Data Envelopment Analysis Applications for Effectiveness Assessment of Industry Impact into National Financial System  
Author Dmitry G. Zaytsev

 

Co-Author(s) Valentina V. Kuskova

 

Abstract In this paper, we evaluate the automotive industry impact on the financial system of a country, using Russia as an example. We compare different industry segments to each other in their overall efficiency over a period of years using non-parametric efficiency estimation. Auto financial system is comprised of three segments (loans, leases, insurance premiums), and their percentage varies from year to year. In this paper, we attempt to determine the most efficient combination of input industry variables that maximize each of these three components from one year to the next. We examine the efficiency patterns and provide recommendations for the most efficient financial strategy on the level of the entire automotive industry.

 

Keywords data envelopment analysis, effectiveness assessment, impact evaluation
   
    Article #:  RQD28-6
 

Proceedings of 28th ISSAT International Conference on Reliability & Quality in Design
August 3-5, 2023