| dc.contributor.advisor | 黃台心 | zh_TW |
| dc.contributor.author (Authors) | 陳盈昭 | zh_TW |
| dc.creator (作者) | 陳盈昭 | zh_TW |
| dc.date (日期) | 2008 | en_US |
| dc.date.accessioned | 8-Dec-2010 16:15:53 (UTC+8) | - |
| dc.date.available | 8-Dec-2010 16:15:53 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-Dec-2010 16:15:53 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0096352008 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/49666 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 金融研究所 | zh_TW |
| dc.description (描述) | 96352008 | zh_TW |
| dc.description (描述) | 97 | zh_TW |
| dc.description.abstract (摘要) | 本研究以Rao(2006)的MMPI為基礎，在距離函數觀念下將MMPI進行拆解，分解成技術效率變動、技術變動、規模變動以及追趕項，再將追趕成份，進一步拆解為「技術追趕」(catch-up in technology, 簡稱CUT) 與「潛在技術變動」(potential technological change, PTC)，其中，CUT又可再分解為變動規模報酬之下的效率追趕(catch-up in efficiency, CUE)及規模追趕 (catch-up in scale, CUS)。實證上，利用1993-2007年間，15個歐洲國家的財務報表資料，運用DEA法分析西歐金融機構之經營效率，並進行生產力的推估與拆解，同時結合共同邊界的分析架構，從事群組國家間比較分析。實證結果發現，MMPI表現突出的群組，主要來自於技術效率的進步，例如：北歐三國群組和奧地利；其次是規模效率的進步，例如：北歐三國與法國；最後才是技術變動，例如法國。而在十個國家群組中，除了義大利的MMPI退步以及奧地利的規模效率呈現持平外，其餘八個群組的MMPI與其三個構成項目，都呈現同升同降的相同趨勢，不同處僅在於變動幅度大小。例如MMPI都呈現進步的情形，其構成項目，分別表現出技術退步、技術效率進步以及規模效率進步。這樣的結果可能來自於歐洲單一市場的運作方式。又依MMPI統計差異性檢定的結果，我們可以將原先依MMPI數值大小排序的十個國家群組，重新考慮群組間統計上差異及無差異的情形，合併為五個層次的生產力成長情形，第一層為北歐三國，MMPI成長最快，其次為奧地利、法國、比利時，再次為荷葡西英群組，第四層是盧森堡、瑞士，最末層則為德國、丹麥及義大利。 | zh_TW |
| dc.description.tableofcontents | 第一章 緒論 1第一節 研究背景 1第二節 研究動機 2第三節 研究架構 3第二章 文獻回顧 5第一節 早期的共同生產函數相關文獻 5第二節 共同邊界生產函數模型的演進 6第三節 共同邊界方法的應用 8第四節 生產力之研究 10第三章 研究方法 14第一節 距離函數(distance function)簡介 14第二節 共同邊界與群組邊界 16第三節 資料包絡分析法 18第四節 生產力衡量 19第四章 資料蒐集與整理 25第一節 資料來源與整理 25第二節 變數定義 25第三節 樣本統計量 26第五章 實證結果分析 29第一節 TE及TGR的比較 29第二節 各國MMPI比較與MMPI變動原因 33第三節 MMPI與GMPI是否一致？ 35第四節 MMPI與GMPI的時間趨勢變化 39第五節 MMPI平均值差異性檢定 47第六節 銀行規模與生產力之關係 51第六章 結論與建議 53參考文獻 55附錄 58 | zh_TW |
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| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0096352008 | en_US |
| dc.subject (關鍵詞) | 共同邊界 | zh_TW |
| dc.subject (關鍵詞) | Malmquist指數 | zh_TW |
| dc.subject (關鍵詞) | 技術效率 | zh_TW |
| dc.subject (關鍵詞) | 技術缺口比率 | zh_TW |
| dc.subject (關鍵詞) | 資料包絡分析法 | zh_TW |
| dc.title (題名) | 延伸共同邊界模型至麥氏生產力指數探討西歐各國銀行效率與生產力變動 | zh_TW |
| dc.type (資料類型) | thesis | en |
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