中国商业银行多产出生产前沿效率的测算方法分析-analysis on the calculation method of front efficiency of multi - output production in chinas commercial banks.docxVIP

哈尔滨工业大学管理学硕士学位论文 哈尔滨工业大学管理学硕士学位论文 II II Abstract Efficiency improvement is positive for banks to imrove international competitiveness and promot rapid development. It has been a hot research how to estimate the efficiency of commercial banks effectively. The main methods are SFA and DEA now. Both methods have advantages and disadvantages. The advantage of a method is another’s defect. SFA takes into account both mathematical relationship between input and output and random errors. Comparing with DEA, it has stonger resolvability. But SFA can only be used to analyze a single production,which greatly limits the scope of the method’s application Because of the drawback that SFA is limited to a single output, this paper presents a multi-output SFA model with the production theory, optimization and random sampling. To illustrate the usefulness and effectiveness of the new model, it tood the data of 16 listed commercial banks in China during 2005 to 2011as a sample to measure the overall efficiency with the new method and verify the validity of the new method. At the same time, combining with tradional SFA model which measures a single-output efficiency, the research analyze and study the evolution and change of the efficiency of China’s commercial banks. Keywords: multi-output; stochastic frontier model: production theory; bank efficiency PAGE PAGE IV 目录 摘 要 I HYPERLINK \l _bookmark0 ABSTRACT II HYPERLINK \l _bookmark1 目录 III HYPERLINK \l _bookmark2 第1 章 绪 论 1 HYPERLINK \l _bookmark3 1.1 课题背景及研究的目的和意义 1 HYPERLINK \l _bookmark4 1.2 国内外研究现状 2 HYPERLINK \l _bookmark5 1.3 主要研究内容 5 HYPERLINK \l _bookmark6 1.4 本文的技术路线 6 HYPERLINK \l _bookmark7 第 2 章 效率测算相关理论 7 HYPERLINK \l _bookmark8 2.1 银行效率的定义 7 HYPERLINK \l _bookmark9 2.2 效率的测度方法 8 HYPERLINK \l _bookmark10 2.3 基于C-D生产函数的随机前沿模型 11 HYPERLINK \l _bookmark11 2.4 基于超越对数生产函数的随机前沿模型 11 HYPERLINK \l _bookmark12 2.5 随机前沿模型的效率估计 12 HYPERLINK \l _bookmark13 2.6 随机前沿模型的统计检验 12 HYPERLINK \l _bookmark14 2.7 本章小结