J 2017

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

PALEČKOVÁ, Iveta

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

Language

English

Type of outcome

Článek v odborném periodiku

Field of Study

50202 Applied Economics, Econometrics

Country of publisher

Germany

Confidentiality degree

není předmětem státního či obchodního tajemství

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
Změněno: 7/2/2020 10:57, RNDr. Daniel Jakubík

Abstract

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.