摘要
本文构建了投入产出导向型的Malmquist—Luenberger生产率指数，分析了中国银行业全要素生产率跨期动态变化，并将其分解为技术效率变化指数和技术变化指数。为了减少计算偏差，我们引入了不良贷款和资本要素。分析表明，2000-2005年中国银行业全要素生产率的平均增长率为4．8％，其主要来源于技术进步的作用，国有商业银行效率低于股份制商业银行，但国有商业银行生产率改进明显比股份制商业银行强。同时我们发现，如果不考虑不良贷款，则会高估中国银行业生产率增长。
This paper constructs input and output-oriented Malmquist-Luenberger productivity index to evaluate the efficiency dynamics of China＇s bank industry, which is decomposed into efficiency change index and technical change index. To avoid biases, this index readily allows for inclusion of non-performing loans and capital. This results show： The average growth rate of China＇s bank industry from 2000 to 2005 is 4. 8%, which is mainly due to the improvement of technical progress;state-owned commercial bank＇s efficiency is lower than that of joint venture commercial bank, but average productivity growth rate of state-owned commercial bank is higher than that of joint venture commercial bank. Productivity growth of China＇s bank industry is overestimated when excluding non-performing loans.
出处
《数量经济技术经济研究》
CSSCI
北大核心
2008年第4期110-120,共11页
Journal of Quantitative & Technological Economics
基金
西安交通大学“985工程”二期建设项目资助(编号:07200701)
