臺灣博碩士論文加值系統

本文以中國、台灣、日本、印尼、泰國、菲律賓、印度、巴基斯坦等以上八國的銀行來作為研究對象，使用非參數估計的資料分析包絡分析法及麥氏生產力指數法來探討這八個國家彼此的效率差異，本文透過效率分析來探討八國銀行業間的效率差異，透過Meta-DEA將技術缺口比率(Technical Gap Ratio；TGR)作為比較各國銀行效率水準的依據，提出相關看法讓我國銀行提升競爭力。
我們綜合區域效率發現，在各區域的技術效率中，我們發現到東南亞的技術效率逐漸追上東北亞的銀行，而南亞始終是三個區域裡技術效率最低的區域；而區域的規模效率上來看，三個區域的規模都大同小異，在2011年開始出現差距，最後呈現東南亞的規模效率最高，南亞次之，最低的是東北亞，在這段期間東北亞銀行的規模效率出現這麼大的變動是因為什麼原因所造成，值得探討。
我們可以發現在2008年的金融海嘯的當下對大多數的亞洲國家銀行的效率都沒有造成太大的影響，都是在未來幾年後才開始反應，也沒有國家因為此風暴而遭受到重大的打擊；在2012年這年，有許多國家分別有重大的波動，只有少部分的國家平穩度過，這在未來或許是個值得研究的議題，探討為何在亞洲，金融風暴的影響並不像歐美國家一樣，許多歐美國家現在都還被金融風暴給影響，並沒有恢復到遇到金融風暴前的水準。

In this paper, the Bank of China, Taiwan, Japan, Indonesia, Thailand, the Philippines, India, Pakistan and above eight countries as the research object, using a non-parametric estimation analysis of data envelopment analysis and Maxwell productivity index to explore these eight countries to each other efficiency differences, the paper through efficiency analysis to investigate the efficiency difference eight countries among banks through Meta-DEA technical gap ratio (technical gap ratio; TGR) as comparing national bank efficiency standards proposed based on the relevant views allow our banks to enhance competition force.

We found that the efficiency of an integrated regional, technical efficiency in each region, we found that the efficiency of the technology in Southeast Asia gradually catch up with the bank in Northeast Asia, South Asia has the lowest regional technical efficiency in three areas; and on regional scale efficiency point of view , the size of the three regions are similar, the gap began to appear in 2011, and finally with the highest efficiency of scale in Southeast Asia, followed by South Asia, the lowest in the Northeast Asia, Northeast Asia, the bank scale efficiency of such a big change in this period is For what reasons caused, worth exploring.

We can see that in 2008, the current financial crisis on the efficiency of most Asian countries, banks are not much impact, is the beginning of the reaction in the next few years before, because this country has not suffered a major storm blow; in 2012 these years, many countries are significant fluctuations, only a small part of the country ride out, this may be a topic worthy of study in the future, to explore why in Asia, the impact of the financial turmoil in Europe and America is not as Like many European countries are now also to the impact of the financial turmoil, and did not recover to pre-crisis level of experience.

目錄
第一章 緒論…………………..................................................................................1

第一節 研究動機與背景.................................................................................1

第二節 研究方法與論文架構.........................................................................2

第二章 文獻回顧...............................................................................................3

第一節 效率相關文獻探討…………………………………………………………………………3

第二節 共同邊界函數相關文獻探討…………………………………………………….……3

第三章 理論架構與實證模型之建立...............................................................5

第一節 投入面DEA模式…..............................................................................5

第二節 共同邊界效率模型之設定.................................................................7

第三節 共同邊界Malmquist生產力指數.....................................................10

第四章 實證結果分析…..…..............................................................................14

第一節 資料來源...........................................................................................14

第二節 樣本變數敘述統計量說明...............................................................16

第三節 效率及生產力實證結果...................................................................22

第五章 結論與建議.........................................................................................43

第一節 結論...................................................................................................43

第二節 未來研究方向...................................................................................45

參考文獻..............................................................................................................46


表目錄

表4-1實證變數與說明...............................................................................................15

表4-2各國產出敘述統計量..................................................................................17.18

表4-3各國投入敘述統計量..................................................................................19.20

表4-4各國全期間的敘述統計量平均…………………….................................................21

表4-5共同邊界的技術效率與各國技術效率及技術缺口比率...............................33

表4-6區域全期間平均效率.......................................................................................34

表4-7各國麥氏生產力指數拆解...............................................................................36

表4-8在共同邊界下各國麥氏生產力指數拆解.......................................................37

表4-9共同麥氏指數與各國麥氏指數及追趕效果...................................................38

表4-10在共同邊界下的麥氏指數拆解-以區域區分................................................39

表4-11全期間平均麥氏指數及追趕效果拆解.........................................................40














圖目錄

圖4-1中國銀行效率……………………………………………………………….................................22

圖4-2巴基斯坦銀行效率...........................................................................................23

圖4-3日本銀行效率...................................................................................................24

圖4-4台灣銀行效率...................................................................................................25

圖4-5印尼銀行效率...................................................................................................26

圖4-6印度銀行效率...................................................................................................27

圖4-7泰國銀行效率...................................................................................................28

圖4-8菲律賓銀行效率...............................................................................................29

圖4-9各區域TEvrs………………………………………………………………………………………………..30

圖4-10各區域SE……………………………………………………………………………………………..…….31

圖4-11區域麥氏指數…………………………………………………………………………………………….40

圖4-12區域麥氏指數的效率變…………………………………………………………………………….41

圖4-13區域麥氏指數的技術變動…………………………………….………………………………….42

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郭秋榮，2009，「全球金融風暴之成因, 對我國影響及因應對策之探討」，國家發展委員會-經濟研究9期，59-89。

陳谷劦與楊浩彥，2008，「共同邊界 Malmquist 生產力指數的延伸:跨國總體資料的實證分析」，經濟論文叢刊，36:4(2008)，551-588。

陳美菊，2009，「全球金融危機之成因、影響及因應」，國家發展委員會-經濟研究9期，261-296

陳麗婷，2011，「臺灣與中國銀行產業之效率分析-共同成本函數與共同利潤函數之應用」，國立臺北大學經濟學系碩士論文

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楊永列與黃鏡如，2010，「台灣地區本國銀行生產面與成本面Malmquist 生產力指數之估計」，經濟論文，37:353-378。


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