基于Bootstrap网络DEA改进方法的银行效率测度  

Commercial Banking Efficiency Measure Based on Bootstrap Network DEA Improved Model

作　　者：史金凤[1] 张信东[1] 杨威[2,3] 邵燕敏[3,4] 

机构地区：[1]山西大学管理学院,山西太原030006 [2]山西大学数学科学学院,山西太原030006 [3]中国科学院数学与系统科学研究院,北京100190 [4]中国科学院预测科学研究中心,北京100190

出　　处：《山西大学学报（哲学社会科学版）》2012年第5期128-134,共7页Journal of Shanxi University(Philosophy and Social Science Edition)

基　　金：教育部人文社科研究项目(07JA630027);山西省软科学研究项目(2010041021-02);国家自然科学基金委员会青年科学基金资助项目(71103177)

摘　　要：文章运用储蓄存款作为中间变量的网络DEA模型提高效率测度准确性的同时,采用平滑Bootstrap方法进行效率纠偏来进一步改进效率测度方法,提高银行效率测度的准确性和有效性,设计了基于Bootstrap网络DEA的银行效率测度的新方法,基此实证分析了我国14家主要商业银行效率特征。实证结果显示,采用Bootstrap纠偏后的网络DEA银行效率比网络DEA银行效率有更高的准确性,国有商业银行和股份制商业银行的效率水平均呈现上升趋势,但股份制商业银行有更高的上升幅度,且于2008年超过国有商业银行的平均效率。此外,国有商业银行向有效前沿面收敛的速率降低,而股份制商业银行的收敛速率提高并超过国有股份制银行。While using the savings deposits as an intermediate variable to improve the accuracy of Network DEA efficiency measure,we correct efficiency with the smoothing Bootstrap method to modify the efficiency measure methods and improve the accuracy and effectiveness of the bank efficiency measure,design a new bank efficiency measure based on the Bootstrap Network DEA model,and then conduct an empirical analysis of China's 14 major commercial banks'efficiency characteristics by the method.The empirical results show that the network DEA bank efficiency with the Bootstrap correcting has higher accuracy than the normal network DEA,and state-owned banks and joint-stock banks have the overall upward trend,but the latter have risen by more,and have exceed the average efficiency of state-owned banks since 2008.In addition,the adjusting speed of the state-owned commercial banks towards effective frontier empirical is decreasing,while the convergence speed of the joint-stock commercial banks is increasing,and has surpassed the state-owned commercial banks.

关 键 词：银行效率 网络DEA BOOTSTRAP方法 收敛速率 

分 类 号：F832.3[经济管理—金融学] F224