中国商业银行动态效率及其影响因素的实证研究——基于Luenberger指数的测度

发布时间：2018-06-13 06:43

本文选题：Luenberger指数 + 银行全要素生产率　；参考：《人文杂志》2012年02期

【摘要】：鉴于"坏"产出—不良贷款对于银行动态效率的偏误,本文利用同时考虑"好"产出和"坏"产出的非径向计算方法—Luenberger指数对我国2004-2010年间我国27家商业银行的动态效率(全要素生产率)进行了测度。Luenberger指数测算结果表明:2004-2010年间我国商业银行的全要素生产率经历了改进趋势,但国有银行改进的速度要低于股份制商业银行,并进一步低于城市商业银行。进一步,我们基于Tobit模型对其影响因素进行了实证分析。进一步的检验结果表明净资产收益率等变量的积极影响与准备金率等变量的负面影响。最后,本文得出了结论和相应的政策建议。
[Abstract]:Given the bias of "bad" output-non-performing loans to the dynamic efficiency of banks, This paper measures the dynamic efficiency (total factor productivity) of 27 commercial banks in China from 2004 to 2010 by using the non-radial calculation method of "good" output and "bad" output. Luenberger index is used to measure the results of the measurement of the dynamic efficiency (total factor productivity) of 27 commercial banks in China from 2004 to 2010. It shows that the total factor productivity of commercial banks in China has experienced a trend of improvement between 2004 and 2010. But the speed of state-owned banks to improve is lower than that of joint-stock commercial banks, and further lower than that of city commercial banks. Furthermore, we analyze the influencing factors based on Tobit model. The results of further tests show that the positive effects of such variables as return on net assets and the negative effects of reserve ratio and so on. Finally, the paper draws conclusions and corresponding policy recommendations.
【作者单位】：西北大学经济管理学院;
【分类号】：F832.33;F224

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