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題名 A study on the persistence of Farrell`s efficiency measure under a dynamic framework
作者 黃台心;王美惠
Huang, Tai-Hsin ; Wang, Mei-Hui
貢獻者 金融系
關鍵詞 Data envelopment analysis; Efficiency persistence; Quasi-fixed inputs; GMM procedure; Markov model
日期 2007-08
上傳時間 14-Nov-2008 12:51:19 (UTC+8)
摘要 This article introduces a sequence of four systematic methods to examine the extent to which the economic efficiency of Taiwan’s commercial banks persists and to uncover the potential dynamic link between bank performance and various financial indicators. Quasi-fixed inputs are explicitly incorporated in the DEA model to account for possible adjustment costs, regulation, or indivisibilities. Among the four methods, the dynamic panel data model and the Markov model appear to be exploited for the first time in the area of the DEA approach. Evidence is found that bank efficiency exhibits moderate persistence over the sample period, implying that the given sample banks fail to adjust their production techniques in a timely manner. Regulatory authorities and bank managers are suggested to be aware of the level of undesirable non-performing loans due to their close relationship with bank performance.
關聯 European Journal of Operational Research, 180(3), 1302-1316
資料類型 article
DOI http://dx.doi.org/10.1016/j.ejor.2006.04.043
dc.contributor 金融系-
dc.creator (作者) 黃台心;王美惠zh_TW
dc.creator (作者) Huang, Tai-Hsin ; Wang, Mei-Hui-
dc.date (日期) 2007-08en_US
dc.date.accessioned 14-Nov-2008 12:51:19 (UTC+8)-
dc.date.available 14-Nov-2008 12:51:19 (UTC+8)-
dc.date.issued (上傳時間) 14-Nov-2008 12:51:19 (UTC+8)-
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/7565-
dc.description.abstract (摘要) This article introduces a sequence of four systematic methods to examine the extent to which the economic efficiency of Taiwan’s commercial banks persists and to uncover the potential dynamic link between bank performance and various financial indicators. Quasi-fixed inputs are explicitly incorporated in the DEA model to account for possible adjustment costs, regulation, or indivisibilities. Among the four methods, the dynamic panel data model and the Markov model appear to be exploited for the first time in the area of the DEA approach. Evidence is found that bank efficiency exhibits moderate persistence over the sample period, implying that the given sample banks fail to adjust their production techniques in a timely manner. Regulatory authorities and bank managers are suggested to be aware of the level of undesirable non-performing loans due to their close relationship with bank performance.-
dc.format application/en_US
dc.language enen_US
dc.language en-USen_US
dc.language.iso en_US-
dc.relation (關聯) European Journal of Operational Research, 180(3), 1302-1316en_US
dc.subject (關鍵詞) Data envelopment analysis; Efficiency persistence; Quasi-fixed inputs; GMM procedure; Markov model-
dc.title (題名) A study on the persistence of Farrell`s efficiency measure under a dynamic frameworken_US
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1016/j.ejor.2006.04.043en_US
dc.doi.uri (DOI) http://dx.doi.org/10.1016/j.ejor.2006.04.043en_US