The Efficiency Of Turkish Banking Sector For 2008-2013 Period With Data Envelopment Analysis And Multimoora
Abstract
This study analyzes a non-parametric method: Data Envelopment Analysis (DEA), which is used to measure
relative efficiency of decision making units in multiple input – multiple output processes, Multimoora, which
provided rank that enabed to perform time series analysis. Using these methods, 25 banks, which operate in
banking sector in Turkey for the 2008-2013 period, have been chosen and the efficiency rates of these banks have
been measured, determining which banks have been efficient and which not. When the results of this study is
evaluated, multimoora usable for measure efficiency ranks of decision units.
References
- Charnes A, Cooper W, Rhodes E. Measuring the efficiency of decision making units, Europen Journal of Operational Research 1978; 2(6): 429-444.
- Brauers WKM, Zavadskas EK. Project management by MULTIMOORA as an instrument for transition economies, Technological and Economic Development of Economy 2010; 16(1): 5-24.
- Alvydas B, Tomas B. Assessing the efficiency of Lithuanian transport sector by applying the methods of MULTIMOORA and Data Envelopment Analysis, Transport 2011; 26(3): 263-270.
- Alvydas B, Tomas B. Framework of strategic management model for strategy Europe 2020: Diachronic analysis and proposed guielines, Inzinerine Ekonomika- Engineering Economics 2011; 22(3): 271-282. Brauers WKM, Zavadskas EK. MULTIMOORA optimization used to decide on a bank loan to buy property, Tecnological and Economic Development of Economy2011; 17(1): 174-188.
- Hall MJB, Drake L. Efficiency in Japanese banking: An empiricalanalysis, Journal of Banking& Finance2003; 27: 891-917.
- Bal H, Örkcü HH, Çelebioglu S. A new method based on the dispersion of weights in Data Envelopment Analysis, Computers&IndustrialEngineering 2008; 54: 502-512.
- Bal H, Örkcü HH, Çelebioglu S. Improving the discrimination power and weights dispersion in the data envelopment analysis. Computers& Operations Research 2010; 37(1):99-107.
- Bal H, Gölcüklü A. Data Envelopment Analysis: an application toTurkish banking industry, Mathematical and Computational Applications 2002; 7(1): 65-72.
- Banker RD, Charnes A. Cooper WW. Some models for estimating technical and scale inefficiencies in Data Envelopment Analysis,Management Science 1984,30: 1078-1092.
2008-2013 Döneminde Türk Bankacılık Sektörünün Etkinliğinin Veri Zarflama Analizi ve Multimora Yöntemi İle İncelenmesi
Abstract
Bu çalışmada çok girdili ve çok çıktılı süreçlerde karar verme birimlerinin göreli etkinliklerinin ölçümünde kullanılan,
parametrik olmayan yöntemlerden Veri Zarflama Analizi (VZA) ve zaman serisi analizi ile performans
sıralaması sağlayan Multimora yöntemleri incelenmiştir. Bu yöntemlerle, 2008-2013 dönemlerinde Türk bankacılık
sektöründe faaliyet gösteren 25 bankanın etkinlik değerleri hesaplanmış ve hangi bankaların etkin olup
hangilerinin etkin olmadığı tespit edilmiştir. Elde edilen sonuçlar multimora metodunun etkinlik ölçümlerinde
kullanılabileceğini göstermektedir.
References
- Charnes A, Cooper W, Rhodes E. Measuring the efficiency of decision making units, Europen Journal of Operational Research 1978; 2(6): 429-444.
- Brauers WKM, Zavadskas EK. Project management by MULTIMOORA as an instrument for transition economies, Technological and Economic Development of Economy 2010; 16(1): 5-24.
- Alvydas B, Tomas B. Assessing the efficiency of Lithuanian transport sector by applying the methods of MULTIMOORA and Data Envelopment Analysis, Transport 2011; 26(3): 263-270.
- Alvydas B, Tomas B. Framework of strategic management model for strategy Europe 2020: Diachronic analysis and proposed guielines, Inzinerine Ekonomika- Engineering Economics 2011; 22(3): 271-282. Brauers WKM, Zavadskas EK. MULTIMOORA optimization used to decide on a bank loan to buy property, Tecnological and Economic Development of Economy2011; 17(1): 174-188.
- Hall MJB, Drake L. Efficiency in Japanese banking: An empiricalanalysis, Journal of Banking& Finance2003; 27: 891-917.
- Bal H, Örkcü HH, Çelebioglu S. A new method based on the dispersion of weights in Data Envelopment Analysis, Computers&IndustrialEngineering 2008; 54: 502-512.
- Bal H, Örkcü HH, Çelebioglu S. Improving the discrimination power and weights dispersion in the data envelopment analysis. Computers& Operations Research 2010; 37(1):99-107.
- Bal H, Gölcüklü A. Data Envelopment Analysis: an application toTurkish banking industry, Mathematical and Computational Applications 2002; 7(1): 65-72.
- Banker RD, Charnes A. Cooper WW. Some models for estimating technical and scale inefficiencies in Data Envelopment Analysis,Management Science 1984,30: 1078-1092.
Details
| Primary Language | Turkish |
|---|---|
| Subjects | Business Administration |
| Journal Section | Review Article |
| Authors | |
| Publication Date | August 31, 2017 |
| Published in Issue | Year 2017Volume: 9 Issue: 3 |
