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題名：臺灣銀行業經營績效分析：Luenberger生產力指標法之應用
書刊名：經濟論文叢刊
作者：李文福／范雅鈞
作者(外文)：Lee, Wen-fu／Fan, Ya-jyun
出版日期：2010
卷期：38:4
頁次：頁593-627
主題關鍵詞：方向距離函數；Luenberger生產力指標；一致性產業效率；逾期放款；Directional distance function；Luenberger productivity indicator；Consistent industry efficiency；Non-performing loans
原始連結：連回原系統網址new window
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  • 被引用次數被引用次數:期刊(3) 博士論文(0) 專書(0) 專書論文(0)
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  • 共同引用共同引用:42
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本文利用可以同時捕捉到透過增加意欲產出，減少投入與減少非意欲產出改善績效的方向技術距離函數，評估台灣銀行業與個別銀行在民國93年至97年的Luenberger技術效率與生產力指標(indicator)。實證結果顯示台灣銀行業的無效率值隨著雙卡風暴的遠去，有逐年遞減的趨勢，但生產力的變化則是退步的情況較多，每年衰退幅度約爲投入產出樣本平均數向量的0.0205倍，其來源主要是技術衰退，衰退幅度每年約是投入產出樣本平均數向量的0.0232倍。另外，實證結果顯示樣本平均數向量和一單位基本向量兩個不同固定方向下的銀行效率排名順序高度相關，隱含方向距離函數評估效率排名頗具穩定性。有無考量逾期放款，銀行業者效率排名或生產力變動都有顯著不同。
This paper estimates the Taiwanese banks' Luenberger technical efficiency and productivity indicator during 2004-2008 by using the directional technology distance function approach, which allows inefficient banks to promote operating performance by increasing desirable outputs, decreasing inputs, and decreasing undesirable outputs at the same time. Our finding indicates that inefficiencies in the Taiwanese banking industry decreased as the financial storm of credit and cash card debts cleared. And the Taiwanese banking industry experienced a productivity regress of about 0.0205 times the input-output sample mean vector annually. The productivity regress was mainly due to technical regress, which was about 0.0232 times the input-output sample mean vector annually. In addition, the empirical results show that the bank efficiency rankings are quite robust with respect to the sample mean directional vector and the unit directional vector. Finally, consideration of the non-performing loans change the bank efficiency rankings significantly.
期刊論文
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11.Berger, Allen N.、Humphrey, David B.(1997)。Efficiency of Financial Institutions: International Survey and Directions for Future Research。European Journal of Operational Research，98(2)，175-212。  new window
12.Chambers, Robert G.、Chung, Yangho、Färe, Rolf(1996)。Benefit and Distance Functions。Journal of Economic Theory，70(2)，407-419。  new window
13.Chung, Yangho H.、Färe, Rolf、Grosskopf, Shawna(1997)。Productivity and Undesirable Outputs: A Directional Distance Function Approach。Journal of Environmental Management，51(3)，229-240。  new window
14.Fox, K.(1999)。“Efficiency at different levels of aggregation: Public vs. private sector firms”。Economic Letters，65，173–176。  new window
15.Park, H. K.、Weber,W. L.(2006)。A note on efficiency and productivity growth in the Korea banking industry, 1992–2002。Journal of Banking and Finance，30，2371-2386。  new window
16.Pastor, J. T.(1996)。Translation invariance in data envelopment analysis: A generalization。Annals of Operations Research，66，93-102。  new window
17.Ray, S. C. and Desli, E.(1997)。“Productivity growth, technical progress,and efficiency changes in industrialized countries: Comment”。American Economic Review，87，1033–1039。  new window
18.Tortosa, A. E.(2002)。“Bank cost efficiency and output specification”。Journal of Productivity Analysis，18，199–222。  new window
19.Ylvinger, S.(2000)。“Industry performance and structural efficiency measures: Solutions to problems in firm models”。European Journal of Operational Research，121，164–174。  new window
20.詹維玲．劉景中(2006)。“金融自由化後台灣銀行的效率與生產力”。《經濟論文》，34(4)，251–300。  延伸查詢new window
21.Christensen, L. R. and Jorgenson, D.W.(1970)。“U.S. real product and real factor input, 1929–1967”。Review of Income and Wealth，16，19–50。  new window
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會議論文
1.Portela, C. A. S. and Thanassoulis, E.(2008)。“Malmquist indices for measuring productivity in the presence of negative data: An application to bank branches”。Taipei。  new window
研究報告
1.Chambers, R. G.(1996)。“A new look at exact input, output, productivity and technical change measurement”。  new window
2.Diewert, W. E.(1998)。“Index number theory using differences rather than ratios”。  new window
圖書
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2.Jorgenson, Dale W.、Gollop, Frank M.、Fraumeni, Barbara M.(1987)。Productivity and U.S. Economic Growth。Harvard University Press。  new window
3.Zhu, J.(2003)。Quantitative Models for Performance Evaluation and Benchmarking: Data Envelopment Analysis with Spreadsheets and DEA Excel Solver。New York：Boston：Springer：Kluwer Academic。  new window
4.Färe, Rolf S.、Grosskopf, Shawna、Lovell, C. A. Knox(1994)。Production Frontiers。Cambridge University Press。  new window
5.Shephard, R. W.(1970)。Theory of Cost and Production Function。Princeton：Princeton University Press。  new window
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7.Nerlove, M.(1965)。Estimation and Identification of Cobb-Douglas Production Functions。Princeton。  new window
8.Ball E. F¨are R. Grosskopf S. and Nehring R.(2001)。“Productivity of the U.S. agricultural sector: The case of undesirable outputs”。New Developments in Productivity Analysis。Chicago。  new window
9.Blackorby, Charles、Primount, Doniel、Russell, R. Robert(1978)。Duality,Separability and Functional Structure: Theory and Economic Applications。New York：North Holland。  new window
10.Färe, Rolf、Grosskopf, Shawna P.(2005)。New Directions: Efficiency and Productivity。Springer。  new window
 
 
 
 
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