本文關(guān)鍵詞：中國城市商業(yè)銀行全要素生產(chǎn)率增長及其影響因素分析　出處：《浙江工商大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 城市商業(yè)銀行 全要素生產(chǎn)率 全域Malmquist-Luenberger指數(shù)法 面板Tobit模型

【摘要】：中國城市商業(yè)銀行自1995年創(chuàng)建以來,經(jīng)過了近20年的發(fā)展,到2013年中國已擁有了146家城市商業(yè)銀行,其資產(chǎn)總額占整個(gè)銀行業(yè)的比重達(dá)到了10.03%,可見城市商業(yè)銀行已是銀行業(yè)的重要組成部分。自其創(chuàng)建以來,就積極致力于為中小企業(yè)提供資金服務(wù),已是中小企業(yè)發(fā)展強(qiáng)大的資金后盾�？梢哉f城市商業(yè)銀行的發(fā)展直接影響到整個(gè)銀行業(yè)甚至金融市場的發(fā)展。城市商業(yè)銀行在快速發(fā)展的同時(shí)也存在諸多問題,例如發(fā)展依賴性強(qiáng)、服務(wù)群體集中等,這些因素都可能成為其生產(chǎn)率發(fā)展的制約因素。因此客觀分析城市商業(yè)銀行的全要素生產(chǎn)率,以及探討城市商業(yè)銀行生產(chǎn)率的影響因素顯得極為重要。 由于傳統(tǒng)的Malmquist-Luenberger指數(shù)法具有線性無解且不具有傳遞性的特征,所以本文在已有的商業(yè)銀行研究文獻(xiàn)上,以數(shù)據(jù)包絡(luò)分析法(DEA)為基礎(chǔ)構(gòu)建了全域Malmquist-Luenberger (GTML)指數(shù)法對(duì)銀行全要素生產(chǎn)率進(jìn)行測算。本文在研究城市商業(yè)銀行全要素生產(chǎn)率影響因素時(shí)將國家及國有控股比重作為主要研究指標(biāo),且同時(shí)考慮本文數(shù)據(jù)的完整性,故從146家城市商業(yè)銀行中篩選出20家,對(duì)其從2008-2013年的全要素生產(chǎn)率進(jìn)行了測算,并將生產(chǎn)率指標(biāo)進(jìn)一步分解為技術(shù)效率和技術(shù)進(jìn)步指標(biāo),進(jìn)而具體分析中國城市商業(yè)銀行生產(chǎn)率變動(dòng)的原因。并結(jié)合國有控股銀行及股份制銀行對(duì)中國城市商業(yè)銀行的實(shí)證結(jié)果進(jìn)行對(duì)比分析。結(jié)果表明：中國銀行業(yè)整體全要素生產(chǎn)率呈改進(jìn)趨勢,且其全要素生產(chǎn)率的增長源于技術(shù)效率的提高；雖然城市商業(yè)銀行平均全要素生產(chǎn)率是下降的,但從全樣本銀行的技術(shù)效率指標(biāo)看,浙江民泰商業(yè)銀行(3.05%)、廣東南粵銀行(1.55%)、浙江稠州商業(yè)銀行(0.91%)、浙江泰隆商業(yè)銀行(0.79%)這四家城市商業(yè)銀行的技術(shù)效率是最高的,且城商行的整體技術(shù)效率相比其他兩類銀行是最高的。說明城市商業(yè)銀行在近年的技術(shù)效率發(fā)展方面表現(xiàn)較好。 其次,基于GML指數(shù)及其分解值,本文構(gòu)建了面板Tobit模型,從宏微觀角度分析了中國城市商業(yè)銀行的全要素生產(chǎn)率及其分解的影響因素。通過實(shí)證檢驗(yàn)得出以下結(jié)論：(1)當(dāng)?shù)谿DP增長率與城市商業(yè)銀行的技術(shù)效率有顯著正相關(guān)關(guān)系,同時(shí),對(duì)城市商業(yè)銀行的技術(shù)有顯著抑制作用；當(dāng)?shù)赝ㄘ浥蛎浡蕦?duì)城市商業(yè)銀行的全要素生產(chǎn)率及技術(shù)進(jìn)步有顯著促進(jìn)作用,綜上說明當(dāng)?shù)亟?jīng)濟(jì)發(fā)展?fàn)顩r與城市商業(yè)銀行的發(fā)展息息相關(guān)。(2)國家及國有企業(yè)控股比重對(duì)城商行的技術(shù)效率進(jìn)步起顯著負(fù)向作用,表明城市商業(yè)銀行中過多的國有成分不利于其自身技術(shù)效率的進(jìn)步；資產(chǎn)規(guī)模與其技術(shù)效率發(fā)展顯著正相關(guān)；自有資本比例對(duì)其全要素生產(chǎn)率的發(fā)展有顯著負(fù)向作用；銀行分支機(jī)構(gòu)數(shù)的增加對(duì)銀行技術(shù)效率進(jìn)步有顯著促進(jìn)作用。
[Abstract]:Chinese City Commercial Bank since its inception in 1995, after nearly 20 years of development, to 2013 China has 146 city commercial banks, the total assets accounted for the proportion of the entire banking industry reached 10.03%, the city commercial banks is an important part of the banking industry. Since its inception, it is committed to to provide financial services for small and medium-sized enterprises, is the development of small and medium-sized enterprises with strong financial backing. It can be said that the development of city commercial banks directly affects the entire banking financial market. Even in the rapid development of city commercial banks at the same time, there are also many problems, such as the development of strong dependence, service focus groups, these factors are may be the factors restricting the development of productivity. So an objective analysis of the total factor productivity of city commercial banks, city commercial banks, is to explore the effect of productivity factors It's very important.
Because the traditional Malmquist-Luenberger index method with linear solution and does not have the transfer characteristic, so the commercial banks based on the existing research literature, with the data envelopment analysis (DEA) to construct the global Malmquist-Luenberger based (GTML) estimates of bank total factor productivity index method in this article. The factors of city commercial banks total the influence of the national productivity and state holding proportion as the main index, and considering the integrity of the data, from the 146 city commercial banks screened 20, to calculate the total factor productivity from 2008-2013 years, and the productivity index is further decomposed into technical efficiency and technical progress index. Then a detailed analysis of reasons for the change of China City Commercial Bank productivity. Combined with the state-owned banks and joint-stock banks to China commercial city The bank's empirical results were analyzed. The results show that the Chinese banking industry total factor productivity was improved trend, and to improve the TFP growth in technical efficiency; while the city commercial banks average TFP is declining, but from the index of technical efficiency of full sample bank, Zhejiang Commercial Bank of China and Thailand (3.05%), Guangdong Guangdong Bank (1.55%), Zhejiang Chouzhou Commercial Bank (0.91%), Tyrone Zhejiang Commercial Bank (0.79%) of the four City Commercial Banks' technical efficiency is the highest, and the overall technical efficiency of city commercial banks is the highest compared to the other two. That city commercial banks perform better in technical efficiency the development in recent years.
Secondly, based on the GML index and its decomposition value, this paper constructs the panel Tobit model, from the macro and micro analysis of the factors of total factor productivity Chinese city commercial banks and its decomposition effect. Through empirical test, draw the following conclusions: (1) there is significant positive correlation between GDP growth and technical efficiency of local city commercial banks at the same time, a significant inhibitory effect on the city commercial banks; local inflation rate of TFP and technical progress of city commercial banks have a significant role in promoting development, to sum up the development of local economy and city commercial banks are closely related. (2) the proportion of state-owned enterprises and state holding progress on technical efficiency of city commercial banks significantly the negative role that state-owned commercial banks in the city so much is not conducive to its own technological progress efficiency; assets scale and technical efficiency development There is a significant positive correlation; the proportion of self owned capital has a significant negative effect on the development of TFP, and the increase of bank branches has a significant role in promoting the technological efficiency of banks.

【學(xué)位授予單位】：浙江工商大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.5;F224

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