Using regression and data envelopment analysis (DEA) to forecast bank performance over time

Document Type

Article

Publication Date

12-1-2009

Abstract

Forecasting is an important tool used to plan and evaluate business operations. Regression analysis is one of the most commonly used forecasting techniques for this purpose. Often forecasts are produced based on a set of comparable units such as individuals, groups, departments, or companies that perform similar activities. We apply a methodology that includes a new independent variable, the comparable unit's data envelopment analysis (DEA) relative efficiency, into the regression analysis. In this chapter, we apply this methodology to compare the performance of commercial banks over a 10-year time period. Copyright © 2009 by Emerald Group Publishing Limited.

Identifier

84884263168 (Scopus)

ISBN

[9781848558786]

Publication Title

Applications of Management Science

External Full Text Location

https://doi.org/10.1108/S0276-8976(2009)0000013010

ISSN

02768976

First Page

133

Last Page

142

Issue

FINANCIAL MODELIN

Volume

13

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