:::

詳目顯示

回上一頁
題名:銀行規模、多角化程度與經營效率分析:資料包絡法之應用
書刊名:人文及社會科學集刊
作者:鄭秀玲劉育碩
作者(外文):Jang, Show-lingLiou, Yu-shuo
出版日期:2000
卷期:12:1
頁次:頁103-148
主題關鍵詞:銀行經營效率多角化程度資料包絡法
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(43) 博士論文(5) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:43
  • 共同引用共同引用:73
  • 點閱點閱:130
本文利用DEA模型,分別求出國內三十九家一般銀行於1994、1995及1996這三年來之相對效率,接著應用Tobit censored迴歸分析法來探討影響這些銀行效率之主要因素,尤其是銀行規模、多角化程度和經營效率間之關係探討。此外,我們還嘗試了一些過去國內文獻未曾進行過的研究。例如以bootstrapping法示範性地實證求算出1996年國內三十九家銀行技術效率值標準差,以克服一般DEA效率值不具隨機性的缺點,使實證結果更具參考價值。
We apply the DEA model to measure the efficiency performance of 39 domestic banks in Taiwan for the years, 1994, 1995 and 1996 separately. We then use the Tobit censored regression method to investigate the determinants of the efficiency performance for these banks. In addition to the discussion on the relationship among bank scale, diversification and efficiency, the study also demonstrates how we can use the bootstrapping method to estimate the standard deviation of the technical efficiency and overcome the shortcoming of the nonstochastic property in the DEA model.
期刊論文
1.Mester, L. J.(1993)。Efficiency in the Savings and Loan Industry。Journal of Banking & Finance,17,267-286。  new window
2.Farrier, G. D.、Lovell, C. A. K.(1990)。Measuring Cost Efficiency in Banking。Journal of Econometrics,46,229-245。  new window
3.Elyasiani, E.、Mehdian, S. H.(1990)。A Nonparametric Approach to Measurement of Efficiency and Technological Change: The Case of Large U. S. Commercial Banks。Journal of Financial Services Research,4,157-168。  new window
4.Elyasiani, E.、Mehdian, S. M.(1995)。The Comparative Efficiency Performance of Small and Large US Commercial Banks in the Pre- and Post-deregulation Eras。Applied Economics,27,1069-1079。  new window
5.Oral, M.、Yolalan, R.(1990)。An empirical study on measuring operating efficiency and profitability of bank branches。European Journal of Operational Research,46(3),282-294。  new window
6.Grabowski, Richard、Rangan, Nanda、Rezvanian, Rasoul(1994)。The Effect of Deregulation on the Efficiency of U.S. Banking Firms。Journal of Economics and Business,46(1),39-54。  new window
7.李賢哲、黃文鴻、卓翠月(19980800)。臺灣公開市場中新、舊商業銀行多角化之比較分析--股權結構特性觀點。臺灣經濟金融月刊,34(8)=403,1-16。  延伸查詢new window
8.Valdmanis, V.(1992)。Sensitivity Analysis for DEA Models: An Empirical Example Using Public v. s. NFP Hospitals。Journal of Public Economics,48(2),185-205。  new window
9.Berg, S. A.、Forsund, F. R.、Jansen, E. S.(1991)。Technical Efficiency of Norwegian Banks: The Non-Parametric Approach to Efficiency Measurement。Journal of Productivity Analysis,2(2),127-142。  new window
10.Grosskopf, S.(1996)。Statistical Inference and Non-parametric Efficiency A Selective Survey。Journal of Productivity Analysis,7,161-176。  new window
11.葉桂珍、陳昱志(19951000)。銀行經營績效分析--資料包絡分析法(DEA)與財務比率法之比較。企銀季刊,19(2),30-39。  延伸查詢new window
12.羅容恒、吳桂華(19950300)。銀行經營效率之比較與改進之研究。臺灣銀行季刊,46(1),93-122。new window  延伸查詢new window
13.馬裕豐(19941000)。銀行分支單位經營績效衡量模式之構建--資料包絡分析模式(DEA)的應用。企銀季刊,18(2),13-24。  延伸查詢new window
14.Aly, Hassan Y.、Grabowski, R.、Pasurka, C.、Rangan, N.(1990)。Technical, scale, and allocative efficiencies in U.S. banking: An empirical investigation。Review of Economics and Statistics,72(2),211-218。  new window
15.Espahbodi, Pouran(1991)。Identification of problem banks and binary choice models。Journal of Banking and Finance,15(1),53-71。  new window
16.鄭秀玲、周群新(19980900)。調整風險後之銀行效率分析:臺灣銀行業的實證研究。經濟論文叢刊,26(3),337-366。new window  延伸查詢new window
17.Sherman, H. David、Gold, Franklin(1985)。Bank Branch Operating Efficiency: Evaluation with Data Envelopment Analysis。Journal of Banking and Finance,9(2),297-315。  new window
18.Yue, Piyu(1992)。Data Envelopment Analysis and Commercial Bank Performance: A Primer with Applications to Missouri Banks。Federal Reserve Bank of St. Louis Economic Review,74(1),31-45。  new window
19.Simar, L.、Wilson, P. W.(1998)。Sensitivity Analysis of Efficiency Scores: How to Bootstrap in Nonparametric Frontier Models。Management Science,44(1),49-61。  new window
20.Amemiya, T.(1973)。Regression analysis when the dependent variable is truncated normal。Econometrica,41(6),997-1016。  new window
21.Andersen, Per、Petersen, Niels Christian(1993)。A procedure for ranking efficient units in data envelopment analysis。Management Science,39(10),1261-1264。  new window
22.Timmer, C. P.(1971)。Using a Probabilistic Frontier Production Function to Measure Technical Efficiency。Journal of Political Economy,79(4),776-794。  new window
23.Rangan, Nanda、Pasurka, Carl、Aly, Hassan Y.、Grabowski, Richard(1988)。The Technical Efficiency of U. S. Banks。Economics Letters,28(2),169-175。  new window
24.Berger, Allen N.、Humphrey, David B.(1991)。The Dominance of Inefficiencies over Scale and Product Mix Economies in Banking。Journal of Monetary Economics,28(1),117-148。  new window
25.Banker, Rajiv D.、Charnes, Abraham、Cooper, William Wager(1984)。Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis。Management Science,30(9),1078-1092。  new window
26.鄭秀玲、陳欽奇、劉錦添(19970300)。臺灣中小企銀體系的成本結構及生產力實證分析。經濟論文叢刊,25(1),45-72。new window  延伸查詢new window
27.Seiford, Lawrence M.(1996)。Data Envelopment Analysis: The Evolution of the state of the Art (1978-1995)。Journal of Pharmaceutical Analysis,7(2/3),99-137。  new window
28.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
29.Farrell, Michael James(1957)。The Measurement of Productive Efficiency。Journal of the Royal Statistical Society: Series A (General),120(3),253-290。  new window
30.Charnes, Abraham、Cooper, William W.、Rhodes, Edwardo(1978)。Measuring the efficiency of decision making units。European Journal of Operational Research,2(6),429-444。  new window
31.鄭秀玲、劉錦添、陳欽奇(19970300)。臺灣中小企業銀行的效率分析(1986-1994年)。經濟論文,25(1),69-95。new window  延伸查詢new window
32.Hall, Robert E.、Jorgenson, Dale W.(1967)。Tax Policy and Investment Behavior。The American Economic Review,57(3),391-414。  new window
33.Hancock, D.(1985)。The Financial Firm: Production with Monetary and Nonmonetary Goods。Journal of Political Economy,93(5),859-880。  new window
34.Fare, R.、Grosskopf, S.、Weber, W. L.(1989)。Measuring School District Performance。Public Finance Quarterly,17(4),409-429。  new window
35.Register, C. A.、Cooperman, E. S.、Cebenoyan, A. S.(1993)。Firm Efficiency and the Regulatory Closure of S&Ls: An Empirical Investigation。The Review of Economics and Statistics,75(3),540-545。  new window
36.Miller, Stephen M.、Kaparakis, E. I.、Noulas, Athanasios G.(1994)。Short-run Cost Inefficiency of Commercial Banks: A Flexible Stochastic Frontier Approach。Journal of Money, Credit and Banking,26(4),875-893。  new window
37.Batra, G.、Aw, B. Y.(1998)。Firm Size and the Pattern of Diversification。International Journal of Industrial Organization,16,313-331。  new window
38.Ferrier, G.、Grosskopf, S.、Hayes, K.、Yaisawarng, S.(1993)。Economies of Diversification in the Banking Industry: A Frontier Approach。Journal of Monetary Economics,31,229-249。  new window
39.Ferrier, G. D.、Hirschberg, J. G.(1997)。Bootstrapping Confidence Intervals for Linear Programming Efficiency Scores: With an Illustration Using Italian Banking Data。Journal of Productivity Analysis,8(1),19-33。  new window
40.Forsund, F. R.、Hjalmansson, L.(1979)。Frontier Production Functions and Technical Progress: A Study of General Milk Processing in Swedish Dairy Plants。Econometrica,47,883-900。  new window
41.Gollop, F. M.、Monahan, J. L.(1991)。A Generalized Index of Diversification: Trends in U. S. Manufacturing。The Review of Economics and Statistics,73,318-330。  new window
42.Grabowski, R.、Mehdians, S.(1989)。A Comparison of the rate of Technical Change between FMHA and non-FMHA Farmers。Journal of Productivity Analysis,1,155-163。  new window
43.Grosskopf, S.、Yaisawarng, S.(1990)。Economies of Scope in the Provision of Local Public Services。National Tax Journal,43,63-76。  new window
44.Hall, P.(1986)。On the Number of Bootstrap Simulations Required to Construct a Confidence Interval。Ann. Statistics,14,1453-1462。  new window
45.Kneip, A.、Simar, L.、Park, B. U.(1998)。A note on the Convergence of DEA。Econometric Theory,14,783-793。  new window
46.Parkan, C.(1987)。Measuring the Efficiency of Service Operations: An Application to Bank Branches。Engineering Costs and production Economics,12,237-242。  new window
47.Seiford, L. M.、Thrall, R. M.(1990)。Recent Development in Data Envelopment Analysis (DEA): The Mathematical Programming Approach to Frontier Analysis。Journal of Econometrics,46(1/ 2),7-38。  new window
48.Simar, L.(1992)。Estimating Efficiencies from Frontier Models with Panel Data: A Comparison of Parametric, Non-Parametric and Semi-Parametric Methods with Bootstrapping。Journal of Productivity Analysis,3,171-191。  new window
49.Simar, L.(1996)。Aspects of Statistical Analysis in DEA-Type Frontier Models。Journal of Productivity Analysis,7,177-185。  new window
50.Simar, L.、Wilson, P. W.(1999)。Some Problems with the Ferrier/ Hirschberg Bootstrap Idea。Journal of Productivity Analysis,11,67-80。  new window
會議論文
1.張靜貞、謝宗權(1995)。臺灣地區農會信用部經營效率分析--資料包絡分析法之應用。臺灣經濟學會年會,411-439。  延伸查詢new window
圖書
1.Färe, Rolf、Lovell, C. A. Knox、Grosskopf, Shawna P.(1985)。The measurement of efficiency of production。Boston, Massachusetts:Kluwer-Nijhoff Publisher。  new window
2.Färe, Rolf S.、Grosskopf, Shawna、Lovell, C. A. Knox(1994)。Production Frontiers。Cambridge University Press。  new window
3.Efron, Bradley、Tibshirani, Robert J.(1993)。An Introduction to the Bootstrap。Chapman & Hall/CRC。  new window
4.黃敏助(1985)。建立我國銀行經營評鑑制度之研究。建立我國銀行經營評鑑制度之研究。沒有紀錄。  延伸查詢new window
5.Ahn, T.、Seiford, L. M.(1992)。Sensitivity of DEA to Models and Variable Sets in a Hypothesis Test Setting: The Efficiency of University Operations。Creative and Innovative Approaches to the Science of Management。New York, NY。  new window
6.Jovanovic, B.(1993)。The Diversification of Production。Microeconomics。沒有紀錄。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
無相關書籍
 
無相關著作
 
QR Code
QRCODE