The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach DOI Open Access
Pejman Peykani, Mostafa Sargolzaei,

Amir Takaloo

et al.

Sustainability, Journal Year: 2023, Volume and Issue: 15(5), P. 4409 - 4409

Published: March 1, 2023

Economic policies aimed at managing economic variables in the short and long term have always been of special importance. These seek to reduce fluctuations increase sustainable growth term. One these is monetary policy, which mainly carried out by central banks worldwide. This paper uses Keynesian Dynamic Stochastic General Equilibrium (DSGE) model examine effects policy on real Iranian economy through credit channel balance sheet channel. The presented analyzed information about macroeconomic Iran for period from 1990 2020. obtained results show that with implementation restrictive economy, all productive activities enterprises decreased, this led a decrease household income, turn reduced savings form bank deposits. Because most important sources financing are deposits, ability offer loans was reduced. On other hand, shock associated decline value corporate securities. As result, amount received firms assets. demand loans, intensified initial shock, along reduction banks’ provide lending services. Further, indicate relative success simulating Iran’s macro economy.

Language: Английский

Operational research and artificial intelligence methods in banking DOI Creative Commons
Michael Doumpos, Constantin Zopounidis, Dimitrios Gounopoulos

et al.

European Journal of Operational Research, Journal Year: 2022, Volume and Issue: 306(1), P. 1 - 16

Published: April 28, 2022

Banking is a popular topic for empirical and methodological research that applies operational (OR) artificial intelligence (AI) methods. This article provides comprehensive structured bibliographic survey of OR- AI-based devoted to the banking industry over last decade. The reviews main topics this research, including bank efficiency, risk assessment, performance, mergers acquisitions, regulation, customer-related studies, fintech in industry. results provide insights into contributions OR AI methods banking. Finally, we propose several directions future studies include emerging based on results.

Language: Английский

Citations

98
Overall efficiency of operational process with undesirable outputs containing both series and parallel processes: A SBM network DEA model DOI
Xiao Shi, Ali Emrouznejad,

Wenqi Yu

et al.

Expert Systems with Applications, Journal Year: 2021, Volume and Issue: 178, P. 115062 - 115062

Published: April 20, 2021

Language: Английский

Citations

64
Sustainably resilient supply chains evaluation in public transport: A fuzzy chance-constrained two-stage DEA approach DOI
Mohammad Izadikhah, Majid Azadi, Mehdi Toloo

et al.

Applied Soft Computing, Journal Year: 2021, Volume and Issue: 113, P. 107879 - 107879

Published: Sept. 20, 2021

Language: Английский

Citations

56
External Two Stage DEA Analysis of Bank Efficiency in West Balkan Countries DOI Open Access
Nada Milenković, Boris Radovanov, Branimir Kalaš

et al.

Sustainability, Journal Year: 2022, Volume and Issue: 14(2), P. 978 - 978

Published: Jan. 16, 2022

Since the beginning of application Data Envelopment Analysis (DEA) model in various areas economy, it has found its wide field finance, more specifically banks, last few years. The focus this research was to determine sustainability intermediate function especially recent years when interest rates on deposits have been at a minimum level. divided into two parts, wherein first part determined efficiency banks countries Western Balkans period from 2015 2019. second approached regression analysis which we influence bank size, type bank, and mergers acquisitions (M&A) activity defined efficiency. In stage applied output-oriented DEA using deposits, labor costs, capital as input variables; other side, used loans investments output variables. We data revised financial statements operating Serbia, Bosnia Herzegovina, Montenegro, North Macedonia, Albania. results our study showed that there is difference levels between within considered time period. Furthermore, Tobit significant negative M&A relative technical positive relationship size These findings suggest large commercial can sustain West Balkan market. It be expected less efficient small will taken over by banks.

Language: Английский

Citations

45
Integrated data envelopment analysis, multi-criteria decision making, and cluster analysis methods: Trends and perspectives DOI Creative Commons
Maiquiel Schmidt de Oliveira, Vilmar Steffen, Antônio Carlos de Francisco

et al.

Decision Analytics Journal, Journal Year: 2023, Volume and Issue: 8, P. 100271 - 100271

Published: June 22, 2023

Data Envelopment Analysis (DEA), Multi-criteria Decision (MCDA), and Cluster (CA) are techniques widely used to help decision-makers determine the solution problems with multiple often conflicting criteria. This study prests a comprehensive review of literature on DEA, MCDA, CA models identify existing potential applications future development trends. To this end, Methodi Ordinatio was applied which publications have greatest impact, considering articles in three databases: Scopus, ScienceDirect, Web Science. We pair two by since no results were found integrate techniques. The point portfolio 490 articles, approximately 43.87% combine DEA MCDA for solving efficiency productivity analysis problems.

Language: Английский

Citations

41
Network DEA and Its Applications (2017–2022): A Systematic Literature Review DOI Creative Commons
Светлана Ратнер, Artem Mikhailovich Shaposhnikov, Andrey V. Lychev

et al.

Mathematics, Journal Year: 2023, Volume and Issue: 11(9), P. 2141 - 2141

Published: May 3, 2023

Data Envelopment Analysis (DEA) is one of the fastest growing approaches to solving management problems for multi-criteria evaluation efficiency homogeneous production systems. The general trend in recent years has been development network DEA (NDEA) models, which can consider complicated structure Decision Making Units (DMUs) and, therefore, be more informative from point view science than traditional models. aim this study systematization and clarification trends NDEA applications over past 6 (2017–2022). This uses methodology a systematic literature review, includes analysis dynamics topic, selection main clusters publications according formal (citation, branches knowledge, individual researchers) informal (topics) criteria, their content. review reveals that, most frequently, structures are used bank supply chain models eco-efficiency complex systems, innovation processes, universities or departments healthcare Two-stage where outputs first stage inputs second (intermediate outputs), commonly used. However, years, there noticeable tendency complicate introduce hierarchical into them.

Language: Английский

Citations

28
A digital economy development index based on an improved hierarchical data envelopment analysis approach DOI
Chuanyin Guo,

Qiwei Song,

Ming‐Miin Yu

et al.

European Journal of Operational Research, Journal Year: 2024, Volume and Issue: 316(3), P. 1146 - 1157

Published: March 8, 2024

Language: Английский

Citations

15
Evaluating the resource management and profitability efficiencies of US commercial banks from a dynamic network perspective DOI Creative Commons
Qian Long Kweh, Wen‐Min Lu, Kaoru Tone

et al.

Financial Innovation, Journal Year: 2024, Volume and Issue: 10(1)

Published: Jan. 3, 2024

Abstract The central concept of strategic benchmarking is resource management efficiency, which ultimately results in profitability. However, little known about performance measurement from resource-based perspectives. This study uses the data envelopment analysis (DEA) model with a dynamic network structure to measure and profitability efficiencies 287 US commercial banks 2010 2020. Furthermore, we provide frontier projections incorporate five variables, namely capital adequacy, asset quality, earning ability, liquidity (i.e., CAMEL ratings). revealed that room for improvement bank 55.4%. In addition, found ratings efficient are generally higher than those inefficient banks, earnings ratios positively contribute performance. Moreover, big more small banks. Overall, this continues current heated debate on banking industry, particular focus DEA application answer fundamental question why efficiency reflects benchmark firms provides insights into how would help improving their

Language: Английский

Citations

10
A network Data Envelopment Analysis to estimate nations’ efficiency in the fight against SARS-CoV-2 DOI Open Access
Miguel Alves Pereira, Duarte Dinis, Diogo Cunha Ferreira

et al.

Expert Systems with Applications, Journal Year: 2022, Volume and Issue: 210, P. 118362 - 118362

Published: Aug. 6, 2022

Language: Английский

Citations

37
Performance evaluation of Chinese commercial banks by an improved slacks-based DEA model DOI Creative Commons
Xiao Shi, Libo Wang, Ali Emrouznejad

et al.

Socio-Economic Planning Sciences, Journal Year: 2023, Volume and Issue: 90, P. 101702 - 101702

Published: Aug. 19, 2023

The national economy heavily relies on the banking sector, and researchers have been focused discovering most effective method of enhancing bank's overall efficiency. Data Envelopment Analysis (DEA) is a commonly utilized tool for measuring We proposed an improved slacks-based measure model (SBM) with undesirable outputs using by-production framework. In such case, operating process considered as parallel system. Inputs are categorized into interest costs costs, which then evaluated in two separate stages. first stage, income non-interest income, shared final outputs. second non-performing loans deemed This approach splits bank efficiency stages, enabling us to identify source inefficiency, effectively capture differences between types costs. To demonstrate feasibility approach, we successfully applied it 36 commercial banks China from 2016 2021. empirical results research prove that changes banks' efficiencies were mainly due stage 2. And this provides rich information assist decision making.

Language: Английский

Citations

22