Productivity and efficiency analysis of Australia banking sector under deregulation

Wu, Su 2005, Productivity and efficiency analysis of Australia banking sector under deregulation, in ACE 05 : Proceedings of the Australian Conference of Economists 2005, Blackwell, Carlton, Vic., pp. 1-43.

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Title Productivity and efficiency analysis of Australia banking sector under deregulation
Author(s) Wu, Su
Conference name Australian Conference of Economists (34th : 2005: Melbourne, Vic.)
Conference location Melbourne, Vic.
Conference dates 26-28 Sep. 2005
Title of proceedings ACE 05 : Proceedings of the Australian Conference of Economists 2005
Editor(s) Dixon, Robert
Publication date 2005
Conference series Australian Conference of Economists
Start page 1
End page 43
Publisher Blackwell
Place of publication Carlton, Vic.
Summary This paper conducts productivity and efficiency analysis of banks operating in Australia since the deregulation of the Australian financial system in early 1980s. Applying data envelopment analysis (DEA), with a moving window, the Malmquist indices are determined in order to investigate the levels of and the changes in the efficiency of Australian banks over the period from 1983 to 200 I. The DEA window analysis is adopted in order to relieve the small sample problem that in previous studies has proved problematic in the study of the Australian banking sector. The pal1icular window used in this case has been carefully designed to ensure the robustness of the efficiencies scores to changes in the window width. A second-stage regression is conducted by using the unconditional bootstrap approach suggested by Xue and Harker (1999) to overcome the dependency and heteroskedasticity of DE A efficiency scores. The empirical results demonstrate the effect of deregulation on the performance of individual banks, banks of different organizational types and the entire Australian banking sector.
ISBN 0734026080
9780734026088
Language eng
Field of Research 140299 Applied Economics not elsewhere classified
HERDC Research category E1 Full written paper - refereed
Persistent URL http://hdl.handle.net/10536/DRO/DU:30005794

Document type: Conference Paper
Collection: School of Accounting, Economics and Finance
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