CAJ | 학술논문

以动态随机前沿模型为基础,采用基于吉布斯抽样的马尔科夫链蒙特卡洛方法,运用1998—2007年我国银行类金融机构的基本数据对模型的各参数进行贝叶斯估计,得到我国银行类金融机构的技术效率评价结果。结果表明：我国银行类金融机构的技术效率均值为96.68%,运行效率较高,这说明我国推行的银行业改革卓有成效。
이동태수궤전연모형위기출,채용기우길포사추양적마이과부련몽특잡락방법,운용1998—2007년아국은행류금융궤구적기본수거대모형적각삼수진행패협사고계,득도아국은행류금융궤구적기술효솔평개결과。결과표명：아국은행류금융궤구적기술효솔균치위96.68%,운행효솔교고,저설명아국추행적은행업개혁탁유성효。
Based on the dynamic stochastic frontier model,this paper uses the Markov chain Monte Carlo（MCMC） method based on the Gibbs sampling and the basic data about Chinese banking financial institutions from 1998 to 2007 to make Bayesian estimation for the parameters of this model,and gets the evaluation result on technical efficiency of China＇s banking financial institutions.The result shows that the mean technical efficiency of China＇s banking financial institutions is up to 96.68%,and the operating efficiency is higher,which indicates that the reform in China＇s banking is effective.