Using data envelopment analysis (DEA) to forecast bank performance

Authors

Ronald K. Klimberg, Saint Joseph's University, United States
Kenneth D. Lawrence, New Jersey Institute of Technology
Tanya Lal, Saint Joseph's University, United States

Document Type

Article

Publication Date

12-1-2009

Abstract

Forecasting is an important tool used by businesses to plan and evaluate their operations. One of the most commonly used techniques for forecasting is regression analysis. Often forecasts are produced for a set of comparable units which could be individuals, groups, departments, or companies that perform similar activities such as a set of banks, a group of mangers, and so on. We apply a methodology that includes a new variable, the comparable unit's data envelopment analysis relative efficiency, into the regression analysis. This chapter presents the results of applying this methodology to the performance of commercial banks. © 2009 byEmeraldGroupPublishingLimited.

Identifier

84887460939 (Scopus)

ISBN

[9781848555488]

Publication Title

Advances in Business and Management Forecasting

External Full Text Location

https://doi.org/10.1108/S1477-4070(2009)0000006004

ISSN

14774070

First Page

53

Last Page

61

Volume

6

Recommended Citation

Klimberg, Ronald K.; Lawrence, Kenneth D.; and Lal, Tanya, "Using data envelopment analysis (DEA) to forecast bank performance" (2009). Faculty Publications. 11735.
https://digitalcommons.njit.edu/fac_pubs/11735