基于Panel Data模型的我国商业银行效率研究

从盈利能力、资产流动性和费用控制等方面研究我国商业银行效率,为消除原始变量之间的多重共线性,运用主成分分析方法对原始变量进行变换,得到盈利性因子和流动性及安全性因子作为解释变量。运用固定影响的变截距Panel Data模型对国内13家主要商业银行1999～2008年的效率进行实证分析表明:国有商业银行在盈利能力方面对效率的贡献要高于股份制商业银行,但在费用控制和资产质量等方面对效率的贡献要低于股份制商业银行。

The Efficiency of Commercial Banks in Chinese Based on Panel Data Model

The efficiency of commercial bank is researched from the aspects of profitability, asset liquidity and cost control. To eliminate multiple linear between the original variables, the principal component analysis method is used to transform the original variables, then profit factor and cost factor are regarded as the explained variables. The efficiency of 13 major domestic commercial banks in 1999~2008 are estimated by the panel data model. The empirical test shows that the profitability of the state-owned commercial banks is better than that of the joint stock commercial banks, however cost control and asset quality is lower than the joint stock commercial banks.