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研究生:邱齡慧
研究生(外文):Chiou, Ling-Huei
論文名稱:兩岸銀行業之分項投入效率比較: 隨機共同邊界分析之應用
論文名稱(外文):A Comparative Study of Disaggregate Input Efficiency of Banks in Taiwan and Mainland China: A Stochastic Metafrontier Analysis Application
指導教授:胡均立胡均立引用關係
指導教授(外文):Hu, Jin-Li
口試委員:胡均立傅祖壇張民忠
口試委員(外文):Hu, Jin-LiFu, Tsu-TanChang, Ming-Chung
口試日期:2014-06-27
學位類別:碩士
校院名稱:東吳大學
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:2014
畢業學年度:102
語文別:中文
論文頁數:47
中文關鍵詞:隨機邊界法共同邊界法分項投入效率兩岸銀行業環境變數技術落差
外文關鍵詞:MetafrontierStochastic frontier approachDisaggregate input efficiencyBanking industryEnvironment variablesTechnology gap
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隨著ECFA的簽訂,兩岸銀行業的交流合作不斷加深,兩岸銀行業的經營效率也漸漸變成我們想要深入探討的議題。本文利用兩新的階段隨機邊界法來估計在不同國家的技術效率值,在本文中,我們把會依組別而異的環境變數納入考量來評估兩岸56家銀行,分析2007-2011年總共五年的投入要素經營效率。本文將員工人數與總固定資產作為投入要素,總放款與總投資作為產出要素。實證結果發現:在勞動力投入要素方面,臺灣灣地區的平均效率值普遍高於中國大陸大陸;總固定資產投入要素方面,中國大陸銀行的總固定資產平均效率值高於臺灣地區;總資金投入要素方面,臺灣灣地區的平均效率值普遍高於中國大陸大陸。
After ECFA got effective in 2010, the cooperation in banking industry across Taiwan and China are becoming deeper. In this situation, to have deeper research of Taiwan Strait banking industry efficiency is necessary. This paper applies a new two-step stochastic frontier approach extended from Zhou et al. (2012) and Huang et al. (2012) to estimate technical efficiency scores for firm in different group adopting distinct technologies. We estimate input factors efficiency of the 56 banking companies from 2007 to 2011. We treat the number of employees and total fixed asset as the input factors, while total loans and total investments as the output factor. Our major empirical findings are as follows: The average labor efficiency score of Taiwan areas is higher than the mainland of China. Companies in mainland China get a better average fixed assets efficiency score and average capital efficiency score than those in Taiwan.
第一章 緒論 4
第一節 研究背景動機 4
第二節 研究目的與方法 5
第三節 研究架構 6
第二章 文獻回顧 8
第一節 兩岸銀行業發展現況 8
第二節 隨機邊界法之相關文獻 11
第三節 兩岸銀行業經營績效之相關文獻 13
第四節 Metafrontier 16
第三章 研究方法 18
第一節 共同邊界模型 (Metafrontier) 18
第二節 隨機共同邊界法(Stochastic Matafrontier) 20
第三節 隨機邊界法估計分項投入效率 21
第四章 實證結果 24
第一節 資料來源與變數定義 24
第二節 隨機共同邊界估計結果 29
第三節 組別邊界與技術落差比率分析 35
第五章 結論與建議 40
第一節 結論 40
第二節 未來研究方向與建議 41
參考文獻 42
[中文]
支燕、胡均立、朱振儀 (2009),〈海峽兩岸壽險業動態效率比較研究 - 投入鬆變數調整方法的應用〉,《經濟管理》,31(5),29-35頁。
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呂青樺(2006),中國大陸大陸金融改革對銀行業經營績效的影響─兼論台商大陸投資績效問題,國立政治大學中山人文社會科學研究所博士論文。
馬君潞、陳科、呂劍、馮學峰 (2008),「基於SFA方法的亞洲新興市場經濟體銀行併購效率研究」,財經理論與實踐,第29卷第152期,頁1-16。
鄭政秉、莊桓勛(2005),「中國大陸大陸銀行業經營績效之研究─隨機邊界分析法之應用」,遠景基金會季刊,6(3),137─174。
蘇義淵(2001),中國大陸大陸銀行產業所有權型態與效率之研究,淡江大學大陸研究所碩士論文。

[English]
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