J 2017

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

PALEČKOVÁ, Iveta

Základní 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.