PALEČKOVÁ, Iveta. Application of Window Malmquist Index for Examination of Efficiency Change of Czech Commercial Banks. DANUBE: Law, Economics and Social Issues Review. 2017, vol. 8, No 3, p. 173-190. ISSN 1804-6746.
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Basic information
Original name Application of Window Malmquist Index for Examination of Efficiency Change of Czech Commercial Banks
Authors PALEČKOVÁ, Iveta (203 Czech Republic, guarantor, belonging to the institution).
Edition DANUBE: Law, Economics and Social Issues Review, 2017, 1804-6746.
Other information
Original language English
Type of outcome Article in a journal
Field of Study 50202 Applied Economics, Econometrics
Country of publisher Germany
Confidentiality degree is not subject to a state or trade secret
RIV identification code RIV/47813059:19520/17:00010879
Organization unit School of Business Administration in Karvina
Keywords in English Banking sector; Czech Republic; Data Envelopment Analysis; Window Malmquist Index
Changed by Changed by: RNDr. Daniel Jakubík, učo 139797. Changed: 7/2/2020 10:57.
Abstract
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.
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