Pomiar efektywności kosztowej banków: zarys metodologii

• Autorzy: Jerzy Marzec , Jacek Osiewalski

Warianty tytułu

Measuring Cost Efficiency of Banks: a Methodological Framework

• Języki publikacji: PL

Abstrakty

W niniejszej pracy pokazano podstawowe metody pomiaru efektywności kosztowej w sektorze bankowym oparte na technikach ekonometrycznych. Celem autorów było przygotowanie podstaw do empirycznych badań efektywności kosztowej banków polskich.

EN

The paper focuses on the econometric approach to the measurement of cost efficiency in banking and reviews the existing methodological and empirical literature, mainly articles published recently in leading international journals. The microeconomic foundations of efficiency analysis and simple estimation techniques of frontier cost functions (based on modifications of the Ordinary Least Squares) are presented. The translog cost function with composed error is assumed and two specific cases are examined, namely the pure cross section model and the panel data model. In the latter case, the fixed effects approach (together with within estimator) is presented in some detail. The Bayesian approach to inference is advocated for future empirical studies in view of shortcomings of the classical estimation of stochastic frontier models. The problem of defining and measuring production inputs and outputs in the banking sector is discussed in the context of future empirical studies of cost efficiency of Polish banks. (original abstract)

Słowa kluczowe

PL

Efektywność banków; Pomiar efektywności; Efektywność kosztowa; Funkcje kosztów; Koszty; Metody ekonometryczne; Stochastyczny model graniczny

EN

Banks' efficiency; Efficiency measurement; Cost effectiveness; Costs functions; Costs; Econometric methodology; Stochastic frontier model

• Czasopismo: Folia Oeconomica Cracoviensia
• Rocznik: 1996-1997
• Tom: 39-40
• Strony: 65--81

Twórcy

autor

Jerzy Marzec

autor

Jacek Osiewalski

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