暨南学报(哲学社会科学版)

作者：周少甫, 谭磊

单位：华中科技大学经济学院教授,博士,研究方向为应用经济学、计量经济学;谭磊,华中科技大学经济学院博士生,研究方向为计量经济学。

关键词：RAM网络DEA模型,非期望产出,网络结构,中间产出自由处置性

本文运用考虑非期望产出的RAM网络DEA模型对我国16家上市商业银行2007—2018年的效率水平进行评价。研究发现,研究期间,城市商业银行的效率水平最高,股份制商业银行整体表现优于国有银行,但是两者效率差距逐渐缩小。非利息收入过低和不良贷款过高是国有银行效率偏低的主要原因。进一步,本文对可能造成银行效率结论不一致的因素进行研究发现,网络结构的划分、模型的选择以及中间产出自由处置性的考虑等情况下各商业银行效率结果的差异显著。在中间产出满足强自由处置假设情况下,各商业银行的效率值相对较低。在不同网络结构的划分情况下,各类商业银行效率水平发生显著变化,网络结构2情形下各模型测度的国有银行效率水平要高于股份制商业银行。而对不同网络DEA模型测算的各类商业银行效率结果进行比较发现,基于投入与产出的观测值对相应的松弛进行调整的NSBM模型及NSBI模型测算的规模较小的商业银行效率估计值要低于NRAM模型测算的效率值,且该情形下国有银行具有最高的效率水平。"/>template{display:none;}.mag-rich-xref-fn { cursor: pointer;}//长视频$(document).ready(function(){if($("#showLongArticleVideo") && $("#showLongArticleVideo").length && $("#showLongArticleVideo").length>0){mag_ajax_update({ele_id:'showLongArticleVideo',url:mag_currentQikanUrl() + "/CN/article/showLongArticleVideo.do?id="+$("#articleId").val()});}});$(document).ready(function(){window.metaData = {"journal":{"issn":"1000-5072","qiKanMingCheng_CN":"暨南学报（哲学社会科学版）","id":2,"qiKanMingCheng_EN":"Jinan Journal"},"article":{"keywordList_cn":["RAM网络DEA模型","非期望产出","网络结构","中间产出自由处置性"],"juan":"42","zhaiyao_cn":"本文运用考虑非期望产出的RAM网络DEA模型对我国16家上市商业银行2007—2018年的效率水平进行评价。研究发现,研究期间,城市商业银行的效率水平最高,股份制商业银行整体表现优于国有银行,但是两者效率差距逐渐缩小。非利息收入过低和不良贷款过高是国有银行效率偏低的主要原因。进一步,本文对可能造成银行效率结论不一致的因素进行研究发现,网络结构的划分、模型的选择以及中间产出自由处置性的考虑等情况下各商业银行效率结果的差异显著。在中间产出满足强自由处置假设情况下,各商业银行的效率值相对较低。在不同网络结构的划分情况下,各类商业银行效率水平发生显著变化,网络结构2情形下各模型测度的国有银行效率水平要高于股份制商业银行。而对不同网络DEA模型测算的各类商业银行效率结果进行比较发现,基于投入与产出的观测值对相应的松弛进行调整的NSBM模型及NSBI模型测算的规模较小的商业银行效率估计值要低于NRAM模型测算的效率值,且该情形下国有银行具有最高的效率水平。","endNoteUrl_en":"https://jnxb.jnu.edu.cn/skb/EN/article/getTxtFile.do?fileType=EndNote&id=6353","bibtexUrl_cn":"https://jnxb.jnu.edu.cn/skb/CN/article/getTxtFile.do?fileType=BibTeX&id=6353","abstractUrl_en":"https://jnxb.jnu.edu.cn/skb/EN/Y2020/V42/I4/26","qi":"4","id":6353,"nian":2020,"bianHao":"2020-4-26","zuoZheEn_L":"ZHOU Shaofu, TAN Lei","juanUrl_en":"https://jnxb.jnu.edu.cn/skb/EN/Y2020","shouCiFaBuRiQi":"2020-04-30","qiShiYe":"26","qiUrl_cn":"https://jnxb.jnu.edu.cn/skb/CN/Y2020/V42/I4","lanMu_cn":"经济·管理","pdfSize":"1605","zuoZhe_CN":"周少甫, 谭磊","risUrl_cn":"https://jnxb.jnu.edu.cn/skb/CN/article/getTxtFile.do?fileType=Ris&id=6353","title_cn":"中国上市商业银行经营效率测算及分解——基于RAM网络DEA模型的实证研究","jieShuYe":"39","keywordList_en":["free disposal of intermediate output","network structure","non-expected output","RAM network DEA model"],"endNoteUrl_cn":"https://jnxb.jnu.edu.cn/skb/CN/article/getTxtFile.do?fileType=EndNote&id=6353","zhaiyao_en":"This paper applies the RAM network DEA model considering non-expected output to measure the efficiency of 16 listed commercial banks in China from 2007 to 2018. The results show that during the study period, the efficiency of city commercial banks is the highest, and the efficiency of joint-stock commercial banks is better than that of state-owned commercial banks, but the gap between the two gradually narrows. Lower non-interest income and higher non-performing loans are the main reasons for the inefficiency of state-owned banks. Furthermore, this paper studies the possible reasons that may lead to inconsistent conclusions of bank efficiency, and finds that the efficiency results of commercial banks vary significantly under such circumstances as the division of network structure, the choice of model and the consideration of free disposition of intermediate output. Under the condition that the intermediate output meets the strong free disposal hypothesis, the efficiency value of each commercial bank is relatively low. In the case of different network structure division, the efficiency of all kinds of commercial banks has a significant change. In the case of network structure TWO, the efficiency of state-owned banks measured by different models is higher than that of joint-stock commercial banks. By comparing the efficiency results of various commercial banks calculated by different network DEA models, it is found that the efficiency value of smaller commercial banks measured by the NSBM model and the NSBI model is lower than that measured by the NRAM model, and the state-owned banks have the highest efficiency level in this case.","bibtexUrl_en":"https://jnxb.jnu.edu.cn/skb/EN/article/getTxtFile.do?fileType=BibTeX&id=6353","abstractUrl_cn":"https://jnxb.jnu.edu.cn/skb/CN/Y2020/V42/I4/26","zuoZheCn_L":"周少甫, 谭磊","juanUrl_cn":"https://jnxb.jnu.edu.cn/skb/CN/Y2020","lanMu_en":"","qiUrl_en":"https://jnxb.jnu.edu.cn/skb/EN/Y2020/V42/I4","zuoZhe_EN":"ZHOU Shaofu, TAN Lei","risUrl_en":"https://jnxb.jnu.edu.cn/skb/EN/article/getTxtFile.do?fileType=Ris&id=6353","title_en":"Measurement and Decomposition of Operational Efficiency of Listed Commercial Banks in China: Empirical Research Based on RAM Network DEA Model","hasPdf":"true"},"authorNotes_cn":["周少甫,华中科技大学经济学院教授,博士,研究方向为应用经济学、计量经济学;谭磊,华中科技大学经济学院博士生,研究方向为计量经济学。"]};if(window.metaData && (!window.metaData.authorNotesCommon_cn && !window.metaData.authorNotesCorresp_cn && window.metaData.authorNotes_cn)){window.metaData.authorNotesCommon_cn = window.metaData.authorNotes_cn;}if(window.metaData && (!window.metaData.authorNotesCommon_en && !window.metaData.authorNotesCorresp_en && window.metaData.authorNotes_en)){window.metaData.authorNotesCommon_en = window.metaData.authorNotes_en;}var _nlmdtdXml = $("#article_nlmdtdXml").val();var magDir = _nlmdtdXml.replace(/\/[^\/]+$/,'');window.metaData.magDir = magDir;new mag_vue({ el: '#metaVue', //dataUrl: mag_currentQikanUrl() + '/EN/article/getRichHtmlJson.do?articleId='+$("#articleId").val(), data:window.metaData, loading:true, doTextFun:function(text){ return doDataJsonText(text); 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来源：2020年第4期

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