臺灣博碩士論文加值系統

本文利用台灣地區銀行產業2002-2003年的縱橫資料(panel data)來衡量生產效率與生產力指標。本文使用「無母數-線性規劃方法」(nonparametric-linear programming approach) 的資料包絡法(Data Envelopment Analysis；DEA)及「DEA-Malmquist」對台灣地區39家銀行進行生產效率與生產力變動評估，並找出生產力變動的來源。研究結果顯示：
一、2002-2003年銀行產業之固定規模報酬效率平均值為0.7402，變動規模報酬效率平均值為0.8551，規模效率平均值為0.8677，銀行產業是有提升效率之空間
二、2002-2003年未上市銀行的固定規模報酬無效率高於上市銀行的生產無效率；上市銀行的變動規模報酬無效率高於未上市銀行的生產無效率；未上市銀行的規模報酬無效率高於上市銀行的生產無效率；此顯示台灣地區銀行產業之未上市銀行在固定規模報酬及規模報酬是較無效率的。
三、2002-2003年非金控銀行的固定規模報酬無效率高於金控銀行的生產無效率；非金控銀行的變動規模報酬無效率高於金控銀行的生產無效率；非金控銀行的規模報酬無效率高於金控銀行的生產無效率；此顯示台灣地區銀行產業之非金控銀行在固定規模報酬、變動規模報酬及規模報酬均較無效率的。
四、總而言之，金控銀行之生產效率比非金控銀行佳；且上市銀行之生產效率比非上市銀行佳。
五、2002-2003年整體銀行產業的DEA-TFPCH指標平均值為1.0271，DEA-TFPCH大於1，表示其生產力有改善。

This study examines the efficiency and productivity of the banking industry in Taiwan. The researcher employed Data Envelopment Analysis, a method of the nonparametric-linear programming approach, and DEA-Malmquist to evaluate the changes of efficiency and productivity of 39 banks in Taiwan and to find out the sources of the productivity change. A panel data sample of these banks collected between 2002 and 2003 were selected to be analyzed. The results of this study are listed below:
1. The results of efficiency evaluation using DEA indicates that the average efficiency of CRS (Constant Return to Scale), between 2002 and 2003, of the 39 banks selected is 0.7402. The average efficiency of VRS (Variable Return to Scale) is 0.8551.The average efficiency of scale is 0.8677. It can be seen clearly that the banking industry in Taiwan should improve efficiency.
2. This study shows that between 2002 and 2003, banks without stocks launched have higher inefficiency of CRS than banks having stocks launched; banks having stocks launched have higher inefficiency of VRS than banks without stocks launched . The banks without stocks launched have higher inefficiency of RS (Return to Scale) than banks having stocks launched. In other words, the results indicate that compared to banks with stocks launched, banks without stocks launched of the banking industry in Taiwan is more inefficient on CRS (Constant Return to Scale) and RS (Return to Scale).
3. This study shows that banks of non-financial holdings have higher inefficiency of CRS (Constant Return to Scale) than banks of financial holdings between 2002 and 2003; banks of non-financial holdings have higher inefficiency of VRS (Variable Return to Scale) than banks of financial holdings. The banks of non-financial holdings have higher inefficiency of RS (Return to Scale) than banks of financial holdings. In other words, the results indicate that compared to banks of financial holdings, banks of non-financial holdings of the banking industry in Taiwan is more inefficient on CRS (Constant Return to Scale), VRS (Variable Return to Scale), and on RS (Return to Scale).
4. In conclusion, this study shows that banks of financial holdings have higher efficiency than banks of non-financial holdings; banks having stocks launched have higher efficiency than banks without it.
5. The index trend of DEA-TFPCH index of the banking industry in Taiwan between 2002 and 2003 is larger than 1, which indicate that productivity of bank industry has been improving.

第一章、 緒論
第一節 研究動機與意義 1
第二節 研究方法 3
第三節 研究流程圖 4
第四節 本文架構 5
第二章、 理論基礎與文獻回顧
第一節 廠商生產效率的理論基礎 7
第二節 廠商生產力變動指標 16
第三節 文獻回顧 21
第三章、 銀行產業發展分析
第一節 臺灣地區銀行產業之營運概況 23
第二節 當前銀行業經營環境與問題 29
第三節 本文研究資料之統計資料說明 34
第四章、 實證分析與結果
第一節 DEA實證模型之建立 39
第二節 DEA之實證結果分析 40
第五章、 銀行產業之生產力變動指標分析
第一節 DEA生產力變動指標模型之設定 51
第二節 DEA生產力變動指標之實證結果分析 54
第六章、 結論
第一節 DEA生產效率 61
第二節 DEA-Malmquist生產力變動指標 62
第三節 研究建議 63
參考文獻
一、中文部份 64
二、英文部份 66
附錄
一、2002年DEA實證報表 69
二、2003年DEA實證報表 72
三、2002/2003年DEA生產力指標實證報表 75

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