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基于DEA和SFA的我国商业银行效率研究 被引量：46

Efficiency Comparative Study on Commercial Bank in China Based on DEA and SFA
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摘要 本文利用板块数据,分别采用非参数前沿法中的DEA法和参数前沿法中的SFA法对我国十四家商业银行1997-2001期间的综合效率进行了测度,在此基础上对两种方法测度出的银行效率值排序进行了相关分析和一致性检验,结果表明两种方法测度出的银行效率在数值上有显著差异,但在是效率排序上具有很好的一致性。 This paper takes four state-owned commercial banks and nine newly founded banks as the researching sampies. The paper unites DEA and SFA in evaluating the bank efficiency of the fourteen commercial banks from 1997 to 2001 and tests the relativity and concidence, The results indicates that there is a remarkable difference between the DEA efficiency and SFA efficiency, but they have a good coincidence in efficiency taxis.
作者 许晓雯 时鹏将
机构地区 西安交通大学管理学院
出处 《数理统计与管理》 CSSCI 北大核心 2006年第1期68-72,共5页 Journal of Applied Statistics and Management
关键词 经济效率 X效率 数据包络分析(DEA) 随机前沿分析(SFA) economic efficiency X-efficiency data envelopment analysis （DEA） Stochastic Frontier Analysis （SFA）
分类号 O212 [理学—概率论与数理统计]
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参考文献6

  • 1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):11-25. 被引量：488
  • 2Cobenoyan, A: S. , Cooperman, E. S. , Register, C. A. and Hudgins, S. C. The relative cost efficiency of stock versus mutual S&L: a stochastic cost frontier approach [ J ]. Journal of Financial services Research, 1990. 7,151-70.
  • 3Esho, N. and Sharpe, I. G. X-efficiency of Australian permanent building societies[ J ]. The Economic Record,Vo1:71,1996,246 -59.
  • 4Esho, N. and Sharpe, I. G. Scale and scope economies of Australian permanent building societies in a dynamic framework[ J]. Asia Pacific Journal of Management, 1994.11,255 - 73.
  • 5David C. Wheelock,Paul W. Wilson,2001. New evidenceon returns to scale and product mix among U. S. commercial banks [ J ]. Journal of Monetary Economics 47 (2001 ) ,653 - 674.
  • 6Berger, A. N. ;Humphrey D. B. Efficiency of financial institutions:International survey and directions for future research [ J ]. European journal of Operational Research 98,1997,175 -212.

二级参考文献14

  • 1Sherman , Gold( 1985)"Bank branch operating efficiency: Evaluation with data envelopment analysis." Journal of Banking & Finance 9(2) : 297-315.
  • 2Berger, Mester(1997) "Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?", Journal of Banking and Finance, 21:895-947
  • 3Farrell, 1957,"The Measurement of Productive Efficiency", Journal of the Royal Statistical Society, A CXX, Part3, 253 - 290
  • 4Leibenstein, Harvey(1966). "Allocative Efficiency Vs. 'X - Efficiency'," American Economic Review, 1966, v56(3), 392 -415.
  • 5Coelli T.J. 1996, "A Guide to DEAP Version 2.1: A Data Envelopment Analysis(Computer)Program", Centre for Efficiency and Productivity Analysis(CEPA) Working Papers No. 8/96
  • 6Banker, Morey. (1986). "Efficiency analysis for exogenously fixed inputs and outputs." Operations Research 34(4), 513 - 521.
  • 7Allen, Athanassopoulos, Dyson , Thanassoulis( 1997)"Weights restrictions and value judgements in data envelopment analysis:Evolution, development and future directions." Annals of Operations Research 73, 13 - 34.
  • 8Roland, Vassdall(June 2000) "Estimation of Technical Efficiency by using DEA, with relevance to fisheries"Report written as part of the TEMEC- project "Technlcal efficiency in EU fisheries: implications for monitoring and management through effort control"
  • 9Berger, Hunter,Timme(1993) "The efficiency of financial institutions: A review and preview of research past, present, and future" Journal of Banking and Finance, 17(April 1993) 221-249
  • 10Berger, Humphrey(1994) "Bank Scale Economies, Mergers, Concentration, and Efficiency: The U.S. Experience" THE WHARTON FINANCIAL INSTITUTIONS CENTER Working Paper 94 - 25

共引文献487

同被引文献470

二级引证文献279

数理统计与管理
2006年 第1期

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