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研究生:謝雁如
研究生(外文):HSIEH, YEN-JU
論文名稱:台灣地區銀行成本效率之實證研究
論文名稱(外文):An Empirical Study of the Cost Efficiency of Domestic Banking in Taiwan
指導教授:賴靖宜賴靖宜引用關係
指導教授(外文):LAI, JING-YI
學位類別:碩士
校院名稱:南華大學
系所名稱:經濟學研究所
學門:社會及行為科學學門
學類:經濟學類
論文種類:學術論文
論文出版年:2002
畢業學年度:90
語文別:中文
論文頁數:88
中文關鍵詞:超越對數成本函數隨機參數邊界法成本效率效率因子
外文關鍵詞:Translog Cost FunctionStochastic Parametric Cost Frontier MethodCost EfficiencyEfficiency Factor
相關次數:
  • 被引用被引用:10
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摘要
本研究以本國30家一般銀行為研究對象,利用混合性資料(panel data),透過超越對數成本函數,分析民國81年到89年間台灣地區銀行業之相對成本效率,並利用混合資料迴歸方程式,探討影響銀行相對效率之效率因子。
相對效率的研究結果顯示:一、世華商業銀行的相對效率為最高,高雄區中小企業銀行相對效率最低。平均相對效率水準介於75%至77.99%間,表示不同年度間相對效率差異不大。二、本國各類型銀行效率水準中,商業銀行中之新銀行之效率值最高,其次是公營銀行,而公營銀行之效率又優於民國80年前成立之商業銀行與專業銀行。三、依據樣本銀行的資產總額分類,發現規模適中的銀行效率較佳,其平均效率介於76%到94%之間。
效率因素的研究結果顯示:一、資產總額、國內分支機構數、催收款比例、營業費用率愈高,對銀行之相對效率有不良影響;而自有資本比率愈高則有助於相對成本效率的提升。二、不同分類銀行對效率有顯著影響;專業銀行相對於新銀行無效率。三、資產規模對效率有顯著影響;資產規模中等的銀行相對於最大規模銀行有較高的成本效率,但統計上不顯著。
Abstract
The study, following the model constructed by Cornwell, Schmidt, and Sickles (1990), analyzes the cost efficiency of 30 banks in Taiwan from 1992 to 2000. The influential factors of bank’s efficiency are also investigated using a panel-data model under the assumption of random effect.
It is concluded that: (1) On average, United World Chinese Commercial Bank has the highest cost efficiency, while the Kaohsiung Business Bank the lowest. The differences among the samples, however, are not substantial. (2) New commercial banks are the highest efficient, the government-owned banks are the next, then are the commercial banks founded before1991, while special-purposed banks are the lowest. (3) Banks with middle scale in total assets have the highest level of efficiency. (4) The total assets, the overdue loan ratio, the number of branches and the operating expense ratio have positive effects on the levels of efficiency of the banks. (5) The impact of the scale in total assets on the efficiency is significant. (6) Different types of banks have no significant effects on the efficiency.
目 錄
頁次
論文摘要…………………………………………………………………i
目錄………………………………………………………………………ii
表圖目錄…………………………………………………………………iii
第壹章 緒論………………………………………………………………1
第一節 研究背景與動機……………………………………………1
第二節 研究目地……………………………………………………3
第三節 論文架構……………………………………………………4
第貳章 文獻探討…………………………………………………………6
第一節 銀行產出之定義與衡量……………………………………6
第二節 經濟效率之理論文獻………………………………………17
第三節 經濟效率之實證研究………………………………………31
第四節 小結…………………………………………………………36
第參章 理論模型…………………………………………………………38
第一節 函數型態……………………………………………………38
第二節 混合資料隨機參數邊界法…………………………………39
第三節 相對效率的衡量……………………………………………41
第四節 實證模型……………………………………………………42
第五節 效率因素模型……………………………………………………43
第肆章 資料搜集與變數定義……………………………………………46
第一節 樣本銀行與資料期間………………………………………46
第二節 變數定義……………………………………………………50
第伍章 實證結果分析……………………………………………………56
第一節 數估計結果…………………………………………………56
第二節 相對效率之實證分析………………………………………60
第三節 相對效率之效率因素………………………………………70
第陸章 結論與建議………………………………………………………75
第一節 結論…………………………………………………………75
第二節 未來研究方向………………………………………………77
參考文獻……………………………………………………………………79
表圖目錄
表圖號
表2-1 國外投入產出之變數定義…………………………………………10
表2-2 國內投入產出之變數定義…………………………………………13
表2-3 經濟效率估計方法之比較…………………………………………30
表4-1 依類別區分研究對象………………………………………………49
表4-2 依資產規模區分研究對象…………………………………………49
表4-3 變數說明及資料來源………………………………………………55
表5-1 Translog成本函數模型估計結果…………………………………59
表5-2 各銀行相對效率比較………………………………………………67
表5-3 各年度相對效率比較………………………………………………68
表5-4 各年度平均相對效率(依類型區分)……………………………68
表5-5 各類型相對效率比較………………………………………………68
表5-6 樣本銀行按總資產規模大小分類…………………………………69
表5-7 各年度平均相對效率(依資產規模區分)………………………69
表5-8 資產規模相對效率比較……………………………………………70
表5-9 效率因子分析之參數估計值………………………………………74
圖1-1 論文架構流程圖……………………………………………………5
圖2-1 效率之估計方………………………………………………………18
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