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| Title: | 台灣金控與非金控銀行經營效率分析-網絡隨機共同邊界法
Comparing the efficiency between Financial and Non-Financial Holding Banks in Taiwan - A Network Stochastic Metafrontier Approach |
| Authors: | 王允立 |
| Contributors: | 黃台心
Huang, Tai-Hsin
王允立 |
| Keywords: | 技術缺口比率
網絡隨機共同邊界
技術效率
成本效率
關聯結構法
多生產階段
隨機生產與成本邊界
Technology gap ratio
Network stochastic frontier
Technical efficiency
Cost efficiency
Copula-based method
Multi-stage technologies
Stochastic production and cost frontiers |
| Date: | 2019 |
| Issue Date: | 2019-07-01 10:47:11 (UTC+8) |
| Abstract: | 本研究根據Huang, Lin, and Chen (2017)方法將網絡架構納入隨機邊界模型，假設銀行生產過程分為兩階段，第一階段運用部分勞動與資本份額吸收客戶存款，視為中間產出，並將其作為第二階段投入得到最終出。然而因兩類銀行在技術水平不同情況下，所得之效率平均值無法直接進行比較，必須建構在共同邊界下，因此本研究將網絡架構納入Huang, Huang, and Liu (2014)隨機共同邊界模型，為網絡隨機共同邊界法，可估計兩生產階段技術缺口比率(TGR)，進而求得兩生產階段共同邊界總效率(MTE)。實證分析利用台灣經濟新報資料庫(TEJ)蒐集台灣金控與非金控銀行2002-2017 年資料進行分析，研究結果在網絡隨機共同邊界法下，非金控銀行第一生產階段總效率較金控銀行佳，第二階段則相反，顯示兩類銀行在不同生產階段各有其優勢。若僅將銀行生產行為採單一生產階段模型估計，並無法看出各生產階段經營效率狀況。
This study employs Huang, Lin, and Chen (2017) to use stochastic network model, which allows firms to produce outputs through multistage process. Under the assumption of two production stage, banks allocate fraction of labor and capital to collect deposits at first stage as intermediate output, then we view deposits as an input
in second stage. However, due to the different production technique level between holdings and non-holding banks, we cannot compare the average efficiency directly. As a result, this study uses a network stochastic metafrontier to extend Huang, Huang, and Liu (2014) methodology. Under the metafrontier, we can estimate TGR of each stage,
then we obtain the estimation of MTE of each production stage. Data collect for years 2002-2017 Holdings and Non-Holding banks in Taiwan from TEJ database. The results
reveal that Non-Holdings bank has relatively better average efficiency in first stage under metafrontier. On the contrary, Holdings bank has relatively better average
efficiency in second stage. |
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| Description: | 碩士
國立政治大學
金融學系
106352005 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0106352005 |
| Data Type: | thesis |
| DOI: | 10.6814/NCCU201900031 |
| Appears in Collections: | [金融學系] 學位論文
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