2017
Application of Window Malmquist Index for Examination of Efficiency Change of Czech Commercial Banks
PALEČKOVÁ, IvetaZákladní údaje
Originální název
Application of Window Malmquist Index for Examination of Efficiency Change of Czech Commercial Banks
Autoři
PALEČKOVÁ, Iveta (203 Česká republika, garant, domácí)
Vydání
DANUBE: Law, Economics and Social Issues Review, 2017, 1804-6746
Další údaje
Jazyk
angličtina
Typ výsledku
Článek v odborném periodiku
Obor
50202 Applied Economics, Econometrics
Stát vydavatele
Německo
Utajení
není předmětem státního či obchodního tajemství
Kód RIV
RIV/47813059:19520/17:00010879
Organizační jednotka
Obchodně podnikatelská fakulta v Karviné
Klíčová slova anglicky
Banking sector; Czech Republic; Data Envelopment Analysis; Window Malmquist Index
Změněno: 7. 2. 2020 10:57, RNDr. Daniel Jakubík
Anotace
V originále
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.