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    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。
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    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:[Department of Economics] Theses

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