Application of Malmquist Index in Two-Stage DEA for Measurement of Productivity Growth

Alireza Alinezhad () and Mohammad Javad Nasiri Sadeghloo ()
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Alireza Alinezhad : Faculty of Industrial and Mechanical Engineering, Qazvin Branch, Islamic Azad University
Mohammad Javad Nasiri Sadeghloo : Faculty of Industrial and Mechanical Engineering, Qazvin Branch, Islamic Azad University

Journal of Money and Economy, 2016, vol. 11, issue 1, 31-51

Abstract: The purpose of this paper is to develop an output oriented methodology for calculating productivity growth by using Malmquist productivity index (MPI) and two different data envelopment analysis (DEA) views (optimistic and pessimistic) simultaneously, and apply it to five Iranian Commercial Banks over the four time period (2009-2013). Consequently, we have proposed a new approach called the double frontiers two-stage DEA or DFTDEA for simultaneous measurement of the MPI from both different DEA views. Furthermore, this paper has used two-stage DEA with reference to the variable return to scale technology (VRS) and applied a new viewpoint to measure the overall efficiency of the process.

Keywords: Two-stage DEA; Malmquist productivity index; Iranian Commercial Banks (search for similar items in EconPapers)
JEL-codes: E01 E17 E37 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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