臺灣博碩士論文加值系統

本研究主要在探討銀行體系變數(銀行集中度、 不良債權、流動資產比重及資產報酬率)是否會對經濟成長具有影響。本文共選取了九十二個國家，研究期間為1993年至2004年，採用panel data的固定效果模式進行實證分析。

本文實證結果如下：
1. 資產報酬率與經濟成長率呈現顯著的正向關係，表示一國的銀行經營績效愈好，整體金融環境較佳，愈有助於經濟成長；
2. 不良資產比重與經濟成長呈現顯著的負相關，表示當銀行受損害放款額佔放款總額的比重下降，對經濟成長會有正面的幫助。亦即，銀行若加強本身的資產品質，不僅會提高金融體系的穩定性，降低金融危機發生的機率，對經濟成長也有所助益；
3. 銀行流動資產的比重也是呈現顯著的負向關係，當銀行保有較高的流動性資金，使可運用的投資性資金會減少，經濟成長可能會因而下降；
4. 將所有銀行體系變數納入模型，結果顯示所有的銀行變數都相當的顯著，表示銀行體系變數對經濟成長有直接的影響性，同時，在解釋能力方面也有相常程度的提昇。

The thesis focuses mainly on the impacts of the variables within the banking system, such as banking concentration, non-performing loans, level of liquidity asset, and return on average assets, on economic growth. The fix effect model effect of Panel Data is applied, with 92 countries selected for the research period from 1993 to 2004.
The results of empirical evidence are as follows:
1、There is no evidence indicating that banking concentration influences economic growth indirectly; return on average assets is observed to be positively correlated economic growth.
2、Decreasing non-performing loans and improving banking constitution are beneficial for economic growth, and by minimizing the liquidity asset of banking while increasing investment capital on portfolio also benefits for output growth.
3、Our banking system variables are noticeable except banking concentrations, meaning that the variables have direct impacts on economic growth. In addition, R-squares of regressions is also enhanced by a certain degree.

目 錄
第一章 緒論 1
第一節 研究動機與目的 1
第二節 研究架構 4
第二章 文獻回顧 5
第一節 一般總體經濟因素 5
第二節 金融發展因素 10
第三節 類別變數 18
第三章 研究方法 20
第一節 研究期間及資料來源 20
第二節 變數說明 21
第三節 實證模型介紹 26
第四章 實證結果 36
第一節 一般總體經濟變數 36
第二節 銀行市場集中度 40
第三節 銀行不良資產 44
第四節 流動資產比重 47
第五節 銀行資產報酬率 50
第六節 一般總體變數及銀行體系變數 53
第五章 結論與建議 57
第一節 結論 57
第二節 建議 59
參考文獻 60
中文部份 60
英文部份 61

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