메뉴 건너뛰기




Volumn 44, Issue 3, 2015, Pages 249-264

Measuring Japanese bank performance: a dynamic network DEA approach

Author keywords

Carryover assets; Data envelopment analysis; Dynamic network model; Efficiency; Japanese banks; Primal and dual forms; Productivity; Two stage system

Indexed keywords


EID: 84945495838     PISSN: 0895562X     EISSN: 15730441     Source Type: Journal    
DOI: 10.1007/s11123-014-0403-1     Document Type: Article
Times cited : (118)

References (43)
  • 1
    • 84866048177 scopus 로고    scopus 로고
    • Estimating two-stage network slacks-based inefficiency: an application to Bangladesh banking
    • Akther S, Fukuyama H, Weber WL (2013) Estimating two-stage network slacks-based inefficiency: an application to Bangladesh banking. OMEGA 41(1):88–96
    • (2013) OMEGA , vol.41 , Issue.1 , pp. 88-96
    • Akther, S.1    Fukuyama, H.2    Weber, W.L.3
  • 3
    • 50349090645 scopus 로고    scopus 로고
    • Removing the impact of environment with units-invariant efficient frontier analysis: an illustrative case study with intertemporal panel data
    • Avkiran NK (2009) Removing the impact of environment with units-invariant efficient frontier analysis: an illustrative case study with intertemporal panel data. OMEGA 37:535–544
    • (2009) OMEGA , vol.37 , pp. 535-544
    • Avkiran, N.K.1
  • 4
    • 0000786043 scopus 로고    scopus 로고
    • Efficiency of financial institutions: international survey and directions for future research
    • Berger AN, Humphrey DB (1997) Efficiency of financial institutions: international survey and directions for future research. Eur J Oper Res 98:175–212
    • (1997) Eur J Oper Res , vol.98 , pp. 175-212
    • Berger, A.N.1    Humphrey, D.B.2
  • 5
    • 45949115356 scopus 로고
    • Competitive viability in banking: scale, scope and product mix economies
    • Berger AN, Hanweck GA, Humphrey DB (1987) Competitive viability in banking: scale, scope and product mix economies. J Monet Econ 20:501–520
    • (1987) J Monet Econ , vol.20 , pp. 501-520
    • Berger, A.N.1    Hanweck, G.A.2    Humphrey, D.B.3
  • 8
    • 0032398608 scopus 로고    scopus 로고
    • Profit, directional distance functions and Nerlovian efficiency
    • Chambers RG, Chung Y, Färe R (1998) Profit, directional distance functions and Nerlovian efficiency. J Optim Theory Appl 98(2):351–364
    • (1998) J Optim Theory Appl , vol.98 , Issue.2 , pp. 351-364
    • Chambers, R.G.1    Chung, Y.2    Färe, R.3
  • 9
    • 0018032112 scopus 로고
    • Measuring the efficiency of decision making units
    • Charnes A, Cooper WW, Rhodes E (1978) Measuring the efficiency of decision making units. Eur J Oper Res 2:429–444
    • (1978) Eur J Oper Res , vol.2 , pp. 429-444
    • Charnes, A.1    Cooper, W.W.2    Rhodes, E.3
  • 10
    • 70449534906 scopus 로고    scopus 로고
    • Measuring dynamic efficiency: theories and an integrated methodology
    • Chen C-M, van Dalen J (2010) Measuring dynamic efficiency: theories and an integrated methodology. Eur J Oper Res 203:749–760
    • (2010) Eur J Oper Res , vol.203 , pp. 749-760
    • Chen, C.-M.1    van Dalen, J.2
  • 11
    • 26444464341 scopus 로고    scopus 로고
    • Measuring information technology’s indirect impact on firm performance
    • Chen Y, Zhu J (2004) Measuring information technology’s indirect impact on firm performance. Inf Technol Manag J 5(1–2):9–22
    • (2004) Inf Technol Manag J , vol.5 , Issue.1-2 , pp. 9-22
    • Chen, Y.1    Zhu, J.2
  • 12
    • 70349728468 scopus 로고    scopus 로고
    • Deriving the DEA frontier for two-stage processes
    • Chen Y, Cook WD, Zhu J (2010) Deriving the DEA frontier for two-stage processes. Eur J Oper Res 202:138–142
    • (2010) Eur J Oper Res , vol.202 , pp. 138-142
    • Chen, Y.1    Cook, W.D.2    Zhu, J.3
  • 13
    • 77952541854 scopus 로고    scopus 로고
    • Measuring performance of two-stage network structures by DEA: a review and future perspective
    • Cook WD, Liang L, Zhu J (2010) Measuring performance of two-stage network structures by DEA: a review and future perspective. Omega 38:423–430
    • (2010) Omega , vol.38 , pp. 423-430
    • Cook, W.D.1    Liang, L.2    Zhu, J.3
  • 14
    • 0037404957 scopus 로고    scopus 로고
    • Efficiency in Japanese banking: an empirical analysis
    • Drake L, Hall MJB (2003) Efficiency in Japanese banking: an empirical analysis. J Bank Financ 27:891–917
    • (2003) J Bank Financ , vol.27 , pp. 891-917
    • Drake, L.1    Hall, M.J.B.2
  • 15
    • 57649180422 scopus 로고    scopus 로고
    • Bank modelling methodologies: a comparative non-parametric analysis of efficiency in the Japanese banking sector
    • Drake L, Hall MJB, Simper R (2009) Bank modelling methodologies: a comparative non-parametric analysis of efficiency in the Japanese banking sector. Int J Financ Mark Inst Money 19:1–15
    • (2009) Int J Financ Mark Inst Money , vol.19 , pp. 1-15
    • Drake, L.1    Hall, M.J.B.2    Simper, R.3
  • 16
    • 9644264242 scopus 로고    scopus 로고
    • A mathematical model for dynamic efficiency using data envelopment analysis
    • Emrouznejad A, Thanassoulis E (2005) A mathematical model for dynamic efficiency using data envelopment analysis. Appl Math Comput 160(2):363–378
    • (2005) Appl Math Comput , vol.160 , Issue.2 , pp. 363-378
    • Emrouznejad, A.1    Thanassoulis, E.2
  • 18
    • 4043122450 scopus 로고    scopus 로고
    • The effect of risk-based capital standards on profit efficiency in banking
    • Färe R, Grosskopf S, Weber WL (2004) The effect of risk-based capital standards on profit efficiency in banking. Appl Econ 36:1731–1743
    • (2004) Appl Econ , vol.36 , pp. 1731-1743
    • Färe, R.1    Grosskopf, S.2    Weber, W.L.3
  • 19
    • 84860150704 scopus 로고    scopus 로고
    • Technological change and timing the reduction of greenhouse gas emissions
    • Färe R, Grosskopf S, Margaritis D, Weber WL (2012) Technological change and timing the reduction of greenhouse gas emissions. J Prod Anal 37:205–216
    • (2012) J Prod Anal , vol.37 , pp. 205-216
    • Färe, R.1    Grosskopf, S.2    Margaritis, D.3    Weber, W.L.4
  • 20
    • 0000648003 scopus 로고
    • The measurement of production efficiency
    • Farrell MJ (1957) The measurement of production efficiency. J R Stat Soc Series B Gen 120(Part 3):253–281
    • (1957) J R Stat Soc Series B Gen , vol.120 , pp. 253-281
    • Farrell, M.J.1
  • 21
    • 84860250418 scopus 로고    scopus 로고
    • Decomposing the efficient frontier of the DEA production possibility set into a smallest number of convex polyhedrons by mixed integer programming
    • Fukuyama H, Sekitani K (2012) Decomposing the efficient frontier of the DEA production possibility set into a smallest number of convex polyhedrons by mixed integer programming. Eur J Oper Res 221(1):165–174
    • (2012) Eur J Oper Res , vol.221 , Issue.1 , pp. 165-174
    • Fukuyama, H.1    Sekitani, K.2
  • 22
    • 67849094851 scopus 로고    scopus 로고
    • Estimating inefficiency, technological change and shadow prices of problem loans for regional banks and Shinkin banks in Japan
    • Fukuyama H, Weber WL (2008) Estimating inefficiency, technological change and shadow prices of problem loans for regional banks and Shinkin banks in Japan. Open Manag J 1:1–11
    • (2008) Open Manag J , vol.1 , pp. 1-11
    • Fukuyama, H.1    Weber, W.L.2
  • 23
    • 67849116930 scopus 로고    scopus 로고
    • A directional slacks-based measure of technical inefficiency
    • Fukuyama H, Weber WL (2009) A directional slacks-based measure of technical inefficiency. Socio Econ Plan Sci 43(4):274–287
    • (2009) Socio Econ Plan Sci , vol.43 , Issue.4 , pp. 274-287
    • Fukuyama, H.1    Weber, W.L.2
  • 24
    • 77952550450 scopus 로고    scopus 로고
    • A slacks-based inefficiency measure for a two-stage system with bad outputs
    • Fukuyama H, Weber WL (2010) A slacks-based inefficiency measure for a two-stage system with bad outputs. Omega 38(5):239–410
    • (2010) Omega , vol.38 , Issue.5 , pp. 239-410
    • Fukuyama, H.1    Weber, W.L.2
  • 25
    • 84986876171 scopus 로고    scopus 로고
    • Estimating two-stage network technology inefficiency: an application to cooperative Shinkin banks in Japan
    • Fukuyama H, Weber WL (2012) Estimating two-stage network technology inefficiency: an application to cooperative Shinkin banks in Japan. Int J Oper Res Inf Syst 3(2):1–22
    • (2012) Int J Oper Res Inf Syst , vol.3 , Issue.2 , pp. 1-22
    • Fukuyama, H.1    Weber, W.L.2
  • 28
    • 55249124225 scopus 로고    scopus 로고
    • An empirical investigation of cost efficiency in Japanese banking: a non-parametric approach
    • Hori K (2004) An empirical investigation of cost efficiency in Japanese banking: a non-parametric approach. Rev Monet Financ Stud 21:45–67
    • (2004) Rev Monet Financ Stud , vol.21 , pp. 45-67
    • Hori, K.1
  • 29
    • 58849123322 scopus 로고    scopus 로고
    • Efficiency measurement for parallel production systems
    • Kao C (2009) Efficiency measurement for parallel production systems. Eur J Oper Res 196:1107–1112
    • (2009) Eur J Oper Res , vol.196 , pp. 1107-1112
    • Kao, C.1
  • 30
    • 34548702436 scopus 로고    scopus 로고
    • Efficiency decomposition in two-stage data envelopment analysis: an application to non-life insurance companies in Taiwan
    • Kao C, Hwang SN (2008) Efficiency decomposition in two-stage data envelopment analysis: an application to non-life insurance companies in Taiwan. Eur J Oper Res 185(1):418–429
    • (2008) Eur J Oper Res , vol.185 , Issue.1 , pp. 418-429
    • Kao, C.1    Hwang, S.N.2
  • 31
    • 1842430491 scopus 로고    scopus 로고
    • Network DEA: efficiency analysis of organizations with complex internal structure
    • Lewis L, Sexton TR (2004) Network DEA: efficiency analysis of organizations with complex internal structure. Comput Oper Res 31(9):1365–1410
    • (2004) Comput Oper Res , vol.31 , Issue.9 , pp. 1365-1410
    • Lewis, L.1    Sexton, T.R.2
  • 32
    • 55049139276 scopus 로고    scopus 로고
    • DEA models for two-stage processes: game approach and efficiency decomposition
    • Liang L, Cook WD, Zhu J (2008) DEA models for two-stage processes: game approach and efficiency decomposition. Nav Res Logist 55:643–653
    • (2008) Nav Res Logist , vol.55 , pp. 643-653
    • Liang, L.1    Cook, W.D.2    Zhu, J.3
  • 33
    • 40649104340 scopus 로고    scopus 로고
    • A multistage method to measure efficiency and its application to Japanese banking
    • Liu J, Tone K (2008) A multistage method to measure efficiency and its application to Japanese banking. Socio-Econ Plan Sci 42(2):75–91
    • (2008) Socio-Econ Plan Sci , vol.42 , Issue.2 , pp. 75-91
    • Liu, J.1    Tone, K.2
  • 34
    • 57749172480 scopus 로고    scopus 로고
    • The effectiveness of bank recapitalization policies in Japan
    • Montgomery H, Shimizutani S (2009) The effectiveness of bank recapitalization policies in Japan. Jpn World Econ 21:1–25
    • (2009) Jpn World Econ , vol.21 , pp. 1-25
    • Montgomery, H.1    Shimizutani, S.2
  • 35
    • 0037245238 scopus 로고    scopus 로고
    • Measurement of dynamic efficiency in production: an application of data envelopment analysis to Japanese electric utilities
    • Nemoto J, Goto M (2003) Measurement of dynamic efficiency in production: an application of data envelopment analysis to Japanese electric utilities. J Prod Anal 19:191–210
    • (2003) J Prod Anal , vol.19 , pp. 191-210
    • Nemoto, J.1    Goto, M.2
  • 36
    • 77953686689 scopus 로고    scopus 로고
    • Two-stage evaluation of bank branch efficiency using data envelopment analysis
    • Paradi JC, Rouatt S, Zhu H (2011) Two-stage evaluation of bank branch efficiency using data envelopment analysis. Omega 39:99–109
    • (2011) Omega , vol.39 , pp. 99-109
    • Paradi, J.C.1    Rouatt, S.2    Zhu, H.3
  • 37
    • 33745992969 scopus 로고    scopus 로고
    • A note on efficiency and productivity growth in the Korean banking industry, 1992–2002
    • Park KH, Weber WL (2006) A note on efficiency and productivity growth in the Korean banking industry, 1992–2002. J Bank Financ 30:2371–2386
    • (2006) J Bank Financ , vol.30 , pp. 2371-2386
    • Park, K.H.1    Weber, W.L.2
  • 39
    • 84977382344 scopus 로고
    • Inputs, outputs, and a theory of production and cost at depository financial institutions
    • Sealey C, Lindley J (1977) Inputs, outputs, and a theory of production and cost at depository financial institutions. J Financ 32:1251–1266
    • (1977) J Financ , vol.32 , pp. 1251-1266
    • Sealey, C.1    Lindley, J.2
  • 40
    • 59649118959 scopus 로고    scopus 로고
    • Network DEA: a slacks-based measure approach
    • Tone K, Tsutsui M (2009) Network DEA: a slacks-based measure approach. Eur J Oper Res 197:243–252
    • (2009) Eur J Oper Res , vol.197 , pp. 243-252
    • Tone, K.1    Tsutsui, M.2
  • 41
    • 70649088867 scopus 로고    scopus 로고
    • Dynamic DEA: a slacks-based measure approach
    • Tone K, Tsutsui M (2010) Dynamic DEA: a slacks-based measure approach. OMEGA 38:145–156
    • (2010) OMEGA , vol.38 , pp. 145-156
    • Tone, K.1    Tsutsui, M.2
  • 42
    • 0031501336 scopus 로고    scopus 로고
    • Use of data envelopment analysis in assessing information technology impact on firm performance
    • Wang CH, Gopal RD, Zionts S (1997) Use of data envelopment analysis in assessing information technology impact on firm performance. Ann Oper Res 73:191–213
    • (1997) Ann Oper Res , vol.73 , pp. 191-213
    • Wang, C.H.1    Gopal, R.D.2    Zionts, S.3
  • 43
    • 0033439478 scopus 로고    scopus 로고
    • Bank efficiency, risk-based capital and real estate exposure: the credit crunch revisited
    • Weber WL, Devaney M (1999) Bank efficiency, risk-based capital and real estate exposure: the credit crunch revisited. Real Estate Econ 27:1–25
    • (1999) Real Estate Econ , vol.27 , pp. 1-25
    • Weber, W.L.1    Devaney, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.