不良贷款约束下的中国银行业效率——基于方向性距离函数的实证分析

运用方向性距离函数方法测度中国银行业2000～2006年包含不良贷款的技术效率及规模效率得出,在平均意义上,考虑不良贷款后,国有和股份制银行在生产前沿上的数目增多,中国银行业的效率水平提高并且效率值变化近似于V字型;在最大化减少不良贷款和投入同时增加好产出时得到的效率值较高;中国银行业处于规模报酬递减区域,但从长远看,规模效率有上升的趋势。

China''s Bank Industry Efficiency with Non-Performing Loan Constraint An Empirical Analysis Based on Directional Distance Function

The paper applies directional distance function method to measure technical efficiency and scale efficiency in China's banking industry over the period 2000 to 2006 while accounting for non-performing loan.The major conclusions are as follows:with accounting for control non-performing loans,the number of state-owed and joint-stock bank in the production frontier increases,and the efficiency of China's banking industry improves as well,whose change undergoes a movement like V;efficiency is slightly higher ...