| dc.contributor.advisor | 黃台心 | zh_TW |
| dc.contributor.author (Authors) | 許玟婷 | zh_TW |
| dc.creator (作者) | 許玟婷 | zh_TW |
| dc.date (日期) | 2006 | en_US |
| dc.date.accessioned | 14-Sep-2009 13:28:21 (UTC+8) | - |
| dc.date.available | 14-Sep-2009 13:28:21 (UTC+8) | - |
| dc.date.issued (上傳時間) | 14-Sep-2009 13:28:21 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0094258001 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/32234 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 經濟研究所 | zh_TW |
| dc.description (描述) | 94258001 | zh_TW |
| dc.description (描述) | 95 | zh_TW |
| dc.description.abstract (摘要) | 各國銀行業可能由於法規限制、經營管理能力與文化傳統上的差異，修正前期成本的調整速度未必完全一致。因此，本研究將Ahn et al.(2000)的生產函數模型延伸為成本函數，利用Translog成本函數衡量東西歐銀行生產成本的調整速度與長期成本效率，比較其成本效率之動態過程。採用一般動差法，分別估計1994到2005年歐洲29個國家，合計262家銀行之成本函數與技術效率。 實證結果得知，在西歐具有成熟的資本市場以及健全金融環境、管理經驗下，生產成本的調整速度，確較東歐各國銀行為快。在技術效率方面，不論在長短期，西歐各國銀行的相對效率值皆高於東歐。此外，東西歐銀行體系皆具有規模經濟與多元經濟之特性。 | zh_TW |
| dc.description.tableofcontents | 1 緒論 01 1.1 研究背景與動機 01 1.2 研究目的 02 1.3 研究範圍 03 1.4 研究架構流程圖 03 2 文獻回顧 05 2.1 經濟效率實證模型 05 2.1.1 經濟效率的定義和分類 05 2.1.2 經濟效率實證文獻 06 2.2 銀行績效之評估 08 2.3 轉型國家銀行業相關文獻 10 3 研究方法 13 3.1 模型設定 13 3.2 經濟效率 16 3.3 規模經濟與多元經濟 18 4 資料與變數定義 20 4.1 資料來源 20 4.2 研究對象 20 4.3 變數資料說明 20 4.4 樣本與統計量 22 5 實證結果 25 5.1 係數估計值與相關檢定 25 5.1.1 比較東西歐銀行體系之係數估計值 26 5.1.2 比較東西歐各國銀行體系之係數估計值 29 5.2 東西歐各國銀行體系之效率分析 34 5.3 規模經濟與多元經濟 36 6 結論 39 參考文獻 43 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0094258001 | en_US |
| dc.subject (關鍵詞) | 動態隨機邊界成本模型 | zh_TW |
| dc.subject (關鍵詞) | 經濟效率 | zh_TW |
| dc.subject (關鍵詞) | 調整速度 | zh_TW |
| dc.subject (關鍵詞) | 銀行產業 | zh_TW |
| dc.title (題名) | 比較東西歐銀行體系之動態經濟效率 | zh_TW |
| dc.type (資料類型) | thesis | en |
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