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

DOI10.1016/j.ejor.2006.11.035zbMath1141.91364MaRDI 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

bootstrap; productivity; efficiency; data envelopment analysis; Banking

Mathematics Subject Classification ID

91B06: Decision theory

90C31: Sensitivity, stability, parametric optimization

91B82: Statistical methods; economic indices and measures

Related Items

Comparing Malmquist and Hicks-Moorsteen productivity indices: exploring the impact of unbalanced vs. balanced panel data, A review of bank efficiency and productivity, 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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• Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation
• Chance Constrained Efficiency Evaluation
• Index numbers and indifference surfaces
• Pitfalls and protocols in DEA