| 基于MCMC方法的我国银行业技术效率评价 |
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| 引用本文： | 傅强,程峰,汪俊生.基于MCMC方法的我国银行业技术效率评价[J].技术经济,2011,30(3):77-80,127. |
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| 作者姓名： | 傅强 程峰 汪俊生 |
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| 作者单位： | 1. 重庆大学,经济与工商管理学院,重庆,400030
2. 重庆大学,数学与统计学院,重庆,400030 |
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| 摘 要： | 以动态随机前沿模型为基础,采用基于吉布斯抽样的马尔科夫链蒙特卡洛方法,运用1998—2007年我国银行类金融机构的基本数据对模型的各参数进行贝叶斯估计,得到我国银行类金融机构的技术效率评价结果。结果表明:我国银行类金融机构的技术效率均值为96.68%,运行效率较高,这说明我国推行的银行业改革卓有成效。
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| 关 键 词： | 技术效率 银行业 商业银行管理 商业银行 |
Evaluation for Technical Efficiency of Banking Based on MCMC Method |
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| Fu Qiang,Cheng Feng,Wang Junsheng.Evaluation for Technical Efficiency of Banking Based on MCMC Method[J].Technology Economics,2011,30(3):77-80,127. |
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| Authors: | Fu Qiang Cheng Feng Wang Junsheng |
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| Institution: | 1.College of Economics and Business Administration,Chongqing University,Chongqing 400030,China;2.College of Mathematics and Statistics,Chongqing University,Chongqing 400030,China) |
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| Abstract: | Based on the dynamic stochastic frontier model,this paper uses the Markov chain Monte Carlo（MCMC） method based on the Gibbs sampling and the basic data about Chinese banking financial institutions from 1998 to 2007 to make Bayesian estimation for the parameters of this model,and gets the evaluation result on technical efficiency of China＇s banking financial institutions.The result shows that the mean technical efficiency of China＇s banking financial institutions is up to 96.68%,and the operating efficiency is higher,which indicates that the reform in China＇s banking is effective. |
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| Keywords: | technical efficiency banking management in commercial bank commercial bank |
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