DETERMINATION OF THE EFFICIENCY OF THE TURKISH BANKS AND OUTPUTS' CONTRIBUTIONS TO THE EFFICIENCY AND TFP: DEA WITH PANEL REGRESSION
Bu çalışmada Türkiyede 2003-2012 yılları arasında faaliyet gösteren 23 bankanın Veri Zarflama Analizi ile Teknik Etkinlik ve Tahsis Etkinliği skorları elde edilmiştir. CCR modeli ile yapılan analizde ilk yıl için toplam 3 firma teknik etkin değilken 2012 yılı için bu sayı iki katına çıkmıştır. Tahsis etkinliği için ilk yıl için sadece 5 firma etkin iken son yıl için bu sayı 4e düşmüştür. BCC modeli ile girdi yönelimli ve değişken getirili analizde dönem başında sadece bir banka teknik etkinliğe sahip değilken dönem sonunda bu sayı 4e çıkmaktadır. Tahsis etkinliği için bu sayı dönem başında 10 ve dönem sonunda 16 olarak çıkmaktadır. Bankaların etkinliğine çıktıların etkisini belirlemek amacı ile Rastgele Etkiler Panel Regresyon modeli ile yapılan tahminde CCR modelinin daha anlamlı olduğu görülmüştür. Toplam Faktör Verimliliği için Malmquist Endeksi kullanılarak yıllar boyunca tüm işletmeler için Toplam Faktör Verimliliğinin sadece binde iki düzeyinde arttığı tespit edilmiştir.
TÜRK BANKACILIĞINDA ETKİNLİĞİN BELİRLENMESİ VE ÇIKTILARIN ETKİNLİK VE TFV ÜZERİNE ETKİSİ: PANEL REGRESYONLU VZA ANALİZİ
In this study, the Technical Efficiency and the Allocative Efficiency Scores of 23 commercial banks operating in Turkey between 2003 and 2012 were obtained by use of the Data Envelopment Analysis. In the CCR model analysis; while 3 banks did not have Technical Efficiency for the first years, this number doubles for 2012. Whereas only 5 banks were efficient in terms of Allocative Efficiency for the first year, this number goes down to 4 in the last year. As a result of the BCC model; while only one bank did not have Technical Efficiency at the beginning of the period, this number quadruples at the end of the period. This number for the Allocative Efficiency is 10 at the beginning of the period and 16 at the end of the period. Considering the CCR model, it is more significant in the estimation by using the panel data regression model in order to determine the effect of the outputs on the efficiency of the banks. The Malmquist Index is used for the Total Factor Productivity and it was found out that the productivity increased only at the rate of two thousandth (0.002) for all the enterprises for the period.
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