in some data envelopment analysis (dea) applications, some inputs of dmus have negative values with positive cost. this paper generalizes the global cost malmquist productivity index to compare the productivity of dierent dmus with negative inputs in any two periods of times under variable returns to scale (vrs) technology, and then the generalized index is decomposed to several components. th...

the purpose of this study is estimation of daily value at risk (var) for total index of tehran stock exchange using parametric, nonparametric and semi-parametric approaches. conditional and unconditional coverage backtesting are used for evaluating the accuracy of calculated var and also to compare the performance of mentioned approaches. in most cases, based on backtesting statistics results, ...

The purpose of this paper is to analyze the productivity change for agricultural cooperatives in Japan measured by nonparametric outputoriented Malmquist indices of total factor productivity. The productivity change is decomposed into technical change and technical efficiency change. Linear programming techniques are used to calculate the productivity change using a panel data set for 49 agricu...

In some data envelopment analysis (DEA) applications, some inputs of DMUs have negative values with positive cost. This paper generalizes the global cost Malmquist productivity index to compare the productivity of different DMUs with negative inputs in any two periods of times under variable returns to scale (VRS) technology, and then the generalized index is decomposed to several components. T...

In some data envelopment analysis (DEA) applications, some inputs of DMUs have negative values with positive cost. This paper generalizes the global cost Malmquist productivity index to compare the productivity of different DMUs with negative inputs in any two periods of times under variable returns to scale (VRS) technology, and then the generalized index is decomposed to several components. T...

Yardstick regulation requires the utilization of benchmarking, a valuable tool for improving public service delivery, especially in developing countries where inefficiencies translate into negative health impacts and social unrest. However, benchmarking must account for both the cost and the quality of service. Using data from 38 Peruvian water utilities (1996 to 2001), the paper evaluates qual...

In some data envelopment analysis (DEA) applications, some inputs of DMUs have negative values with positive cost. This paper generalizes the global cost Malmquist productivity index to compare the productivity of dierent DMUs with negative inputs in any two periods of times under variable returns to scale (VRS) technology, and then the generalized index is decomposed to several components. The...

The Fisher ideal total factor productivity (TFP) index requires complete quantity and price information. If input-output quantities are allocatively efficient, the Fisher index can be approximated by the Malmquist TFP index, which does not require price information. This paper elaborates on the conditions under which the Malmquist and Fisher indexes are equivalent. Drawing from these insights, ...