摘要
利用2004—2009年我国15家商业银行的面板数据,运用基于DEA的Malmquist生产率指数法,测算了商业银行的Malmquist生产率指数及其分解指数。结果显示:我国商业银行的全要素生产率整体呈下降趋势,其中,技术进步指数的下降幅度较大,纯技术效率变化指数和规模效率变化指数略有升高。在此基础上,对影响我国商业银行全要素生产率的因素进行了分析。实证结果表明:进出口总额和货币供应量增长率对我国商业银行全要素生产率的提升有正向作用,国内生产总值和全社会固定资产投资有显著的负向作用。
This paper uses the panel data about Chings 15 commercial banks from 2004 to 2009, and empirically analyzes the Malmquist productivity indexes and their decomposition indexes of China＇s 15 commercial banks by using the method of DEA-Malmquist productivity index. The results show that the TFP of commercial banks takes on a decreasing trend on the whole,and the technical progress index has declined obviously,and the pure technical efficiency change index and the scale efficiency change index have a little rising. Then it builds an econometric model to analyze the influencing factors of commercial banks＂ TFP. The results show that the growth rate of M2 and total value of export and import have positive influences on commercial banks＂ TFP,and GDP and investment in fixed assets have negative influences on it.
出处
《技术经济》
CSSCI
2012年第1期101-106,共6页
Journal of Technology Economics
基金
国家自然科学基金项目"振兴东北老工业基地财政政策激励模型及实证研究"(70473021)
教育部人文社会科学研究项目"金融体系创新的演化博弈分析及相关影响的研究"(09YJC790062)
