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2015 | nr 12 | 235--249
Tytuł artykułu

Efficiency Frontier on Japanese Banking System

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
Since the emergence of the efficiency frontier techniques, a series of comparisons between the methods that led to the resultant efficiency has been presented. In this paper, data from 99 Japanese banks are used in order to prove the applicability of efficiency frontier analysis on the East-Asian financial system and to reveal the differences between inter and intra-regional banks, showing the effect of the present financial crisis on the efficiency of the studied banks. DEA and FDH are used to determine the technical and scale efficiency of the analyzed banks and also it compares fully efficient banks by ranking them through the super-efficiency notion. (original abstract)
Rocznik
Numer
Strony
235--249
Opis fizyczny
Twórcy
  • Academy of Economic Studies, Bucharest, Romania
Bibliografia
  • Barros C., Managi S. (2009), Productivity growth and biased technological change: Credit banks in Japan, Journal of International Financial Markets, Institutions and Money, 924-936.
  • Bogetoft P., Otto L. (2010), Benchmarking with DEA, SFA and R, Springer, New York.
  • Charnes A., Cooper W.W. (1990), Polyhedral cone-ratio DEA models with an illustrative application to large commercial banks, Journal of Econometrics 46, 73-91.
  • Coelli T., Prasada D.S. (2005), An introduction to efficiency and productivity analysis, Springer.
  • Drake L., Hall M. (2003), Efficiency in Japanese banking: An empirical analysis, Journal of Banking Finance, 891-917.
  • Farell M.J. (1957), The Measurement of Productive Efficiency, Journal of the Royal Statistical Society, 253-290.
  • Fethi M., Pasiouras F. (2010), Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey, European Journal of Operational Research, 189-198.
  • Fried H., Lovell K., Schmidt S. (2008), The Measurement of Productive Efficiency and Productivity Growth, Oxford University Press.
  • Fukuyama H. (1993), Technical and scale efficiency of Japanese commercial banks: A non-parametric approach, Applied Economics 25, 1101-1112.
  • Greene W. (2005), Reconsidering heterogeneity in panel data estimators of the stochastic frontier model, Journal of Econometrics, 269-303.
  • Halkos G., Salamouris D. (2004), Efficiency measurement of the Greek commercial banks with the use of financial ratios: A data envelopment analysis approach, Management Accounting Research 15, 201-224.
  • Simar L., Wilson P. (2008), Inferences from Cross-Sectional Stochastic Frontier Models.
  • Simar L., Cinzia D. (2007), Advanced robust and nonparametric methods in efficiency analysis. Methodology and Applications, Springer
  • Thanassoulis E., Kortelainen M, Allen R., 2012, Improving envelopment in Data Envelopment Analysis under variable returns to scale, European Journal of Operational Research, 175-185.
  • Wilson P, Simar L. (2008), Statistical Inference in Nonparametric Frontier Models: Recent Developments and Perspectives.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171397963

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