摘要
本文利用基于DEA的曼奎斯特生产率指数法测算了1993—2006年我国商业银行曼奎斯特生产率指数、技术效率指数和技术进步指数，并对市场竞争度、所有权结构、银行初始效率水平与生产率增长、技术效率提高和技术进步的关系进行了实证检验。结果表明，商业化改革对我国商业银行全要素生产率变化具有显著影响：我国商业银行的生产率是增长的，1999年以前生产率增长主要源于技术进步带来的“追赶效应”，1999年以后则源于技术进步带来的“前沿面移动效应”；我国商业银行的生产率增长和技术效率提高有趋同的趋势，初始效率低的国有银行生产率增长和效率提高的速度快于效率较高的股份制银行；最后，本文发现市场竞争和产权结构都对商业银行生产率增长、效率提高和技术进步具有重要的影响。
With the DEA-type Malmquist Total Factor Productivity Change Index, we estimate productivity growth, efficiency change, and technical progress in commercial banks of China. And we study the relation between the competition of markets, the structure of ownership, the initial efficiency level and productivity growth, efficiency change, technical progress. The findings implicate that all forms of China banks have seen significant productivity progress. Before 1999, the ＂catching-up effect＂ was more significant while the ＂frontier-shift effect＂ has become more significant after 1999. The findings also indicate that state-own banks began to bridge the performance gap with public banks. Finally, it is found that the competition of markets and the structure of ownership have notable effect on productivity growth, efficiency change and technical progress of commercial banks in China.
出处
《财经论丛》
CSSCI
北大核心
2009年第6期58-64,共7页
Collected Essays on Finance and Economics
基金
教育部人文社会科学基金资助项目(08JC630064)
