Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/28898
標題: 以共同邊界方法在銀行效率、環境效率與綠色(環境)生產力之應用
Three Applications of Metafrontier Approach on Bank Efficiency, Environmental Efficiency and Green (Environmental) Productivity
作者: 林佑穎
Lin, Yu-Ying
關鍵字: 共同邊界法
Metafrontier Approach
銀行效率
環境效率
綠色(環境)生產力
Bank Efficiency
Environmental Efficiency
Green (Environmental) Productivity
出版社: 應用經濟學系所
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摘要: 本論文中我們應用最近由 Battese 等人 (2004 年) 和O’Donnell 等人 (2008 年) 所提出的共同邊界方法於三個技術效率及生產力的研究。此方法包括兩個階段的估計。在第一階段,我們假設不同群組的決策制定單位,因為受資源、法令規定或其它環境因素,不能從所有的可行技術中進行選擇。再估計特定群組生產邊界的技術效率或生產力。在第二階段,建立共同邊界,並以此共同邊界為基準估計不同群組的效率或生產力。 第2章介紹應用共同邊界方法,分析臺灣銀行業的利潤效率。本章應用隨機邊界函數模型研究兩組臺灣的銀行: 金融控股銀行和商業銀行在2002年-2005年期間的銀行利潤效率。我們使用超越對數利潤函數估計34家銀行在研究期間的縱衡資料。整體結果顯示兩個銀行群組在不同的隨機利潤邊界運作,因此其生產技術亦不同。金融控股銀行的平均利潤效率是11.1%,而商業銀行的平均利潤效率為7.5%,然而兩個銀行群組之間相對於共同邊界的利潤效率之差別相當有限。 第3章中介紹了應用共同邊界方法在63個國家在1981年-2005年之間的環境效率,並分析《京都議定書》的通過,是否伴隨環境效率的提高。我們應用方向性距離函數模型估計不同國家群組的環境效率,因其可同時考慮意欲產出(GDP)以及非意欲產出(二氧化碳排放量)。本研究進一步假設代表所有國家在給定投入時可能的潛在產出的隨機的共同技術邊界存在,並以此共同技術邊界比較四組國家: 高所得國家、中高所得國家、中低所得國家和低所得國家的環境效率。本研究發現在研究期間,中低所得國家相對於共同邊界的環境效率平均增長最高,而低所得國家的環境效率平均增長最低。 第4章介紹了應用共同邊界方法在70個國家在1981年-2007年之間的環境生產力環境。我們應用方向性距離函數模型,同時考慮意欲產出(GDP)以及非意欲產出(二氧化碳排放量),估計兩組國家(已開發國家和開發中國家)的綠色 (環境) 生產力。本研究使用研究期間樣本國家的縱橫資料估計共同邊界,並依此計算樣本國家每一年的技術效率變化、技術變化和規模效率變化,最後整合為總要素生產力指數。整體結果顯示的兩組國家的隨機生產邊界不同,因此使用不同的生產技術。開發中國家在研究期間相對於共同邊界的綠色 (環境) 生產力較高。
This dissertation is composited of three applications of the metafrontier approach in the studies of technical efficiency and productivity growth. The first study which analyses the profit efficiency in two banking groups, the financial holding banks and the commercial banks, in Taiwan during the period 2002-2005 are studied, assuming that the stochastic frontier function models have technical inefficiency effects. A translog profit function was estimated using balanced panel data for a sample of 34 banks over the study period. The overall results indicate that average profit efficiency relative to the metafrontier is higher for commercial banks than that of financial holding banks during the study period. The second study measures environmental efficiency (EE) in 63 countries over the period 1981–2005 and analyzes whether adoption of the Kyoto Protocol is accompanied with an increase in environmental efficiency during the same period. EE across countries under distinct country specific production frontier as well as with regard to the metafrontier are measured using directional distance function model, which incorporates desirable output (GDP) and undesirable output (CO2 emissions). The metafrontier for four country groups, high income countries, upper-middle income countries, low-middle income countries, and low income countries, are estimated using balanced panel data for the sample countries over the study period. It is found that lower-middle income countries achieved highest progress in their average environmental efficiency relative to the metafrontier while low income countries recorded lowest growth in their the average EE. The third study, again using directional distance function model, measures Green (environmental) Productivity in 70 countries, which is grouped into developed countries and NICs and developing countries, over the period 1981–2007. The Green Productivity in each country of the two groups is computed by aggregating technical efficiency change, technical change, and scale efficiency change. The results revealed that developing countries achieved higher growth in their average Green Productivity relative to the metafrontier.
URI: http://hdl.handle.net/11455/28898
其他識別: U0005-0808201216543300
文章連結: http://www.airitilibrary.com/Publication/alDetailedMesh1?DocID=U0005-0808201216543300
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