publication . Article . 2006

Efficiency model of Russian banks

Pavlyuk, Dmitry;
Open Access
  • Published: 01 Jan 2006 Journal: Applied Econometrics, volume 3, issue 3, pages 3-8
Abstract
The article deals with problems related to the stochastic frontier model of bank efficiency measurement. The model is used to study the efficiency of the banking sector of The Russian Federation. It is based on the stochastic approach both to the efficiency frontier location and to individual bank efficiency values. The model allows estimating bank efficiency values, finding relations with different macro- and microeconomic factors and testing some economic hypotheses.
Subjects
free text keywords: stochastic frontier; efficiency; banking sector; Russian Federation, jel:C21, jel:G21
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