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Malmquist-type indices in the presence of negative data: an application to bank branches

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dc.contributor.authorPortela, Maria C. A. S.
dc.contributor.authorThanassoulis, Emmanuel
dc.date.accessioned2013-07-02T10:38:11Z
dc.date.available2013-07-02T10:38:11Z
dc.date.issued2010
dc.description.abstractIn this paper we develop an index and an indicator of productivity change that can be used with negative data. For that purpose the range directional model (RDM), a particular case of the directional distance function, is used for computing efficiency in the presence of negative data. We use RDM efficiency measures to arrive at a Malmquist-type index, which can reflect productivity change, and we use RDM inefficiency measures to arrive at a Luenberger productivity indicator, and relate the two. The productivity index and indicator are developed relative to a fixed meta-technology and so they are referred to as a meta-Malmquist index and meta-Luenberger indicator. We also address the fact that VRS technologies are used for computing the productivity index and indicator (a requirement under negative data), which raises issues relating to the interpretability of the index. We illustrate how the meta-Malmquist index can be used, not only for comparing the performance of a unit in two time periods, but also for comparing the performance of two different units at the same or different time periods. The proposed approach is then applied to a sample of bank branches where negative data were involved. The paper shows how the approach yields information from a variety of perspectives on performance which management can use.por
dc.description.versioninfo:eu-repo/semantics/publishedVersion
dc.identifier.citationPORTELA, Maria; THANASSOULIS, Emmanuel - Malmquist-type indices in the presence of negative data: An application to bank branches. Journal of Banking & Finance. ISSN 0378-4266. Vol. 34, n.º7 (2010), p. 1472–1483por
dc.identifier.doi10.1016/j.jbankfin.2010.01.004
dc.identifier.eissn1872-6372
dc.identifier.issn0378-4266
dc.identifier.urihttp://hdl.handle.net/10400.14/11769
dc.identifier.wosWOS:000278345700006
dc.language.isoengpor
dc.peerreviewedyespor
dc.publisherElsevierpor
dc.subjectDirectional distance functionspor
dc.subjectNegative data in DEApor
dc.subjectMalmquist indicespor
dc.subjectLuenberger indicatorspor
dc.subjectMeta-frontierpor
dc.subjectBank branchespor
dc.subjectDEApor
dc.titleMalmquist-type indices in the presence of negative data: an application to bank branchespor
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage1483
oaire.citation.issue7
oaire.citation.startPage1472
oaire.citation.titleJournal of Banking and Finance
oaire.citation.volume34
person.familyNameSilva
person.familyNameThanassoulis
person.givenNameMaria
person.givenNameEmmanuel
person.identifier.ciencia-idD012-79F9-34BC
person.identifier.orcid0000-0002-3525-2393
person.identifier.orcid0000-0002-3769-5374
person.identifier.scopus-author-id55663172600
person.identifier.scopus-author-id7003390444
rcaap.rightsrestrictedAccesspor
rcaap.typearticlepor
relation.isAuthorOfPublication020818a0-4562-4405-a065-4e3fab8eb384
relation.isAuthorOfPublicationb90ebd4b-c196-4384-8427-097857fe90a4
relation.isAuthorOfPublication.latestForDiscoveryb90ebd4b-c196-4384-8427-097857fe90a4

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