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系統識別號 U0002-2806200713531700
中文論文名稱 影響轉型國家銀行業效率之分析-Fourier影子成本函數之應用
英文論文名稱 A study on bank efficiency in the transition countries of East Europe:The application of a shadow cost Fourier frontier
校院名稱 淡江大學
系所名稱(中) 經濟學系碩士班
系所名稱(英) Department of Economics
學年度 95
學期 2
出版年 96
研究生中文姓名 江典霖
研究生英文姓名 Dien-Lin Chiang
學號 694530287
學位類別 碩士
語文別 中文
口試日期 2007-06-14
論文頁數 61頁
口試委員 指導教授-黃台心
委員-林亦珍
委員-李鈞元
中文關鍵字 轉型中國家  經濟效率  Fourier富伸縮成本函數  影子價格 
英文關鍵字 transition countries  X- efficiency  Fourier cost function  shadow price 
學科別分類 學科別社會科學經濟學
中文摘要 自從1991年蘇聯解體後,原屬於蘇維埃政府的東歐轉型中國家,嘗試建立民主政治及市場導向經濟制度,紛紛解除對金融機構的諸多管制、開放外國銀行進入及公營銀行逐漸轉為民營銀行。因此,探討銀行所有權之差異對銀行效率影響便是一有趣議題。
本研究收集14個轉型中國家之商業銀行,研究期間為1993年至2004年。從銀行追求極小化成本假設,推導出三種投入三種產出且包含投入面技術無效率與配置無效率參數的Fourier影子成本函數。使用最大概似法進行估計,結論如下:
(1) 發現技術無效率情形較配置無效率嚴重,轉型中國家銀行當務之急便是提升生產技術水準,如藉由鼓勵行員在職訓練以提升其素質。其次在估計配置無效率參數時,得到資本投入與資金投入相對於勞動投入有使用過多傾向。依照邊際技術替代率等於要素投入價格比,銀行應該同時減少資本投入與資金投入,已達配置效率。
(2) 將所有權形式區分為公營銀行、外國銀行與民營銀行,顯示民營銀行經濟效率最高、外國銀行次之及公營銀行最低。
(3) 轉型中國家銀行業長期平均而言處在規模報酬遞減階段。
英文摘要 Using data covering 14 East European transition countries from 1993 to 2004, I estimate a Fourier flexible cost frontier accounting for both technical and allocative inefficiency, in which the technical inefficiency term is further specified as a function of a set of environmental variables. This type of specification allows for investigating the effects of ownership as well as other variables on bank efficiency. The allocative inefficiency is formulated as shadow input prices, which differ from the corresponding actual input prices by unknown positive constants.
Several meaningful implications can be drawn from the empirical study. First, the technical inefficiency of banks in the transition countries is more serious than allocated inefficiency. These banks should adopt advance production technique in such a way as to promote their production efficiency. Second, according to the estimates of the shadow price parameters, we see that inputs capital and borrowed fund are both overused by the sample banks relative to input labor. Third, private-owned banks are found to be the most efficient, while state-owned banks are the least efficient. Finally, the representative bank of the transition countries exhibits decreasing returns to scale.
論文目次 表目錄................................................ II
圖目錄......................................... III
第一章 緒論................................... 1
1.1 研究背景.................................. 1
1.2 研究動機.................................. 2
1.3 研究目的.................................. 3
1.4 研究架構.................................. 3
第二章 文獻回顧.................................. 5
2.1 經濟效率.................................. 5
2.2 函數型態.................................. 6
2.3 實證文獻.................................. 10
第三章 模型設定.................................. 13
3.1 Fourier富伸縮成本函數............................. 13
3.2影子成本函數.................................. 16
3.3規模經濟.................................. 18
第四章 樣本資料與變數定義............................. 19
4.1資料來源與整理.................................. 19
4.2變數定義.................................. 22
4.3樣本統計量.................................. 24
第五章 實證分析.................................. 28
5.1正規條件檢驗.................................. 28
5.2 Fourier與Translog成本函數估計結果分析...... 29
5.3分析規模經濟.................................. 44
第六章 結論.................................. 51
附錄.................................. 53
參考文獻.................................. 59
表 目 錄
表4-1 各國銀行樣本數.................................. 20
表4-2 按所有權區分之各年家數.......................... 21
表4-3 變數定義.................................. 22
表4-4 各變數的總樣本統計量............................ 24
表4-5 各國變數的樣本統計量............................ 25
表4-6 各國環境變數的樣本統計量................. 27
表5-1 配置無效率估計結果.............................. 30
表5-2 Fourier與Translog係數估計結果 ........... 31
表5-3 樣本國家效率值.................................. 34
表5-4 按所有權分類之平均效率值................ 35
表5-5各國各年技術效率值、配置效率值與經濟效率值... 38
表5-6 樣本國家規模經濟平均值......................... 44
表5-7 未考慮配置效率的規模經濟平均值.......... 44
表5-8 各國銀行每年之規模經濟值................. 46
表5-9 全體樣本銀行各年規模經濟平均值 ..................50
附表一 Translog成本函數參數估計結果........... 53
附表二 總樣本不符合正規條件比例............... 54
附表三 不考慮配置效率時樣本國家平均技術效率估計值.. 54
附表四 全體樣本銀行各年度的技術效率與配置效率 .........54
圖 目 錄
圖一 研究架構流程圖 4
附圖一 各國規模經濟值 55

參考文獻 中文參考文獻
黃台心 (1999), “由利潤函數衡量我國銀行廠商之經濟效率-參數計量法的應用”,經濟論文叢刊,第26卷,第2期,283- 309。

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