A quasi-malmquist productivity index

The Malmquist productivity index is based on distance functions, which are reciprocals of radial Debreu-Farrell efficiency measures, and which have a number of desirable properties. Linear programming techniques are frequently employed to calculate the efficiency measures. However these techniques c...

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Detalles Bibliográficos
Autores: Grifell-Tatjé, Emili|||0000-0002-0953-2711, Lovell, C. A. Knox|||0000-0002-3770-8104, Pastor Ciurana, Jesús T
Tipo de recurso: artículo
Fecha de publicación:1998
País:España
Institución:Universitat Autònoma de Barcelona
Repositorio:Dipòsit Digital de Documents de la UAB
Idioma:inglés
OAI Identifier:oai:ddd.uab.cat:131754
Acceso en línea:https://ddd.uab.cat/record/131754
https://dx.doi.org/urn:doi:10.1023/A:1018329930629
Access Level:acceso abierto
Palabra clave:Distance functions
Malmquist productivity index
Linear programming slacks
Descripción
Sumario:The Malmquist productivity index is based on distance functions, which are reciprocals of radial Debreu-Farrell efficiency measures, and which have a number of desirable properties. Linear programming techniques are frequently employed to calculate the efficiency measures. However these techniques can leave slacks, which constitute a non-radial form of inefficiency which is not incorporated into the analysis. Thus a radial efficiency measure overstates true efficiency, the reciprocal distance function understates the distance to the relevant efficient subset, and the Malmquist productivity index is adversely affected, although in an analytically indeterminate direction. This has led us to consider a new definition of "one-sided" efficiency, and to develop a new nonradial efficiency measure which incorporates all slacks on the selected side. Replacing conventional radial efficiency measures with our new non-radial efficiency measures generates what we call a quasi Malmquist productivity index. We illustrate our quasi-Malmquist productivity index with an application to productivity change in Spanish banking.