| 972 | 47 | 104 |
| 下载次数 | 被引频次 | 阅读次数 |
本文基于随机前沿理论,在对模型设定进行经验检验的基础上,评估了中国15家主要商业银行在1997-2006年间的利润效率及其变化趋势。经验结果表明,样本期间中国银行业的利润效率有所提高,但是政府主导的金融改革并未造就真正意义上的现代商业银行,因此利润效率的增长表现出缓慢性。与此同时,长期以来的政府管制使得中国银行业利润效率的增长表现出同步性。
Abstract：Based on the test of translog profit model,we use the stochastic frontier theory evaluate the relative profit efficiencies of a panel of 15 Chinese commercial banks during the period 1997-2006. The empirical results indicate:the average profit efficiency has improved slightly during this period,but the problem is that there are not modern commercial banks in China under the reform of government guidance,it induces that the improvement of profit efficiency is very slow. And the same time,the efficiencies' increasing manifested synchronicity because of the rigid regulation of the government for long time.
[1]徐传谌,郑贵廷,齐树天.2002:我国商业银行规模经济问题与金融改革策略透析[J].经济研究,2002(10).
[2]迟国泰,孙秀峰,芦丹.2005:中国商业银行成本效率实证研究[J].经济研究,2005(6).
[3]张健华.我国商业银行效率研究的DEA方法及1997-2001年效率的实证分析[J].金融研究,2003(3).
[4]张健华.我国商业银行的X效率分析[J].金融研究.2003(6).
[5]徐传谌,齐树天.2007:中国商业银行X-效率实证研究[J].经济研究,2007(3).
[6]王聪,谭政勋.2007:我国商业银行效率结构研究[J].经济研究,2007(7).
[7]候晓辉,张国平.2008:所有权、战略引资与中国商业银行的效率[J].世界经济,2008(5).
[8]Aigner,D.,Lovell,C.A.K.,Schmidt,P..Formulation and estimation of stochastic frontier production models[J].Journal of Econometrics,1977(6):21-37.
[9]Akhigbe,A.and James,E.M.The profit efficiecncy of small US commercial banks[J].Journal of banking andfinance2003(27):307-325.
[10]Battese,G.E.and Collie,T.J.Frontier production functions,techical efficiency and panel data:with application to paddy farmers in India[J],Journal of productivity analysis,1992(3):153-169.
[11]Battese,G.E.and Collie,T.J.A model for technical inefficiency effections in a stochastic frontier productionfunctionfor panel data[J].Empircal economics,1995(120)325-332.
[12]Berger,A.N.and Humphrey,D.B.Efficency of financial institutions:international survey and directions for future research[J].Journal of operational research,1997(98):175-212.
[13]Berger,A.N.,De Yong.R Problem loans and cost efficiency in commercial banks[J].Journal of banking andfinance,1997(21):849-870.
[14]Vivas,A.L.Profit efficiency for Spainish savings banks[J].European journal of operational research1997(98):381-394.
基本信息:
DOI：10.19343/j.cnki.11-1302/c.2009.07.010
中图分类号:F832.2;F224
引用信息:
[1]陈敬学.中国商业银行的利润效率:一个理论框架及其经验证据[J].统计研究,2009,26(07):63-69.DOI:10.19343/j.cnki.11-1302/c.2009.07.010.
2009-07-15
2009-07-15