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    Title: 比較東西歐銀行體系之動態經濟效率
    Authors: 許玟婷
    Contributors: 黃台心
    許玟婷
    Keywords: 動態隨機邊界成本模型
    經濟效率
    調整速度
    銀行產業
    Date: 2006
    Issue Date: 2009-09-14 13:28:21 (UTC+8)
    Abstract: 各國銀行業可能由於法規限制、經營管理能力與文化傳統上的差異,修正前期成本的調整速度未必完全一致。因此,本研究將Ahn et al.(2000)的生產函數模型延伸為成本函數,利用Translog成本函數衡量東西歐銀行生產成本的調整速度與長期成本效率,比較其成本效率之動態過程。採用一般動差法,分別估計1994到2005年歐洲29個國家,合計262家銀行之成本函數與技術效率。
    實證結果得知,在西歐具有成熟的資本市場以及健全金融環境、管理經驗下,生產成本的調整速度,確較東歐各國銀行為快。在技術效率方面,不論在長短期,西歐各國銀行的相對效率值皆高於東歐。此外,東西歐銀行體系皆具有規模經濟與多元經濟之特性。
    Reference: 黃台心(1998),「以隨機成本邊界函數分析本國銀行的規模經濟與多元經濟」,經濟論文叢刊,第26卷,第2期,209-241頁。
    鄭秀玲、劉錦添與陳欽奇 (1997),「台灣中小企業銀行的效率分析(1986-1994年)」,經濟論文叢刊,第25卷,第1期,69-95頁。
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    Description: 碩士
    國立政治大學
    經濟研究所
    94258001
    95
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0094258001
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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