臺灣博碩士論文加值系統

過去十幾年間歐洲金融市場經歷了一系列的變革，歐盟的形成促使歐洲市場朝一元化方向邁進。透過歐盟的整合，在1990年間，可以發現歐洲金融市場已經和過去大不相同了，各成員國金融市場的特徵越來越相近。因此各國的生產技術、技術效率及其變動便成為一有趣且重要的議題。
在進行跨國生產效率比較時，當廠商面對不同的技術集合，將因衡量基準不一致，而無法相互比較。無論是在各國邊界或共有邊界(common frontier)基礎下進行比較，都可能會高估或低估個別廠商的效率值。故本研究使用Rao(2006)共同邊界 (metafrontier)的概念，使用共同邊界生產函數的估計架構。並引入麥氏生產力指數，即可衡量各廠商生產力之跨期動態變動過程，且引用陳谷劦與楊浩彥(2008)拆解共同邊界麥氏生產力指數，以了解生產力變動的來源。
實證結果發現多數環境變數都達到顯著水準，然而，各國環境變數的係數符號沒有一致為正或為負，故無法明確推論這五項環境變數對於技術無效率一致的影響方向。TE*於樣本期間下滑的速度更甚於TEK，顯示TGR下降的趨勢加速了共同邊界下技術效率的退步。平均RTS值各年皆很接近一，也就是已很接近固定 (最適) 規模報酬。研究期間GMPI與MMPI於多數年間變動方向不一致，從GMPI與MMPI的歧異性，說明忽略各群組技術水準的差異對效率比較影響的嚴重性。因為潛在技術變動上升幅度剛好抵銷技術追趕下降幅度，使得技術缺口比率變動全部樣本期間的平均值恰等於一。綜而言之，各國技術變動均呈現穩定成長或平穩的走勢，顯示西歐銀行業的技術改變是較穩定漸進的。亦可看出各年生產力變動是來自於各要素微幅的波動，沒有哪一項成份強烈得支配著生產力變動的現象。若以MMPI平均值作為西歐國家的分組依據，發現這15個樣本國家可分成六個組，其中一組包含歐洲北部的六個國家，另一組則為法國與德國，由此可見地域與經貿關係在生產技術交流扮演了重要的角色。

第一章、緒論 1
第一節 研究背景………………………………………………………… 1
第二節 研究動機與目的………………………………………………… 1
第三節 研究架構………………………………………………………… 2
第二章、文獻回顧 4
第一節 距離函數………………………………………………………… 4
第二節 生產力衡量－Malmquist生產力指數………………………… 6
第三節 共同邊界麥氏生產力指數……………………………………… 8
第四節 文獻整理………………………………………………………… 11
第三章、研究方法 15
第一節 投入面隨機距離函數…………………………………………… 15
第二節 共同邊界模型…………………………………………………… 16
第三節 MMPI之拆解…………………………………………………… 19
第四章、資料蒐集與定義 24
第一節 資料來源………………………………………………………… 24
第二節 變數定義………………………………………………………… 24
第三節 樣本統計量……………………………………………………… 25
第五章、實證分析 29
第一節 各國邊界與共同邊界係數估計結果…………………………… 29
第二節 技術效率與規模報酬的時間趨勢……………………………… 39
第三節 技術效率與技術缺口比率……………………………………… 42
第四節 共同邊界麥氏生產力指數分解………………………………… 47
第五節 各國生產力變動之時間趨勢…………………………………… 53
第六節 樣本國家生產力變動之差異分析……………………………… 58
第六章、結論………………………………………………………………… 60
參考文獻 63
中文部分………………………………………………………………… 63
國外部分………………………………………………………………… 65

中文部分
1. 王俊鈞 (2001)，「效率及生產力變動之評估 ─ OECD 國家與亞洲四小龍的實證分析」逢甲大學經濟研究所碩士論文。
2. 王媛慧、李文福、翁竹君 (2007)，「台灣國際觀光旅館業生產力與效率分析:隨機邊界距離函數之應用」，經濟論文叢刊 (TSSCI)，35：1，55-86。
3. 江宗良(1995)，「台灣農會信用部經營效率之衡量」，東吳大學經濟研究所碩士論文。

4. 余靜雯 (2007)，「兩岸壽險業經營績效之探討-Metafrontier 模型之應用」，淡江大學保險學系保險經營碩士班碩士論文

5. 吳佳明(1999)，「商業銀行的效率分析─Malmquist指數的應用」，逢甲大學經濟學研究所碩士論文。
6. 李文福、王媛慧(1998)，「台灣地區公私立醫學中心與區域醫院生產力變動之研究—無母數Malmquist指數之應用」，經濟論文 (TSSCI)，26:3，243-269。
7. 林淑惠 (2003)，「台灣地區行動通訊業者之績效評估」，東吳大學經濟碩士論文。
8. 邱柏豪(2006)，「應用共同成本函數探討歐洲16 國銀行業的生產效率」，國立交通大學財務金融研究所碩士論文。
9. 邱郁芳(2006)，「應用共同成本函數探討東亞六國銀行業之生產效率」，淡江大學經濟學系碩士班碩士論文。
10. 陳谷劦、楊浩彥(2008)，「共同邊界Malmquist生產力指數的再延伸：並以跨國總體資料為例」，經濟論文叢刊，36(4)，頁551-580。
11. 陳政良(2001)，「台灣地區壽險公司之效率分析—Malmquist 生產力指數之應用」，逢甲大學保險學系研究所碩士論文。
12. 陳盈秀(2007)，「OECD 與APEC 諸國總體生產效率與總要素生產力之研究─共同邊界函數之應用」，淡江大學產業經濟學系博士班博士論文。
13. 黃台心(1997)，「台灣地區本國銀行成本效率之實證研究－隨機邊界模型之應用」，人文及社會科學集刊，9，85-123。
14. 黃台心、張寶光、邱郁芳(2009)，「應用共同成本函數探討東亞六國銀行業之生產效率」，中央研究院經濟研究所經濟論文第三十七卷第一期。
15. 黃台心、陳盈秀、王美惠 (2007)，「我國與東亞諸國總體生產效率與生產力之研究」，經濟論文叢刊。
16. 黃亭瑜(2000)，「行動電話效率分析--資料包絡分析法」，東吳大學經濟學系碩士論文。
17. 葉萬福(2001)，「台灣地區行動電話業競爭效率之研究」，國立台灣科技大學企業管理系碩士論文
18. 劉杏薇(2001)，「商業銀行逾放款之研究─應用距離函數法」，暨南國際大學經濟學系碩士論文。
19. 潘思翰 (2006)，「亞洲金融風暴對東亞國家效率及生產力分析 ─ 資料包絡分析法之應用」政治大學會計學系研究所碩士論文。
20. 蔡依倫 (2006)，「探討台灣地區銀行業之成本效率－應用共同邊界成本模型」，國立中正大學國際經濟所碩士論文。
21. 鄭秀玲、劉育碩(2000)，「銀行規模、多角化程度與經營效率分析：資料包絡法之應用」，人文社會科學集刊，12:1, 103-148。
22. 鄭秀娟(1996)，「台灣地區壽險業經營績效之研究」，銘傳管理學院管理科學研究所碩士論文。

 
國外部分
1. Atkinson, S. E. and Christopher C. (1998), Estimating radial measures of productivity growth: frontier v.s non-frontier approaches, Journal of Productivity Analysis, 10 35-46.
2. Allen, L. and Rai, A. (1996) , Operational efficiency in banking: an international comparison, Journal of Banking and Finance, Vol.20,1996,pp.655-72.
3. Altunbas, Y., E. P. M. Gardener, P. Molyneux and B. Moore. (2001), Efficiency in European banking, European Economic Review 45(10), 1931–1955.
4. Balk. M. B. (2001), Scale efficiency and productivity change, Journal of Productivity Analysis, 15, 159-183.
5. Battese, G. E., D. S. P. Rao and C. J. O’Donnell (2004), A metafrontier production function for estimation of technical efficiencies and technology gaps for firms operating under different technologies, Journal of Productivity Analysis, 21(1), 91-103.
6. Battese, G. E. and D.S.P. Rao(2002), Technology gap, efficiency, and a stochastic metafrontier function, International Journal of Business and Economics. 2:87-93.
7. Battese, G. E. and T. J. Coelli (1992), Frontier production functions, technical efficiency and panel data: with Application to paddy farmers in India, Journal of Productivity Analysis, 3, 153-169.
8. Battese, G. E. and T. J. Coelli (1995), A model for technical inefficiency effects in a stochastic frontier production function for panel data, Empirical Economics 20:325-332.
9. Berger, A. N., (1993), Distribution-free estimates of efficiency in the US banking industry and tests of the standard distributional assumptions, Journal of Productivity Analysis, 4, 261-292.
10. Berger, A., R. De Young and G. Udell. (2001), Efficiency barriers to European financial consolidation, European Financial Management 7(1), 117–130.
11. Berger, A.N. and D.B. Humphrey (1997), Efficiency of financial institutions : international survey and directions for future research, European Journal of Operational Research, 98, 175–212.
12. Bjurek, H., and L. Hjalmarsson (1995), Productivity in multiple output public service: a quadratic frontier function and Malmquist index approach, Journal of Public Economics, 56: 447-460.
13. Bos, J.W.B. and H. Schmiedel (2003), Comparing efficiency in European banking: a metafrontier approach, Research Series Supervision, Netherlands Central Bank, Directorate Supervision,2003,NO. 57.
14. Bos, J.W.B., and H. Schmiedel(2007) , Is there a single frontier in a single European banking market? Journal of Banking & Finance, Elsevier, vol. 31(7), 2081-2102, July.
15. Catherine, J.M.P., E. J. Warren, A.G.F. Gerald (2000), Efficiency in New Zealand sheep and beef farming: The impacts of regulatory reform, International Journal of Business and Economics, 2002, Vol. 1, No. 2, 135-146.
16. Cavallo, L. and S. Rossi. (2002), Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach, European Journal of Finance 8, 123–146.
17. Caves, D.W., L.R. Christensen, and W.E. Diewert(1982), The economic theory of index number of the measurement of input, output and productivity, Econometrics, Vol.50, pp.1393-1414.
18. Chen, Tser-yieth(2002), A comparison of chance-constrained DEA and stochastic frontier analysis: bank efficiency in Taiwan, Journal of Operational Research Society, 53(5), 2002, 492-500.
19. Cummins, D., C. Lewis and R. Phillips (1999), Pricing excess of losses reinsurance contract against catastrophe loss, in the financing of catastrophe risk, K. Froot ed., Chicago: Illinois, Chicago Press.
20. Dietsch, M. and A. Lozano-Vivas. (2000), How the environment determines the efficiency of banks: a comparison between French and Spanish banking industry, Journal of Banking and Finance 24(6), 985–1004.
21. Färe, R., S. Grosskopf, M. Norris, and Z. Zhang (1994), Productivity growth, technical process and efficiency change in industrialized countries, American Economic Review, Vol.84, pp.66-83.
22. Farell, M. J. (1957), The measurement of productive efficiency, Journal of the Royal Statisical Society. Series A (General), 120 (4), 253-290.
23. Fecher, F. and P. Pestieau (1993), Efficiency and competition in OECD financial services, in H.O. Fried, C. A. K. Lovell, and S. S. Schmidt(eds), The Measurement of Productive Efficiency: Techniques and Applications, 374-385, New York: Oxford University Press.
24. Fukuyama, F. (1997). ‘Social capital and the modern capitalist economy: Creating a high trust workplace’,Stern Business Magazine, Vol. 4(1).
25. Gleason, J. M. and D. T. Barnum (1982), Toward valid measures of public sector productivity: performance measures in urban transit, Management Science, Vol.28, No.4.pp.379-386.
26. Grifell-Tatjé, E. and C.A.K. Lovell (1999), Generalized malmquist productivity index,TOP. A Journal of the Spanish and Operations Research Society 7(1), 81 – 101.
27. Hayami Y. and V. W. Ruttan(1970), Agricultural productivity differences among countries, The American Economic Review 60, pp.895- 911.
28. Hayami Y.(1969), Sources of agricultural productivity gap among selected countries, American Journal of Agricultural Economics, 51, pp.564-575.
29. Hetermaki, L. (1993), The impact of pollution on firm production approach, Working Paper, European Association of Environmental and Resource Economists Fourth Annual Conference: France.
30. Hossein M. B., V. Renato and F. Euan (2008), Technical efficiency and environmental-technological gaps in wheat production in Kerman province of Iran, Agricultural Economics 38 (2008) 67–76
31. Hughes, J.P. and L.J. Mester (1998), Bank capitalization and cost: evidence of scale economies in risk management and signaling, The Review of Economics and Statistics, 80, 314-325.
32. Kumbhakar, S.C. and H.J. Wang (2005), Estimation of growth convergence using a stochastic production frontier approach, Economics Letters, 88(3), 300-305.
33. Kumbhakar, S.C. and H.J. Wang (2007), Economic reform, efficiency and productivity in Chinese banking, Journal of Regulatory Economics, Springer, vol. 32(2), 105-129, October.

34. Kumbhakar, C. S., S. Ghosh, and J. T. McGuckin (1991), A generalized production frontier approach for estimating determinants of infficiency in U. S. dairy farms, Journal of Business and Economic Statistics, 9:279-286.
35. Laurent Weill(2004), Measuring cost efficiency in European banking: a comparison of frontier techniques, Journal of Productivity Analysis, 21, 133-152
36. Lozano-Vivas, A., J. T. Pastor and J. M. Pastor (2002), An efficiency comparison of European banking systems operating under different environmental conditions, Journal of Productivity Analysis 18(1), 59–77.
37. Matawie, K. M. and A. Assaf (2008), Efficiency comparison of heterogeneous operational groups, International Journal of Computer, Information, and Systems Science, and Engineering 2;2.,81-84.
38. Maudos, J., J. M. Pastor, F. Perez and J. Quesada. (2002), Cost and profit efficiency in European banks, Journal of International Financial Markets, Institutions and Money 12(1), 33–58.
39. Mester, L.(1993), Efficiency in the savings and loan industry, Journal of Banking and Finance 17,2-3,April,267-286.
40. Mohamed M. B. J. and A. D. Mohamed (2005), Agricultural productivity and technological gap between MENA region and some European countries: a metafrontier approach, Economic Research Forum: 12th Annual Conference, 19th–21st December 2005.
41. Nishimizu, M., J. M. Page, and Jr. (1982), Total factor productivity growth, technological progress and technical efficiency change: dimensions of productivity change in Yugoslavia, Economic Journal, 1965–78.
42. O’Donnell, C. J., D.S P. Rao and G.E. Battese (2008), Metafrontier frameworks for the study of firm-level efficiencies and technology ratios, Empirical Economics (2008) 34:231–255.
43. Orea, L. (2002), Parametric decomposition of a generalized Malmquist productivity index, Journal of Productivity Analysis, 18, 5-22.
44. Pastor, J. M., F. Perez and J. Quesada. (1997), Efficiency analysis in banking firms: an international comparison, European Journal of Operational Research 98(2), 395–407.
45. Rao, D.S.P.(2006), Metafrontier frameworks for the study of firm-level efficiencies and technology gaps, Center for Efficiency and Productivity Analysis, The University of Queensland, Brisbane Australia. Paper presented at the Productivity and Efficiency Seminar. Taipei, March 10.
46. Ray, S. C.(1998), Measuring scale efficiency from the translog multi-input, multi-output distance function, Working Paper, University of Connecticut No. 2003-25.
47. Ray, S. C., and E. Desli. (1997), Productivity growth, technical progress and efficiency change in industrialized countries: comment. American Economic Review, 87(5), pp 1033-1039.
48. Renato V., F. Pauline and F. Euan (2008), Measuring regional productivity differences in the Australian wool industry: A metafrontier approach, AARES 52nd ANNUAL CONFERENCE February 2008.
49. Vennet, R.V. (2002), Cost and profit efficiency of financial conglomerates and universal banks in Europe, Journal of Money, Credit and Banking 34(1), 254–282.
50. Weber W.L. and B.R. Domazlicky (2001), Productivity growth and pollution in state manufacturing, Review of Economics and Statistics 83(1), 195-199.
51. Wu (2004), Openness, productivity and growth in the APEC economies, Empirical Economics, Volume 29, Number 3, September 2004 , pp. 593-604(12).