基于多阶段超效率DEA模型的银行业效率研究.pdfVIP

20066 基于多阶段超效率DEA 模型的银行业效率研究 Studies on Efficiency of Chinese Banking based on the Mult-i stage Super-efficiency DEA Model 1 2 3 袁云峰 郭 莉 郭显光 Y AN Yun- feng G O Li G O Xian- guang ( 1 310023 2 210025 3 325035) [ ] 国内现有的银行DEA 效率研究文献中基本存在三个问题, 一是 同的投入产出变量选择标准导 致各研究结果之间缺乏比较的基准, 二是单一的效率指标无法反映银行的金融服务特征, 三是传统的DEA 效率 无法对有效率银行进行再排序本文通过对银行综合效率的合理分解构建了多阶段超效率DEA 模型, 可以较好 地解决这些问题同时运用该模型对中国银行业效率进行了实证检验, 得到比较有价值的研究结论 Abstract: There arethree questions basically in the existing domestic documents on bank DEA efficiency. The first is that different criterions to choose input-output variables in different papers lead to lack of benchmark on which to compare their results. The second is their index of bank efficiency cant reflect the financial service characteristicof the bank. Thethird is that it is unable to arrange in an order the efficient banks based on traditionalDEA efficiency. This paper establishes the mult-i stage super-efficiency DEA model, which can well solvethese problems, by theway of resolving rationally the comprehensive efficiency. Based on the mult-istage super-efficiency model, this paper fin- ished empirical research on the efficiency of Chinesebanking industry and drew some crucial conclusion. [] 银行效率 投入与产出 多阶段超效率 DEA 模型 Key words: Bank efficiency Input-output variables Mult-istage super-efficiency DEA model [ ] F830 [ ] A [ ] 1000- 1549 (2006) 06- 0046- 06 , DEA (David c. wheelock and Paul w . wilson, 2004; Asish sahaand T. S. ravisankar, 2000; Prasad vedula and David tripe, 2003) , , , ( , 2001; , 2003; , 2004) DEA , , , , , , ( , 2004) , DEA , DEA , ( 2001) ( 2001) ( 2003) , , , , , , , : 2006 2 6 : ( 1977 ), , , , , : , ;