摘要
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.
出处
《数量经济技术经济研究》
CSSCI
北大核心
2008年第7期80-91,共12页
Journal of Quantitative & Technological Economics
基金
国家社会科学基金研究项目"开放条件下中国银行业竞争力与国家金融安全"(课题编号:05BJY106)
武汉大学"985"项目系列研究成果之一
关键词
银行X效率
DEA三阶段模型
配置效率
纯技术效率
Banking X-Efficiency
Three-Stage DEA Model
Allocative Efficiency
Pure Technical Efficiency