中国银行业广义Malmquist生产率指数研究

发布时间：2018-06-11 12:00

本文选题：广义Malmquist指数 + 全要素生产率　；参考：《经济研究》2010年08期

【摘要】：本文根据更加全面的中国银行业数据以及产出定位的距离函数,采用随机前沿方法分析中国三类银行(四大国有商业银行、股份制银行和城市商业银行)的全要素生产率进行研究,发现:(1)金融体制变革对中国银行业全要素生产率的增长起着重要的促进作用,尤其在前期,技术效率改善对全要素生产率增长的贡献最大。(2)所有类型银行的技术前沿在不断扩张,尤其在后期。在业务扩张方面,技术进步呈逐渐下降趋势,甚至出现退步,银行更多依靠规模优势促进业务扩张。(3)从平均贡献来看,技术效率增长和技术进步的贡献较大,规模效率的贡献较低。在业务扩张方面,对大银行来讲(四大国有商业银行和股份制银行),规模效率贡献较大;对城市商业银行来讲,技术效率增长贡献较大。(4)资产规模越大的银行,其规模弹性越高,体现出规模优势。
[Abstract]:Based on the more comprehensive data of China's banking industry and the distance function of output location, this paper uses the stochastic frontier method to analyze three kinds of Chinese banks (four state-owned commercial banks). The study of total factor productivity (TFP) of joint-stock banks and city commercial banks shows that the reform of financial system plays an important role in promoting the growth of TFP in China's banking industry, especially in the early stage. Technological efficiency improvements contribute the most to total factor productivity growth (TFP) the technological frontier of all types of banks is expanding, especially in the later stages. In terms of business expansion, technological progress is gradually declining, and even retrogression. Banks rely more on the advantages of scale to promote business expansion.) from the average contribution, the growth of technological efficiency and the contribution of technological progress are greater. The contribution of scale efficiency is low. In terms of business expansion, for the big banks (the four state-owned commercial banks and the joint-stock banks, the scale efficiency contribution is greater; for the urban commercial banks, the technical efficiency growth contribution is greater.) the larger the assets, the bigger the assets. The higher the scale elasticity, the greater the scale advantage.
【作者单位】：中国人民银行研究局;中国人民银行金融研究所;
【分类号】：F832.3;F224

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