Using data envelopment analysis (DEA) to forecast bank performance

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Advances in Business and Management Forecasting

ISSN: 1477-4070
Series editor(s): Professor Kenneth D. Lawrence

Subject Area: Management Science/Management Studies

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Document Information:
Title:	Using data envelopment analysis (DEA) to forecast bank performance
Author(s):	Ronald K. Klimberg, Kenneth D. Lawrence, Tanya Lal
Volume:	6 Editor(s): Kenneth D. Lawrence, Ronald K. Klimberg ISBN: 978-1-84855-548-8 eISBN: 978-1-84855-549-5
Citation:	Ronald K. Klimberg, Kenneth D. Lawrence, Tanya Lal (2009), Using data envelopment analysis (DEA) to forecast bank performance, in Kenneth D. Lawrence, Ronald K. Klimberg (ed.) 6 (Advances in Business and Management Forecasting, Volume 6), Emerald Group Publishing Limited, pp.53-61
DOI:	10.1108/S1477-4070(2009)0000006004 (Permanent URL)
Publisher:	Emerald Group Publishing Limited
Article type:	Chapter Item
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.