中国商业银行的利润效率: 一个理论框架及其经验证据

统计研究 ›› 2009, Vol. 26 ›› Issue (7): 63-69.

中国商业银行的利润效率: 一个理论框架及其经验证据

陈敬学

收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2009-07-15 发布日期:2009-07-15

The Profit Efficiency of China’s Commercial Banks: A Theory Framework and Its Empirical Results

Chen Jingxue

Received:1900-01-01 Revised:1900-01-01 Online:2009-07-15 Published:2009-07-15

摘要/Abstract

摘要： 本文利用随机前沿理论，在对模型设定进行经验检验的基础上，评估了中国
15家主要商业银行在1997-2006年间的利润效率及其变化趋势。经验结果表明，样本期间中
国银行业的利润效率有所提高，问题是政府主导的金融改革并未造就真正意义上的现代商业
银行，从而利润效率的增长表现出缓慢性。与此同时，长期以来的政府管制使得中国银行业
利润效率的增长表现出同步性。

Abstract: Abstract: Based on the test of translog profit model, we apply the stochastic frontier theory to evaluate the relative profit efficiencies of a panel data of 15 Chinese commercial banks during the period 1997-2006. The empirical results indicate: (1)The average profit efficiency is not high;(2.)The profit efficiencies of non-stated-owned banks are higher than state-owned banks;(3)Although the government has taken action to help the state-owned banks , we find it is not effective from the view of profit efficiency.

Key words: Stochastic Frontier Approach, Chinese Commercial Banks, Profit Efficiency

陈敬学. 中国商业银行的利润效率: 一个理论框架及其经验证据 [J]. 统计研究, 2009, 26(7): 63-69.

Chen Jingxue. The Profit Efficiency of China’s Commercial Banks: A Theory Framework and Its Empirical Results[J]. Statistical Research, 2009, 26(7): 63-69.