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Inefficient or just different? Effects of heterogeneity on bank efficiency scores

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dc.creator Bos, Jaap W. B.
dc.creator Heid, Frank
dc.creator Koetter, Michael
dc.creator Kolari, James W.
dc.creator Kool, Clemens J. M.
dc.date 2005
dc.date.accessioned 2013-10-16T07:06:35Z
dc.date.available 2013-10-16T07:06:35Z
dc.date.issued 2013-10-16
dc.identifier http://hdl.handle.net/10419/19748
dc.identifier ppn:504020943
dc.identifier RePEc:zbw:bubdp2:4270
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/10419/19748
dc.description In this paper, we show the importance of accounting for heterogeneity among sample firms in stochastic frontier analysis. For a fairly homogenous sample of German savings and cooperative banks, we analyze how alternative theoretical assumptions regarding the nature of heterogeneity can be modeled and the extent to which the respective empirical specifications affect estimated efficiency levels and rankings. We find that the level of efficiency scores is affected in the case of both cost and profitmodels. On the cost side especially, level and rank correlations show that different specifications identify different banks as being best or worst performers. Our main conclusion is that efficiency studies in general and bank efficiency studies in particular should account for heterogeneity across sample firms. Especially when efficiency measures are employed for policy purposes, a careful choice of models and transparency regarding maximization methods are essential to be able to make inferences about managerial behavior.
dc.language eng
dc.relation Discussion Paper, Series 2: Banking and Financial Supervision 2005,15
dc.rights http://www.econstor.eu/dspace/Nutzungsbedingungen
dc.subject G34
dc.subject G21
dc.subject G14
dc.subject ddc:330
dc.subject Heterogeneity
dc.subject X-efficiency
dc.subject benchmarking
dc.subject bank production
dc.subject Bank
dc.subject X-Effizienz
dc.subject Technische Effizienz
dc.subject Schätzung
dc.subject Sparkasse
dc.subject Kreditgenossenschaft
dc.subject Deutschland
dc.title Inefficient or just different? Effects of heterogeneity on bank efficiency scores
dc.type doc-type:workingPaper


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