金融开放前提下我国银行效率与经济效益增长的关系研究.docVIP

金融开放前提下我国银行效率与经济效益增长的关系研究摘　要: 采用DEA 法(数据包络分析法)计算我国14家商业银行1994 - 2005年的成本效率、配置效率、经济学论文技术效率、纯技术效率与规模效率值;在此基础上,运用协整与格兰杰检验的方法研究我国国有银行效率、股份银行效率与经济增长的关系。研究表明中国银行业的效率与经济增长显著相关,并存在显著互动关系;而且,国有银行效率比股份银行效率对经济增长的影响渠道更广、作用更大;国有银行规模效率对经济增长的影响边际递减。 关键词: 金融开放;银行效率;经济增长 The Rela tionsh ip Between Eff ic iency of the Bank of China and China’sEconom ic Growth under Financ ia l L ibera liza tion ConditionsAbstract: In order to study the relationship between Chinese Banking industry efficiency and the economy growth, costefficiency, allocative efficiency, technical efficiency, pure technical efficiency and scale efficiency of 14 Chinese commercialbanks are calculated in the DEA method ( data envelope analytic method) during 1994 to 2005 in this article. On the base of fiveefficiencies of Chinese banks, the methods of co - integration and Granger causality test are used to test the relationship s betweenChinese Banking industry efficiency and the growth, state - owned banks /economics/efficiency and growth, stock bank efficiency andgrowth. It is discovered that the remarkable relation between Chinese Banking industry efficiency and the economy growth exits,and the remarkable interaction relations between both exits too. it is also discovered that the state - owned bank efficiency effectsthe economy growth more broadly and bigger than the stock bank efficiency. The margin which the state - owned bank scale effi2ciency effects the economy degression and so on.Key words: finance opening; bank efficiency; economic growth　 　古典经济学认为,商业银行有两个方面的基本职能,即资金结算和金融中介。随着经济的发展,商业银行对经济增长的作用扩展到风险交易便利、资本配置、经理人员监督、储蓄积聚以及商品、服务和金融合同交易简便等。商业银行完成上述职能的效果好坏就是银行的效率高低,银行效率的提高可以以较低的投入获得较高的产出,即社会资源能够得到更为有效的配置。因此,银行效率对于经济增长具有极其重要的意义。一、银行效率的计量(一)计量方法—DEA (数据包络分析法)DEA 法由Farrell ( 1957 ) 首先提出[ 1 ] , 后由Banker (1984)等又放宽固定规模回报(CRS)假设,建立起可变规模报酬(VRS)模型(BCC模型) [ 2 ] 。在CRS假设下,样本银行的技术效率(TE)反映样本银行为生产一定水平产出(固定规模回报) ,偏离必要的、最小的投入组合的程度,即总技术效率。而在VRS假设下,样本银行的效率边界是任意规模水平下所有银行中最优表现的银行的包络线,因此,可以衡量银行的纯技术效率。此时, CRS条件下的技术效率就分解为纯技术效率( P