期刊論文
| 學年 | 96 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2007-08-01 |
| 作品名稱 | A study on the persistence of Farrell's efficiency measure under a dynamic framework |
| 作品名稱（其他語言） | |
| 著者 | Wang, Mei-Hui; Huang, Tai-Hsin |
| 單位 | 淡江大學財務金融學系 |
| 出版者 | Amsterdam: Elsevier BV * North-Holland |
| 著錄名稱、卷期、頁數 | European Journal of Operational Research 180(3), pp.1302-1316 |
| 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. |
| 關鍵字 | Data envelopment analysis;Efficiency persistence;Quasi-fixed inputs;GMM procedure;Markov model |
| 語言 | en |
| ISSN | 0377-2217 |
| 期刊性質 | 國外 |
| 收錄於 | SCI |
| 產學合作 | |
| 通訊作者 | Wang, Mei-Hui |
| 審稿制度 | |
| 國別 | NLD |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/23674 ) |