摘要
利用随机前沿法(SFA)对中国商业银行2004—2010年的存款和贷款市场势力进行了实证研究,并在此基础上测量了由中国商业银行市场势力导致的社会福利损失。结果表明:中国商业银行在存款和贷款市场都具有一定的市场势力;存款市场方面,国有银行的市场势力高于股份制银行,贷款市场方面,国有银行的市场势力则低于股份制银行;中国银行业由市场势力导致的社会福利损失占GDP的比例在考察期的均值为0.99%,影响十分显著。最后,根据实证结果提出相应的政策建议。
Based on the SFA,this paper empirically studies the market power of Chinese commercial banks in deposit market and loan market during 2004-2010,then estimates the social welfare loss due to market power.The results show that there is some market power in both deposit market and loan market;in the deposit market,the market power of state-owned banks is higher than that of joint-stock banks,in the loan market,the situation is opposite;the social welfare loss associated with market power is measured by social welfare loss as a percentage of GDP,the average value of this period is 0.99%,the influence is quite significant.Finally,it puts forward some policies based on the results.
出处
《统计与信息论坛》
CSSCI
2013年第1期9-14,共6页
Journal of Statistics and Information
基金
国家社会科学基金重大项目<金融产业经济学研究>(11&ZD141)
关键词
随机前沿法
商业银行
市场势力
社会福利损失
stochastic frontier approach
commercial bank
market power
social welfare loss
