我国农村信用社改革绩效评价——基于三阶段DEA模型Malmquist指数分析法  

China's Rural Credit Cooperatives Performance Evaluation:Based on Malmquist Index Analysis of Three-Stage DEA Model

作　　者：蓝虹[1] 穆争社[2] 

机构地区：[1]中国人民大学环境学院,北京100872 [2]中国人民银行货币政策司,北京100800

出　　处：《金融研究》2016年第6期159-175,共17页Journal of Financial Research

基　　金：国家社科基金2014年度一般项目(项目批准号14BJY070)的资助;北京市社科基金2015年重点项目(项目批准号15JGA025)的资助

摘　　要：本文首次运用三阶段DEA模型的Malmquist指数分析法，在引入非期望产出指标，并剔除外部环境因素影响的条件下，对2007～2012年全国115家县域法人样本农村信用社改革绩效进行了实证分析。研究表明，农村信用社的总体绩效、商业绩效、涉农服务绩效均总体呈现改善态势，改善程度高低的顺序为商业绩效、总体绩效、涉农服务绩效，农村商业银行的改革绩效总体高于农村信用社。同时也发现20～30％样本的改革绩效呈现下降，涉农服务绩效以及农村信用社样本的此类问题较为严重，主要原因是技术创新能力不足。据此，本文提出提升农村信用社改革绩效的政策建议：一是加大对涉农金融服务的政策支持力度，二是加快提升现代金融技术应用水平，三是进一步健全可持续发展机制。In this paper, the Malmquist index analysis of the three-stage DEA model is innovatively utilized to make an empirical analysis on the reform performance of 115 sampled county rural credit cooperatives nationwide from 2007 to 2012 by introducing the expected output indicators and eliminating the influence of external environment factors. The research shows that the overall performance, the commercial performance, and the agricultural service performance of rural credit cooperatives were generally improved. Moreover, commercial performance enjoys highest improvement, while agricultural service performance was improved least. Additionally, the reform performance of the rural commercial bank is higher than that of rural credit cooperatives. Nevertheless, 20 - 30% of the total sample suffered from worse reform performance, and such effect were more significant for the sample of agricultural service performance as well as rural credit cooperatives. Accordingly, in this paper, the policy suggestions about improving the reform performance of rural credit cooperatives are as follows： the first is to strengthen policy support for agriculture financial services; the second is to boost modern financial technology application level; the third is to further improve the sustainable development mechanism.

关 键 词：三阶段DEA模型 Malmquist指数分析法 改革绩效 非期望产出 环境变量 

分 类 号：F224[经济管理—国民经济] F832.35