我国商业银行规模经济和范围经济的实证研究

本文利用广义超越对数成本函数,分组研究了我国14家商业银行2001—2010年的面板数据,结果表明:股份制商业银行的总体规模经济略好于国有控股商业银行,但在贷款特定产出规模经济方面要逊于国有控股商业银行;国有控股商业银行的范围经济要好于股份制商业银行,在特定产出范围经济方面,贷款与存款、投资与存款存在成本互补,贷款与投资存在较轻程度的范围不经济。

Empirical Study on Economy of Scale and Scope of Chinese Commercial Banks

Applying the Generalized Translog Cost Function, this paper compares and analyzes the panel data of 14 commercial banks from 2001 to 2010. The results show that the general economies of scale of joint-stock commercial banks is slightly better than the state-owned commercial banks＇ ; but, in terms of specific economies of scale on loan, the joint-stock commercial banks is inferior to the state-owned commercial banks. The economies of scope of the state-owned commercial banks are better than the joint-stock commercial banks＇ ; in respect of specific output economies of scope of state-owned commercial banks, there are cost compensations between loan and deposit, investment and deposit; but there are light scope diseconomies between loan and investment.