[1]曾恒煜,朱 宁.结构性改革背景下城市商业银行全要素生产率增长研究[J].金融教育研究,2023,(01):53-63.
　ZENG Hengyu,ZHU Ning.Research on Total Factor Productivity Growth of City Commercial Banks under the Background of Structural Reform[J].,2023,(01):53-63.
点击复制

结构性改革背景下城市商业银行全要素生产率增长研究()
分享到：

《金融教育研究》[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2023年01期
页码:
53-63
栏目:
出版日期:
2023-01-25

文章信息/Info

Title:
Research on Total Factor Productivity Growth of City Commercial Banks under the Background of Structural Reform
文章编号:
2095-0098(2023)01-0053-11
作者:
曾恒煜1;  朱 宁2
(1.华南理工大学 经济与金融学院,广东 广州 510006; 2.广州大学 经济与统计学院,广东 广州 510006)
Author(s):
ZENG Hengyu1;  ZHU Ning2
(1.School of Economics and Finance,South China University of Technology,Guangzhou,Guangdong 510006,China; 2.School of Economics and Statistics,Guangzhou University,Guangzhou,Guangdong 510006,China)
关键词:
城市商业银行;  全要素生产率;  结构性增长
Keywords:
City commercial bank;  Total factor productivity;  Structural growth
分类号:
F832.33
文献标志码:
A
摘要:
城市商业银行作为我国银行业的重要组成部分,在深化金融供给侧结构性改革背景下测算其结构性全要素生产率(TFP)增长水平并探究其增长来源具有重要意义。基于2013—2019年83家城市商业银行的数据,使用加总的Luenberger生产率指标测算并分解城市商业银行的结构性TFP增长,结果发现,尽管研究期间我国城市商业银行整体技术水平有明显进步,但整体效率变化的抑制作用更明显,从而导致结构性TFP增长总体呈下降趋势。对整体效率变化的进一步分解发现,个体城市商业银行加总的技术效率变化和结构效率变化均表现为抑制作用; 整体技术变化的进一步分解发现,个体城市商业银行加总的技术水平进步是整体技术水平进步的主要驱动力,而制度创新环境有待进一步改善。
Abstract:
As the city commercial banks is an important part of China’s banking sector,it is significant to measure its structural total factor productivity(TFP)growth and explore its source in the context of financial supply-side structural reform.Based on the data of 83 city commercial banks from 2013 to 2019,this paper applies an aggregate Luenberger productivity indicator to measure and decompose the structural TFP growth of the city commercial banks.It is found that,although the overall technology change of the city commercial banks shows an obvious increase,the inhibition effect of overall efficiency change is more obvious,which leads to the overall downward trend of structural TFP growth.For the further decomposition of the overall efficiency change,it is fount that both the aggregate technical efficiency of individual city commercial banks and the structural efficiency change show inhibition effect in general.For the further decomposition of the overall technology change,the aggregate technology progress of individual city commercial banks is found to be the main driver of the overall technology progress,while the institutional innovation change needs to be improved.

参考文献/References:

[1]Sherman H.D.,Gold F..Bank branch operating efficiency:Evaluation with Data Envelopment Analysis[J].Journal of Banking & Finance,1985(2):297-315.
[2]Wu D.D.,Yang Z.,Liang L..Using DEA-neural Network Approach to Evaluate Branch Efficiency of a Large Canadian Bank[J].Expert Systems with Applications,2006(1):108-115.
[3]Caves D.W.,Christensen L.R.,Diewert W.E..The Economic Theory of Index Numbers and the Measurement of Input,Output,and Productivity[J].Econometrica,1982(6):1393-1414.
[4]Malmquist S..Index Numbers and Indifference Surfaces[J].Trabajos de Estadistica,1953(2):209-242.
[5]Chambers R.G.,Fāure R.,Grosskopf S..Productivity Growth in APEC Countries[J].Pacific Economic Review,1996(3):181-190.
[6]Luenberger D.G..Benefit Functions and Duality[J].Journal of Mathematical Economics,1992(5):461-481.
[7]Mussard S.,Peypoch N..On Multi-Decomposition of the Aggregate Luenberger Productivity Index[J].Applied Economics Letters,2006(2):113-116.
[8]Boussemart J.,Ferrier G.D.,Leleu H.,et al.An Expanded Decomposition of the Luenberger Productivity Indicator with an Application to the Chinese Healthcare Sector[J].Omega,2020:102010.
[9]朱宁,刘伟其,于之倩,等.中国银行业结构性全要素生产率增长研究[J].金融研究,2021(7):1-18.
[10]Matthews K.,Zhang N.X..Bank Productivity in China 1997-2007:Measurement and Convergence[J].China Economic Review,2010(4):617-628.
[11]王兵,朱宁.不良贷款约束下的中国银行业全要素生产率增长研究[J].经济研究,2011(5):32-45.
[12]李广子,刘明磊,李玲.不良贷款约束下中小银行全要素生产率及其收敛性[J].金融评论,2014(3):63-79.
[13]李双建,刘凯丰.不良贷款、城市商业银行全要素生产率及收敛性研究[J].投资研究,2016(11):22-33.
[14]杨振,孙计领.中国城市商业银行的效率与全要素生产率研究[J].金融理论与实践,2017(2):54-59.
[15]Zhu N.,Zhang N.,Wang B.,et al.What Contributes to Total Factor Productivity Growth in the Chinese Banking Sector?[J].Technological and Economic Development of Economy,2018(2):792-811.
[16]李朝鲜,杨思远.区域性城市商业银行高质量发展的效率测度及影响因素研究[J].北京工商大学学报(社会科学版),2022(1):115-126.
[17]李俊青,寇海洁,吕洋.银行金融科技、技术进步与银行业竞争[J].山西财经大学学报,2022(4):44-56.
[18]Li S.,Ng Y.C..Measuring the Productive Efficiency of a Group of Firms[J].International Advances in Economic Research,1995(4):377-390.
[19]Berger A.N.,Humphrey D.B..Efficiency of Financial Institutions:International Survey and Directions for Future Research[J].European Journal of Operational Research,1997(2):175-212.
[20]Benston G.J..Branch Banking and Economies of Scale[J].Journal of Finance,1965(2):312-331.
[21]Drake L.,Hall M.J.B.,Simper R..The Impact of Macroeconomic and Regulatory Factors on Bank Efficiency:A Non-parametric Analysis of Hong Kong’s Banking System[J].Journal of Banking & Finance,2006(5):1443-1466.
[22]Zhu N.,Wu Y.,Wang B.,et al.Risk Preference and Efficiency in Chinese Banking[J].China Economic Review,2019:324-341.
[23]赵旭.国有商业银行效率的实证分析[J].经济科学,2000(6):45-50.
[24]李双杰,高岩.银行效率实证研究的投入产出指标选择[J].数量经济技术经济研究,2014(4):130-144.
[25]Fukuyama H,Weber W L.Japanese Banking Inefficiency and Shadow Pricing[J].Mathematical and Computer Modelling,2008(11):1854-1867.
[26]Guarda P.,Rouabah A.,Vardanyan M..Identifying Bank Outputs and Inputs with a Directional Technology Distance Function[J].Journal of Productivity Analysis,2013(2):185-195.
[27]Zhu N.,Baleentis T.,Yu Z.,et al.Multi-Directional Meta-Frontier DEA Model for Total Factor Productivity Growth in the Chinese Banking Sector:A Disaggregation Approach[J].Informatica,2020(1):185-204.
[28]陈一洪.城商行发展动能转换的理论探索与路径分析[J].南方金融,2021(12):84-97.
[29]刘孟飞,王琦.互联网金融降低了商业银行盈利能力吗?——基于收入来源与结构的视角[J].北京理工大学学报(社会科学版),2021(6):96-109.
[30]朱宁,王兵,于之倩.基于风险偏好的中国商业银行不良贷款影子价格研究[J].金融研究,2014(6):67-81.
[31]陆岷峰,周军煜.公司治理视角的区域法人银行机构不良贷款形成机理、实证及应对措施研究[J].金融教育研究,2021(2):36-44.
[32]朱宁,梁林,沈智扬,等.经济新常态背景下中国商业银行内生性效率变化及分解[J].金融研究,2018(7):108-123.
[33]张晓明,任紫薇,李欣雨,等.我国银行与保险经营同质化水平研究[J].经济问题,2019(6):73-82.
[34]李泽广,刘燕茜,王刚.我国上市银行的经营同质化水平测度——基于业务紧密关联视角的分析[J].上海金融,2017(7):57-62.
[35]王龑,陈娟娟,黄子健.银行业同质化经营、分类监管改革与“监管幻觉”[J].金融经济学研究,2014(5):23-33.
[36]蔡跃洲,郭梅军.我国上市商业银行全要素生产率的实证分析[J].经济研究,2009(9):52-65.
[37]陆岷峰.中小商业银行公司治理:设计初衷、现实困境与突围路线[J].金融教育研究,2020(4):49-55.

相似文献/References:

[1]翟敏,吴胜.利率市场化进程中城商行利率风险度量及应对——以浙江省为例[J].金融教育研究,2015,(04):31.
　ZHAIMin,WUSheng.City Commercial Banks’Interest Rate Risk Measurement and Response in the Process of Marketization of Interest Rates---A Case Study of Zhejiang Province[J].,2015,(01):31.
[2]徐 临,贺彩萌,姚晓琳.京津冀地区城市商业银行运行效率测度的研究[J].金融教育研究,2016,(06):48.
　XU Lin,HE Caimeng,YAO Xiaolin.Research on the Measurement of Operational Efficiency of City Commercial Banks in Beijing-Tianjin-Hebei Region[J].,2016,(01):48.
[3]兰海英,李 玮,温利民.江西省全要素生产率测算及分析:1978-2018[J].金融教育研究,2020,(05):31.
　LAN Haiying,LI Wei,WEN Liming.Measurement and Analysis of Total Factor Productivity in Jiangxi Province:1978-2018[J].,2020,(01):31.

备注/Memo

备注/Memo:
收稿日期:2022-04-28
基金项目:国家自然科学基金项目“金融结构性改革背景下中国商业银行绩效评价及提升路径研究”(72073046); 国家自然科学基金项目“金融分权背景下中国城市商业银行效率评价及提升路径研究”(71703040); 国家自然科学基金项目“中国商业银行运行效率与经济增长”(71973148)
作者简介:曾恒煜(1997—),男,广东惠州人,硕士研究生,研究方向为商业银行效率和生产率测算; 朱宁(通信作者)。
更新日期/Last Update: 2023-01-25