Sensitivity analysis of efficiency and Malmquist productivity indices: an application to Spanish savings banks

DOI10.1016/j.ejor.2006.11.035zbMath1141.91364OpenAlexW2108638828MaRDI QIDQ2384857

Emili Tortosa-Ausina, David Conesa, Emili Grifell-Tatjé, Carmen Armero

Publication date: 10 October 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://www.ivie.es/downloads/docs/wpasec/wpasec-2002-30.pdf

zbMATH Keywords

bootstrapproductivityefficiencydata envelopment analysisBanking

Mathematics Subject Classification ID

Decision theory (91B06) Sensitivity, stability, parametric optimization (90C31) Statistical methods; economic indices and measures (91B82)

Related Items (6)

Comparing Malmquist and Hicks-Moorsteen productivity indices: exploring the impact of unbalanced vs. balanced panel data ⋮ A review of bank efficiency and productivity ⋮ The impacts of innovation and trade openness on bank market power: the proposal of a minimum distance cost function approach and a causal structure analysis ⋮ Technical and managerial efficiency assessment of European banks using a conditional nonparametric approach ⋮ Bootstrapping profit change: an application to Spanish banks ⋮ Measuring and decomposing productivity change in the presence of mergers

Uses Software

• bootstrap
• bootlib

Cites Work

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• A note on the Malmquist productivity index
• Estimating and bootstrapping Malmquist indices
• Bootstrap methods: another look at the jackknife
• Efficiency of financial institutions: International survey and directions for future research
• The sources of productivity change in Spanish banking
• Profit efficiency for Spanish savings banks
• Non-parametric tests of returns to scale
• Multivariate plug-in bandwidth selection
• Sensitivity Analysis of Efficiency Scores: How to Bootstrap in Nonparametric Frontier Models
• The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity
• Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation
• Chance Constrained Efficiency Evaluation
• Index numbers and indifference surfaces
• Pitfalls and protocols in DEA

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