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Measuring the efficiency of banking systems: A relational two-stage window DEA approach

George Halkos (), Nickolaos Tzeremes and Stavros Kourtzidis ()

MPRA Paper from University Library of Munich, Germany

Abstract: This study examines the efficiency of banking systems in seventeen OECD countries over the period 1999-2009. For the purpose of our analysis we introduce a window-based version of two relational two-stage DEA models. Furthermore, we apply different versions of the additive and the multiplicative decomposition approaches in order to capture the trends of the efficiencies over the examined period. The robust version of the proposed models enables us to treat deposits as an intermediate variable and therefore be able to link the “value added activity” stage with the “profitability” stage over time. Our findings reveal similarities among the results of the two models. Finally, the estimated efficiencies appear to have minor fluctuations indicating a stability of the examined banking systems over time.

Keywords: Relational two-stage DEA; Window analysis; Banking systems. (search for similar items in EconPapers)
JEL-codes: C61 C67 G21 (search for similar items in EconPapers)
Date: 2014-05-01
New Economics Papers: this item is included in nep-ban, nep-cse and nep-eff
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:55671

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