A new approach to dealing with negative numbers in efficiency analysis: An application to the Indonesian banking sector

被引：14

作者：

Hadad, Muliaman D. ^{[2
]}

Hall, Maximilian J. B. ^{[1
]}

Kenjegalieva, Karligash A. ^{[1
]}

Santoso, Wimboh ^{[2
]}

Simper, Richard ^{[1
]}

机构：

[1] Univ Loughborough, Dept Econ, Loughborough LE11 3TU, Leics, England

[2] Bank Indonesia, Jakarta 10350, Indonesia

来源：

EXPERT SYSTEMS WITH APPLICATIONS | 2012年 / 39卷 / 09期

关键词：

Indonesia; Banking; Efficiency; Data Envelopment Analysis (DEA); TRANSLATION-INVARIANCE; OUTPUTS;

D O I：

10.1016/j.eswa.2012.01.145

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Using a new approach, 'SORM SBM' DEA, this paper analyses the efficiency of Indonesian banks during the period 2003-2007. The results prove highly sensitive to both the choice of modelling methodology used to handle negative numbers (i.e., Silva Portela et al., 2004 or Emrouznejad et al., 2010), and to the choice of risk control variable, namely loan loss provisions or equity capital. The most efficient bank grouping is generally found to be the 'state-owned' banks with the least efficient the 'regional government-owned' banks. The results of the impact of scale on the efficiency scores are ambiguous. (c) 2012 Elsevier Ltd. All rights reserved.

引用

页码：8212 / 8219

页数：8

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