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題名 台灣地區本國銀行業長期效率的動態分析
作者 黃台心;陳盈秀;陳珮欣
關鍵詞 動態隨機成本邊界;技術效率;一般化動差法;調整速;Dynamic stochastic cost frontier;Technical efficiency;Generalized method of moments;Adjustment speed
日期 2007-03
上傳時間 14-Nov-2008 12:36:31 (UTC+8)
摘要 本文考慮廠商因準固定投入存在,無法立即且完全調整前期無效率之情形,建構一動態隨機成本邊界模型,研究對象為台灣地區之22家本國銀行,採用「一般化動差法」估計樣本銀行的長期效率。實證結果發現,須設定無效率遵循二階自我迥歸隨機過程,方可同時解決變數內生化與模型設定錯誤的問題,且較能描述本國銀行業的動態調整行為。民營銀行前一期的調整速度較公營銀行平均約快了40%,而前二期的調整速度兩者差異不大,顯示可能有訊息落後的情形,使得樣本銀行無法立即且完全修正當期無效率。平均而言,全體樣本銀行具有規模經濟與多元經濟。 This article estimates a dynamic stochastic cost frontier, in which firm-specific technical inefficiency levels are assumed to follow an autoregressive (AR) process due to the existence of quasi-fixed inputs. The generalized method of moments method has to be applied for obtaining consistent parameter estimates under the framework of dynamic panel data. Evidence is found that an AR (2) specification of technical inefficiency is necessary to whiten the random disturbance of the cost frontier and in turn to solve the problem of endogenous regressors. Private banks adjust their technical inefficiency toward the efficiency frontier faster than public banks. Sample banks exhibit scale and scope economies on the basis of the dynamic cost frontier, while constant returns to scale and lack of product mix economies are derived using the static cost frontier.
關聯 經濟論文, 35(1), 83-114
資料類型 article
dc.creator (作者) 黃台心;陳盈秀;陳珮欣zh_TW
dc.date (日期) 2007-03en_US
dc.date.accessioned 14-Nov-2008 12:36:31 (UTC+8)-
dc.date.available 14-Nov-2008 12:36:31 (UTC+8)-
dc.date.issued (上傳時間) 14-Nov-2008 12:36:31 (UTC+8)-
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/7498-
dc.description.abstract (摘要) 本文考慮廠商因準固定投入存在,無法立即且完全調整前期無效率之情形,建構一動態隨機成本邊界模型,研究對象為台灣地區之22家本國銀行,採用「一般化動差法」估計樣本銀行的長期效率。實證結果發現,須設定無效率遵循二階自我迥歸隨機過程,方可同時解決變數內生化與模型設定錯誤的問題,且較能描述本國銀行業的動態調整行為。民營銀行前一期的調整速度較公營銀行平均約快了40%,而前二期的調整速度兩者差異不大,顯示可能有訊息落後的情形,使得樣本銀行無法立即且完全修正當期無效率。平均而言,全體樣本銀行具有規模經濟與多元經濟。 This article estimates a dynamic stochastic cost frontier, in which firm-specific technical inefficiency levels are assumed to follow an autoregressive (AR) process due to the existence of quasi-fixed inputs. The generalized method of moments method has to be applied for obtaining consistent parameter estimates under the framework of dynamic panel data. Evidence is found that an AR (2) specification of technical inefficiency is necessary to whiten the random disturbance of the cost frontier and in turn to solve the problem of endogenous regressors. Private banks adjust their technical inefficiency toward the efficiency frontier faster than public banks. Sample banks exhibit scale and scope economies on the basis of the dynamic cost frontier, while constant returns to scale and lack of product mix economies are derived using the static cost frontier.-
dc.format application/en_US
dc.format.extent 118 bytes-
dc.format.mimetype application/octet-stream-
dc.language zh-TWen_US
dc.language en-USen_US
dc.language.iso en_US-
dc.relation (關聯) 經濟論文, 35(1), 83-114en_US
dc.subject (關鍵詞) 動態隨機成本邊界;技術效率;一般化動差法;調整速;Dynamic stochastic cost frontier;Technical efficiency;Generalized method of moments;Adjustment speed-
dc.title (題名) 台灣地區本國銀行業長期效率的動態分析zh_TW
dc.type (資料類型) articleen