| 中国商业银行利润效率测度研究——基于分位数回归方法 |
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| 引用本文： | 程柯,陈志斌,陈志红.中国商业银行利润效率测度研究——基于分位数回归方法[J].上海财经大学学报,2012(3):90-97. |
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| 作者姓名： | 程柯 陈志斌 陈志红 |
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| 作者单位： | 南京大学商学院;东南大学经济管理学院;南京大学海外教育学院 |
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| 基金项目： | 国家自然科学基金项目“现金流价值创造与风险显现嬗变机理研究(70972039);教育部人文社会科学研究项目“新经济时代企业价值创造模式创新及其评估研究”(08JA630036),教育部人文社会科学研究项目“中国企业情境下团队沟通与组织绩效关系研究”(10YJC630029),教育部应急课题“企业现金流断流风险:金融危机对企业的正面冲击点解析与应对策略探析”(2009JYJR019) |
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| 摘 要： | 本文选取2000-2009年中国14家商业银行(4家国有银行和10家股份银行)有关数据,首次运用分位数回归方法对商业银行的利润效率进行测度。测度结果表明,中国商业银行利润效率总体有不断上升的趋势,但整体水平不高,且银行间差别较大。相对于股份制银行,国有银行平均利润效率在2003年存在一个低位转折点,而在2008年存在一个高位转折点,本文对此解释是,在应对金融管理体制改变与西方金融危机冲击过程中,国有银行相对于股份银行体现出更强的适应性与稳健性;这一结果在现有文献中并未得到充分地体现和说明。
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| 关 键 词： | 商业银行 利润效率 分位数回归 |
On the Estimation of Profit Efficiency of Commercial Banks in China:Based on Quantile Regression |
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| CHENG Ke,CHEN Zhi-bin,CHEN Zhi-hong.On the Estimation of Profit Efficiency of Commercial Banks in China:Based on Quantile Regression[J].Journal of Shanghai University of Finance and Economics,2012(3):90-97. |
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| Authors: | CHENG Ke CHEN Zhi-bin CHEN Zhi-hong |
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| Institution: | 1.School of Business,Nanjing University,Jiangsu Nanjing 210008,China;2.School of Economics and Management,Southeast University,Jiangsu Nanjing 211189,China;3.Institute for International Studies,Nanjing University,Jiangsu Nanjing 210008,China) |
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| Abstract: | This paper estimates the profit efficiency of 14 commercial banks including 4 state-owned banks and 10 joint-stock banks in China from 2000 to 2009 by quantile regression.The results show that the profit efficiency,which is constantly upwards as a whole,is at a relatively low level on average,and differs widely in banks.Compared to the average profit efficiency of joint-stock banks,there are low and high turn points of the average profit efficiency of state-owned banks in 2003 and 2008 respectively.This paper explains that,in the process of the response to financial system reform and western financial crisis,state-owned banks have greater flexibility and robustness than joint-stock banks;this conclusion is not fully stated and confirmed in current relevant literature. |
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| Keywords: | commercial bank profit efficiency quantile regression |
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