我国商业银行X效率研究——基于DEA三阶段模型的实证分析

Research on the X-Efficiency of Commercial Banks in China

研究商业银行X效率的国内外文献多采用DEA（数据包络分析）二阶段模型，而其最大的不足是无法剥离环境和误差因素对效率值的影响。本文运用可以克服该缺陷的DEA三阶段模型，对我国13家商业银行1998-2005年的X效率进行了实证分析。研究发现，样本期间内我国商业银行的X效率整体呈现上升趋势，但X效率的提高主要源于配置效率的贡献，四大国有银行平均效率的提高幅度要大于9家股份制银行的平均效率提高幅度。首次在国内运用DEA三阶段法对我国商业银行效率进行大范围和较长期间的测度研究，并证实该方法比以往的前沿效率分析法更具合理性，是本文的一大特色。

Among the researches on the X- efficiency of commercial banks at Academy, the most widely used method is the two- stage Data Envelopment Analysis （DEA） model. This paper gives an empirical study on the X- efficency of 13 commercial banks in China during the period 1998-2005 by applying the three- stage DEA model. We find that the overall X- efficiency of sample banks shows an upward tendency, which mainly attributes to the increase of allocative efficiency. In addition, compared with 9 joint- venture commercial banks, the increase of average efficiency of the Big Four is found to be much greater. This paper is the first one to appiy the three- stage DEA model to the measurement of bank efficiency in China.