Efficiency determinants in Portuguese banking industry: an application through fractional regression models
The participation in the Euro area and the current financial crisis substantially conditioned the development of the Portuguese banking industry, for which is expected a continuous fall in income and a growing competitive pressure, improving the need to look carefully to issues as efficiency as...
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University of Algarve, ESGHT/CINTURS
2018-04-01
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| Series: | Tourism & Management Studies |
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| Online Access: | https://tmstudies.net/index.php/ectms/article/view/1072/pdf_100 |
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| author | Ana Isabel Martins |
| author_facet | Ana Isabel Martins |
| author_sort | Ana Isabel Martins |
| collection | DOAJ |
| description | The participation in the Euro area and the current financial crisis
substantially conditioned the development of the Portuguese banking
industry, for which is expected a continuous fall in income and a
growing competitive pressure, improving the need to look carefully to
issues as efficiency as an essential survival factor. Efficiency indicators
of the main banks operating in Portugal were measured through DEA
methodology. The application of two-stage models allowed
circumventing the usual problems inherent to the coexistence of the
production and intermediation approaches. The application of
regression for proportions, more appropriate than traditional linear and
Tobit regressions, to deal with the fractional nature of the DEA scores,
allowed the identification of efficiency determinant factors for the main
banks operating in Portugal. The fractional regression models
demonstrate evidence of improved specification comparing to
traditional regression models. The variables that appear to major
influence on overall efficiency are internationalization, size and type of
ownership of capital. |
| format | Article |
| id | doaj-art-172c61b2ae6548d0a46cc49ef148c9fc |
| institution | Kabale University |
| issn | 2182-8466 |
| language | English |
| publishDate | 2018-04-01 |
| publisher | University of Algarve, ESGHT/CINTURS |
| record_format | Article |
| series | Tourism & Management Studies |
| spelling | doaj-art-172c61b2ae6548d0a46cc49ef148c9fc2025-02-02T07:43:12ZengUniversity of Algarve, ESGHT/CINTURSTourism & Management Studies2182-84662018-04-011426371Efficiency determinants in Portuguese banking industry: an application through fractional regression modelsAna Isabel Martins0University of Algarve, School of Management, Hospitality and Tourism, Campus da Penha, 8005-139 Faro, Portugal, The participation in the Euro area and the current financial crisis substantially conditioned the development of the Portuguese banking industry, for which is expected a continuous fall in income and a growing competitive pressure, improving the need to look carefully to issues as efficiency as an essential survival factor. Efficiency indicators of the main banks operating in Portugal were measured through DEA methodology. The application of two-stage models allowed circumventing the usual problems inherent to the coexistence of the production and intermediation approaches. The application of regression for proportions, more appropriate than traditional linear and Tobit regressions, to deal with the fractional nature of the DEA scores, allowed the identification of efficiency determinant factors for the main banks operating in Portugal. The fractional regression models demonstrate evidence of improved specification comparing to traditional regression models. The variables that appear to major influence on overall efficiency are internationalization, size and type of ownership of capital.https://tmstudies.net/index.php/ectms/article/view/1072/pdf_100dea modelsbanking efficiencyfractional regressionefficiency determinants |
| spellingShingle | Ana Isabel Martins Efficiency determinants in Portuguese banking industry: an application through fractional regression models Tourism & Management Studies dea models banking efficiency fractional regression efficiency determinants |
| title | Efficiency determinants in Portuguese banking industry: an application through fractional regression models |
| title_full | Efficiency determinants in Portuguese banking industry: an application through fractional regression models |
| title_fullStr | Efficiency determinants in Portuguese banking industry: an application through fractional regression models |
| title_full_unstemmed | Efficiency determinants in Portuguese banking industry: an application through fractional regression models |
| title_short | Efficiency determinants in Portuguese banking industry: an application through fractional regression models |
| title_sort | efficiency determinants in portuguese banking industry an application through fractional regression models |
| topic | dea models banking efficiency fractional regression efficiency determinants |
| url | https://tmstudies.net/index.php/ectms/article/view/1072/pdf_100 |
| work_keys_str_mv | AT anaisabelmartins efficiencydeterminantsinportuguesebankingindustryanapplicationthroughfractionalregressionmodels |