Adequacy of deterministic and parametric frontiers to analyze the efficiency of Indian commercial banks

[1]  M. Farrell The Measurement of Productive Efficiency , 1957 .

[2]  W. Meeusen,et al.  Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error , 1977 .

[3]  C. W. Sealey,et al.  Inputs, Outputs, and a Theory of Production and Cost at Depository Financial Institutions , 1977 .

[4]  D. Aigner,et al.  P. Schmidt, 1977,?Formulation and estimation of stochastic frontier production function models,? , 1977 .

[5]  Abraham Charnes,et al.  Measuring the efficiency of decision making units , 1978 .

[6]  C. Lovell,et al.  On the estimation of technical inefficiency in the stochastic frontier production function model , 1982 .

[7]  A. Charnes,et al.  Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis , 1984 .

[8]  Gary D. Ferrier,et al.  Measuring cost efficiency in banking: Econometric and linear programming evidence , 1990 .

[9]  Lawrence M. Seiford,et al.  Recent developments in dea : the mathematical programming approach to frontier analysis , 1990 .

[10]  G. Battese,et al.  A model for technical inefficiency effects in a stochastic frontier production function for panel data , 1995 .

[11]  Loretta J. Mester A study of bank efficiency taking into account risk-preferences , 1996 .

[12]  Loretta J. Mester,et al.  Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions? , 1997 .

[13]  Allen N. Berger,et al.  Efficiency of financial institutions: International survey and directions for future research , 1997 .

[14]  Andrea Resti Evaluating the cost-efficiency of the Italian Banking System: What can be learned from the joint application of parametric and non-parametric techniques , 1997 .

[15]  Allen N. Berger,et al.  Consistency Conditions for Regulatory Analysis of Financial Institutions: A Comparison of Frontier Efficiency Methods , 1998 .

[16]  Jati K. Sengupta,et al.  A dynamic efficiency model using data envelopment analysis , 1999 .

[17]  Tser-Yieth Chen,et al.  A comparison of chance-constrained DEA and stochastic frontier analysis: bank efficiency in Taiwan , 2002, J. Oper. Res. Soc..

[18]  Ali Ataullah *,et al.  Financial liberalization and bank efficiency: a comparative analysis of India and Pakistan , 2004 .

[19]  The long-range dependence behavior of the term structure of interest rates in Japan , 2005 .

[20]  William H. Greene,et al.  Reconsidering heterogeneity in panel data estimators of the stochastic frontier model , 2005 .

[21]  S. S. Debasish Efficiency Performance in Indian Banking—Use of Data Envelopment Analysis , 2006 .

[22]  W. Greene,et al.  Application of Panel Data Models in Benchmarking Analysis of the Electricity Distribution Sector , 2006 .

[23]  Long-range dependence in interest rates and monetary policy , 2006, physics/0607245.

[24]  Elisabetta Fiorentino,et al.  The Cost Efficiency of German Banks: A Comparison of Sfa and DEA , 2006, SSRN Electronic Journal.

[25]  B. M. Tabak,et al.  Long-range dependence and multifractality in the term structure of LIBOR interest rates , 2007 .

[26]  Baiding Hu,et al.  Estimation of cost efficiency of Australian universities , 2008, Math. Comput. Simul..

[27]  B. Tabak,et al.  Testing for time-varying long-range dependence in real state equity returns , 2008 .

[28]  Fotios Pasiouras,et al.  The Impact of Non-Traditional Activities on the Estimation of Bank Efficiency: International Evidence , 2008 .

[29]  B. Tabak,et al.  Multifractality and herding behavior in the Japanese stock market , 2009 .

[30]  Allen N. Berger,et al.  Bank Ownership and Efficiency in China: What Will Happen in the World's Largest Nation? , 2006 .

[31]  B. Tabak,et al.  Testing for long-range dependence in the Brazilian term structure of interest rates , 2009 .

[32]  Tianshu Zhao,et al.  The impact of regulatory reforms on cost structure, ownership and competition in Indian banking , 2010 .

[33]  Subhash C. Ray,et al.  Distribution of cost and profit efficiency: Evidence from Indian banking , 2010, Eur. J. Oper. Res..

[34]  Yankui Liu,et al.  Modeling data envelopment analysis by chance method in hybrid uncertain environments , 2010, Math. Comput. Simul..

[35]  Benjamin Miranda Tabak,et al.  Estimating a Bayesian stochastic frontier for the Indian banking system , 2010 .

[36]  Geraldo da Silva e Souza,et al.  Evolution of bank efficiency in Brazil: A DEA approach , 2010, Eur. J. Oper. Res..

[37]  Aditi Bhattacharyya,et al.  Financial Reforms and Technical Efficiency in Indian Commercial Banking: A Generalized Stochastic Frontier Analysis , 2013 .

[38]  C. Devi,et al.  Measurement of Technical Efficiency and Its Sources: An Experience of Indian Banking Sector , 2012 .

[39]  Shunsuke Managi,et al.  Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach , 2013 .

[40]  M. Koetter,et al.  Effects of specification choices on efficiency in DEA and SFA , 2013 .

[41]  Thiago C. Silva,et al.  Connectivity and Systemic Risk in the Brazilian National Payments System , 2013, SITIS.

[42]  Shiv Prasad Yadav,et al.  A fuzzy DEA model with undesirable fuzzy outputs and its application to the banking sector in India , 2014, Expert Syst. Appl..

[43]  Christian M. Hafner,et al.  Inference in stochastic frontier analysis with dependent error terms , 2014, Math. Comput. Simul..

[44]  Sergio Rubens Stancato de Souza,et al.  Insolvency and contagion in the Brazilian interbank market , 2015 .

[45]  Benjamin Miranda Tabak,et al.  Structure and Dynamics of the Global Financial Network , 2016 .

[46]  Benjamin Miranda Tabak,et al.  Network structure analysis of the Brazilian interbank market , 2016 .

[47]  B. M. Tabak,et al.  Financial networks, bank efficiency and risk-taking , 2016 .

[48]  Benjamin Miranda Tabak,et al.  Evaluating systemic risk using bank default probabilities in financial networks , 2016 .

[49]  B. M. Tabak,et al.  Why do vulnerability cycles matter in financial networks , 2017 .

[50]  B. M. Tabak,et al.  Systemic Risk in Financial Systems: a feedback approach , 2017 .

[51]  Benjamin Miranda Tabak,et al.  A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks , 2017 .

[52]  Sergio Rubens Stancato de Souza,et al.  Monitoring vulnerability and impact diffusion in financial networks , 2017 .

[53]  M. Constantino,et al.  Modeling stochastic frontier based on vine copulas , 2017 .

[54]  Benjamin Miranda Tabak,et al.  Bank lending and systemic risk: A financial-real sector network approach with feedback , 2017, Journal of Financial Stability.