基于一致Malmquist生产率指数的投资效率评价  

A method for evaluating investment efficiency based on a consistent malmquist productivity index

作　　者：康梅[1] 冯英浚[1] 

机构地区：[1]哈尔滨工业大学管理学院,哈尔滨150001

出　　处：《哈尔滨工业大学学报》2007年第10期1642-1644,共3页Journal of Harbin Institute of Technology

基　　金：国家自然科学基金资助项目(70131010)

摘　　要：尽管投资效率是经济增长质量的中心问题,但目前宏观层次上还没有形成有效的投资效率评价方法,不能反映投资过程中的效率变化.建立在非参数与参数法相结合基础上的一致Malmquist生产率指数能够与具体生产函数相联系,系统反映出投资增长过程中生产率的变化.利用一致Malmquist生产率指数可以建立投资效率的定量评价方法,它是Hulten给出的平均体现技术对资本存量弹性的一种扩展,能够有效跟踪投资过程中效率的变化,真实反应投资业绩.Investment efficiency is the central problem of economic growth, but there is no effective method for evaluating the investment efficiency, so the efficiency change in the process of investment can＇ t be accurately reflected. The consistent Malmquist productivity Index is based on nonparametric-parametric approach, which can capture the productivity change in economic growth using specific production function. Based on the consistent estimation for Malmquist productivity Index, an approach for assessing investment efficiency was presented, which is an extended method in spirit of Hulten＇ s elasticity of average embodied technical progress to gross capital. The method can effectively capture the efficiency change in investment process, and accurately reflect the real performance of investment.

关 键 词：数据包络分析 一致Malmquist 生产率指数 投资效率 

分 类 号：F224.0[经济管理—国民经济]