1993-2003我国银行业市场结构变迁的实证分析.doc

文档介绍：1993-2003我国银行业市场结构变迁的实证分析
——基于Panzar-Rosse范式的考察
赵子铱1 彭琦2 邹康2
(,西安,710061;2. 西南财经大学,成都,610074)
摘要:1993-2003年,随着我国逐步由计划经济向市场经济转轨和金融体制改革的深入,我国银行业市场结构和整体经营效率状况也发生了一定变化。本文采用了非结构法——Panzar-Rosse模型对银行业市场竞争结构进行了准确的计量实证分析,根据本文的研究结果发现我国商业银行业整体上处于垄断竞争型市场结构,我国商业银行业市场竞争程度有下降的趋势。虽然我国整个银行业处于垄断竞争型市场结构,但四大国有商业银行之间的竞争环境具有接近完全竞争型市场结构的特点。我国其他的10家股份制商业银行之间的竞争程度明显低于四大国有商业银行之间竞争程度。这为决策部门根据市场结构状况制定有效的经济金融政策提供了可靠精确的理论基础。
关键词:银行业市场结构、Panzar-Rosse模型、H统计值
1993-2003 Emprical Analysis on the Change of the China Banking Industry Market Structure: Panzar-Rosse Approach
Zhao Ziyi1 Peng Qi2 Zou Kang2
Xi’an Jiaotong University, Xi’an, 710061)
South Western University of the Finance and Economics,Chengdu,610074)
Abstract:The transitional process from a centralized economy to a market-oriented system and the reform of the financial system carried through during period 1993-2003 in China. The market structure and the overall efficiency in China banking industry had change more than ever. The paper utilizes the non-structure approach, Panzar-Rosse model, to accurately empirically examine petition in China Banking Industry. The paper suggests that the market structure in China banking industry is petition and the trend of petition degree in banking industry is dropping. Although the industry is petition, petition environment of the four state-mercial banks has a characteristic, which market structur