教師資料查詢 | 類別: 期刊論文 | 教師: 王美惠 WANG MEI-HUI (瀏覽個人網頁)

標題:A study on the persistence of Farrell's efficiency measure under a dynamic framework
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
語言英文
ISSN0377-2217
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
國別荷蘭
公開徵稿
出版型式紙本
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