摘要
本文运用数据包络分析方法和Malmquist指数对我国28家三类商业银行2000~2004年的技术效率、纯技术效率和规模效率以及全要素生产率变动进行了测算。结果发现,三类商业性银行的效率存在差异:国有商业银行的规模效率最低,并且呈规模报酬递减;股份制商业银行效率略高于国有商业银行;城市商业银行效率由相对最低转为相对最高。总体上看,银行业全要素生产率呈上升趋势,技术效率呈下降趋势,规模效率无明显变化。本文的主要结论是:规模是影响国有商业银行和股份制商业银行效率差异的主要因素,银行全要素生产率的变动受信息技术发展的推动以及宏观环境的影响。
In this paper, DEA and Malmquist index are used in estimating the technical efficiency, pure technical efficiency and scale efficiency and change in all-factor productivity of 28 commercial banks under three categories in 2000-2004. Findings show that difference exists: state-owned commercial banks are the least efficient with decreasing scale returns; joint-stock commercial banks are marginally more efficient than state-owned commercial banks and urban commercial banks are the most efficient. On the whole, all-factor productivity of banking sector is rising, technical efficiency is falling and scale efficiency remains unchanged. It is concluded that scale is chiefly responsible for the difference between state-owned commercial banks and joint-stock commercial banks. All-factor productivity of banking sector is affected by IT development and macro-environment.
出处
《金融论坛》
CSSCI
北大核心
2006年第5期10-14,共5页
Finance Forum
关键词
商业银行
规模效率
技术效率
生产率变动
数据包络分析
MALMQUIST生产率指数
commercial banks
scale efficiency
technical efficiency
change in productivity
data envelopment analysis (DEA)
Malmquist productivity index