- 期刊
東西歐商業銀行技術效率與效率調整速度之比較
A Comparison of the Technical Efficiency and Adjustment Speeds for Commercial Banks between West and East European Countries
摘要
本研究延伸Ahn et al. (2000)的生產函數模型，採用多期具前瞻性的理性預期模型，堆導出動態成本函數迴歸模型，再將經濟效率導入後，設定動態Translog成本函數，進而討論規模與多元經濟。採用一般化動差法，估計1994到2005年東西歐29個國家，合計262家銀行之成本函數、成本調整速度與長短期技術效率。西歐諸國具有成熟的資本市場、健全金融環境以及管理經驗，銀行廠商生產成本的調整速度，確較東歐各國銀行快。在技術效率方面，西歐各國銀行長短期相對效率值皆高於東歐。此外，東西歐銀行產業皆具有規模與多元經濟特性，持續擴大生產規模與提供多樣化金融商品，有助於降低成本。
並列摘要
This paper extends Ahn et al. (2000) from the adaptive expectations to a multi- period forward-looking rational expectations model that allows us to derive a dynamic cost frontier suitable for describing the production process of commercial banks. Faced with quasi-fixed inputs and adopting innovations in a sluggish manner, banks are usually unable to adjust their production inefficiencies instantaneously. This leads to a dynamic panel data cost model, which can be used to estimate and to compare the production efficiency, adjustment speeds toward long-run steady state, and scale and scope economies for the commercial banks of West and East European countries. The adjustment speeds of the banks in the West European countries are found to be faster than those of the banks in the East European countries. In addition, scale and scope economies prevail in the sample countries.
參考文獻
被引用紀錄
延伸閱讀
- Huang, T. H., Chiang, L. C., Chen, K. C., & Chiu, P. H. (2010). 應用共同邊界成本函數探討西歐十六國銀行業技術效率和技術缺口比率. 管理評論, 29(3), 25-43. https://doi.org/10.6656/MR.2010.29.3.CHI.25
- 卓翠月、黃明祥、楊永列（2011）。銀行業效率變數選擇與獲利能力關聯性之研究。東海管理評論，13(1)，113-146。https://doi.org/10.29724/TMR.201108.0004
- 楊馥如、江蕙如（2011）。公司治理對我國銀行業技術效率之影響。績效與策略研究，8(1)，43-59。https://doi.org/10.6736/JPSR.201103_8(1).0003
- 陳玉軒（2015）。歐債危機後與量化寬鬆後之西班牙產業結構與失業率之評估〔碩士論文，淡江大學〕。華藝線上圖書館。https://doi.org/10.6846/TKU.2015.00408
- 蔡昀恬（2005）。Joint Study of Banks’ Risk Preferences and Technical Efficiency in Nine East Asia Countries〔碩士論文，淡江大學〕。華藝線上圖書館。https://doi.org/10.6846/TKU.2005.00386