我国银行集中度与效率:基于面板协整的分析  

Concentration of Banks and Efficiency in China:A Panel Unit Toot and Panel Cointegration Analysis

作　　者：黄世平[1] 肖洪钧[1] 黄旭平[2] 

机构地区：[1]大连理工大学管理学院,辽宁大连116024 [2]广东外语外贸大学国际商务英语学院,广东广州510420

出　　处：《湖南师范大学社会科学学报》2008年第2期109-112,共4页Journal of Social Science of Hunan Normal University

摘　　要：银行总资产、权益资本、净利润、资本经营利润率、存款余额、贷款余额、银行集中度等变量是非平稳的,传统计量方法已经不适应分析此问题,两者存在面板协整关系;银行集中度对银行资本经营利润率有显著的影响;银行存款的作用也非常不显著且符号不确定。此外,总资产、净利润与银行效率有显著的正相关关系,而权益资本和贷款余额则有显著的负相关关系。Based on the nonstationary panel data of 14 China banks from 1995 to 2004,the paper researches the relationship between the bank concentration and efficiency.The evidence shows the data is nonstationary.There is the evidence of a cointegration among the variables.The data indicate that concentration boosts bank efficiency.Meanwhile,the relationship between the total capital,net profit and efficiency is positive,while the equate capital and the loadable funds is negative.

关 键 词：银行集中度 效率 面板协整 

分 类 号：F832.2[经济管理—金融学]