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題名 彈性函數形、對偶性及其應用之探討—我國商業銀行之多元生產成本理論實證研究 作者 林宏鍾 貢獻者 毛維凌
林宏鍾日期 1989 上傳時間 4-五月-2016 14:34:47 (UTC+8) 摘要 本文摘要 本文目的在探討同時生產多種商品的多元廠商生產及成本的理論，並做實證。我們的目標是經由實際數據的估計，找出證據，證明多元生產的假設確實可成立，且有理論所述的規模經濟、聯合生產經濟、分加性等現象。 本文的特色是理論與實證並重;以理論的探討做基礎，經由適當的計量方法，進行理論與實證分析;所以本文在理論方面，找到一些文獻上的錯誤外，並不時以批判的角度，探討理論完成實證。 本文的結論，我們證明了本文先前的假設:現實社會多元生產現像確實存在!以我國八家商銀為例，經由資料的估計、計算而得到的情報顯示，總合生產規模顯著大於一，聯合生產經濟也有充分條件的存在，另外在非射線凸剖面及分加性上，檢定亦成立。觀諸商銀實況，與此可謂相符。是故，本文的假設，可資成立，多元廠商理論也在現實的社會中，找到註腳! 本文另一特點是揭開實證的黑箱(black box) , 以完全揭示的程式執行結果檔，作為事實真相最好的說明。 參考文獻 參考文獻 一.英文部份 Allen, R.G.D.: Mathematical Analysis for Economists, 1938. Barnett, W.A. (1983)"Definitions of `Second Order Approximation` and of `Flexible Functional Form` ", Economic Letters 12,, 31-35. Bailey, E.E. and F. Friedleander (1982)"Market Structure and and Multiproduct Industries”, Journal of Economic Literature, 20, 1024-1048. Barnett, W.A. (1983)"The Minflex-Laurent Translog Flexible Functional Form”, Journal of Econometrics, 30, 33-44. Barnett, W.A., Y.W.Lee and M.Wolfe(1985)"The Three Dimensional Global Properties of Minflex Laurent, Generalized Leontief, and Translog Flexible Functional Forms Baumol, W.J. (1975)"Scale Economies, Average Cost, and Profitbility og Marginal Cost pricing", in Grieson, eds., Essay in Urbian Economics and Public Finance, 43-57. Baumol, W.J. (1977)"On the Proper Cost Tests for Natural Monopoly in Multiproduct Industry", American Economic Review, 67, 809-822. Berndt, E. and L.R. Christensen (1973)"The internal structure of functional relationships”, Review of Economic Studies, 403-410. Christensen, L.R., D.W. Jorgenson, and L.J. Lau (1971)"Conjugate Duality and the Transcendental Logarithmic Production Function", Econometrica, 39,255-256. Christensen, L. R., D. W. Jorgenson, and L. J. Lau (1973) "Transcendental Logarithmic Production Frontiers”, Review of Economics and Statistics, 55,28-45. Denny, M. (1974)"The relationship between functional forms for the production system", Canadian Journal of Economics, 21-31. Denny, M. and M. Fuss (1977)"The use of approximation analysis to test for separability and the existence of consistent aggregates", American Economic Review, 404-418. Denny, M. and C. Pinto (1978)"An Aggregate Model with Multiproduct Technolgies", in: M. Fuss and M. McFadden eds., Production Economics, 247-267. Diewert, W.E. (1974)"Applications of duality theory", in: Intriligator and D.A. Kendrick, eds., Frontiers of Quantitative Economics, vol. II, 106-171. Diewert, W.E.(1971)"An application of the Shephard duality theorem: a generalized Leontief production function", Journal of Political Economy,79,481-507. Gallant, R.A. (1981)"On the Bias in Flexible Functional Forms and an Essentially Unbiased Form: The Fourier Founctional Form", Journal of Econometrics, 15,211-245. ` Goldstein, S.J., J.E. McNulty, and J.A. Verbrugge (1987)"Scale Economies in the Savings and Loan Industry Before Diversification", Journal of Economics and Business, 39,199- 207. <參考文獻> Kmenta, J. (1967)"On estimation of the CES production function", International Economic Review, 8,180-189. Lau, L.J. (l986), chp.26, in: Z. Griliches and M.D. Intriligator, eds., Handbook of Econometrics, vol. III, 1515-1567. • Lau, L.J. (l974)"Comments on applications of duality theory", in: Intriligator and D.A. Kendrick, eds., Frontiers of Quantitative Economics, vol. II, 176-199. Lau, L.J. (1974)"Profit functions of technologies with Multiple inputs and outputs", Review of Economics and Statistics, 54, 281-289. McFadden, D. (1963)"Further results on CES production functions", Review of Economic Studies, 30, 73-83. Mundlak, Y. (1968)"Elasticities of substitution and the theory of derived demand", Review of Economic Studies, 35, 225-236. Mundlak, Y. (1968)"Transcendental multiproduct production functions", International Economic Review, 5, 273-284. Murray, J.D. and R.W. White (1983)"Economies of Scale and Economies OF Scope in Multiproduct Financial Institution: A British Columbia Credit Unions", Journal of Finance, 38, 887-902. Panzar, J.C. and R.C. Willig (1977)"Economies of Scale in Multi-output Production", Quarterly Journal of Economics, 91, 481-493. Panzar, J.C. and R.C. Willig (l981)"Economies of Scope", American Economic Review, 71, 268-272. Revankar, N. (1971)"A class of variable elasticity of substitution production functions", Econometrica, 39, 61-72. Sato, K. (l967)"A two level CES production function", Review of Economic Studies, 98, 201-218. Tremblay, V.J. (1987)"Scale Economies, Technological Change, and Firm-Cost Asymmetries in the US Brewing Idustry", Quarterly Review of Economics and Business, 27, 71-86. Uzawa, H. (1964)"Duality principles in the theory of cost and production", International Economic Review, 5, 216-220. Uzawa, H. (1962)"Production functions with constant elasticity of substitution", Review of Economic Studies, 29,291-299. Willig, R.D. (1979)"Multiproduct Technology and Market Stucture", American Economic Review, 69, 346-351. 二.中文部份 1.蔡培玄:信用合作社規模經濟之研究，基層金融研究發展叢書之23，基層金融研究訓練中心，民國76年1月。 2.練有為(1988) "台灣地區大企業成本函數試析"台銀季刊，39卷4期，94-132。 3.梁啟源:台灣能源經濟模型之研究，現代經濟探討叢書之七，中央研究院，民國76年6月。 4.桂勝嘉:台灣地區銀行體系規模經濟之研究，淡江大學金融研究所碩士論文，民國77年6月。 描述 碩士
國立政治大學
經濟學系資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002005810 資料類型 thesis dc.contributor.advisor 毛維凌 zh_TW dc.contributor.author (作者) 林宏鍾 zh_TW dc.creator (作者) 林宏鍾 zh_TW dc.date (日期) 1989 en_US dc.date.accessioned 4-五月-2016 14:34:47 (UTC+8) - dc.date.available 4-五月-2016 14:34:47 (UTC+8) - dc.date.issued (上傳時間) 4-五月-2016 14:34:47 (UTC+8) - dc.identifier (其他 識別碼) B2002005810 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/90661 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 經濟學系 zh_TW dc.description.abstract (摘要) 本文摘要 本文目的在探討同時生產多種商品的多元廠商生產及成本的理論，並做實證。我們的目標是經由實際數據的估計，找出證據，證明多元生產的假設確實可成立，且有理論所述的規模經濟、聯合生產經濟、分加性等現象。 本文的特色是理論與實證並重;以理論的探討做基礎，經由適當的計量方法，進行理論與實證分析;所以本文在理論方面，找到一些文獻上的錯誤外，並不時以批判的角度，探討理論完成實證。 本文的結論，我們證明了本文先前的假設:現實社會多元生產現像確實存在!以我國八家商銀為例，經由資料的估計、計算而得到的情報顯示，總合生產規模顯著大於一，聯合生產經濟也有充分條件的存在，另外在非射線凸剖面及分加性上，檢定亦成立。觀諸商銀實況，與此可謂相符。是故，本文的假設，可資成立，多元廠商理論也在現實的社會中，找到註腳! 本文另一特點是揭開實證的黑箱(black box) , 以完全揭示的程式執行結果檔，作為事實真相最好的說明。 zh_TW dc.description.tableofcontents 第一章 緒論………1-1 本章註釋………1-4 第二章 彈性函數形與對偶性………2-1 第一節 對偶定理………2-1 第二節 對偶體系與對偶方法在數理及計量上之應用………2-3 第三節 函數形比較的標準………2-5 第四節 函數形淺述………2-8 第五節 函數形綜合比較………2-18 本章註釋………2-註釋-1 第三章 規模經濟 聯合生產經濟及分隔性………3-1 第一節 多元生產規模經濟理論………3-1 第二節 分加性、非線性凸剖面及M曲線………3-6 第三節 函數形得分隔性………3-8 文章註釋………3-13 第四章 理論模型與計量方法………4-1 第一節 理論模型………4-1 第二節 資料說明………4-3 第三節 計量方法………4-5 第四節 估計程序與程式設計………4-8 文章註釋………4-11 第五章 結論與建議………5-1 文章註釋………5-9 附錄目次 附錄一:二階函數形彈性一般化判定………A1-1 附錄二:一般化二次式函數形一、二階彈性………A2-1 附錄三:資料檔………A3-1 附錄四:工資變數值之推估………A4-1 附錄五-A………A5-A-1 附錄五-B………A5-B-1 參考文獻 本文表次 表一:函數形比較………2-19 表二:限制函數形比較………3-13 表三:限制形函數形F檢定式暨參數………4-8 表四:二次對數各限制形F檢定………5-2 表五:一般齊次限制形F檢定………5-2 表六:要素份額比較靜態分析………5-4 表七:要素需求價格彈性 要素替代暨要素密集度………5-5 表八:成本函數正規條件檢定………5-5 表九:多元成本理論實證結果………5-6 表十:平均數暨T檢定………5-6 本文圖次 圖一:生產成本之對偶體系………2-4 圖二:非射線凸剖面………3-7 本文使用符號及部分名詞譯名一覽表 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002005810 en_US dc.title (題名) 彈性函數形、對偶性及其應用之探討—我國商業銀行之多元生產成本理論實證研究 zh_TW dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) 參考文獻 一.英文部份 Allen, R.G.D.: Mathematical Analysis for Economists, 1938. Barnett, W.A. (1983)"Definitions of `Second Order Approximation` and of `Flexible Functional Form` ", Economic Letters 12,, 31-35. Bailey, E.E. and F. Friedleander (1982)"Market Structure and and Multiproduct Industries”, Journal of Economic Literature, 20, 1024-1048. Barnett, W.A. (1983)"The Minflex-Laurent Translog Flexible Functional Form”, Journal of Econometrics, 30, 33-44. Barnett, W.A., Y.W.Lee and M.Wolfe(1985)"The Three Dimensional Global Properties of Minflex Laurent, Generalized Leontief, and Translog Flexible Functional Forms Baumol, W.J. (1975)"Scale Economies, Average Cost, and Profitbility og Marginal Cost pricing", in Grieson, eds., Essay in Urbian Economics and Public Finance, 43-57. Baumol, W.J. (1977)"On the Proper Cost Tests for Natural Monopoly in Multiproduct Industry", American Economic Review, 67, 809-822. Berndt, E. and L.R. Christensen (1973)"The internal structure of functional relationships”, Review of Economic Studies, 403-410. Christensen, L.R., D.W. Jorgenson, and L.J. Lau (1971)"Conjugate Duality and the Transcendental Logarithmic Production Function", Econometrica, 39,255-256. Christensen, L. R., D. W. Jorgenson, and L. J. Lau (1973) "Transcendental Logarithmic Production Frontiers”, Review of Economics and Statistics, 55,28-45. Denny, M. (1974)"The relationship between functional forms for the production system", Canadian Journal of Economics, 21-31. Denny, M. and M. Fuss (1977)"The use of approximation analysis to test for separability and the existence of consistent aggregates", American Economic Review, 404-418. Denny, M. and C. Pinto (1978)"An Aggregate Model with Multiproduct Technolgies", in: M. Fuss and M. McFadden eds., Production Economics, 247-267. Diewert, W.E. (1974)"Applications of duality theory", in: Intriligator and D.A. Kendrick, eds., Frontiers of Quantitative Economics, vol. II, 106-171. Diewert, W.E.(1971)"An application of the Shephard duality theorem: a generalized Leontief production function", Journal of Political Economy,79,481-507. Gallant, R.A. (1981)"On the Bias in Flexible Functional Forms and an Essentially Unbiased Form: The Fourier Founctional Form", Journal of Econometrics, 15,211-245. ` Goldstein, S.J., J.E. McNulty, and J.A. Verbrugge (1987)"Scale Economies in the Savings and Loan Industry Before Diversification", Journal of Economics and Business, 39,199- 207. <參考文獻> Kmenta, J. (1967)"On estimation of the CES production function", International Economic Review, 8,180-189. Lau, L.J. (l986), chp.26, in: Z. Griliches and M.D. Intriligator, eds., Handbook of Econometrics, vol. III, 1515-1567. • Lau, L.J. (l974)"Comments on applications of duality theory", in: Intriligator and D.A. Kendrick, eds., Frontiers of Quantitative Economics, vol. II, 176-199. Lau, L.J. (1974)"Profit functions of technologies with Multiple inputs and outputs", Review of Economics and Statistics, 54, 281-289. McFadden, D. (1963)"Further results on CES production functions", Review of Economic Studies, 30, 73-83. Mundlak, Y. (1968)"Elasticities of substitution and the theory of derived demand", Review of Economic Studies, 35, 225-236. Mundlak, Y. (1968)"Transcendental multiproduct production functions", International Economic Review, 5, 273-284. Murray, J.D. and R.W. White (1983)"Economies of Scale and Economies OF Scope in Multiproduct Financial Institution: A British Columbia Credit Unions", Journal of Finance, 38, 887-902. Panzar, J.C. and R.C. Willig (1977)"Economies of Scale in Multi-output Production", Quarterly Journal of Economics, 91, 481-493. Panzar, J.C. and R.C. Willig (l981)"Economies of Scope", American Economic Review, 71, 268-272. Revankar, N. (1971)"A class of variable elasticity of substitution production functions", Econometrica, 39, 61-72. Sato, K. (l967)"A two level CES production function", Review of Economic Studies, 98, 201-218. Tremblay, V.J. (1987)"Scale Economies, Technological Change, and Firm-Cost Asymmetries in the US Brewing Idustry", Quarterly Review of Economics and Business, 27, 71-86. Uzawa, H. (1964)"Duality principles in the theory of cost and production", International Economic Review, 5, 216-220. Uzawa, H. (1962)"Production functions with constant elasticity of substitution", Review of Economic Studies, 29,291-299. Willig, R.D. (1979)"Multiproduct Technology and Market Stucture", American Economic Review, 69, 346-351. 二.中文部份 1.蔡培玄:信用合作社規模經濟之研究，基層金融研究發展叢書之23，基層金融研究訓練中心，民國76年1月。 2.練有為(1988) "台灣地區大企業成本函數試析"台銀季刊，39卷4期，94-132。 3.梁啟源:台灣能源經濟模型之研究，現代經濟探討叢書之七，中央研究院，民國76年6月。 4.桂勝嘉:台灣地區銀行體系規模經濟之研究，淡江大學金融研究所碩士論文，民國77年6月。 zh_TW
