資料包絡分析法共同邊界無效率拆解之研究｜國立臺灣科技大學博碩士論文系統

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研究生：	邱敬仁 CHING-REN CHIU
論文名稱：	資料包絡分析法共同邊界無效率拆解之研究 Decomposition of Metafrontier Inefficiency in Data Envelopment Analysis
指導教授：	劉代洋 Day-Yang Liu
口試委員:	林孟彥 none 鄭仁偉 none 林進財 none 陳啟斌 none 劉祥熹 none 扈永安 none
學位類別：	博士 Doctor
系所名稱：	管理學院 - 企業管理系 Department of Business Administration
論文出版年：	2012
畢業學年度：	100
語文別：	英文
論文頁數：	55
中文關鍵詞：	方向性距離函數、共同邊界分析法、技術異質、共同邊界無效率
外文關鍵詞：	Directional distance function, metafrontier approach, technology heterogeneity, metafrontier inefficiency
相關次數：	點閱：196 下載：3
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上一筆

雖然方向性距離函數己經被廣為應用於環境及技術效率的分析，但大多數的文章並沒有考量到決策單位之間存在著潛在技術異質的問題。實際上，效率的評估通常假設決策單位擁有相同的技術水準。因此本文最主要的研究目的在於應用共同邊界的概念整合到方向性距離函數，再分別估計共同邊界及群組邊界下，一階段的國家環境效率及二階段的銀行技術效率。
本研究主要的研究結論如下，第一個實證結果顯示不論是共同邊界或群組邊界的環境效率，歐洲國家的環境效率優於亞洲國家，美洲國家則表現最差。同樣地，歐洲國家的技術異質亦低於其它國家。第二個實證結果發現外商銀行在第一階段具有較強的競爭優勢，但其在第二階段的放款績效卻不如本國銀行。另外，本文發現不論是外商或本國銀行，共同邊界下，生產無效率主要來自於過多的投入，而營運無效率則是因為過少的產出。

Despite the wide use of the directional distance function, the evaluation of environmental and technical efficiencies using this function does not consider the possible technology heterogeneity among different decision making units (DMUs). Evaluations usually assume that the DMUs are equipped with similar levels of technology. Therefore, the present study applies the metafrontier concept to the one-stage and two-stage evaluation process for estimating the efficiency of data envelopment analysis gauges a metafrontier using overall samples, divides the DMUs, and estimates the group frontiers of group samples.
The first empirical result shows that in the one-stage evaluation process, European countries are superior to Asian and American countries in sequence, regardless of the environmental efficiency of the metafrontier or group frontiers. Moreover, the technology heterogeneity of European countries is lower than that of other countries. The second empirical result indicates that foreign banks enjoy a strong competitive advantage in the first stage. However, the loan performance of foreign banks is worse than that of domestic banks in the second stage when the meta-technology set is used as the basis for evaluation of the two-stage evaluation process. The production and operational inefficiencies of the metafrontier are derived from the input excess of the production process and the output shortfall of the operational process for foreign and domestic banks.

摘要                                                                 I
Abstract                                                             II
Contents                                                            III
List of Tables                                                         V
List of Figures                                                       VI
Chapter 1　Introduction                                               1
1.1　　Research background and motivations                             1
1.2　　The purpose of research                                          3
1.3　　Framework of the dissertation                                    4
Chapter 2　Literature review                                           6
2.1　　Application of environmental efficiency                             6
2.2　　One-stage DEA in the financial services sector                       7
2.3　　Two-stage DEA in the financial services sector                      10
2.4　　The metafrontier framework                                     12
Chapter 3　Research methodology                                      13
3.1　　One-stage directional distance function                            13
3.1.1　　The metafrontier of one-stage directional distance function          13
3.1.2　　The group frontier of one-stage directional distance function        15
3.1.3　　Technology heterogeneity                                      16
3.2　　Data sources and variable choice of cross-country                   17
3.3　　Two-stage directional distance function                            18
3.3.1　　The metafrontier of two-stage directional distance function          18
3.3.2　　The group-frontier of two-stage directional distance function        20
3.3.3　　Technology gap ratio and the source of the metafrontier inefficiency  21
3.4　　Research design of two-stage system                              25
3.5　　Data sources and variable definition of bank industry                26
Chapter 4　Empirical analysis                                         29
4.1　　Results and analysis of cross-country                              29
4.2　　Results and analysis of bank industry                             32
Chapter 5　Conclusion and recommendations                            37
5.1　　Conclusion of the empirical research                              37
5.2　　Recommendations                                             38
5.3　　Contribution of the empirical research                            39
References                                                          41

                                

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