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    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/49666


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/49666


    Title: 延伸共同邊界模型至麥氏生產力指數探討西歐各國銀行效率與生產力變動
    Authors: 陳盈昭
    Contributors: 黃台心
    陳盈昭
    Keywords: 共同邊界
    Malmquist指數
    技術效率
    技術缺口比率
    資料包絡分析法
    Date: 2008
    Issue Date: 2010-12-08 16:15:53 (UTC+8)
    Abstract: 本研究以Rao(2006)的MMPI為基礎，在距離函數觀念下將MMPI進行拆解，分解成技術效率變動、技術變動、規模變動以及追趕項，再將追趕成份，進一步拆解為「技術追趕」(catch-up in technology, 簡稱CUT) 與「潛在技術變動」(potential technological change, PTC)，其中，CUT又可再分解為變動規模報酬之下的效率追趕(catch-up in efficiency, CUE)及規模追趕 (catch-up in scale, CUS)。實證上，利用1993-2007年間，15個歐洲國家的財務報表資料，運用DEA法分析西歐金融機構之經營效率，並進行生產力的推估與拆解，同時結合共同邊界的分析架構，從事群組國家間比較分析。
    實證結果發現，MMPI表現突出的群組，主要來自於技術效率的進步，例如：北歐三國群組和奧地利；其次是規模效率的進步，例如：北歐三國與法國；最後才是技術變動，例如法國。而在十個國家群組中，除了義大利的MMPI退步以及奧地利的規模效率呈現持平外，其餘八個群組的MMPI與其三個構成項目，都呈現同升同降的相同趨勢，不同處僅在於變動幅度大小。例如MMPI都呈現進步的情形，其構成項目，分別表現出技術退步、技術效率進步以及規模效率進步。這樣的結果可能來自於歐洲單一市場的運作方式。
    又依MMPI統計差異性檢定的結果，我們可以將原先依MMPI數值大小排序的十個國家群組，重新考慮群組間統計上差異及無差異的情形，合併為五個層次的生產力成長情形，第一層為北歐三國，MMPI成長最快，其次為奧地利、法國、比利時，再次為荷葡西英群組，第四層是盧森堡、瑞士，最末層則為德國、丹麥及義大利。
    Reference: 1. 黃台心、姜麗智、Kuan-Chen Chen、邱柏豪，An Application of the Meta-frontier Cost Function to the Study of Bank Efficiencies and Technology Gaps in 16 European Countries.，管理評論，2009，已接受刊登。
    2. 陳谷劦、楊浩彥 (2008) 共同邊界 Malmquist 指數的延伸 : 跨國總體資料的實證分析，經濟論文叢刊，36：4，551-580。
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    Description: 碩士
    國立政治大學
    金融研究所
    96352008
    97
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0096352008
    Data Type: thesis
    Appears in Collections:[金融學系] 學位論文

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