A Productivity analysis of Eastern European banking taking into account risk decomposition and environmental variables
Download full text from publisher
References listed on IDEAS
- R. Färe & D. Primont, 2003. "Luenberger Productivity Indicators: Aggregation Across Firms," Journal of Productivity Analysis, Springer, vol. 20(3), pages 425-435, November.
- Berger, Allen N. & Mester, Loretta J., 2003.
"Explaining the dramatic changes in performance of US banks: technological change, deregulation, and dynamic changes in competition,"
Journal of Financial Intermediation,
Elsevier, vol. 12(1), pages 57-95, January.
- Allen N. Berger & Loretta J. Mester, 2001. "Explaining the Dramatic Changes in Performance of U.S. Banks: Technological Change, Deregulation and Dynamic Changes in Competition," Center for Financial Institutions Working Papers 01-22, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Allen N. Berger & Loretta J. Mester, 2002. "Explaining the dramatic changes in performance of U.S. banks: technological change, deregulation, and dynamic changes in competition," Working Papers 01-6, Federal Reserve Bank of Philadelphia.
- 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.
- Luc Laeven & Giovanni Majnoni, 2002. "Loan loss provisioning and economic slowdowns: too much too late?," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Laeven, Luc & Majnoni, Giovanni, 2001. "Loan loss provisioning and economic slowdowns : too much, too late?," Policy Research Working Paper Series 2749, The World Bank.
- Tortosa-Ausina, Emili, 2002. "Exploring efficiency differences over time in the Spanish banking industry," European Journal of Operational Research, Elsevier, vol. 139(3), pages 643-664, June.
- Benston, George J & Smith, Clifford W, Jr, 1976. "A Transactions Cost Approach to the Theory of Financial Intermediation," Journal of Finance, American Finance Association, vol. 31(2), pages 215-231, May.
- Tortosa-Ausina, Emili, 2003. "Nontraditional activities and bank efficiency revisited: a distributional analysis for Spanish financial institutions," Journal of Economics and Business, Elsevier, vol. 55(4), pages 371-395.
- Grifell-Tatje, E. & Lovell, C. A. K., 1997. "The sources of productivity change in Spanish banking," European Journal of Operational Research, Elsevier, vol. 98(2), pages 364-380, April.
- Maniadakis, Nikolaos & Thanassoulis, Emmanuel, 2004. "A cost Malmquist productivity index," European Journal of Operational Research, Elsevier, vol. 154(2), pages 396-409, April.
- repec:pal:jorsoc:v:55:y:2004:i:10:d:10.1057_palgrave.jors.2601768 is not listed on IDEAS
- Ana Lozano-Vivas & Jesus T. Pastor, 2006. "Banking And Economic Activity Performance: An Empirical Study At The Country Level," Manchester School, University of Manchester, vol. 74(4), pages 469-482, July.
- Anthony N. Rezitis, 2006. "Productivity growth in the Greek banking industry: A non-parametric approach," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 119-138, May.
- Isik, Ihsan & Kabir Hassan, M., 2003. "Financial deregulation and total factor productivity change: An empirical study of Turkish commercial banks," Journal of Banking & Finance, Elsevier, vol. 27(8), pages 1455-1485, August.
- Isik, Ihsan & Hassan, M. Kabir, 2003. "Financial disruption and bank productivity: The 1994 experience of Turkish banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(2), pages 291-320.
- John P. Bonin & Istvan Abel, 2000. "Retail Banking in Hungary: A Foreign Affair?," William Davidson Institute Working Papers Series 356, William Davidson Institute at the University of Michigan.
- José Manuel Pastor Monsálvez, 1998. "- Efficiency And Risk Management In Banking Firms: A Method To Decompose Risk," Working Papers. Serie EC 1998-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Emili Tortosa-Ausina, 2002. "Bank Cost Efficiency and Output Specification," Journal of Productivity Analysis, Springer, vol. 18(3), pages 199-222, November.
- Jean-Philippe Boussemart & Walter Briec & Kristiaan Kerstens & Jean-Christophe Poutineau, 2003.
"Luenberger and Malmquist Productivity Indices: Theoretical Comparisons and Empirical Illustration,"
Bulletin of Economic Research,
Wiley Blackwell, vol. 55(4), pages 391-405, October.
- Jean-Christophe Poutineau & W. Briec & J.-P. Boussemart & Kristiaan Kerstens, 2003. "Luenberger and Malmquist Productivity Indices: Theoretical Comparisons and Empirical Illustration," Post-Print halshs-00068813, HAL.
- Casu, Barbara & Girardone, Claudia & Molyneux, Philip, 2004. "Productivity change in European banking: A comparison of parametric and non-parametric approaches," Journal of Banking & Finance, Elsevier, vol. 28(10), pages 2521-2540, October.
- Lozano-Vivas, Ana & Humphrey, David B., 2002. "Bias in Malmquist index and cost function productivity measurement in banking," International Journal of Production Economics, Elsevier, vol. 76(2), pages 177-188, March.
- Walter Briec & Benoit Dervaux & Hervé Leleu, 2003. "Aggregation of Directional Distance Functions and Industrial Efficiency," Journal of Economics, Springer, vol. 79(3), pages 237-261, July.
- Jose Pastor, 2002.
"Credit risk and efficiency in the European banking system: A three-stage analysis,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 12(12), pages 895-911.
- José Manuel Pastor Monsálvez, 1999. "- Credit Risk And Efficiency In The European Banking Systems: A Three-Stage Analysis," Working Papers. Serie EC 1999-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Drake, Leigh & Hall, Maximilian J.B. & Simper, Richard, 2006.
"The impact of macroeconomic and regulatory factors on bank efficiency: A non-parametric analysis of Hong Kong's banking system,"
Journal of Banking & Finance,
Elsevier, vol. 30(5), pages 1443-1466, May.
- Leigh M. Drake & Maximilian J. B. Hall & Richard Simper, 2005. "The Impact of Macroeconomic and Regulatory Factors on Bank Efficiency: A Non-Parametric Analysis of Hong Kong's Banking System," Working Papers 012005, Hong Kong Institute for Monetary Research.
- Chambers, Robert G. & Fare, Rolf & Grosskopf, Shawna, 1996. "Productivity Growth in APEC Countries," Working Papers 197843, University of Maryland, Department of Agricultural and Resource Economics.
- Pasiouras, Fotios, 2008. "Estimating the technical and scale efficiency of Greek commercial banks: The impact of credit risk, off-balance sheet activities, and international operations," Research in International Business and Finance, Elsevier, vol. 22(3), pages 301-318, September.
- Zhou, Peng & Poh, Kim Leng & Ang, Beng Wah, 2007. "A non-radial DEA approach to measuring environmental performance," European Journal of Operational Research, Elsevier, vol. 178(1), pages 1-9, April.
- Jose Pastor, 1999. "Efficiency and risk management in Spanish banking: a method to decompose risk," Applied Financial Economics, Taylor & Francis Journals, vol. 9(4), pages 371-384.
- Barros, Carlos Pestana & Managi, Shunsuke & Matousek, Roman, 2009. "Productivity growth and biased technological change: Credit banks in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 924-936, December.
- Chen, Yao, 2003. "A non-radial Malmquist productivity index with an illustrative application to Chinese major industries," International Journal of Production Economics, Elsevier, vol. 83(1), pages 27-35, January.
- Sturm, Jan-Egbert & Williams, Barry, 2004. "Foreign bank entry, deregulation and bank efficiency: Lessons from the Australian experience," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1775-1799, July.
- Pastor, JoseManuel & Perez, Francisco & Quesada, Javier, 1997.
"Efficiency analysis in banking firms: An international comparison,"
European Journal of Operational Research,
Elsevier, vol. 98(2), pages 395-407, April.
- Francisco Pérez García & Javier Quesada Ibañez & José Manuel Pastor Monsálvez, 1995. "Efficiency Analysis In Banking Firms: An International Comparison," Working Papers. Serie EC 1995-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Leightner, Jonathan E. & Lovell, C. A. Knox, 1998. "The Impact of Financial Liberalization on the Performance of Thai Banks," Journal of Economics and Business, Elsevier, vol. 50(2), pages 115-131, March.
- Tsionas, Efthymios G. & Lolos, Sarantis E. G. & Christopoulos, Dimitris K., 2003. "The performance of the Greek banking system in view of the EMU: results from a non-parametric approach," Economic Modelling, Elsevier, vol. 20(3), pages 571-592, May.
- 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 1251-1266, September.
- Havrylchyk, Olena, 2004. "Consolidation of the Polish banking sector: consequences for the banking institutions and the public," Economic Systems, Elsevier, vol. 28(2), pages 125-140, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Javier E. Pirateque & José H. Piñeros & Linda Mondragón, 2013.
"Eficiencia de los establecimientos bancarios (EB): una aproximación mediante modelos DEA,"
BORRADORES DE ECONOMIA
011103, BANCO DE LA REPÚBLICA.
- Javier E. Pirateque & José H. Piñeros & Linda Mondragón, 2013. "Eficiencia de los establecimientos bancarios (EB): una aproximación mediante modelos DEA," Borradores de Economia 798, Banco de la Republica de Colombia.
More about this item
KeywordsLuenberger productivity index; DEA; banking; undesirable outputs; negative data.;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G2 - Financial Economics - - Financial Institutions and Services
- L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGR-2010-03-06 (Agricultural Economics)
- NEP-ALL-2010-03-06 (All new papers)
- NEP-BAN-2010-03-06 (Banking)
- NEP-EEC-2010-03-06 (European Economics)
- NEP-EFF-2010-03-06 (Efficiency & Productivity)
- NEP-RMG-2010-03-06 (Risk Management)
- NEP-TRA-2010-03-06 (Transition Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:lbo:lbowps:2010_02. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Huw Edwards). General contact details of provider: http://edirc.repec.org/data/delbouk.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.