商业银行技术效率与市场结构之间的动态关系分析  

The Dynamic Relationship between Technical Efficiency and Market Structure in Banking

作　　者：邱兆祥[1] 张爱武[2] 

机构地区：[1]对外经济贸易大学金融学院,北京100029 [2]中国农业大学经济管理学院,北京100029

出　　处：《金融理论与实践》2012年第11期13-17,共5页Financial Theory and Practice

摘　　要：基于我国15家主要商业银行2004—2010年的面板数据,利用基于DEA的Malmquist指数分析商业银行的技术效率变动,并通过回归分析考察商业银行技术效率对市场结构之间的动态关系,发现商业银行技术效率变动对市场份额具有显著影响,并据此推论,我国现有商业银行改革模式无法消除或者缓解高度垄断式的市场结构问题。The paper analyzes the dynamic impact of technical efficiency changes on banking market shares and market structure through the DEA-based Malmquist indicator and multi-variant regression with a sample of 15 Chinese commercial banks from the year of 2004 to 2010. It finds that the technical efficiency changes of commercial banks exert significant influence upon their market shares, and infers that the ongoing reforms of Chinese commercial banks are unable to eliminate or mitigate the effects of the highly monopolistic market structure in banking.

关 键 词：技术效率 市场结构 商业银行 

分 类 号：F830-33[经济管理—金融学]