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    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/95178
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/95178


    Title: 應用共同邊界投入距離函數探討西歐國家銀行業之生產力變動
    Authors: 林思樺
    Contributors: 黃台心
    林思樺
    Keywords: 共同邊界
    距離函數
    麥氏生產力指數
    Date: 2009
    Issue Date: 2016-05-09 15:18:57 (UTC+8)
    Abstract: 過去十幾年間歐洲金融市場經歷了一系列的變革,歐盟的形成促使歐洲市場朝一元化方向邁進。透過歐盟的整合,在1990年間,可以發現歐洲金融市場已經和過去大不相同了,各成員國金融市場的特徵越來越相近。因此各國的生產技術、技術效率及其變動便成為一有趣且重要的議題。
    在進行跨國生產效率比較時,當廠商面對不同的技術集合,將因衡量基準不一致,而無法相互比較。無論是在各國邊界或共有邊界(common frontier)基礎下進行比較,都可能會高估或低估個別廠商的效率值。故本研究使用Rao(2006)共同邊界 (metafrontier)的概念,使用共同邊界生產函數的估計架構。並引入麥氏生產力指數,即可衡量各廠商生產力之跨期動態變動過程,且引用陳谷劦與楊浩彥(2008)拆解共同邊界麥氏生產力指數,以了解生產力變動的來源。
    實證結果發現多數環境變數都達到顯著水準,然而,各國環境變數的係數符號沒有一致為正或為負,故無法明確推論這五項環境變數對於技術無效率一致的影響方向。TE*於樣本期間下滑的速度更甚於TEK,顯示TGR下降的趨勢加速了共同邊界下技術效率的退步。平均RTS值各年皆很接近一,也就是已很接近固定 (最適) 規模報酬。研究期間GMPI與MMPI於多數年間變動方向不一致,從GMPI與MMPI的歧異性,說明忽略各群組技術水準的差異對效率比較影響的嚴重性。因為潛在技術變動上升幅度剛好抵銷技術追趕下降幅度,使得技術缺口比率變動全部樣本期間的平均值恰等於一。綜而言之,各國技術變動均呈現穩定成長或平穩的走勢,顯示西歐銀行業的技術改變是較穩定漸進的。亦可看出各年生產力變動是來自於各要素微幅的波動,沒有哪一項成份強烈得支配著生產力變動的現象。若以MMPI平均值作為西歐國家的分組依據,發現這15個樣本國家可分成六個組,其中一組包含歐洲北部的六個國家,另一組則為法國與德國,由此可見地域與經貿關係在生產技術交流扮演了重要的角色。
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    12. 陳盈秀(2007),「OECD 與APEC 諸國總體生產效率與總要素生產力之研究─共同邊界函數之應用」,淡江大學產業經濟學系博士班博士論文。
    13. 黃台心(1997),「台灣地區本國銀行成本效率之實證研究-隨機邊界模型之應用」,人文及社會科學集刊,9,85-123。
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    Description: 碩士
    國立政治大學
    金融研究所
    96352007
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0096352007
    Data Type: thesis
    Appears in Collections:[金融學系] 學位論文

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