基于RTFA方法我国商业银行X效率的实证研究  

X-Efficiency of China's Commercial Banks:A Recursive Thick Frontier Approach

作　　者：陈迪锋[1] 邱兆祥[1] 付勇[2] 

机构地区：[1]对外经济贸易大学金融学院 [2]对外经济贸易大学

出　　处：《经济与管理研究》2011年第7期74-81,共8页Research on Economics and Management

基　　金：对外经济贸易大学研究生科研创新基金(项目编号:B20100245)资助

摘　　要：本文利用递归厚前沿方法(RTFA),对我国19家商业银行2005～2009年的X效率进行了实证分析。相比于效率研究的其他方法,RTFA方法具有自身优良的特点。我国主要商业银行X效率的实证结果表明:第一,在样本期内,股份制银行X效率并不一定比国有大型商业银行高;第二,国有大型商业银行的X效率改进比较明显,而股份制商业银行和城市商业银行变化不明显;第三,国有大型商业银行的规模性对成本有一定影响,而股份制商业银行与城市商业银行规模的区别已经无法体现在成本中。In this paper,an empirical analysis is given on the X - efficiency of China＇s 19 major commercial banks in 1996 - 2005 by making use of RTFA method. Compared to other methods, the Recursive Thick Frontier Approach has its own excellent characteristics. The empirical results are as stock commercial banks and city commercial banks are follows. First, during 2005 - 2009, the X - efficiency of joint - not necessarily higher than state - owned banks as expected. See- ond, the large state - owned commercial banks are improving X - efficiency more obviously, while joint - stock commercial banks and city commercial banks is relatively changing a little. Third, the size of large state - owned commercial banks is still has certain influence on cost, but that is no longer exists in joint - stock commercial banks and city commercial banks.

关 键 词：商业银行 RTFA X效率 

分 类 号：F832[经济管理—金融学]