政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/109267
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113648/144635 (79%)
Visitors : 51692620      Online Users : 611
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/140.119/109267


    Title: 臺灣地區本國銀行與外商銀行效率和生產力分析-全域共同邊界法之應用
    The efficiency and productivity analysis of domestic banks and foreign banks in Taiwan - the application of global metafrontier approach
    Authors: 陳昱銘
    Chen, Yu Ming
    Contributors: 李文福
    Lee, Wen Fu
    陳昱銘
    Chen,Yu Ming
    Keywords: 資料包絡分析法
    本國銀行
    外商銀行
    共同邊界
    全域Malmquist生產力指數
    Data envelopment analysis
    Domestic banks
    Foreign banks
    Metafrontier
    Global malmquist productivity index
    Date: 2017
    Issue Date: 2017-05-01 11:26:28 (UTC+8)
    Abstract: 臺灣於1990年放寬銀行設立的限制後,本國銀行和外商銀行的數目快速增加,使得金融市場更加競爭,因此銀行的經營績效是個重要的議題,銀行可透過績效的評估結果找出可能的改善方向。本國銀行與外商銀行的進入條件、經營形態、銀行制度等因素可能使得兩種類型的銀行生產技術有所不同,因此本研究採用全域共同邊界法研究37家本國銀行與20家外商銀行在2005-2015年間效率與生產力的分析,並採用變動規模的方式拆解Malmquist生產力指數,使得生產力變動來源能更精準地衡量。最後使用Tobit迴歸分析找出影響銀行技術效率、最佳實務差距和技術差距比率之因素。
    Since Taiwan relaxed the restriction of setting up a bank in early 1990s, the number of both domestic and foreign banks in Taiwan had increased rapidly. This leads to the result that the financial market become more competitive. Consequently, the performance of bank is an important issue. It can be used to find some way for improvement. Due to the different entry conditions, types of operating system and bank systems between domestic and foreign banks, this paper uses global metafrontier approach to research the efficiency and productivity change of 37 domestic banks and 20 foreign banks during 2005-2015 in Taiwan. Furthermore, this research adopts VRS to decompose Malmquist productivity indexes, which makes the sources of the productivity change can be measured more accurately. Finally, Tobit regression analysis is used to investigate the factors accounting for the differences in technical efficiency, best practice gap and technology gap.
    Reference: 甘永成 (2007) ,「本國銀行與外商銀行之經營績效評估與分析」,東吳大學經濟研究所碩士論文。
    李文福 (2013),「兩岸壽險業技術效率、技術差距與生產力變動:全域共同邊 界分析」,行政院國家科學委員會補助專題研究計畫 (NSC 101-2410-H-424-003-)。
    李文福、王媛慧、洪琬婷 (2009),「技術變動、產出組合與臺灣銀行產業生產力變動」,《經濟論文叢刊》,37:4,頁495-524。
    洪廣益 (1997),「本國銀行與外國銀行經營績效評估-資料包絡分析法之應用」,逢甲大學經濟研究所碩士論文。
    胡均立、費吳琛、張嘉雯 (2005),「影響臺灣地區銀行經營效率之因素」,第九屆科際整合管理研討會,頁213-236。
    陳玉娟、邱永和 (2007),「風險性資本與銀行效率之分析」,《管理系統》,14:4,頁519-544。
    陳建宏、溫怡俐 (2006),「本國商業銀行與外商銀行經營績效之實證研究」,《臺灣銀行季刊》,57:3,頁1-17。
    陳谷劦、楊皓彥 (2008),「共同邊界Malmquist生產力指數的延伸:跨國總體資料的實證分析」,《經濟論文叢刊》,36:4,頁551-588。
    黃台心 (1997),「臺灣地區本國銀行成本效率之實證研究-隨機邊界模型之應用」,《人文及社會學科集刊》,9:1,頁85-123。
    黃台心、張寶光、邱郁芳 (2009),「應用共同成本函數探討東亞六國銀行業之生產效率」,《經濟論文》,37:1,頁61-100。
    許鈺珮、張錫介 (2005),「金融控股公司法實施對台灣銀行業經營效率影響之分析」,金融風險管理季刊,1:2,頁33-56。
    張玉娟、鍾雅雯 (2010),「商業銀行國際化程度與多角化策略對經營績效之影響」,《台灣經濟金融月刊》,47:4,頁52-61。
    楊永列、黃鏡如 (2009),「臺灣地區本國銀行生產面與成本面Malmquist生產力指數之估計」,《經濟論文叢刊》,37:4,頁353-378。
    劉秀玲、鄭鴻章 (2010),「金控公司架構與非利息收入業務對台灣銀行業經營效益與風險之影響」,《台灣金融財務季刊》,11:3,頁1-28。
    蔡旻霈 (2012),「臺灣地區本國銀行與外國銀行經營績效之比較-使用Meta-Hybrid DEA模型」,東吳大學經濟研究所碩士論文。
    Balk, B. M. (1998), Industrial Price, Quantity, and Productivity Indices: The Micro-Economic Theory and an Application, Kluwer Academic Publishers, Boston/London/Dordrecht.
    Balk, B. M. (2001), “Scale Efficiency and Productivity Change,” Journal of Productivity Analysis, 15, 159-183.
    Banker, R. D., A. Charnes and W.W. Cooper (1984), “Some Models for Estimating Technical and Scale Efficiencies in Data Envelopment Analysis,” Management Science, 30, 1078-1092.
    Battese, G. E. and D. S. P. Rao (2002), “Technology Gap, Efficiency, and a Stochastic Metafrontier Function,” International Journal of Business and Economics, 1, 87-93.
    Battese, G. E., D. S. P. Rao and C. J. O’Donnell (2004), “A Metafrontier Production Function for Estimation of Technical Efficiencies and Technology Gaps for Firms Operating Under Different Technologies,” Journal of Productivity Analysis, 21, 91-103.
    Berger, A. N. and D. B. Humphrey (1993), “Bank Scale Economies, Mergers, Concentration, and Efficiency: The U.S. Experience,” Revue Economique Financière, 27, 123-154.
    Berger, A. N., R. DeYoung, H. Genay and G. Udell (2000), “Globalization of Financial Institutions: Evidence from Cross-Border Banking Performance,” Brookings-Wharton Papers on Financial Service, 3, 23-158.
    Claessens, S, A. Demirgüç-Kunt and H. Huizinga (2001), “How does Foreign Entry Affect Domestic Banking Markets?,” Journal of Banking and Finance, 25, 891-911.
    Charnes, A., W. W. Cooper and E. Rhodes (1978), “Measuring the Efficiency of Decision Making Units,” European Journal of Operational Research, 2, 429-444.
    Chotigeat, T. (2007), “Efficiency of Domestic and Foreign Bank in Thailand since the Asian Financial Crisis,” International Journal of Banking and Evidence, 5, 101-112.
    Diewert, W. E. (1992), “Fisher Ideal Output, Input, and Productivity Indexes Revisited,” Journal of Productivity Analysis, 3, 211-248.
    Färe, R., S. Grosskopf, M. Norris and Z. Zhang(1994), “Productivity Growth, Technical Progress, and Efficiency Changes in Industrialized Countries,” American Economic Review, 84, 66-83.
    Farrell, M. J. (1957), “The Measurement of Productive Efficiency,” Journal of the Royal Statistical Society. Series A, 120, 253-290.
    Liao, C.S. (2010), “Are Foreign Banks in Developing Countries More Productive? The Case of Taiwan, ” Journal of International and Global Economic Studies, 3, 63-74.
    Maniadakis, N. and E. Thanassoulis (2004) “A Cost Malmquist Productivity Index,” European Journal of Operational Research, 154, 396-409.
    O’Donnell, C. J., D. S. P. Rao and G. E. Battese (2008), “Metafrontier Frameworks for the Study of Firm-Level Efficiencies and Technology Ratios,” Empirical Economics, 34,231-255.
    Oh, D. H. (2006), “Productivity Change and Its Decomposition Using Malmquist Productivity Index and the Concept of Metafrontier,” Paper Presented at the 2006 Conference on Productivity and Efficeincy, Taipei.
    Oh, D. H and J. D. Lee (2010), “A Metafrontier Approach for Measuring Malmquist Productivity Index, ” Empirical Economics, 38, 47-64.
    Ong, T. S, Y. T. Lim and B. H. Teh, (2011), “Comparison on Efficiency of Domestic and Foreign Banks in Malaysia: A DEA Approach,” Business Management Dynamics, 1, 33-49.
    Pastor, J. T. and C. A. K. Lovell (2005), “A Global Malmquist Productivity Index,” Economics Letters, 88, 266-271.
    Rao, D. S. P. (2006), “Metafrontier Frameworks for the Study of Firm-level Efficiencies and Technology Gaps,” Paper Presented at the 2006 Conference on Productivity and Efficiency, Taipei.
    Ray, S.C. and A. Das (2010), “Distribution of Cost and Profit Efficiency: Evidence from Indian Banking.” European Journal of Operational Research, 201, 297-307.
    Sturm, J. E. and B. Williams (2010), “What Determines Differences in Foreign Bank Efficiency? Australian Evidence,” Journal of International Financial Markets, Institutions and Money, 20 , 284-309.
    Description: 碩士
    國立政治大學
    經濟學系
    104258006
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0104258006
    Data Type: thesis
    Appears in Collections:[Department of Economics] Theses

    Files in This Item:

    File SizeFormat
    800601.pdf1995KbAdobe PDF257View/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