics, Elsevier, vol. 9(3), pages 343-366, February.
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