La costruzione di un indicatore sintetico ponderato. Un'applicazione della procedura Benefit of the Doubt al caso della dotazione infrastrutturale in Italia

2009 ◽  
pp. 35-69
Author(s):  
Claudia Mazziotta ◽  
Francesco Vidoli
Keyword(s):  
Data Envelopment Analysis ◽  
Maximum Level ◽  
Jel Classification ◽  
Composite Indicator ◽  
Composite Indicators ◽  
Data Envelopment ◽  
Synthesis Procedure ◽  
Italian Province ◽  
Simple Indicator ◽  
Keywords Composite

- (Paper first received, October 2007; in final form, febbraio 2008) This paper provides a review of a methodology for constructing composite indicators who constitute the synthesis of a series of simple indicators and, above all, characterize a system of weights to use in the synthesis procedure. We apply the Benefit of the Doubt (BoD) approach, an application of the technique of linear programming Data Envelopment Analysis (DEA). In our formulation, however, weights constraints are endogenously determined, differently to BoD usual applications, analyzing variability of every simple indicator. Our methodology allows to find a matrix of the weights characterizing not only the simple indicators, but also the territorial units involved, obtaining, for every unit, the system of weights more favourable and, consequently, a composite indicator with maximum level. BoD approach has been applied to construction of a composite indicator of the Italian infrastructural endowment, whose elementary indicators were available to level of Italian province and infrastructural categories. Keywords: Composite Indicators; Data Envelopment Analysis; Infrastructure Endowment JEL classification: H54. C43. C61

Penilaian Efisiensi Bank dengan Data Envelopment Analysis pada 10 Bank Berperingkat Besar di Indonesia

2015 ◽  
Vol 2 (02) ◽  
pp. 113-126
Author(s):  
J.M.V. Mulyadi
Keyword(s):  
Data Envelopment Analysis ◽  
Detailed Analysis ◽  
Jel Classification ◽  
Financial Ratios ◽  
Data Envelopment ◽  
Bank Efficiency ◽  
Efficiency Assessment ◽  
Production Approach

A B S T R A C T Bank efficiency are important in the assessment of the health of banks. Data Envelopment Analysis is a model of efficiency assessment bank that is widely used because it provides a more detailed analysis of the results compared to financial ratios. Analysis carried out by the production approach, intermediation, revenues and profits. This study assesses the 10 major banks in Indonesia. The results showed that of the 10 large banks are still found inefficiencies. DEA resulted in a recommendation that development can be done bank to achieve optimum efficiency. Based on the recommendation expected the bank to maximize the desired profit through efficiency. A B S T R A K Efisiensi bank merupakan hal penting dalam penilaian kesehatan bank. Data Envelopment Analysis adalah model penilaian efisiensi bank yang banyak digunakan karena memberikan hasil analisis yang lebih detil dibandingkan rasio keuangan. Analisi dilakukan dengan pendekatan produksi, intermediasi, pendapatan dan laba. Penelitian ini melakukan penilaian pada 10 bank besar di Indonesia. Hasil penelitian menujukkan bahwa dari 10 bank besar tersebut masih ditemukan inefisiensi. DEA menghasilkan rekomendasi pengembangan yang dapat dilakukan bank untuk mencapai efisiensi optimum. Berdasarkan rekomendasi tersebut diharapkan bank dapat memaksimumkan profit yang diinginkan melalui efisiensi. JEL Classification: G29, O33

scholarly journals Financial Performance Assessment of Construction Firms by Means of RAM-Based Composite Indicators

Mathematics ◽  
2020 ◽  
Vol 8 (8) ◽  
pp. 1347
Author(s):  
Ioannis E. Tsolas
Keyword(s):  
Data Envelopment Analysis ◽  
Financial Performance ◽  
Composite Indicators ◽  
Upper Class ◽  
Practical Implementation ◽  
Data Envelopment ◽  
Tobit Regression ◽  
Construction Firms ◽  
Relational Analysis ◽  
Grey Relational

This paper aims to provide a novel construct that is based on data envelopment analysis (DEA) range adjusted measure (RAM) of efficiency and demonstrate its practical implementation by evaluating the financial performance of a sample of three upper-class contracting license (Classes 5–7) Greek construction firms. In a two-step framework, firm efficiency (i.e., composite indicators (CIs)) is produced firstly by means of RAM using single financial ratios, which are selected by grey relational analysis (GRA), and then Tobit regression is employed to model the CIs. In light of the results, only 4% of the sampled firms are efficient, and the firm ranking is consistent with the ranking of Grey Relational Grande (GRG) values produced by GRA. Moreover, the firms with a contracting license of the highest level (Class 7) appear not to be superior in efficiency to their counterparts that belong to Classes 5–6.

scholarly journals DINAMIKA TOTAL FACTOR PRODUCTIVITY INDUSTRI BESAR DAN SEDANG INDONESIA

2014 ◽  
Vol 16 (3) ◽  
pp. 277-308
Author(s):  
Ndari Surjaningsih ◽  
Bayu Panji Permono
Keyword(s):  
Data Envelopment Analysis ◽  
Total Factor Productivity ◽  
Technical Change ◽  
Manufacturing Sector ◽  
Jel Classification ◽  
Data Envelopment ◽  
Factor Productivity ◽  
Efficiency Change ◽  
Catching Up ◽  
Using Data

This paper calculates and decomposes the Total Factor Productivity (TFP) for large and medium scale industry in Indonesia covering the period of 2000-2009. By using Data Envelopment Analysis (DEA)  method, the result shows there is a shift of the supporting factors on the growth of TFP on manufacturing sector within the 2 (two) sample period. In the period of 2000-2004, efficiency change becomes the main contributor on the growth of TFP. Whereas in the period of 2005-2009, technical change becomes the main supporting factor of TFP,however it goes along with the growth of negative efficiency change or the decline of the company’s catching-up effect ability to adapt with the more advance technology. The grouping of the sample across subsectors, technical change and also efficiency change shows the declining amount of manufacture industry with superior productivity. Furthermore, the number of low and weakening catching-up industry is increasing.  Keywords: Indonesian manufacturing, total factor productivity, technical change, efficiency change, economic scale change, Data Envelopment Analysis JEL Classification: L6, M11

scholarly journals A digitális fejlődés rangsorolása a DEA-típusú összetett indikátorok és a TOPSIS módszerével

2021 ◽  
Vol 99 (3) ◽  
pp. 253-265
Author(s):  
Zoltán Bánhidi ◽  
Imre Dobos
Keyword(s):  
Data Envelopment Analysis ◽  
Digital Economy ◽  
Composite Indicators ◽  
Data Envelopment ◽  
Ideal Solution

A szerzők a digitális gazdaság és társadalom index (digital economy and society index, DESI) öt alapdimenziója segítségével, de az önkényes, szubjektív súlyozáson (scoring modellen) alapuló kompozit index helyett objektívebb, az adatsorok statisztikai tulajdonságait felhasználó rangsorolási módszerekkel kívánnak választ adni arra a kérdésre, hogy Magyarország hol helyezkedik el a digitális fejlettséget tekintve az EU (Európai Unió) országai között. A rangsorolást az összetett indikátorok burkológörbe-elemzése (data envelopment analysis/composite indicators, DEA/CI) és az ideális megoldásokhoz hasonló preferenciarendszer technikája (technique for order of preference by similarity to ideal solution, TOPSIS) alkalmazásával végzik el, majd összehasonlítják az EU-s országok két döntéselméleti eljárással kapott rangsorát. A TOPSIS- és a DEA/CI-módszer előnye a hagyományos DEA-val szemben, hogy abban az esetben is adattranszformáció nélkül alkalmazhatók, ha az adatok között csak (maximalizálandó) outputkritériumok vannak, ezáltal elkerülhetők a transzformációval járó torzítások. Az eredményül kapott rangsorok alapján Magyarország az uniós országok második harmadában helyezkedik el, így közepes digitális fejlettségűnek tekinthető.

Modeling qualitative data in data envelopment analysis for composite indicators

2011 ◽  
Vol 2 (1) ◽  
pp. 21-30 ◽  
Author(s):  
Yongjun Shen ◽  
Da Ruan ◽  
Elke Hermans ◽  
Tom Brijs ◽  
Geert Wets ◽  
...  
Keyword(s):  
Data Envelopment Analysis ◽  
Qualitative Data ◽  
Composite Indicators ◽  
Data Envelopment

scholarly journals Effects of Input Composition on Technical Efficiencies of Textile Industries in Pakistan

2012 ◽  
Vol 51 (2) ◽  
pp. 117-130
Author(s):  
Tariq Mahmood
Keyword(s):  
Data Envelopment Analysis ◽  
Returns To Scale ◽  
Jel Classification ◽  
Manufacturing Industries ◽  
Raw Material ◽  
Data Envelopment ◽  
Tobit Regression ◽  
Analysis Technique ◽  
Tobit Analysis ◽  
Positive Effect

This paper studies the technical efficiencies of the textile manufacturing industries in Pakistan using 5-digit level industry data. Technical efficiencies are computed by the Data Envelopment Analysis technique assuming constant as well as variable returns to scale. The efficiency scores thus obtained are analysed by the TOBIT regression technique to determine how input composition influences these efficiency scores. It is found that imported raw material and machinery exercises a positive effect, whereas non-industrial costs affect technical efficiencies in a negative way. Electricity does not play its due role in affecting technical efficiencies. JEL Classification: C24, D24, L6, O14 Keywords: Technical Efficiency, Data Envelopment Analysis, TOBIT Analysis, Manufacturing Industries

scholarly journals EFFICIENCY IN ISLAMIC BANKING: A NON-PARAMETRIC APPROACH

2007 ◽  
Vol 9 (4) ◽  
Author(s):  
Umi Karomah Yaumidin
Keyword(s):  
Data Envelopment Analysis ◽  
Jel Classification ◽  
Islamic Banking ◽  
Data Envelopment ◽  
Parametric Approach ◽  
Non Parametric

Penelitian ini bertujuan untuk membandingkan tingkat efisiensi bank-bank Islam di kawasan Timur Tengah dan Asia Tenggara. Hal ini didasari pada kegagalan perbankan yang mendorong terjadinya krisis keuangan domestik maupun international dalam dasawarsa terakhir. Efisiensi perbankan akhirnya menjadi perhatian penting tidak hanya di Asia setelah krisis di tahun 1997, namun juga di belahan dunia lainnya. Di sisi lain perkembangan bank-bank Islam kiranya telah dianggap sebagai alternatif solusi untuk menuju perbankan yang sehat. Dengan demikian, studi tentang efisiensi bank-bank Islam menjadi kajian menarik, terutama perbandingan efisiensi antar kawasan. Dalam paper ini digunakan metode non parametrik Data Envelopment Analysis (DEA) untuk mengukur efisiensi skor data panel yang mencakup empat puluh delapan bank Islam selama kurun waktu 2000 hingga 2004. Pendekatan yang digunakan dalam paper ini adalah pendekatan intermediasi yang dianggap paling sesuai dengan prinsip-prinsip sistem keuangan Islam.Secara keseluruhan, hasil perhitungan menunjukkan bahwa bank-bank Islam di Asia Tenggara sedikit lebih effisien dibandingkan bank-bank Islam di Timur Tengah. Salah satu penyebabnya adalah tragedi 9/11 di tahun 2001 dan perang Iraq yang berlangsung di tahun 2002. Oleh karena itu dapat disimpulkan bahwa bank-bank Islam masih sangat tergantung pada sistem keuangan dan segala bentuk peraturan perbankan yang berlaku baik di tingkat nasional, regional maupun global, serta karakteristik perbedaan resiko yang berkonsekuensi pada perbedaan regulasi prudential sangat menentukan fluktuasi skor effisiensi.Keywords:Efficiency, Islamic banking, Data Envelopment Analysis (DEA)JEL Classification: D61, G21, C14

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