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研究生:麥特克
研究生(外文):MAI,TE-KE
論文名稱:美國、中國、台灣銀行產業之技術收斂效果之研究:共同邊界成本麥式生產力缺口指數應用
論文名稱(外文):The Study of Convergence Effect of Banking Industries In America, China and Taiwan: An Application of Metafrontier Cost Malmquist Productivity Gap Inde
指導教授:楊永列楊永列引用關係
口試委員:盛子駿黃鏡如
口試日期:2016-06-01
學位類別:碩士
校院名稱:嶺東科技大學
系所名稱:財務金融系碩士班
學門:商業及管理學門
學類:財務金融學類
論文種類:學術論文
論文出版年:2016
畢業學年度:104
語文別:中文
論文頁數:37
中文關鍵詞:成本共同邊界成本面麥式生產力缺口指數技術收斂效果
外文關鍵詞:Meta Cost FrontierMeta-CM-Productivity Gap Index ModelTechnical Convergence Effect
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本研究將以新古典成長理論的收斂假說為理論基礎,結合 Battese and Rao(2002) 的 Meta-frontier(共同邊界),重新架構 Maniadakis and Thanassoulis (2004) 的 CM 分解法,形成Meta- CM生產力缺口指數(Meta-CM-Productivity Gap index,Meta-CM-PG)分解,以補捉美國、中國、台灣三國銀行業的技術收斂效果。實證結果發現,中國銀行業Meta- CM生產力缺口最小,其次是美國銀行業,最後是台灣銀行業。而生產力收斂效果,以美國銀行業最佳,平均每年以4.3%速度向共同成本邊界收斂。技術效率收斂效果,以台灣銀行業表現最佳,平均每年以7.2%速度向共同成本邊界收斂。而技術變動收斂效果,美中台銀行業均呈退步狀態,而中國退步幅度最小。
Based on the convergence hypothesis in Neoclassical Growth theory, this study applied the concept of Meta-frontier developed by Battese and Rao(2002).The method of the decomposition of cost Malmquist productivity index developed by Maniadakis and Thanassoulis (2004) is reconstructed to establish the Meta-CM-Productivity Gap Index (Meta-CM-PG). The main purpose is to capture the technical convergence effect of the banking industry in the US, China and Taiwan. The empirical results show that the banks in China have the smallest meta-frontier cost gap. The better productivity convergence effect exists in the US banks, and converge on Meta cost frontier 4.3 percent each year. However, the better technical convergence effect exists in the Taiwan’s banks, and converge on Meta cost frontier 7.2 percent each year. Technical convergence effect is decreased in the banking industry in the US, China and Taiwan.
中文摘要 I
ABSTRACT II
誌謝 III
第一章 緒論 1
第一節 研究背景 1
第二節 研究流程 5
第二章 文獻回顧 6
第一節 評估銀行業經營績效方面相關文獻: 6
第二節 結合共同邊界對不同群組銀行業的績效評估方面相關文獻: 9
第三章 研究方法 13
第一節 MALMQUIST PRODUCTIVE GAP指數之建構 13
第二節 COST MALMQUIST PRODUCTIVE GAP指數之建構 15
第三節 MPG指數和CMPG指數的計算 18
第四章 實證結果與分析 20
第一節 資料來源與變數選取 20
第二節 美中台銀行業成本效率值 23
第三節 META-CM生產力缺口指數及其分解 27
第五章 結論與建議 30
第一節 結論 30
第二節 建議 32
參考文獻 33

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