金融经济学研究

运用方向性距离函数方法测度中国银行业2000～2006年包含不良贷款的技术效率及规模效率得出,在平均意义上,考虑不良贷款后,国有和股份制银行在生产前沿上的数目增多,中国银行业的效率水平提高并且效率值变化近似于V字型;在最大化减少不良贷款和投入同时增加好产出时得到的效率值较高;中国银行业处于规模报酬递减区域,但从长远看,规模效率有上升的趋势。

The paper applies directional distance function method to measure technical efficiency and scale efficiency in China's banking industry over the period 2000 to 2006 while accounting for non-performing loan.The major conclusions are as follows:with accounting for control non-performing loans,the number of state-owed and joint-stock bank in the production frontier increases,and the efficiency of China's banking industry improves as well,whose change undergoes a movement like "V";efficiency is slightly higher while maximizing the reduction of non-performing loans and input and at the same time increase output;China's banking industry is in the area of decreasing returns to scale,but in the long run,the trend of scale efficiency is upward.