不良贷款约束下中国上市商业银行全要素生产率研究:基于Luenberger指数的分析

发布时间：2018-06-03 04:23

本文选题：Luenberger指数 + 全要素生产率　；参考：《南方经济》2014年04期

【摘要】：借助Luenberger指数法,本文测度了中国16家上市商业银行2005-2011年间考虑不良贷款约束的全要素生产率。研究表明,不考虑坏产出约束时的全要素生产率存在高估问题。与以往结论不同,我们发现中国上市商业银行的年平均全要素生产率退步了3.00%,7年间累积退步18.01%。从分类角度看,国有银行对不良贷款管理效率较差,但应对冲击能力强;股份制银行机制灵活,能有效控制不良贷款的扩张;城市商业银行具有区域优势,可对贷款进行更为有效的管理。本研究对中国银行业监管与改革具有参考意义。
[Abstract]:With the help of Luenberger index method, this paper measures the total factor productivity (TFP) of 16 listed commercial banks in China considering the constraint of non-performing loans (NPLs) from 2005 to 2011. The study shows that the total factor productivity is overestimated when bad output constraints are not taken into account. Different from previous conclusions, we find that the annual average total factor productivity (TFP) of Chinese listed commercial banks has declined by 3.00% and accumulated 18.01% in seven years. From the classification point of view, state-owned banks have poor management efficiency on non-performing loans, but have strong ability to deal with shocks; joint-stock banks have flexible mechanism and can effectively control the expansion of non-performing loans; urban commercial banks have regional advantages. Loans can be managed more effectively. This research has the reference significance to the Chinese banking supervision and the reform.
【作者单位】：暨南大学经济学院;
【基金】：“打造理论粤军”2013年度重大资助项目“中国家庭金融问题研究—基于制度因素、人力资本和财富效应的考察”(批准号:LLYJ317) 国家社科基金项目“我国房价稳定与银行稳定的货币政策研究”(批准号:12BJY161) 教育部人文社会科学基金项目“盈余管理、暴跌风险与所有权结构”(批准号:11YJA790140)的资助
【分类号】：F832.33;F832.4;F224

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