English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 49521/84656 (58%)
造訪人次 : 7588990      線上人數 : 81
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧:
  • 您可在西文檢索詞彙前後加上"雙引號",以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋,建議至進階搜尋限定作者欄位,可獲得較完整資料
  • 進階搜尋
    請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/32488


    題名: 影響轉型國家銀行業效率之分析 : Fourier影子成本函數之應用
    其他題名: A study on bank efficiency in the transition countries of east Europe : the application of a shadow cost Fourier frontier
    作者: 江典霖;Chiang, Dien-lin
    貢獻者: 淡江大學經濟學系碩士班
    黃台心;Huang, Tai-hsin
    關鍵詞: 轉型中國家;經濟效率;Fourier富伸縮成本函數;影子價格;transition countries;X- efficiency;Fourier cost function;shadow price
    日期: 2007
    上傳時間: 2010-01-11 02:13:39 (UTC+8)
    摘要: 自從1991年蘇聯解體後,原屬於蘇維埃政府的東歐轉型中國家,嘗試建立民主政治及市場導向經濟制度,紛紛解除對金融機構的諸多管制、開放外國銀行進入及公營銀行逐漸轉為民營銀行。因此,探討銀行所有權之差異對銀行效率影響便是一有趣議題。
    本研究收集14個轉型中國家之商業銀行,研究期間為1993年至2004年。從銀行追求極小化成本假設,推導出三種投入三種產出且包含投入面技術無效率與配置無效率參數的Fourier影子成本函數。使用最大概似法進行估計,結論如下:
    (1) 發現技術無效率情形較配置無效率嚴重,轉型中國家銀行當務之急便是提升生產技術水準,如藉由鼓勵行員在職訓練以提升其素質。其次在估計配置無效率參數時,得到資本投入與資金投入相對於勞動投入有使用過多傾向。依照邊際技術替代率等於要素投入價格比,銀行應該同時減少資本投入與資金投入,已達配置效率。
    (2) 將所有權形式區分為公營銀行、外國銀行與民營銀行,顯示民營銀行經濟效率最高、外國銀行次之及公營銀行最低。
    (3) 轉型中國家銀行業長期平均而言處在規模報酬遞減階段。
    Using data covering 14 East European transition countries from 1993 to 2004, I estimate a Fourier flexible cost frontier accounting for both technical and allocative inefficiency, in which the technical inefficiency term is further specified as a function of a set of environmental variables. This type of specification allows for investigating the effects of ownership as well as other variables on bank efficiency. The allocative inefficiency is formulated as shadow input prices, which differ from the corresponding actual input prices by unknown positive constants.
    Several meaningful implications can be drawn from the empirical study. First, the technical inefficiency of banks in the transition countries is more serious than allocated inefficiency. These banks should adopt advance production technique in such a way as to promote their production efficiency. Second, according to the estimates of the shadow price parameters, we see that inputs capital and borrowed fund are both overused by the sample banks relative to input labor. Third, private-owned banks are found to be the most efficient, while state-owned banks are the least efficient. Finally, the representative bank of the transition countries exhibits decreasing returns to scale.
    顯示於類別:[經濟學系暨研究所] 學位論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    0KbUnknown211檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋