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研究生:簡勝吉
研究生(外文):Sheng-Ji Jane
論文名稱:台灣商業銀行投入擁擠之研究
論文名稱(外文):Analysis of Input Congestion in Taiwan''s Commercial Banks
指導教授:李揚李揚引用關係
指導教授(外文):Yang Li
學位類別:碩士
校院名稱:國立暨南國際大學
系所名稱:經濟學系
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:2003
畢業學年度:91
語文別:中文
論文頁數:105
中文關鍵詞:擁擠效率差額變數資料包絡分析
外文關鍵詞:congestionefficiencyslack variabledata envelopment analysis
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一般銀行業效率之研究,應用Banker et al.(1984)之模型,將固定規模報酬下的技術效率分解為純粹技術效率及規模效率,本文結合Färe et al.(1985)投入擁擠之定義,將廠商固定規模報酬之強可拋技術效率更完整分解成規模效率、投入擁擠、與弱可拋技術效率三部份(Färe et al., 1994),並以投入擁擠值探討台灣銀行業是否存在生產要素過度投入的情況。
本研究分別應用Färe et al. (1985)與Brockett et al. (1998)的方法來評估本國商業銀行之投入要素擁擠,研究結果顯示:(1)我國銀行業要素擁擠主要來自資本與員工人數過度投入;(2)金融自由化前後成立之銀行其投入擁擠值並未存在顯著的差異;(3)長期而言解除金融管制政策有助於投入擁擠之改善;(4)公營銀行與民營銀行間投入擁擠無明顯差異,但二者都顯著的優於混合型態銀行:(5)就模型比較方面而言,二種估計方法對於受測單位是否存在投入擁擠,皆呈現相同的結論,且其估計結果呈現高度正相關。
Many studies employ the BCC model to measure bank’s efficiency by decomposing the technical efficiency (under constant returns to scale) to two components: The pure technical efficiency (under variable returns to scale) and the scale efficiency. We incorporate the concept of input congestion (Färe et al., 1985)into the DEA model to evaluate bank’s efficiency. Färe et al. (1994) showed that the technical efficiency (under constant returns to scale and strong disposability) can be further decomposed into three parts: The scale efficiency, the input congestion, and the pure technical efficiency (under variable returns to scale and weak disposability).
This study intends to investigate the input congestion in Taiwan’s commercial banks. We apply two approaches, developed by Färe et al. (1985) and Brockett et al. (1998) respectively, to measure the value of the input congestion. Empirical results show: (1) The input congestion of Taiwan’s commercial banks mainly comes from labor and capital rather than deposits; (2) The values of input congestion are not significantly different between banks established before and after deregulation; (3) The problem of input congestion has improved after deregulation; (4) Both public and private banks significantly outperformed mixed banks in terms of input congestion; (5) The ranks of the input congestion derived from the approaches of both Färe et al. (1985) and Brockett et al. (1998) respectively are highly positively correlated.
目 錄
頁次
表目錄 …………………………………………………………………ix
圖目錄 …………………………………………………………………xi
第一章 緒論
1.1 研究背景……………………………………………………1
1.2 研究動機與目的……………………………………………2
1.3 研究對象及範圍……………………………………………3
1.4 研究架構……………………………………………………4
第二章 銀行產業介紹與文獻回顧
2.1 我國銀行業概況……………………………………………6
2.2 效率的衡量…………………………………………………13
2.3 衡量技術效率的方法
2.3.1 參數法………………………………………………19
2.3.2 非參數法……………………………………………29
2.3.3 銀行效率衡量之相關文獻…………………………34
第三章 研究方法
3.1 FGL法………………………………………………………39
3.2 BCSW法……………………………………………………48
頁次
第四章 實證分析
4.1 資料來源……………………………………………………51
4.2 實證結果……………………………………………………53
4.3 無母數分析…………………………………………………65
4.4 等級相關分析………………………………………………72
4.5 實證小結……………………………………………………73
第五章 結論與建議
5.1 結論…………………………………………………………77
5.2 建議…………………………………………………………78
5.3 未來研究方向………………………………………………79
參考文獻
中文部分 …………………………………………………………80
英文部分 …………………………………………………………81
附錄
附錄A ……………………………………………………………87
附錄B ……………………………………………………………100
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