科研管理

科研管理 ›› 2008, Vol. 29 ›› Issue (3): 80-88 .

• 论文 • 上一篇    下一篇

国有商业银行股份制改革的长期效率检验：基于RAM模型的经验研究 /FONT /P

  吴俊1，张宗益1，邓宏辉     

  1.   1.重庆大学经济与工商管理学院，重庆400030； 2.美国内华达大学商学院
  • 收稿日期:2006-12-23 修回日期:1900-01-01 出版日期:2008-05-20 发布日期:2008-05-20

Investigation on the shareholding system reform in state-owned commercial banks:Evaluating long-run efficiencies with RAM model

Wu Jun1, Zhang Zongyi1, Deng Honghui2   


  1. 1. School of Economics and Business Ministration, Chongqing University, Chongqing 400030, China；
    2. College of Business, University of Nevada, Las Vegas 89557, USA
  • Received:2006-12-23 Revised:1900-01-01 Online:2008-05-20 Published:2008-05-20

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摘要：     基于效率研究的前沿分析方法，本文首先运用RAM模型对国有商业银行股份制改革前后我国主要商业银行短期和长期效率进行了分析，然后运用Mann-Whitney方法检验了国有银行与股份制银行短期与长期效率差异的显著性。短期效率的检验结果与国有商业银行效率相对较低的预期相符。在进一步调整投入和产出松弛，消除短期低效率扰动因素的基础上，本文构建长期效率前沿，计算了国有商业银行和股份制商业银行长期效率水平。检验结果表明，国有商业银行与股份制商业银行的长期效率并不存在显著差异，股份制改革对国有商业银行效率提升具有持续的促进作用。研究结论为国有商业银行股份制改革提供了经验证据。  

关键词: 股份制改革, 长期效率, RAM模型, Mann-Whitney排序检验

Abstract: The Range Adjusted Measure (RAM) of efficiency is applied to evaluate the short-run and long-run efficiencies of Chinese banks, and the efficiency difference examinations using Mann-Whitney rank test present the distinct results. The significant differences are found in the short-run efficiencies between state-owned and joint-stock banks. The further work is made to measure the long-run efficiencies by adjusting the input and output slacks and eliminating short-run inefficiencies and there are no statistically significant difference results in long-run efficiencies between these two type of bank. The empirical results approve that introducing shareholding system in state-owned banks can improve their efficiencies and competitiveness substantially.

Key words: shareholding system reform, long-run efficiency, RAM model, Mann-Whitney rank test

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