摘要
文章利用Malmquist生产率指数测算了中国14家商业银行2000-2006年的全要素生产率、技术效率和技术变化,并构建Panel Data模型对影响中国商业银行效率的因素进行实证检验。结果表明,2000-2006年中国商业银行全要素生产率平均增长率为4.88%,其主要来源于技术进步的作用,国有商业银行全要素生产率增长比股份制商业银行高,ATM与POS投资对中国商业银行全要素生产率有显著正影响,自有资本比例有利于改善商业银行生产效率,而存贷款比例、规模、资产费用率与商业银行生产效率提高没有显著联系。
This paper constructs Malmquist productivity index to measure total factor productivity, technical efficiency and technical change of 14 commercial banks in China from 2000 to 2006, and then uses panel data model to test the determinants of banks＇ efficiency in China. Main conclusions are as follows： The average growth rate of China＇ s commercial banks from 2000 to 2006 is 4.88 %, which is mainly due to the improvement of technical progress; average productivity growth rate of state - owned Commercial banks is higher than that of joint venture commercial banks. ATM and POS investments have a remarkable positive influence on total factor productivity of China＇ s commercial banks, the ratio of equity to asset is important to promote banks＇ efficiency, but the ratio of deposit to loan, size and expense ratio have no relations with banks＇ efficiency improvement.
出处
《商业经济与管理》
CSSCI
北大核心
2008年第9期29-35,共7页
Journal of Business Economics
基金
西安交通大学“985工程”二期建设项目资助(07200701)
