English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113313/144292 (79%)
Visitors : 50945517      Online Users : 1029
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/32234


    Title: 比較東西歐銀行體系之動態經濟效率
    Authors: 許玟婷
    Contributors: 黃台心
    許玟婷
    Keywords: 動態隨機邊界成本模型
    經濟效率
    調整速度
    銀行產業
    Date: 2006
    Issue Date: 2009-09-14 13:28:21 (UTC+8)
    Abstract: 各國銀行業可能由於法規限制、經營管理能力與文化傳統上的差異,修正前期成本的調整速度未必完全一致。因此,本研究將Ahn et al.(2000)的生產函數模型延伸為成本函數,利用Translog成本函數衡量東西歐銀行生產成本的調整速度與長期成本效率,比較其成本效率之動態過程。採用一般動差法,分別估計1994到2005年歐洲29個國家,合計262家銀行之成本函數與技術效率。
    實證結果得知,在西歐具有成熟的資本市場以及健全金融環境、管理經驗下,生產成本的調整速度,確較東歐各國銀行為快。在技術效率方面,不論在長短期,西歐各國銀行的相對效率值皆高於東歐。此外,東西歐銀行體系皆具有規模經濟與多元經濟之特性。
    Reference: 黃台心(1998),「以隨機成本邊界函數分析本國銀行的規模經濟與多元經濟」,經濟論文叢刊,第26卷,第2期,209-241頁。
    鄭秀玲、劉錦添與陳欽奇 (1997),「台灣中小企業銀行的效率分析(1986-1994年)」,經濟論文叢刊,第25卷,第1期,69-95頁。
    鄭秀玲與周群新 (1998),「調整風險後之銀行效率分析:台灣銀行業的實證研究」,經濟論文叢刊,第26卷,第3期,337-366頁。
    陳碧綉 (1995),「台灣地區本國銀行經營效率之分析」,東吳經濟商學學報,第16期,111-154頁。
    蔡蕙安 (1997),「台灣本國銀行之動態模型研究 : 涵括調整成本與多維風險之分析」,台灣經濟學會年會論文集。
    羅慧琪 (1993),「台灣地區本國銀行體系的效率分析」,東吳大學經濟所碩士論文。
    張文毓 (2001),「我國銀行業經營效率性之比較研究-公營銀行vs.民營銀行」,國立臺灣大學財務金融所碩士論文。
    Abarbanell, J. and Bonin, J.P. (1997), “Bank Privatization in Poland: The Case of Bank Slaski”, Journal of Comparative Economics, 25, 31-62.
    Ahn. S.C., D.H. Good, and R.C. Sickles (2000), “Estimation of Long-run Inefficiency Levels: A Dynamic Frontier Approach”, Econometric Reviews, 19, 461-492.
    Ahn. S.C., and P. Schmidt (1997), “Efficient Estimation of Dynamic Panel Data Models under Alternative Sets of Assumptions”, Journal of Econometrics, 76, 309-321.
    Aigner, D.J., Lovell C.A.K. and P. Schmidt (1977), “Formulation and Estimation of Stochastic Frontier Production Function Models”, Journal of Econometrics, 6, 21-37.
    Altunbas, Y., L. Evans and P. Molyneux (2001), “ Bank Ownership and Efficiency”, Journal of Money, Credit and Banking, 33, 926-954.
    Altunbas, Y., M.H. Liu, P. Molyneux and R. Seth (2000), “ Efficiency and Risk in Japanese Banking ”, Journal of Banking and Finance, 24, 1605-1628.
    Arellano, M. and S.R. Bond (1991), “Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations”, Review of Economic Studies, 58, 277-297.
    Baltagi, B.H. and D. Levin (1986), “Estimating Dynamic Demand for Cigarettes using Panel Data: The Effects of Bootlegging, Taxation, and Advertising Reconsidered”, Review of Economics and Statistics, 68, 148-155.
    Battese, G.E. and T.J. Coelli (1992), “Frontier Production Functions, Technical Efficiency and Panel Data: With Application to Paddy Farmers in India”, Journal of Productivity Analysis, 3, 153-169.
    Baumol, W.J., J.C. Panzar and R.D. Willig (1982), “Contestable Markets and the Theory of Industry Structure”, in New York: Harcourt Brace Jovanovich, 386-413.
    Becker, G.S., M. Grossman and K.M. Murphy (1994), “An Empirical Analysis of Cigarette Addiction, The American Economic Review, 84, 396-418.
    Berger, A.N. (1993), “Distribution-free estimates of efficiency in the US banking industry and tests of the standard distributional assumptions”, Journal of Productivity Analysis, 4, 261-292.
    Berger, A.N., D. Hancock, and D.B. Humphrey (1993), “Bank Efficiency Derived from the Profit Function”, Journal of Banking and Finance, 17, 317-347.
    Berger, A.N., Hunter, W.C. and Timme, S.G. (1993), “The Efficiency of Financial Institutions: A Review and Preview of Research Past, Present, and Future”, Journal of Banking and Finance, 17, 221-249.
    Berger, A.N. and L.J. Mester (1997),“Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions”, Journal of Banking and Finance, 21, 895-947.
    Blundell, R., S. Bond, M. Devereux, and F. Schiantarelli (1992), “Investment and Tobin’s q: Evidence from Company Panel Data”, Journal of Econometrics, 51, 233-257.
    Bonin, J. P., Hasan, I., and Wachtel, P. (2005a), “Bank Performance, Efficiency and Ownership in Transition Countries”, Journal of Banking and Finance, 29, 31-53.
    Bonin, J. P., Hasan, I., and Wachtel, P. (2005b), “Privatization matters: Bank Efficiency in Transition Countries”, Journal of Banking and Finance, 29, 2155-2178.
    Cagan, P. (1956), “The Monetary Dynamics of Hyperinflation, in M. Friedman (ed.), Studies in the Quantity Theory of Money, University of Chicago Press, USA.
    Cornwell, C., P. Schmidt, and R.C. Sickles (1990), “Production Frontiers with Cross-sectional and Time-series Variation in Efficiency Levels”, Journal of Econometrics, 46, 185-200.
    DeYoung, R. (1997), “A Diagnostic Test for the Distribution-free Efficiency Estimator: An Example Using U.S. Commercial Bank Data”, European Journal of Operational Research, 98, 243-249.
    Dietsch, M. and Ana Lozano-Vivas (2000),“How the Environment Determines Banking Efficiency: A Comparison between French and Spain Industries”, Journal of Banking and Finance, 24, 985-1004.
    Farell, M.J. (1957), “The Measurement of Productive Efficiency”, Journal of Royal Statistical Society, 120, 253-281.
    Flannery, M.J. (1982), “Retail Deposits as Quasi-fixed Factors of Production”, American Economic Review, 527-536.
    Fries, S. and Taci, A. (2005),”Cost Efficiency of Banks in Transition: Evidence from 289 Banks in 15 Post-communist Countries”, Journal of Banking and Finance, 29, 55-81.
    Gilligan, T., M. Smirlock and W. Marshall (1984), “Scale and Scope Economies in the Multiproduct Banking Firms”, Journal of Monetary Economies, 13, 393-405.
    Hasan, I. and Marton, K. (2003), “Development and Efficiency of the Banking Sector in a Transition Economy”, Journal of Banking and Finance, 27, 2249-2271.
    Holtz-Eakin, D. (1988), “Testing for Individual Effects in Autoregressive Models, Journal of Econometrics, 39, 297-307.
    Huang, T.H. and M. H. Wang (2004), “Comparisons of Economic Inefficiency between Output and Input Measures of Technical Inefficiency Using the Fourier Flexible Cost Function”, Journal of Productivity Analysis, 22, 123-142.
    Humphrey, D.B. (1993), “Cost and Technical Change: Effects from Bank Deregulation”, Journal of Productivity Analysis, 4, 5-34.
    Jemric, I. and Vujcic, B. (2002), “Efficiency of Banks in Croatia: A DEA Approach”, Comparative Economic Studies, 44, 169-193.
    Kim, H.Y. (1986), “Economies of Scale and Economies of Scope in Multiproduct Financial Institutions: Further Evidence from Credit Union”, Journal of Banking and Finance, 18, 220-226.
    Kraft, E. and Tirtiroglu, D. (1998), “Bank Efficiency in Croatia: A Stochastic-frontier Analysis”, Journal of Comparative Economics, 26, 282-300.
    Kumbhakar, S.C. (1990), “Production Frontiers, Panel Data, and Time-varying Technical Inefficiency”, Journal of Econometrics, 46, 201-212.
    Kumbhakar, S.C. (1996), “A Parametric Approach to Efficiency Measurement Using a Flexible Profit Function”, Southern Economic Journal, 473-487.
    Meeusen, W. and van den Broeck, J. (1997), “Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error”, International Economic Review, 18, 435-444.
    Mester, L.J. (1987), “A Multiproduct Cost Study of Savings and Loans”, The Journal of Finance, 20, 1025-1045.
    Nickell, S. and D. Nicolitsas (1999), “How does Financial Pressure Affect Firms?”, European Economic Review, 43, 1435-1456.
    Nikiel, E.M. and Opiela, T.P. (2002), “Customer Type and Bank Efficiency in Poland: Implications for Emerging Banking Market”, Contemporary Economic Policy, 20, 255-271.
    Ouellette, P. and V. Vierstraete (2004), “Technological Change and Efficiency In the Presence of Quasi-fixed Inputs: A DEA Application to the Hospital Sector”, European Journal of Operational Research, 154, 755-763.
    Schmidt, P. and Sickles, R.C. (1984), “ Production Frontier and Panel Data ”, Journal of Business and Economic Statistics, 2, 367–74.
    Stiroh, K. J., (2000), “How did Bank Holding Companies Prosper in the
    1990s? ”, Journal of Banking and Finance, 24, 1703-1745.
    Weill, L. (2002), “Does Restructuring Improve Banking Efficiency in a Transition Economy?”, Applied Economics Letters, 9, 279-281.
    Weill, L. (2004), “Measuring Cost Efficiency in European Banking: A Comparison of Frontier Techniques, Journal of Productivity Analysis, 21, 133-152.
    Ziliak, J.P. (1997), “Efficient Estimation with Panel Data when Instruments are Predetermined: An Empirical Comparison of Moment-condition Estimators”, Journal of Business and Economic Statistics, 15, 419-431.
    Description: 碩士
    國立政治大學
    經濟研究所
    94258001
    95
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0094258001
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

    Files in This Item:

    File SizeFormat
    index.html0KbHTML2419View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback