中国商业银行的规模经济与X效率实证研究——基于随机前沿成本方法  

An Empirical Study on the Scale Economy and X-Efficiency of China Commercial Banks——Based on the Stochastic Frontier Cost Approach

作　　者：窦育民[1,2] 李富有[2] 

机构地区：[1]西安交通大学继续教育学院,陕西西安710061 [2]西安交通大学经济与金融学院,陕西西安710061

出　　处：《西安石油大学学报（社会科学版）》2012年第3期22-28,共7页Journal of Xi’an Shiyou University:Social Science Edition

基　　金：2009年教育部人文社科项目(项目编号:09XJA790010)

摘　　要：运用随机前沿成本方法对我国14家商业银行1994—2008年的规模经济与X效率进行实证分析,结果发现工商银行和农业银行在样本期内绝大多数年份呈现出规模不经济现象。国有商业银行的规模经济指数总体上大于股份制商业银行的规模经济指数,而10家股份制商业银行在样本期内基本上呈现出规模经济现象;4大国有商业银行的平均X非效率大于10家股份制商业银行的平均X非效率。因此建议:4大国有商业银行应适度控制资产规模、转变经营管理方式、提高银行的X效率。10家股份制商业银行应通过公平竞争,适度扩大其资产规模和市场业务份额,实现银行的规模经济,同时提高银行的X效率。The stochastic frontier cost approach is applied to the empirical study on the scale economy and X-efficiency of fourteen commercial banks in our country from 1994 to 2008.The study indicates that diseconomies of scale in Industrial and Commercial banks of China and Agricultural Bank of China appear in most of months in sample periods.The scale economy index of stated-owned commercial banks is generally larger than that of ten join stock commercial banks,while the scale economy phenomenon of ten joint stock commercial banks generally appears in the sample periods.Meanwhile,the average X-inefficiency of big four state-owned commercial banks is overall larger than that of ten joint stock commercial banks.Therefore,it is suggested that big four state-owned commercial banks should moderately control their assets size,transform their operating and management mode,and improve their X-efficiency.It is also proposed that ten joint stock commercial banks should moderately increase their assets size and market shares through fair competition so as to achieve the scale economy of banks and improve their X-efficiency.

关 键 词：商业银行 随机前沿成本方法 规模经济 X效率 

分 类 号：F832.33[经济管理—金融学]