本文選題：數(shù)據(jù)包絡(luò)分析(DEA) + Malmquist全要素生產(chǎn)率指數(shù)(MPI)��； 參考：《上海經(jīng)濟研究》2013年03期

【摘要】：本文采用DEA模型和Malmquist-DEA方法,結(jié)合我國14家商業(yè)銀行2006-2010年面板數(shù)據(jù),對次貸危機背景下我國商業(yè)銀行技術(shù)效率和Malmquist全要素生產(chǎn)率指數(shù)(即MPI)進行測度比較。研究顯示:次貸危機期間,我國14家商業(yè)銀行平均技術(shù)效率值介于1(興業(yè)銀行)與0.644(農(nóng)業(yè)銀行)之間,各商業(yè)銀行技術(shù)效率差異較為顯著,四大國有商業(yè)銀行技術(shù)效率顯著低于股份制商業(yè)銀行;2006-2010年我國商業(yè)銀行Malmquist生產(chǎn)率指數(shù)有所提高,受2008年次貸危機拖累,2009年銀行業(yè)效率經(jīng)歷了促進整體技術(shù)進步、調(diào)整規(guī)模的整體修復過程;將MPI指標與DEA效率相結(jié)合,大致能夠按照競爭力高低和進步節(jié)奏快慢將我國商業(yè)銀行分為四大類。
[Abstract]:Based on the panel data of 14 commercial banks in China from 2006 to 2010, this paper uses DEA model and Malmquist-DEA method to measure and compare the technical efficiency and Malmquist total factor productivity index (TFP) of Chinese commercial banks under the background of subprime mortgage crisis. The results show that during the subprime mortgage crisis, the average technical efficiency of 14 commercial banks in China is between 1 (Industrial Bank) and 0.644 (Agricultural Bank). The technical efficiency of the four state-owned commercial banks is significantly lower than that of the joint-stock commercial banks. The Malmquist productivity index of China's commercial banks increased from 2006 to 2010. Due to the subprime mortgage crisis in 2008, the efficiency of the banking industry in 2009 has experienced a process of promoting the overall technological progress. By combining the MPI index with the efficiency of DEA, the commercial banks in China can be divided into four categories according to the competitiveness and the pace of progress.
【作者單位】： 江西師范大學財政金融學院;
【基金】：2011年國家社科基金項目“基本公共服務(wù)均等化視角下我國省級政府技術(shù)效率研究”(編號11BGL092)
【分類號】：F832.33

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本文編號：1899248