全部版块 我的主页
论坛 金融投资论坛 六区 金融学(理论版)
9651 21
2012-12-10
选了个银行效率的题目,用DEA做 开始选这个是觉得研究的成熟 写起来材料多 现在觉得这创新点太难找了
各位大牛 这题目还能有啥创新点吗??
急啊~~

二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

全部回复
2012-12-10 21:17:49
DEA方法很丰富啊,创新点层出不穷。不说别的,就网络DEA方法就有很多进展,完全可以结合不同的背景去应用。
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2012-12-10 21:31:24
吉生保和马淑娟 发表于 2012-12-10 21:17
DEA方法很丰富啊,创新点层出不穷。不说别的,就网络DEA方法就有很多进展,完全可以结合不同的背景去应用。 ...
主要其实我也不太懂DEA 要写这个论文才知道这个的 什么学科的会比较知道这个? 你对这个了解吗?我看银行效率大家都用CCR 超效率DEA 三阶段DEA什么的。。。。
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2012-12-10 21:52:17
1. 两阶段数据包络分析基本上是现在比较标配的做法了。当然比较牛的,还处于测试阶段的是,第一阶段采用数据包络分析算法,第二阶段采用半参或无参的方式跑回归。这个是两阶段数据包络分析方法上面的创新。

2. 数据包络分析本身不是计量经济学的方法,所以无法进行统计学推论。此外,最基本的一个假设是数据内绝无误差,其抽样完全随机。显然这个假设在现实数据上是很难实现的。因此,就需要一些新的方法,比如统计学中的自举法,人为的使数据包络分析模型包含随机项,不过这个现在也基本上标配了。

3. 引入负资产也是现在比较热门的研究方向。比如说,包含了银行的风险管理以后怎样来使用数据包络分析 模型。不良贷款显然是一种负资产,或者是说一种损失,但是一般的数据包络分析模型是假设成本和产出都是大于零的,这和现实情况中存在负资产是相悖的。

4.现在的数据包络分析模型会与其他的模型相组合,例如包含一些随机前沿分析的算法在里面,或者是上面提到的网络数据包络分析.

5. 比较精致的做法是:前期对于原始数据进行预处理,对于所需变量进行一定的分析,就是说,每一步都建立在一定的统计学基础上。这是比较地道的做法。

5. 就选题的角度来讲,范围还是很广的,表外项目,银行资产负债管理方法, 银行风险管理方法,银行资产证券化和不良贷款等等, 随便找本关于银行的教课书,每一章基本上都可以是选题。


比较好的文章有:

Amel, D., Barnes, C., Panetta, F., Salleo, C., 2004. Consolidation and efficiency in the financial sector: A review of the international evidence. Journal of Banking and Finance. 28, 2493-2519.
Acharya V. V., 2009.  A theory of systemic risk and design of prudential bank regulation. Journal of Financial Stability. 5, 224-255.
Berger, A. N., Humphrey D. B., 1997. Efficiency of financial institutions: International survey and directions for future research. European Journal of Operational Research, 98, 175-212.
Berger A. N., Mester, L. J., 1997. Inside the black box: what explains differences in the efficiencies of financial institutions?. Journal of Banking and Finance. 21, 895-947
Berger, A. N., Hancock, D., Humphrey, D. B., 1993. Bank efficiency derived from the profit function. Journal of Banking and Finance. 17, 117-147.
Delis, M. D., Molyneux, P., Pasiouras, F., 2011. Regulations and Productivity Growth in Banking: Evidence from Transition Economies. Journal of Money, Credit and Banking. 43, 4.
Dietsch, M., Lozano-Vivas, A., 2000. How the environment determines banking efficiency: A comparison between French and Spanish industries. Journal of Banking and Finance. 24, 985-1004.
Drake, L., Hall, M. J. B., Simper, R., 2009. Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector.
Fries, S., Taci, A., 2005. Cost efficiency of banks in transition: evidence from 289 banks in 15 post-communist countries. Journal of Banking and Finance. 29, 55-81.
Goddard, J., Molyneux, P., Wilson, J. O. S., Tavakoli, M., 2007. European banking: an overview. Journal of Banking and Finance. 31, 1911-1935.
Halkos, G. E., Salamouris, D. S., 2004. Efficiency measurement of the Greek commercial banks with the use of financial ratios: a data envelopment analysis approach. 15, 201-224.
Hermes, N., Nhung, V. T. H., 2010. The impact of financial liberalization on bank efficiency: evidence from Latin America and Asia. Applied Economics. 42, 3351-3365
Kravtsova, V., 2008. Foreign presence and efficiency in transition economies. Journal of Productivity Analysis. 29,91-102.
Khan, S., Lewbel, A., 2007. Weighted and two-stage least squares estimation of semiparametric truncated regression models. Econometric Theory. 23, 309-347.
Leibenstein, H., 1966. Allocative efficiency vs. ‘X-efficiency’. American Economic Review, 56(3), 392-415.
Lehner, M., Schnitzer, M., 2008. Entry of foreign banks and their impact on host countries. Journal of Comparative Economics, 36, 430-452.
Lozano-Vivas, A., Pastor, J. T., Pastor, j. M., 2002. An Efficiency Comparison of European Banking Systems Operating under Different Environmental Conditions. Journal of Productivity Analysis. 18, 59-77.
Laeven, L., 2003. Does financial liberalization reduce financial constraints?. Financial Management, 32, 5-35.
Lovell, C.A.K., 1993. Production Frontier and Productive Efficiency. In The Measurement of Productive Efficiency-Techniques and Applications, Fried, H.O., C.A.K. Lovell and S.S. Schmidt (Eds.). Oxford University Press, Oxford, pp: 3-67.
Levine, R., 2002. Bank-Based or Market-Based Financial Systems: Which Is Better?. Journal of Financial Intermediation. 11, 398-428.
Maudos, J., Guevara J. F., 2007. The cost of market power in banking: social welfare loss vs. cost inefficiency. Journal of Banking and Finance. 31, 2103-2125.
Pasiouras, F., 2008. International evidence on the impact of regulations and supervision on banks' technical efficiency: an application of two-stage data envelopment analysis. Review of Quantitative Finance and Accounting. 30, 187-223.
Rajan, R.G., Zingales, L., 1998. Financial Dependence and Growth. American Economic Review. Vol.88 No. 3 559-586.
Simar L, Wilson P.W., 2007. Estimation and inference in two-stage, semi-parametric models of productive efficiency. Journal of Econometrics 136, 31–64.
Simar L, Wilson P.W., 2011. Two-stage DEA: caveat emptor. Journal of Productivity Analysis, 36, 205-218.
Simar, L., Wilson, P. W., 2007. Estimation and inference in two-stage, semi-parametric models of production processes. Journal of Econometrics. 136, 31-64.
Simar, L., Wilson, P. W., 2011. Two-stage DEA: caveat emptor. Journal of Productivity Analysis. 36, 205-218.
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2012-12-14 21:13:21
和楼主同感啊
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2012-12-16 11:00:25
现在有用三阶段做的了,最好多搜集相关文献,总结下方法
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

点击查看更多内容…
相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群