基于面板数据的中国商业银行效率实证分析

针对以往参数方法存在权重确定困难的问题,本文提出了一种基于面板数据的银行效率评价的非参数方法（BEE）,同时构造了相应的数学模型（M-BEE）。然后,应用（M-BEE）模型对中国四家国有银行、八家股份制商业银行2001-2008年的经济效率状况进行了实证分析,结果表明,八年间中国12家商业银行的综合效率呈现逐年递增趋势,纯技术效率呈现先下降后上升的U型特征,规模效率缓慢上升,变化不显著;2006-2007年我国12家商业银行的综合效率和纯技术效率整体上都有大幅提升;八家股份制银行的综合效率和纯技术效率均明显高于四大国有银行。

A Empirical Analysis of Chinese Commercial Banks Based on Panel Data

Due to the problem of weight determination difficulty existed in previous parametric methods,this paper puts forward a non-parametric bank efficiency evaluation method(BEE) based on panel data,constructs the corresponding mathematic model(M-BEE),and applies this model to carry out a empirical analysis to the economic efficiency situation of 4 Chinese state-owned banks and 8 share commercial banks from 2001 to 2008.It proves that in the past eight years,the comprehensive efficiency of 12 Chinese commercial banks shows an increasing tendency and the pure technical efficiency has the U-type feature of first decreasing then increasing.The scale efficiency is increasing slowly and the change is not remarkable.From 2006 to 2007,the comprehensive efficiency and pure technical efficiency of the 12 Chinese commercial banks are greatly improved.And the comprehensive efficiency and pure technical efficiency of the 8 share commercial banks are obviously higher than the 4 state-owned banks.