Efficiency dynamics in Indian banking: A conditional directional distance approach

Tzeremes, Nickolaos

doi:10.1016/j.ejor.2014.07.029

Cited by 83 publications

(64 citation statements)

References 63 publications

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“…The result revealed that there was a distinct change in the productivity between large and small banks and public versus nationwide joint-stock banks. In addition, Tzeremes [13] investigated the efficiency and performance of the Indian banking sector over the year 2004 to 2012. By using the conditional directional distance function, the author found that the Indian foreign banks were more outperforming than the national and domestic private banks.…”

Section: Literature Reviewmentioning

confidence: 99%

Efficiency measurement of the banking sector in the presence of non-performing loan

Hamid

Ramli

Hussin

2017

AIP Conference Proceedings

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A total norm of τ-adic non-adjacent form occurring among all element of ℤ(τ): An alternative formula AIP Conference Proceedings 1795, 020002 (2017) Abstract. Bank industry plays a vital role in a country's economic development. In the banking industry, the nonperforming loans which are acknowledged as being undesirable outputs and usually ignored in most of the analysis should be taken into account since they are undesirable by-products of producing loans and may lead to the bank inefficiency. Modelling the efficiency measurement without undesirable outputs can provide misleading results and unfair assessment. The Directional Distance Function (DDF) approach which extended from the Data Envelopment Analysis (DEA) framework is one of the enhancement efficiency approaches to handle a situation when there is a joint production of the desirable and undesirable outputs. The comparison of both results between the domestic and foreign banks shows that the DEA technical efficiency score for domestic banks is marginally higher than the Malaysian foreign banks. However, when incorporating the undesirable output, the DDF technical efficiency for foreign banks is slightly higher than domestic banks.

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Section: Literature Reviewmentioning

confidence: 99%

Efficiency measurement of the banking sector in the presence of non-performing loan

Hamid

Ramli

Hussin

2017

AIP Conference Proceedings

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“…For some innovative applications applying conditional efficiency measures, see the recent studies byHalkos and Tzeremes (2013),Serra and Lansink (2014),Cordero et al (2015) andTzeremes (2015).…”

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confidence: 99%

One- and multi-directional conditional efficiency measurement – Efficiency in Lithuanian family farms

Baležentis

Witte

2015

European Journal of Operational Research

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“…There exists a vast literature on measuring productivity and efficiency for the banking sectors in various countries (see for example, Tzeremes (2015), Galán et al (2015), Sathye (2003) and the articles in Volume 98, Issue 2 (1997) of the European Journal of Operational Research, just to name a few). However, all these applications typically do not allow for the presence of fully 2 We also conduct simulations using other bandwidths 0.12 h and 0.24 h .…”

Section: Empirical Applicationmentioning

confidence: 99%

Zero-inefficiency stochastic frontier models with varying mixing proportion: A semiparametric approach

Tran

Tsionas

2016

European Journal of Operational Research

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In this paper, we propose a semiparametric version of the zero-inefficiency stochastic frontier model of Kumbhakar, Parmeter and Tsionas (2013) by allowing for the proportion of firms that are fully efficient to depend on a set of covariates via unknown smooth function. We propose a (iterative) backfitting local maximum likelihood estimation procedure that achieves the optimal convergence rates of both frontier parameters and the nonparametric function of the probability of being efficient. We derive the asymptotic bias and variance of the proposed estimator and establish its asymptotic normality. In addition, we discuss how to test for parametric specification of the proportion of firms that are fully efficient as well as how to test for the presence of fully inefficient firms, based on the sieve likelihood ratio statistics. The finite sample behaviors of the proposed estimation procedure and tests are examined using Monte Carlo simulations. An empirical application is further presented to demonstrate the usefulness of the proposed methodology.

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Efficiency dynamics in Indian banking: A conditional directional distance approach

Cited by 83 publications

References 63 publications

Efficiency measurement of the banking sector in the presence of non-performing loan

Efficiency measurement of the banking sector in the presence of non-performing loan

One- and multi-directional conditional efficiency measurement – Efficiency in Lithuanian family farms

Zero-inefficiency stochastic frontier models with varying mixing proportion: A semiparametric approach

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