KOČIŠOVÁ, Kristína and Iveta PALEČKOVÁ. The super-efficiency model and its use for ranking and identification of outliers. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. 2017, vol. 65, No 4, p. 1371-1382. ISSN 1211-8516.
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Basic information
Original name The super-efficiency model and its use for ranking and identification of outliers
Authors KOČIŠOVÁ, Kristína (703 Slovakia) and Iveta PALEČKOVÁ (203 Czech Republic, belonging to the institution).
Edition Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017, 1211-8516.
Other information
Original language English
Type of outcome Article in a journal
Field of Study 50202 Applied Economics, Econometrics
Country of publisher Czech Republic
Confidentiality degree is not subject to a state or trade secret
RIV identification code RIV/47813059:19520/17:00010880
Organization unit School of Business Administration in Karvina
Keywords in English Asset-oriented intermediation approach; Banking; Czech Republic; Slovakia; Outliers; Profit-oriented intermediation approach; Super-efficiency
Links GA16-17796S, research and development project.
Changed by Changed by: RNDr. Daniel Jakubík, učo 139797. Changed: 7/2/2020 11:00.
Abstract
This paper employs non-radial and non-oriented super-efficiency SBM model under the assumption of a variable return to scale to analyse performance of twenty-two Czech and Slovak domestic commercial banks in 2015. The banks were ranked according to asset-oriented and profit-oriented intermediation approach. We pooled the cross-country data and used them to define a common best-practice efficiency frontier. This allowed us to focus on determining relative differences in efficiency across banks. The average efficiency was evaluated separately on the "national" and "international" level. Based on the results of analysis can be seen that in Slovak banking sector the level of super-efficiency was lower compared to Czech banks. Also, the number of super-efficient banks was lower in a case of Slovakia under both approaches. The boxplot analysis was used to determine the outliers in the dataset. The results suggest that the exclusion of outliers led to the better statistical characteristic of estimated efficiency.
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