摘要
本文应用Fried(1999)中的SBM分析方法对国内16家大银行的效率进行了分析。我们发现,是否考虑经济周期和所有权因素等外生变量的影响,对于银行业效率变化趋势的判断是相反的。若不考虑外生因素的影响,2005年银行效率值显著低于1995年;而考虑外生因素的影响后,银行的效率在这十年间却是提高了。经济周期与产权制度对银行效率的影响十分显著。
After ic and ownership factors were controlled by the four-step method in Fried （1999） , the author uses slacks-based measure to analyze the X-efficiency of sixteen large banks in China. The result shows that the changes in the average values of China banking industry are very different before and after the exogenous variables are controlled. Before the control, the initial value is significantly higher than the end value, and after control, it is on the contrary. Mso, economic cycle had significant effect on bank efficiency, and it is mainly via the economic growth rate. The growth rate has significantly positive effect. Finally, the effect of state ownership is significantly negative.
出处
《金融研究》
CSSCI
北大核心
2007年第10A期58-69,共12页
Journal of Financial Research
关键词
SBM
商业银行效率
宏观与所有权因素
Slacks-Based Measure, commercial bank efficiency, macroeconomic and ownership factors
