次贷危机背景下中国商业银行技术效率及生产率变化的比较研究

发布时间：2018-05-17 01:15

本文选题：数据包络分析(DEA) + Malmquist全要素生产率指数(MPI)　；参考：《上海经济研究》2013年03期

【摘要】：本文采用DEA模型和Malmquist-DEA方法,结合我国14家商业银行2006-2010年面板数据,对次贷危机背景下我国商业银行技术效率和Malmquist全要素生产率指数(即MPI)进行测度比较。研究显示:次贷危机期间,我国14家商业银行平均技术效率值介于1(兴业银行)与0.644(农业银行)之间,各商业银行技术效率差异较为显著,四大国有商业银行技术效率显著低于股份制商业银行;2006-2010年我国商业银行Malmquist生产率指数有所提高,受2008年次贷危机拖累,2009年银行业效率经历了促进整体技术进步、调整规模的整体修复过程;将MPI指标与DEA效率相结合,大致能够按照竞争力高低和进步节奏快慢将我国商业银行分为四大类。
[Abstract]:Based on the panel data of 14 commercial banks in China from 2006 to 2010, this paper uses DEA model and Malmquist-DEA method to measure and compare the technical efficiency and Malmquist total factor productivity index (TFP) of Chinese commercial banks under the background of subprime mortgage crisis. The results show that during the subprime mortgage crisis, the average technical efficiency of 14 commercial banks in China is between 1 (Industrial Bank) and 0.644 (Agricultural Bank). The technical efficiency of the four state-owned commercial banks is significantly lower than that of the joint-stock commercial banks. The Malmquist productivity index of China's commercial banks increased from 2006 to 2010. Due to the subprime mortgage crisis in 2008, the efficiency of the banking industry in 2009 has experienced a process of promoting the overall technological progress. By combining the MPI index with the efficiency of DEA, the commercial banks in China can be divided into four categories according to the competitiveness and the pace of progress.
【作者单位】：江西师范大学财政金融学院;
【基金】：2011年国家社科基金项目“基本公共服务均等化视角下我国省级政府技术效率研究”(编号11BGL092)
【分类号】：F832.33

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