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Dynamic Metafrontier Malmquist–Luenberger Productivity Index in Network DEA: An Application to Banking Data
Computational Economics ( IF 1.9 ) Pub Date : 2021-01-11 , DOI: 10.1007/s10614-020-10071-9
Pooja Bansal , Aparna Mehra , Sunil Kumar

Recent advances in the study of dynamic network data envelopment analysis (DNDEA) have shown to provide better insight into the system to improve the efficiency and productivity of a decision-making unit (DMU). A network structure of a DMU takes a holistic view of the production technology that connects several divisions internally by intermediate products and uses the carryovers flow over time to add a temporal dimension to it. In this paper, we propose a dynamic metafrontier Malmquist–Luenberger productivity index (DMMLPI) in the DNDEA framework to measure the total factor productivity change of a DMU when the data involves negative values and undesirable features. The DMMLPI decomposes the productivity change index into three indices: efficiency change, best-practice change, and technology gap change. To demonstrate the capability of the proposed index, we work on a balanced panel data of sixty Indian banks from 2013 to 2017. The sample banks are grouped into three categories: public banks, private banks, and foreign banks. The banks across the categories face heterogeneous production technology, business strategies, and operating environments. We assume that the underlying production architecture of each bank is a three-stage dynamic network. Our empirical analysis shows that foreign banks outperform their counterparts in terms of productivity change measured by the DMMLPI in the considered period.



中文翻译:

网络DEA中的动态Metafrontier Malmquist-Luenberger生产率指数:在银行数据中的应用

动态网络数据包络分析(DNDEA)研究的最新进展表明,可以更好地了解系统,以提高决策单元(DMU)的效率和生产率。DMU的网络结构从整体上看待生产技术,该技术通过中间产品在内部连接多个部门,并使用随时间推移的结转流量为其添加时间维度。在本文中,我们提出了在DNDEA框架中的动态元边界Malmquist-Luenberger生产率指数(DMMLPI),用于测量数据包含负值和不良特征时DMU的全要素生产率变化。DMMLPI将生产率变化指数分解为三个指数:效率变化,最佳实践变化和技术差距变化。为了展示拟议指数的功能,我们使用了2013年至2017年间60家印度银行的平衡面板数据。样本银行分为三类:公共银行,私人银行和外资银行。不同类别的银行面临着异构的生产技术,业务策略和运营环境。我们假设每个银行的基础生产架构是一个三阶段的动态网络。我们的经验分析表明,在考虑的时期内,外国银行在DMMLPI衡量的生产率变化方面优于同行。不同类别的银行面临着异构的生产技术,业务策略和运营环境。我们假设每个银行的基础生产架构是一个三阶段的动态网络。我们的经验分析表明,在考虑的时期内,外国银行在DMMLPI衡量的生产率变化方面优于同行。不同类别的银行面临着异构的生产技术,业务策略和运营环境。我们假设每个银行的基础生产架构是一个三阶段的动态网络。我们的经验分析表明,在考虑的时期内,外国银行在DMMLPI衡量的生产率变化方面优于同行。

更新日期:2021-01-12
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