頁籤選單縮合
題 名 | 臺灣地區本國銀行成本成長率之估計=The Approach for Estimating Cost Growth Rates in the Taiwanese Banking Industry |
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作 者 | 楊永列; | 書刊名 | 經濟與管理論叢 |
卷 期 | 6:1 2010.01[民99.01] |
頁 次 | 頁79-111 |
分類號 | 562.29 |
關鍵詞 | 銀行產業; 資料包絡法; 麥氏指數; 成本成長率; Banking sector; Data envelopment analysis; Malmquist index; Cost growth rate; |
語 文 | 中文(Chinese) |
英文摘要 | The most present articles adopted the output-oriented Malmquist productivity index (OM) for estimating the production efficiency and productivity of Bank. Based on the method of Yang and Lee (2009), the research provides the new way to discuss cost efficiency and cost growth rate of Taiwanese banking industry during 1995 to 2005. The cost growth rate was decomposed into five components: technical efficiency change, allocation efficiency change, technical structure change, input price change and output scale change. Empirical results indicate 7.87% cost growth rates decline in the banking industry. Then we apply the random-effects Tobit panel data regression analysis to investigate the determinant effects in terms of the cost efficiency and cost growth rates for these banks. The results show that the average scale of these banks is larger than optimal scale. It means that the increase of banks' scale has positive relationship to cost efficiency and allocation efficiency. The index of cost efficiency is significantly improved by the decrease of Non-Performing Loan. At least, system generalized method of moment dynamic panel model results indicate that the cost growth rate of Taiwanese banks exhibits significant positive persistence. |
本系統中英文摘要資訊取自各篇刊載內容。