商业银行利息净收入影响因素的主成分回归分析

Principal Component Regression Analysis of Factors Influencing Net Interest Revenues of Commerical Banks

本文通过2008-2014年17家商业银行的面板数据,结合主成分回归分析法,给出影响商业银行利息净收入8个因素的产出弹性,得出我国银行利息净收入具有规模效应的结论。

This paper analyzes the 2008 ~ 2014 data of 17 commercial banks with the method of principal component regression analysis,gives the output elasticity of 8 factors influencing the net interest revenues of commercial banks and concludes that there is a scale？effect on the net interest revenues of the banks in our country.