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題名:臺灣地區本國銀行成本成長率之估計
書刊名:經濟與管理論叢
作者:楊永列
作者(外文):Yang, Yung-lieh
出版日期:2010
卷期:6:1
頁次:頁79-111
主題關鍵詞:銀行產業資料包絡法麥氏指數成本成長率Banking sectorData envelopment analysisMalmquist indexCost growth rate
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(4) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:4
  • 共同引用共同引用:158
  • 點閱點閱:107
The most present articles adopted the output-oriented Malmquist productivity index (OM) for estimating the production efficiency and productivity of Bank. Based on the method of Yang and Lee (2009), the research provides the new way to discuss cost efficiency and cost growth rate of Taiwanese banking industry during 1995 to 2005. The cost growth rate was decomposed into five components: technical efficiency change, allocation efficiency change, technical structure change, input price change and output scale change. Empirical results indicate 7.87% cost growth rates decline in the banking industry. Then we apply the random-effects Tobit panel data regression analysis to investigate the determinant effects in terms of the cost efficiency and cost growth rates for these banks. The results show that the average scale of these banks is larger than optimal scale. It means that the increase of banks' scale has positive relationship to cost efficiency and allocation efficiency. The index of cost efficiency is significantly improved by the decrease of Non-Performing Loan. At least, system generalized method of moment dynamic panel model results indicate that the cost growth rate of Taiwanese banks exhibits significant positive persistence.
期刊論文
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2.Alam, Ila M. S.(2001)。A Nonparametric Approach for Assessing Productivity Dynamics of Large U.S。Banks/5 Journal of Money, Credit and Banking,33,121-139。  new window
3.Chen, T. Y .(2004)。A Study of Cost Efficiency and Privatisation in Taiwan’s Banks: The Impact of the Asian Financial Crisis。The Service Industries Journal,24,137-151。  new window
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5.Rose, P. S.(1996)。The Diversification and Cost Effects of Interstate Banking。The Financial Review,31,431-452。  new window
6.王美惠、黃台心(200509)。考慮技術與配置無效率下的銀行業規模與多元經濟分析。東吳經濟商學學報,50,1-44。new window  延伸查詢new window
7.Jemric, Igor、Vujcic, Boris(2002)。Efficiency of banks in Croatia: A DEA approach。Comparative Economic Studies,44(2),169-193。  new window
8.Isik, Ihsan、Hassan, M. Kabir(2003)。Financial Deregulation and Total Factor Productivity Change: An Empirical Study of Turkish Commercial Banks。Journal of Banking & Finance,27(8),1455-1485。  new window
9.詹維玲、劉景中(2006)。金融自由化後台灣銀行的效率及生產力。經濟論文,34,251-300。new window  延伸查詢new window
10.楊永列、黃鏡如(20091200)。臺灣地區本國銀行生產面與成本面Malmquist生產力指數之估計。經濟論文叢刊,37(4),353-378。new window  延伸查詢new window
11.Wheelock, D. C.、Wilson, P. W.(1999)。Technical Progress, Inefficiency, and Productivity Change in U.S. Banking, 1984-1993。Journal of Money, Credit and Banking,31(2),212-234。  new window
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13.Ray, Subhash C.、Desli, Evangelia(1997)。Productivity Growth, Technical Progress, and Efficiency Change in Industrialized Countries: Comment。The American Economic Review,87(5),1033-1039。  new window
14.林炳文(20020200)。臺灣地區商業銀行合併效率性之分析:資料包絡分析法的應用。臺灣管理學刊,1(2),341-355。new window  延伸查詢new window
15.Färe, R.、Grosskopf, S.、Norris, M.、Zhang, Z.(1994)。Productivity growth, technical progress, and efficiency changes in industrialized countries。The American Economic Review,84(1),66-83。  new window
16.Favero, C. A.、Papi, L.(1995)。Technical efficiency and scale efficiency in the Italian banking sector: A nonparametric approach。Applied Economics,27(4),385-395。  new window
17.鄭秀玲、劉育碩(20000300)。銀行規模、多角化程度與經營效率分析:資料包絡法之應用。人文及社會科學集刊,12(1),103-148。new window  延伸查詢new window
18.許鈺佩、張錫介(20050600)。金融控股公司實施對臺灣銀行業經營效率影響之分析。金融風險管理季刊,1(2),33-56。new window  延伸查詢new window
19.Arellano, Manuel、Bover, Olympia(1995)。Another Look at the Instrumental Variable Estimation of Error-Components Models。Journal of Econometrics,68(1),29-51。  new window
20.黃台心(19980600)。以隨機成本邊界函數分析本國銀行的規模與多元經濟。經濟論文叢刊,26(2),209-241。new window  延伸查詢new window
21.黃台心(19970300)。臺灣地區本國銀行成本效率之實證研究--隨機邊界模型之應用。人文及社會科學集刊,9(1),85-123。new window  延伸查詢new window
22.Farrell, Michael James(1957)。The Measurement of Productive Efficiency。Journal of the Royal Statistical Society: Series A (General),120(3),253-290。  new window
23.Caves, D. W.、Christensen, L. R.、Diewert, W. E.(1982)。The Economic Theory of Index Numbers and the Measurement of Input, Output and Productivity。Econometrica,50,1393-1414。  new window
24.Chen, T.Y.、Yeh, T.L.(2000)。“A Measurement of Bank Efficiency, Ownership and Productivity Changes in Taiwan”。The Service Industries Journal,20,95-109。  new window
圖書
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2.Shephard, R. W.(1970)。o f Cost and Production Functions。Princeton, USA:Princeton University Press。  new window
3.Yang, Y. L.、Lee, J. Y.(2009)。Decomposition of the Cost Growth for the US Forest Product Industries。Applied Economics Letters forthcoming。  new window
 
 
 
 
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