摘要
现有文献对商业银行的全要素生产率进行了大量研究,但未同时考虑中间产品和结转产品对整个经营过程的影响,得到的测算结果存在一定的偏差。本文使用"21世纪海上丝绸之路"沿线29个国家2011-2016年的商业银行数据,将商业银行的经营过程看成是一个两阶段的动态网络结构,采用动态网络方向距离函数构造了一种新的动态网络Malmquist-Luenberger指数研究商业银行整体和子阶段的全要素生产率变化,并进行了影响因素分析和β收敛检验。得到的结论有:(1)"21世纪海上丝绸之路"沿线国家商业银行整体全要素生产率年均下降0.61%,呈现N型趋势,两个子阶段的全要素生产率年均下降0.06%,呈现V型趋势,技术进步是整体和子阶段全要素生产率增长的主要动力。(2)四个地区和四种收入类型国家整体的全要素生产率都是下降的,各子阶段全要素生产率变化有所差异。(3)人均GDP水平、信贷市场结构、外商投资、银行经营年限、银行规模、银行资产配置等因素会对全要素生产率产生影响。(4)"21世纪海上丝绸之路"沿线国家商业银行整体和子阶段的全要素生产率都存在绝对β收敛和条件β收敛,不同地区和不同收入类型国家的收敛特征不尽相同。
The existing literature has been found a lot of research on the total factor productivity of commercial banks,but they do not consider the influence of intermediate products and carry-over products on the whole business process at the same time.This article uses commercial banks data from2011 to 2016 in 29 countries along the"21 st Century Maritime Silk Road".Based on the commercial bank’s business process as a two-stage dynamic network structure,a new dynamic network MalmquistLuenberger index is constructed by using the dynamic network directional distance function.The index is used to analyze the changes in total factor productivity in the whole and sub-stage of commercial banks.And then the influencing factors analysis andβconvergence test are done.The conclusions are as follows:(1)The overall factor productivity of commercial banks in countries along the"21 st Century Maritime Silk Road"decreases by 0.61%per year with an N-shaped trend.The total factor productivity of the two sub-stages decrease by 0.06%per year with a V-shaped trend,and the technical change is the main factor in the growth of total factor productivity in the overall and sub-stages.(2)The overall total factor productivity of the four regions and the four income types decrease,and the total factor productivity changes are different in each sub-stage.(3)Factors such as per capita GDP level,credit market structure,foreign investment,bank operation period,bank size,and bank asset allocation will have an impact on total factor productivity.(4)The total factor productivity of commercial banks in countries along the"21 st Century Maritime Silk Road"has absoluteβconvergence and conditionalβconvergence.The convergence characteristics of different regions and income types are different.
作者
谭涛
吴江
王旻轲
张培文
TAN Tao;WU Jiang;WANG Min-ke;ZHANG Pei-wen(School of Statistics,Southwestern University of Finance and Economics,Chengdu 611130,China)
出处
《数理统计与管理》
CSSCI
北大核心
2020年第2期289-307,共19页
Journal of Applied Statistics and Management
基金
中央高校基本科研业务费专项资金项目(JBK180951)
2017年度国家统计局统计信息技术与数据挖掘重点开放实验室开放课题(SDL201707)
2018年成都市软科学研究项目(2017-RK00-00229-ZF).
作者简介
通讯作者:谭涛,981355259@qq.com
