中国农村商业银行全要素生产率及其影响因素研究——基于DEA的Malmquist生产率指数

On Total Factor Productivity of China 's Rural Commercial Banks and Its Influencing Factors——Malmquist Productivity Index based on DEA Analysis

农村商业银行是中国农村金融改革的产物,由农信社改制而来,对推动农村经济发展和服务"三农"具有重要的意义。文章利用2009—2015年中国19家农村商业银行的面板数据,基于DEA的Malmquist生产率指数方法,测算了这19家农村商业银行的全要素生产率,结果显示其全要素生产率呈下降的趋势。在此基础上构建了面板模型,实证表明资本充足率、银行规模、GDP增长率、全社会固定资产投资增长率等对农商行全要素生产率有显著的正向关系,而创新能力与农商行全要素生产率呈反向变动关系。

Rural commercial banks are the products of rural financial reform in China. They are tr - ans- formed from rural credit cooperatives and are of great significance to promote the development and service of rural agriculture. Therefore, the overall efficiency of rural commercial banks deserves our attention. Based on the panel data of 19 rural commercial banks in China from 2009 to 2015, the total factor pro-ductivity of 19 rural commercial banks was calculated based on DEA s Malmq - uist productivity index method. The results shows that the total factor productivity was declining. Based on this measurement, this paper constructs the Panel Data modelwhich shows that the capitaladequacy ratio, the bank scale, the GDP growth rate and the growth rate of fixed assets investment in the whole society has a significantly pos-itive impact on the total factor productivity of rural commercial banks, while the innovation ability has negative impact on the total factor productivity of rural commercial banks.