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    Title: 衡量與分解銀行業生產力與利潤力的變動
    Measuring and decomposing banking productivity and profitability change
    Authors: 陳琳琦
    Contributors: 李文福
    陳琳琦
    Keywords: 利潤力
    台灣銀行業
    Hicks-Moorsteen TFP index
    Profitability
    Taiwan Banking
    Hicks-Moorsteen TFP index
    Date: 2011
    Issue Date: 2012-10-30 11:09:34 (UTC+8)
    Abstract: 銀行為資金融通的中介,在經濟體中佔有舉足輕重的地位。過去多使用Malmqusit 總生產力指數來衡量生產力的變化,然而Malmquist 總生產力指數雖易於分解,卻不具相乘完整性(multiplicatively complete),可能產生偏誤的情況,因此本文採用具有相乘完整性之Hicks-Moorsteen 總生產力指數,並根據O’Donnell所提出的分解方式,將生產力變動分解為技術變動、效率變動、規模效率變動與組合變動,同時總生產力指數與交易條件指數的乘積為利潤力指數,有助於了解在交易條件改變時會如何影響廠商的生產決策。
    本文研究發現台灣銀行業在追求產出極大、投入極小,以提升經營績效時,卻因交易條件逐年惡化,導致利潤力呈現衰退,因此相對於總生產力,台灣銀行業的交易條件及利潤力還有待改善。生產力指數的各拆解項在2004-2005年交易條件指數大幅成長時呈現衰退,2008-2009年交易條件指數衰退時,產出技術效率指數、產出組合效率指數及殘餘組合效率指數為成長,其中產出組合效率、剩餘產出組合效率的變動與產出、投入數量有關,因此也與交易條件指數關係密切。最後根據統計檢定結果顯示Hicks-Moorsteen總生產力指數及Malmquist 總生產力指數具有顯著的差異性。
    Reference: 李文福、王媛慧、洪琬婷(2009), 技術變動、產出組合與台灣銀行業生產力變動, 《經濟論文》, 37:4, 495-524。

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    Description: 碩士
    國立政治大學
    經濟學系
    99258003
    100
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0099258003
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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