基于DEA方法和多元回归分析方法的中国商业银行效率分析-金融学专业论文.docxVIP

哈尔滨工业大学工学硕士学位论文 哈尔滨工业大学工学硕士学位论文 II II Abstract In recent years, as the continuously development in the commercial banking industry, the operation efficiency of commercial banks has gained more and more attention among economists and government supervision departments. Nowadays, most researchers from all over the world use Data Envelop Analysis, aka DEA method, to perform operational efficiency analysis. DEA is a non-parametric linear programming design and it has been widely used to analyze the relative efficiency among different decision units. However, the DEA method still have certain limitation and could only provide objective analysis instead of subjective support. In this paper, the writer fully considered the limitation of DEA method and applied a combination of HYPERLINK /multiple%20regression%20analysis multiple regression analysis and DEA to analyze the operational efficiency of China’s commercial banking industry. After using DEA to analyze the operational efficiency of the targets, the writer used DEA efficiency emulation value as the independent variable, used output and input index as dependent variable to conduct HYPERLINK /multiple%20regression%20analysis multiple regression analysis. By analyzing the coefficient of the variables and its significance, the writer ruled out certain variables. The writer then used the filtered variables to conduct a second DEA analysis to get the actual efficiency performance. By using the combination of DEA and HYPERLINK /multiple%20regression%20analysis multiple regression analysis, the writer ensured a more accurate and objective result. The empirical analysis shows, the operational efficiency of China’s commercial banks has been steadily increased in the past five years. The operational efficiency of large state-controlled commercial banks is significantly lower than their joint-equity peers. The source of the deficiency mostly comes from scale of inefficiency. Based on the empirical analysis, the writer proposed