Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/3511
Title: Productivity drivers in European banking: Country effects, legal tradition and market dynamics
Authors: Barros, CP
Caporale, GM
Abreu, M
Keywords: European Banks; Data Envelopment Analysis; Truncated Bootstrapped Regression
Issue Date: 2008
Publisher: Brunel University
Citation: Economics and Finance Discussion Papers, Brunel University, 08-03.
Abstract: This paper analyses efficiency drivers of a representative sample of European banks by means of the two-stage procedure proposed by Simar and Wilson (2007). In the first stage, the technical efficiency of banks is estimated using DEA (data envelopment analysis) in order to establish which of them are most efficient. Their ranking is based on total productivity in the period 1993-2003. In the second stage, the Simar and Wilson (2007) procedure is used to bootstrap the DEA scores with a truncated bootstrapped regression. The policy implications of our findings are considered.
URI: http://bura.brunel.ac.uk/handle/2438/3511
Appears in Collections:Economics and Finance
Dept of Economics and Finance Research Papers

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