中国商业银行生产率提升来源:第一阶段还是第二阶段

The Resource of Chinese Business Banks' TFP Growth:Production Phase or Profit Phase

基于Network DEA和Malmquist指数法,将全要素生产率分解为第一阶段效率变化和第二阶段效率变化,并进一步将各阶段效率变化分解为对应阶段的技术进步和技术效率改进。对2006—2014年13家银行的实证研究结果表明:银行业全要素生产率以年均1.1%的速度增长,第一阶段的效率变化和技术进步是主要推动力,而第二阶段的技术进步和效率变化是主要阻力。股份制银行的静态效率在第一阶段和第二阶段两方面都高于四大国有银行,并且在第一阶段优势更为明显;效率差距在第一阶段呈缩小变化趋势,在第二阶段呈扩大变化趋势。从静态效率水平与动态生产率变化的银行分组来看,各银行都存在自己的优点和不足;全要素生产率以及两个阶段效率在银行之间呈现出"强者恒强、弱者恒弱"的变化趋势。

Network DEA-Malmquist index is put forward in the paper,in which TFP growth is decomposed into efficiency growth of the first phase（ production phase） and the second phase（ profit phase）which is further decomposed into technical change and technical efficiency change of according phase,and the relation among efficiency growth,technical efficiency change and technical efficiency change of all phase and those of the system is established. The empirical analysis of 13 banks from 2006 to 2014 shows the following. Firstly,the Bank＇ TFP increases by 1. 1% per year,of which the efficiency change and technical change on the production phase is the major driving force,and those on profit phase is the major hinder force. Secondly,the static efficiency of joint stock bank is higher than that of the state-owned banks both on production phase and profit phase; the efficiency gap between them becomes smaller on production phase,but becomes larger on profit phase. Finally,by bank group based on the static efficiency and dynamic productivity change,each bank has its own advantages and disadvantages; TFP and the efficiency change on two phases among banks showa ＂the strong Always the Winner,the weak constants weak＂dynamic trend.