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| Title: | 應用方向距離函數估計台灣銀行業效率與生產力
Estimation of efficiency and productivity change of Taiwanese banking industry by using directional distance function |
| Authors: | 李宜謙 |
| Contributors: | 李文福
李宜謙 |
| Keywords: | 方向距離函數
銀行業
效率
Luenberger生產力指標
逾期放款 |
| Date: | 2009 |
| Issue Date: | 2010-12-08 02:02:19 (UTC+8) |
| Abstract: | 本研究利用方向距離函數與Luenberger生產力指標，估計台灣銀行業2000年至2009年的無效率值與生產力變動情形，並利用Ray and Desli (1997)生產技術內部一致的分解法將Luenberger生產力分解為純技術效率變動、規模效率變動、技術變動三個部分，最後根據方向距離函數具備的可加性，將個別銀行的無效率值與生產力變動作一致性的整體銀行業加總。
主要的研究結果為：以2000-2009年投入產出樣本平均數為效率評估方向，全程樣本平均無效率值為0.0209，平均無效率值最高的銀行分別為台北富邦銀行、萬通銀行、新光銀行；平均生產力變動為0.2615，進步最多的銀行為國泰世華銀行，退步最多的銀行為華僑銀行，且台灣的生產力變動的來源最主要來自於技術變動，其次源自於規模效率變動。另外，金控子銀行在規模效率變動與技術變動方面顯著優於非金控子銀行；泛公股銀行在無效率值、規模效率變動、技術變動部分顯著優於民營銀行。
In this study, we estimate inefficiency and productivity changes of Taiwanese banks for period 2000-2009 using directional distance function and Luenberger productivity indicator. In addition, we decompose the Luenberger productivity indicator into pure efficiency change, scale efficiency change and technical change utilizing internal consistency approach of Ray and Desli (1997). At the end, we make the consistent aggregation across firms to industry level according to additive structure of directional distance function.
Main results are as follows: setting the sample mean during 2000-2009 for the directional vector, the average inefficiency is 0.0209，and the most inefficient banks are Taipei Fubon Bank, Grand Commercial Bank and Shin Kong Commercial Bank; the average productivity change is 0.2615, the most progressive bank is Cathay United Bank, and the most regressive bank is OCBC Bank. Besides, the sources of productivity change are mainly attributed to technical change, then from the scale efficiency change. Moreover, financial holding banks are significantly better in scale efficiency change and technical change; pan-public banks are significantly better in inefficiency, scale efficiency change and technical change. |
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| Description: | 碩士
國立政治大學
經濟學系
97258018
98 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0097258018 |
| Data Type: | thesis |
| Appears in Collections: | [經濟學系] 學位論文
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