臺灣地區主要公、民營與外商銀行總要素生產力之探索

An exploration of total factor productivities of main public-owned , private and foreign banks in Taiwan.

郭姵君(Pei-Chun Kuo)

指導教授 ： 賈昭南

淡江大學/商學院/國際貿易學系國際企業學碩士班/碩士(2006年)

https://doi.org/10.6846/TKU.2006.00698

摘要

本研究由生產面的角度，比較本國銀行與外商銀行產出上的差異。以臺灣地區資產排名前九大之本國銀行及前四大之外商銀行為研究對象，採用2000 年至2005 年個別銀行之月資料進行分析。模型的設立，依循Levinsohn 與Petrin 於2003 年提出衡量總要素生產力之方法，並於生產函數中引入「可用資金」、「其他營業費用」兩個中間投入要素，作為控制產出與資本變動之用，實證分析時，假設不同分群間的「勞動」與「可用資金」變數對產出影響相同，而「資本」變數則具有差異。
實證結果發現，由資本的邊際生產力來看，外商銀行在淨值運用上最具優勢；然而由總要素生產力來看，以本國公營銀行的生產力估計值最高。另外在產出變動上，外商銀行因具多國籍企業之背景，產出水準會隨外在環境變動而調整，生產彈性較大，本國銀行的產出水準則無明顯波動。

關鍵字

總要素生產力 ； 銀行產出投入 ； 中間投入要素

並列摘要

This thesis uses seasonal data covering the period from 2000 to 2005 to examine and compare the differences between the nine largest domestic banks and four largest foreign banks operated in Taiwan area with respect to their productivities.Applying the technique suggested by Levinsohn and Petrin(2003), two intermediate inputs, namely,the funds available and operating expenses are added to the production function to control the output as well as the capital,the empirical analysis were conducted by assuming that both the productivities of labor and funds available are identical for both domestic banks and foreign banks, while their capabilities in using the capital and their decisions on increasing capital differ.
The estimated results have shown that the marginal capital productivities of the foreign banks were superior to that of the domestic banks.By separating the domestic banks in to public owned and private banks, the pooled estimate of the total factor productivities of the public owned banks performed better than the private and the foreign banks, while the former two were stable than the later during the turbulent period in which domestic banks
were under reconstruction.

並列關鍵字

Total Factor Productivity ； Outputs And Inputs of Banks ； Intermediate Input

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