TY - CHAP
T1 - Using data envelopment analysis (DEA) to forecast bank performance
AU - Klimberg, Ronald K.
AU - Lawrence, Kenneth D.
AU - Lal, Tanya
PY - 2009
Y1 - 2009
N2 - Forecasting is an important tool used by businesses to plan and evaluate their operations. One of the most commonly used techniques for forecasting is regression analysis. Often forecasts are produced for a set of comparable units which could be individuals, groups, departments, or companies that perform similar activities such as a set of banks, a group of mangers, and so on. We apply a methodology that includes a new variable, the comparable unit's data envelopment analysis relative efficiency, into the regression analysis. This chapter presents the results of applying this methodology to the performance of commercial banks.
AB - Forecasting is an important tool used by businesses to plan and evaluate their operations. One of the most commonly used techniques for forecasting is regression analysis. Often forecasts are produced for a set of comparable units which could be individuals, groups, departments, or companies that perform similar activities such as a set of banks, a group of mangers, and so on. We apply a methodology that includes a new variable, the comparable unit's data envelopment analysis relative efficiency, into the regression analysis. This chapter presents the results of applying this methodology to the performance of commercial banks.
UR - http://www.scopus.com/inward/record.url?scp=84887460939&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84887460939&partnerID=8YFLogxK
U2 - 10.1108/S1477-4070(2009)0000006004
DO - 10.1108/S1477-4070(2009)0000006004
M3 - Chapter
AN - SCOPUS:84887460939
SN - 9781848555488
T3 - Advances in Business and Management Forecasting
SP - 53
EP - 61
BT - Advances in Business and Management Forecasting
A2 - Lawrence, Kenneth
A2 - Klimberg, Ronald
ER -