中国商业银行X效率实证研究

发布时间：2018-06-14 06:42

本文选题：X效率 + 商业银行　；参考：《吉林大学》2008年博士论文

【摘要】： 本文以商业银行为研究对象,重点是对中国商业银行X效率和中国农业银行分支机构X效率进行实证研究。首先采用DEA方法测度中国商业银行成本效率、技术效率,运用Malmquist指数研究效率演进趋势,利用Panel Data分析效率影响因素;其次采用SFA方法,使用Battese and Coelli(1995)模型、超越对数生产函数实证研究中国商业银行成本效率,并对两种方法实证结论及方法适用性进行了比较研究;最后利用横截面数据对中国农业银行分支机构成本效率、利润效率实证分析。实证结果表明:(1)中国商业银行成本效率呈波段上升趋势,股份制银行历史平均成本效率高于国有商业银行,但低于股改后的国有商业银行;(2)存贷比率和不良贷款率对商业银行成本效率影响最为显著;(3)中国农业银行分支机构X效率水平与地区经济发展水平高度正相关,地区经济越发达,分支机构效率越高;(4)老工业基地省份和农业大省的分支行X效率不仅低于最优的发达经济省份分行,还低于老少边穷等经济欠发达省份分行,其原因存量贷款量多质差占很大解释成份;(5)在个体效率排名上,DEA、SFA研究方法殊途同归,但测度结果存异,SFA方法更适合处理样本资产规模差异较大情况、更适合研究演进趋势。
[Abstract]:This paper focuses on the X efficiency of China Commercial Bank and the X efficiency of Agricultural Bank of China. First, we use DEA method to measure the cost efficiency and technical efficiency of Chinese commercial banks, use Malmquist index to study the trend of efficiency evolution, and use Panel data to analyze the influencing factors of efficiency; secondly, we use the method of SFAs to use Battese and Coellion 1995) model. The empirical study on the cost efficiency of China's commercial banks is carried out by transcending logarithmic production function, and the empirical conclusions and applicability of the two methods are compared. Finally, the cross-sectional data is used to analyze the cost efficiency of the branches of Agricultural Bank of China. Positive analysis of profit efficiency. The empirical results show that the cost efficiency of Chinese commercial banks is on the rise, and the historical average cost efficiency of joint-stock banks is higher than that of state-owned commercial banks. However, the savings and loan ratio and non-performing loan ratio of state-owned commercial banks after stock reform have the most significant impact on the cost efficiency of commercial banks. 3) the X efficiency level of branches of Agricultural Bank of China is highly positively correlated with the level of regional economic development. The more developed the regional economy, the higher the efficiency of the branches. (4) the branch X efficiency of the old industrial base provinces and the major agricultural provinces is not only lower than the branches of the best developed economic provinces, but also lower than the branches of the economically underdeveloped provinces, such as the old and the poor. The reason is that the quantity of stock loan is much explained by multi-quality difference) in the rank of individual efficiency, the method of DEAA SFA is the same way, but the method of SFA is more suitable to deal with the large difference of sample asset size, and is more suitable for studying the trend of evolution.
【学位授予单位】：吉林大学
【学位级别】：博士
【学位授予年份】：2008
【分类号】：F224;F832.2

【引证文献】