Application of Window Malmquist Index for Examination of Efficiency Change of Czech Commercial Banks

@article{35920,
   author = {Palečková, Iveta},
   article_number = {3},
   keywords = {Banking sector; Czech Republic; Data Envelopment Analysis; Window Malmquist Index},
   language = {eng},
   issn = {1804-6746},
   journal = {DANUBE: Law, Economics and Social Issues Review},
   title = {Application of Window Malmquist Index for Examination of Efficiency Change of Czech Commercial Banks},
   volume = {8},
   year = {2017}
}

TY  - JOUR
ID  - 35920
AU  - Palečková, Iveta
PY  - 2017
TI  - Application of Window Malmquist Index for Examination of Efficiency Change of Czech Commercial Banks
JF  - DANUBE: Law, Economics and Social Issues Review
VL  - 8
IS  - 3
SP  - 173-190
EP  - 173-190
SN  - 18046746
KW  - Banking sector
KW  - Czech Republic
KW  - Data Envelopment Analysis
KW  - Window Malmquist Index
N2  - The aim of the paper is to apply the Window Malmquist index approach to examine the efficiency change of Czech commercial banks within the period 2004-2013. We used the Data Envelopment Analysis and the Window Malmquist index approaches to estimate the efficiency change of Czech commercial banks. The average efficiency computed under the assumption of constant return to scale was 73% and under the assumption of variable return to scale the value was 83%. We estimated the average positive efficiency growth of Czech commercial banks during the period 2004-2013. We found that average scale efficiency was 88%, which means that Czech commerical banks were of an inappropriate size, especially the largest banks.
ER  - 

PALEČKOVÁ, Iveta. Application of Window Malmquist Index for Examination of Efficiency Change of Czech Commercial Banks. \textit{DANUBE: Law, Economics and Social Issues Review}. 2017, roč.~8, č.~3, s.~173-190. ISSN~1804-6746.