IDEAS home Printed from https://ideas.repec.org/h/spr/eurchp/978-3-319-39919-5_1.html
   My bibliography  Save this book chapter

Estimation of Efficiency Change in the Czech Banking Sector Employing the Window Malmquist Approach

In: Financial Environment and Business Development

Author

Listed:
  • Iveta Palečková

    (Silesian University, School of Business Administration)

Abstract

The aim of this chapter is to examine efficiency change in the Czech banking sector using the Window Malmquist approach within the period 2004–2013. We use the Window Malmquist model to estimate efficiency change of commercial banks in the Czech Republic. The Window Malmquist index is determined in order to investigate the levels of and the changes in the efficiency of the Czech commercial banks over the analysed period. By this approach, the technical efficiency is examined sequentially with a certain window width (i.e. the number of years in a window) using a panel data of the Czech commercial banks. The Window Malmquist index is based on Data Envelopment Analysis (DEA) models. We found that the average Window Malmquist index reaches the annual average growth of 5 % in CCR and 3 % in BCC models. This positive efficiency change was caused by average annual growth of technological change. In the period 2010–2013, the positive value of Window Malmquist index was as a result of positive value of efficiency change (catch-up effect).

Suggested Citation

  • Iveta Palečková, 2017. "Estimation of Efficiency Change in the Czech Banking Sector Employing the Window Malmquist Approach," Eurasian Studies in Business and Economics, in: Mehmet Huseyin Bilgin & Hakan Danis & Ender Demir & Ugur Can (ed.), Financial Environment and Business Development, pages 3-13, Springer.
    • Handle: RePEc:spr:eurchp:978-3-319-39919-5_1
    DOI: 10.1007/978-3-319-39919-5_1
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:eurchp:978-3-319-39919-5_1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.