上海大学学报(自然科学版)

• 数理化科学 • 上一篇    

基于DEA回归的我国商业银行产出函数的实证研究

毛定祥   

  1. 上海大学 国际工商与管理学院,上海 201800
  • 收稿日期:2005-06-06 修回日期:1900-01-01 出版日期:1900-01-01 发布日期:1900-01-01
  • 通讯作者: 毛定祥

Empirical Research on Production Function of Chinese Commercial Banks Based on DEA Regression

MAO Ding-xiang   

  1. School of International Business and Management, Shanghai University, Shanghai 201800, China

  • Received:2005-06-06 Revised:1900-01-01 Online:1900-01-01 Published:1900-01-01
  • Contact: MAO Ding-xiang

摘要:

运用数据包络分析(DEA)回归建立了我国商业银行产出函数,对我国14家银行的产出弹性和综合效率系数作了实证研究,指出股份制银行上市是我国银行业体制改革的有效途径.

关键词: DEA回归, 产出函数, 面板数据模型, 商业银行

Abstract:

This paper uses a DEA-regression model to establish a production function of commercial banks in China. The output elasticity coefficient and comprehensive operating efficiency coefficient of 14 Chinese banks are then studied empirically using this function. The result indicates that to make a joint stock bank a listed company is an effective pattern of reform for the Chinese banking industry. 

Key words: commercial banks, DEA-regression, panel data model, production function