Using regression and data envelopment analysis (DEA) to forecast bank performance over time

Ronald K. Klimberg, Kenneth D. Lawrence, Ira Yermish, Tanya Lai, Daniel Mrazik

Research output: Chapter in Book/Report/Conference proceedingChapter

5 Scopus citations

Abstract

Forecasting is an important tool used to plan and evaluate business operations. Regression analysis is one of the most commonly used forecasting techniques for this purpose. Often forecasts are produced based on a set of comparable units such as individuals, groups, departments, or companies that perform similar activities. We apply a methodology that includes a new independent variable, the comparable unit's data envelopment analysis (DEA) relative efficiency, into the regression analysis. In this chapter, we apply this methodology to compare the performance of commercial banks over a 10-year time period.

Original languageEnglish (US)
Title of host publicationApplications of Management Science
EditorsKenneth Lawrence, Gary Kleinman
Pages133-142
Number of pages10
EditionFINANCIAL MODELIN
DOIs
StatePublished - 2009

Publication series

NameApplications of Management Science
NumberFINANCIAL MODELIN
Volume13
ISSN (Print)0276-8976

All Science Journal Classification (ASJC) codes

  • Business, Management and Accounting(all)

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