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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/23674


    Title: A study on the persistence of Farrell's efficiency measure under a dynamic framework
    Authors: Wang, Mei-Hui;Huang, Tai-Hsin
    Contributors: 淡江大學財務金融學系
    Keywords: Data envelopment analysis;Efficiency persistence;Quasi-fixed inputs;GMM procedure;Markov model
    Date: 2007-08-01
    Issue Date: 2009-11-30 17:48:54 (UTC+8)
    Publisher: Amsterdam: Elsevier BV * North-Holland
    Abstract: 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.
    Relation: European Journal of Operational Research 180(3), pp.1302-1316
    DOI: 10.1016/j.ejor.2006.04.043
    Appears in Collections:[財務金融學系暨研究所] 期刊論文

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