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

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  • Mohamed Chaffai

Abstract

[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. [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.

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  • Mohamed Chaffai, 1998. "Estimation des inefficiences techniques et allocatives des banques de dépôts tunisiennes : une frontière de coût fictif," Économie et Prévision, Programme National Persée, vol. 136(5), pages 117-129.
    • Handle: RePEc:prs:ecoprv:ecop_0249-4744_1998_num_136_5_5942
    DOI: 10.3406/ecop.1998.5942
    Note: DOI:10.3406/ecop.1998.5942
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    2. Mansour, Rana & El Moussawi, Chawki, 2020. "Efficiency, technical progress and productivity of Arab banks: A non-parametric approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 191-208.
    3. Toumi Hassen & Issaoui Fakhri & Ammouri Bilel & Touili Wassim & Hamdi Faouzi, 2018. "Dynamic Effects of Mergers and Acquisitions on the Performance of Commercial European Banks," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(3), pages 1032-1048, September.
    4. Zouhaier Hadhek & Manel Frifita & Mosbah Lafi, 2018. "The Determinants of Profit Efficiency of Islamic Banks Using Stochastic Frontier Analysis Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 8(6), pages 20-29.
    5. Mohamed E. Chaffai, 2022. "New evidence on Islamic and conventional bank efficiency: A meta‐regression analysis," Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 221-246, January.
    6. Peter Wanke & Carlos P. Barros & Md. Abul Kalam Azad & Dercio Constantino, 2016. "The Development of the Mozambican Banking Sector and Strategic Fit of Mergers and Acquisitions: A Two†Stage DEA Approach," African Development Review, African Development Bank, vol. 28(4), pages 444-461, December.
    7. Hela Kallel & Salah Ben Hamad & Mohamed Triki, 2019. "Modeling the efficiency of Tunisian and Moroccan banks using the SFA approach," International Journal of Productivity and Performance Management, Emerald Group Publishing Limited, vol. 68(5), pages 879-902, March.

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