Using data envelopment analysis (DEA) to forecast bank performance

Ronald K. Klimberg, Kenneth D. Lawrence, Tanya Lal

Research output: Chapter in Book/Report/Conference proceedingChapter

2 Scopus citations

Abstract

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.

Original languageEnglish (US)
Title of host publicationAdvances in Business and Management Forecasting
EditorsKenneth Lawrence, Ronald Klimberg
Pages53-61
Number of pages9
DOIs
StatePublished - Dec 1 2009

Publication series

NameAdvances in Business and Management Forecasting
Volume6
ISSN (Print)1477-4070

All Science Journal Classification (ASJC) codes

  • Business, Management and Accounting(all)

Fingerprint Dive into the research topics of 'Using data envelopment analysis (DEA) to forecast bank performance'. Together they form a unique fingerprint.

Cite this