摘要
根据我国14家商业银行1999～2005年的经营数据,利用DEA方法对其效率进行评价。主要参考FDIC的分类方法,利用主成分分析的方法,对指标进行了遴选,同时考虑到产出的时滞性,给出2001～2005年我国商业银行的动态效率,再结合面板数据模型给出影响商业银行效率因素,为我国商业银行的进一步改革提供建议。
The article analyzes the Chinese commercial banks＇ efficiency by DEA method through data of 14typical commercial banks in our country. One key problem of DEA method is rationally all-round to choose criteria. However, the domestic and foreign relevant documents do not have a united standard on criteria choosing and do not consider the criteria muhi-collinearity. Referring the classification method of FDIC and combining the practical condition of Chinese banking, this article chooses the criteria with factor analysis and meanwhile gives our country＇ s commercial banks the dynamic efficiency from 2001 to 2005 after considering the time lag. Then this article finds out the factor influencing the banks＇ efficiency by panel data model.
出处
《广东商学院学报》
2007年第6期65-71,共7页
Journal of Guangdong University of Business Studies
关键词
商业银行
动态效率
指标
主成分分析
面板数据
commercial bank
dynamic efficiency
criteria choosing
factor analysis
panel data
