Show simple item record

dc.contributor.authorTripe, Daviden_NZ
dc.date.available2011-04-07T03:19:06Z
dc.date.copyright2005-05-20en_NZ
dc.identifier.citationTripe, D. (2005, May 20). The cost of funds and bank efficiency through time. University of Otago Department of Finance Seminar Series.en
dc.identifier.urihttp://hdl.handle.net/10523/1543
dc.description.abstractA super-efficiency model within Data Envelopment Analysis (DEA) was used to study the relative efficiency of New Zealand banks for the period 1996 to 2003. Evidence was found for improvement in efficiency, although it was found that this was significantly a consequence of the reduction in the general level of interest rates over the period, which reduced banks’ apparent utilisation of resources. Significant differences were found between banks in their relative efficiency.en_NZ
dc.format.mimetypeapplication/pdf
dc.relation.ispartofUniversity of Otago Department of Finance Seminar Seriesen_NZ
dc.relation.urihttp://www.business.otago.ac.nz/finc/research/seminars_05.htmlen_NZ
dc.subjectBankingen_NZ
dc.subjectNew Zealanden_NZ
dc.subjectData Envelopment Analysisen_NZ
dc.subjectsuper-efficiency modelen_NZ
dc.subject.lcshHF Commerceen_NZ
dc.subject.lcshHF5601 Accountingen_NZ
dc.subject.lcshHG Financeen_NZ
dc.titleThe cost of funds and bank efficiency through timeen_NZ
dc.typeConference or Workshop Item (Seminar, Speech or Other Presentation)en_NZ
dc.description.versionUnpublisheden_NZ
otago.bitstream.pages19en_NZ
otago.date.accession2007-04-13en_NZ
otago.schoolFinanceen_NZ
otago.openaccessOpen
otago.place.publicationDunedin, New Zealanden_NZ
dc.identifier.eprints630en_NZ
dc.description.refereedNon Peer Revieweden_NZ
otago.school.eprintsFinance & Quantitative Analysisen_NZ
dc.description.referencesAndersen, P. & Petersen, N. C. (1993). A procedure for ranking efficient units in data envelopment analysis. Management Science. 39. 1261-1264. Asmild, M.; Paradi, J. C.; Aggarwall, V. & Schaffnit, C. (2004). Combining DEA window analysis with the Malmquist Index approach in a study of the Canadian banking industry. Journal of Productivity Analysis. 21. 67-89. Avkiran, N K. (1999). An application reference for data envelopment analysis in branch banking: helping the novice researcher. International Journal of Bank Marketing. 17 (5). 206-220. Banker, R. D.; Charnes, A. W. & Cooper, W. W. (1984). Some models for estimating technical and scale inefficiencies in Data Envelopment Analysis. Management Science. 30 (9) 1078-1092. Berger, A. N. & Humphrey, D. B. (1997). Efficiency of financial institutions: international survey and directions for future research. European Journal of Operational Research. 98. 175-212. Bhattacharyya, A.; Lovell, C. A. K. & Sahay, P. (1997). The impact of liberalization on the productive efficiency of Indian commercial banks. European Journal of Operational Research. 98. 332-345. Casu, B. & Molyneux, P. (2003). A comparative study of efficiency in European banking. Applied Economics. 35. 1865-1876. Chaffai, M. E.; Dietsch, M. & Lozano-Vivas, A. (2001). Technological and environmental differences in the European banking industries. Journal of Financial Services Research. 19 (2/3). 147-162. Charnes, A.: Cooper, W. W. & Rhodes, E. (1978). Measuring the efficiency of decision making units. European Journal of Operational Research. 2. 429-444. Coelli, T.; Prasada Rao, D. S. & Battese, G. E. (1998). An Introduction to Efficiency and Productivity Analysis. Boston: Kluwer Academic Publishers. Cooper, W. W.; Seiford, L. M. & Tone, K. (2000). Data Envelopment Analysis. Boston: Kluwer Academic Publishers. DeYoung, R. & Hasan, I (1998). The performance of de novo commercial banks: a profit efficiency approach. Journal of Banking and Finance. 22. 565-587. Dietsch, M. & Lozano-Vivas, A. (2000). How the environment determines banking efficiency: a comparison between the French and Spanish industries. Journal of Banking and Finance. 24. 985-1004. Dyson, R. G.; Allen, R.; Camanho, A. S.; Podinovski, V. V.; Sarrico, C. S. & Shale, E. A. (2001). Pitfalls and protocols in DEA. European Journal of Operational Research. 132. 245-259. Ferrier, G. D. & Hirschberg, J. G. (1997). Bootstrapping confidence intervals for linear programming efficiency scores: with an illustration using Italian banking data. Journal of Productivity Analysis. 8. 19-33. Grosskopf, S. (1996). Statistical inference and nonparametric efficiency: a selective survey. Journal of Productivity Analysis. 7. 161-176. Hartman, T. E.; Storbeck, J. E. & Byrnes, P. (2001). Allocative efficiency in branch banking. European Journal of Operational Research. 134. 232-242. Lovell, C. A. K. & Rouse, A. P. B. (2003). Equivalent standard models to provide superefficiency scores. Journal of the Operational Research Society. 54. 101-108. Lovell, C. A. K.; Walters, L. C. & Wood, L. L. (1994). Stratified models of education production using modified DEA and regression analysis. Chapter 17 in Charnes, A.; Cooper, W. W.; Lewin, A. Y. & Seiford, L. M. (eds), Data Envelopment Analysis: Theory, Methodology and Application. Boston: Kluwer Academic Publishers. Lozano-Vivas, A.; Pastor, J. T. & Pastor, J. M. (2002). An efficiency comparison of European banking systems operating under different environmental conditions. Journal of Productivity Analysis. 18. 59-77. Tone, K. (2001). A slacks-based measure of efficiency in data envelopment analysis. European Journal of Operational Research. 130. 498-509. Tone, K. (2002). A slacks-based measure of super-efficiency in data envelopment analysis. European Journal of Operational Research. 143. 32-41. Tortosa-Ausina, E. (2002). Bank cost efficiency and output specification. Journal of Productivity Analysis. 18. 199-222. Tripe, D. W. L. (2003). Trends in New Zealand bank efficiency over time. Applied Econometrics and International Development. 3 (1). 55-80. Tripe, D. W. L. (2004). How can we really measure bank efficiency? Paper presented at 9th AIBF Banking and Finance Conference, Melbourne, 30 September – 1 October. Tulkens, H. & Vanden Eeckaut, P. (1995). Non-parametric efficiency, progress and regress measures for panel data: methodological aspects. European Journal of Operational Research. 80. 474-499. Wheelock, D. C. & Wilson, P. W. (1995, July/August). Evaluating the efficiency of commercial banks: does our view of what banks do matter? Review (Federal Reserve Bank of St Louis). 39-52.en_NZ
 Find in your library

Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record