| Abstract: | 本研究採用三階段估計法,試圖修正資料包絡分析法無法處理隨機干擾因素的缺點,也同時調整經營環境對銀行經營績效的影響。實證研究對象為49家本國銀行,比較調整經營環境與隨機干擾因素前後,全體樣本銀行除配置效率,沒有受到太大影響外,純粹技術效率與規模效率,均發生大幅度的改變,進而導致總技術效率與經濟效率,也產生相當幅度變化。總技術無效率原因,主要來自於生產規模選擇不當,並非如未經調整前的來自純粹技術無效率。顯示評估銀行業經營績效時,調整經營環境與運氣因素,有其必要性。
In this paper we adopt a new technique to evaluate economic efficiencies of Taiwan’s banking sector, proposed by Fried et al. (2002). The technique involves a three-stage analysis and is able to adjust the effects of environmental variables and statistical noise on banks’ performance under the framework of data envelopment analysis (DEA). The first and the last stages involve the conventional DEA, where the former uses the original inputs and outputs while the latter uses the adjusted inputs, which account for the impact of the environmental effects and the statistical noise found in the second stage, and unadjusted outputs to reevaluate producer performance. The second stage plays a pivotal role, during which the variation in performance is decomposed into three components, i.e., the environmental effects, managerial inefficiency, and the statistical noise. |
