( ),,. 1).. 2). 3). 4). KEYWORD :, Data Envelopement Analysis, , %(10 ), 19.6%, 34.8% ,.. (economies of scale) (economies

Size: px

Start display at page:

Download "( ),,. 1).. 2). 3). 4). KEYWORD :, Data Envelopement Analysis, , %(10 ), 19.6%, 34.8% ,.. (economies of scale) (economies"

지호 순
4 years ago
Views:

1 ( ),, 1) 2) 3) 4) KEYWORD :, Data Envelopement Analysis, , %(10), 196%, 348% , (economies of scale) (economies of scope)

2 1, Data Envelopment Analysis (production frontier) II, DEA III, IV,, V VI,, DEA

3 2, 3 4,,

4 Farrel(1957) (statistical technique) (mathematical programming technique) (stochastic frontier) (deterministic frontier) (+) Berger and Humphrey(1991) (thick frontier model) 5 Data Envelopment Analysis (DEA) (linear programming method)

5 (deterministic production frontier) DEA, DEA,, ( ), DEA Sherman and Gold (1985), Rangan et al (1988), Vassiloglou and Giokas (1990), Norman and Stocker (1991), Siems (1992), Barr et al (1993), Mlima(1997), Giokas (1991), Drake and Howcroft (1994), Sherman and Ladino (1995), Pastor (1997) DEA Resti(1997)DEA 270 DEA, (asset quality) Resti(1994) -, DEA Piyu(1992)DEA ,

6 (1991),,,, (1991),,,,, (1993),,, (1993),, (1996),,, 6 (CRS) (VRS) DEA (technical efficiency), (scale efficiency)fare, Grosskopf and Lovell (1994) Farrell(1957) 20 7 Charnes, Cooper and Rhodes(1978) Data Envelopment Analysis, Charnes, Cooper and Rhodes(1978), Banker, Charnes and Cooper(1984) (variable returns to scale)

7 N (decision making unit: DMU)K M, j x i y i XK*N, YM*N X, YN, Min st θ, λ y θx θ i i λ 0 + Yλ 0 Xλ 0 (8) θ, λn*1 θi θ <=1 1 N θ (optimal scale),, LRAC, Banker, Charnes and Cooper (1984)DEA (scale efficiency) (variable returns to scale: VRS) CRS (convexity constraints), N1 λ (VRS) DEA

8 = + λ λ λ θ λ θ λ θ N X x Y y st Min i i, (9) N1N*1 (unit vector) (VRS) DEA (CRS) DEA DEA 1990 (CRS) DEA (CRS) DEA (VRS) DEA < 3> CRS VRS CRS P PPc, VRS PPv PcPv, V C I V VRS, I C,CRS I AP AP SE AP AP TE AP AP TE = = = (10) 01 3

9 , TE = TE SE (11) I,CRS I, VRS I < 3> DEA (non-increasing returns to scale: NIRS), N1 λ=1 N1 λ<=1, Min st θ, λ y θx θ i i Xλ 0 N1λ 1 λ 0 + Yλ 0 (12) (NIRS) DEA < 3>

10 (NIRS) (TE) (VRS) (TE), P Q (CRS), (VRS), (NIRS) (VRS) (NIRS) (,,,,,,,,,, ) 6 (,,,,, ) (,,,, )4 (,,, ) 8

11 , (production approach) (intermediation approach) (Humphrey, 1985) (value-added function approach) (information theory approach) 10,,,,,, 11 9

12 , Humphrey(1985),,,,, 1999,,,,,,, 8 8,,,,,,,,,,,, 1995

13 1995, (minimum efficient scale),,,, (LRAC) <3>

14 ,,,,,,,,,,,, 17

15 <4> < 4>

16 < 4> 3 3 (multiple space) 3, X Y1, Y

17 ,,,,,,,,,,,,, 14, 1), 2) <11>

18 ,, 14, 4) +, 12) +,, 2) + +, 3) + +

19 14 12) +,, 11),

20 DEA A( A) B( B) M( M) ( ) (,, ) ( A B ), A B M 2 M M ( M-M ),,,,,

21 P&A < 5> BIS,,, BIS

22 , 1, 2 P&A(purchase & assumption),,

23 Data Envelopment Analysis ( ), ( ),,,,,,,,,,, 1999,,,,,,, 8,,,,,

24 ,,,,,,,,,,,,,,,,,,,,,,,,,,, 14,,,,

25 , BIS,,,, BIS,,,, (1996),,, 111, 55-76,, (1991),,, 52,, 37-88

26 (1997), :,, 87, (1993), DEA, (1997),,, 452, (1993),,, (1991), DEA :,, 211 (1996),,, 21,, 1-28 (1996),,, 101,,, (1993),,,, 15 (2000), : Fourier Flexible,, 481 (1993), -,,, (1992),,, 142 Afriat, SN (1972), "Efficiency Estimation of Production Functions", International Economic Review, 13, Alhasdeff, David (1954), A Monopoly and Competition in Banking Berkeley, Calif: University of California Press Banker, RD, Charnes, A and Cooper, WW (1984), "Some Models for Estimation Technical and Scale Inefficiencies in Data Envelopment Analysis", Management Science, 30, Barr, RS, L M Seiford and T F Siemes (1993), An Envelopment-analysis Approach to Measuring the Managerial Efficiency of Banks, Annals of Operations Reseach, 45, 1-19 Bell, Frederick W and Neil B Murphy (1968), Cost in Commercial banking: A Quantitative

27 Analysis of Bank Behavior and Its Relation to Bank Regulation, Research Report No 41 Boston: Federal Reserve Bank of Boston Benston G J, Berger, A N, Hanweck, G A, and Humphrey, D B (1983), Economies of Scales and Scope in Banking, Research Paper in Banking and Financial Economics, Board of Governors of the Federal Reserve System, June Benston, G J (1965), Branch Banking and Economies of Scale, Journal of Finance, 20, May, Benston, G J (1965), Economies of Scale and Marginal Costs in Banking Operations, National Banking Review, 2, June, Benston, G J, Hanweck, G A and Humphrey, D B (1982), Scales Economies in Banking: A Restructuring and Reassessment, Journal of Money, Credit, and Banking, 14, Benston, G J, Hanweck, G A and Humphrey, D B (1986), Competitive Viability in Banking: Scale, Scope, and Product Mix Economies, Research Paper in Banking and Financial Economics, Board of Governors of the Federal Reserve System Boles, J N (1996), Efficiency Squared-Efficient Computation of Efficiency Indexes, Proceedings of the 39th Annual Meeting of the Western Farm Economic Association, Charnes, A, W W Cooper, and E Rhodes (1978), "Measuring the Efficiency of Decision Making Units," European Journal of Operations Research, 2, Clark, J A (1984), Estimation of Economies of Scale in Banking Using a Generalized Functional Form, Journal of Money, Credit and Banking, 16, Cooper William W, Lawrence M Seiford, and Tone Kaoru (2000), Data Envelopment Analysis, Kluwer Drake, L and B Howcroft (1994), Relative Efficiency in the Branch Network of a UK Bank: An Empirical Study, Omega, 22, Fare, R, S Grosskopf, and CAK Lovell (1984), Production Frontiers, Cambridge University Press Fare, R, S Grosskopf, and CAK Lovell (1985), The Measurement of Efficiency of Production, Boston, Kluwer Farrell, MJ (1957), "The Measurement of Productive Efficiency," Journal of the Royal Statistical Society, A CXX, Part 3, Gilbert, A R (1984), Bank Market Structure and Competition: A Survey, Journal of Money, Credit and Banking, 14, Gillingan, T, Smirlock, M, and Marshall, W (1984), Scale and Scope Economies in the

28 Multi-Product Banking Firm, Journal of Monetary Economics, 13, Giokas, D I (1991), Bank Branch Operating Efficiency: A Comparative Application of DEA and the Loglinear Model, Omega, 1, Gramley, Lyle E (1962), A Study of Scale Economies in Banking Kansas City: Federal Reserve Bank of Kansas City Greenbaum, Stuart I (1967), A Study of Bank Cost National Banking Review, 4, June, Horvitz, Paul M (1963), Economics of Scale in Banking In Private Financial Institutions, edited by Paul M Horvitz, et al, Englewood Cliffs, NJ: Prentice-Hall, 1-54 Humphrey, D B (1985), Costs and Scale Economies in Bank Intermediation, in Richard C Aspinwall and Robert A Eisenbeis, Eds, Handbook of Banking Strategy, New York John Wiley & Sons, Hunter, WC, and Timme, S G (1986), Technical Changes, Organizational Form, and the Structure of Bank Production, Journal of Money, Credit and Banking, 18, Hunter, WC, and Timme, S G (1995), Core Deposits and Physical Capital: A Reexamination of Bank Scale Economies and Efficiency with Quasi-Fixed Inputs, Journal of Money, Credit and Banking, 27, Hunter, WC, Timme, S G, and Won Keun Yang (1990), An Examination of Cost Subadditivity and Multiproduction in Large US Banks, Journal of Money, Credit and Banking, Kaparakis, E I, Miller, MM, and Noulas AG (1994), Short-run Cost Inefficiency of Commercial Banks: A Flexible Stochastic Frontier Approach, Journal of Money, Credit and Banking, 26, No4, Kolari, J and Zardkoohi, A (1987), Bank Costs, Structure and Performance, Lexington, MA : Lexington Books Longbrake, William A (1974) The Differential Effects of Single-Plant, Multi-Plant, and Multi-Firm Organizational Forms on Cost Efficiency in Commercial Banks, Working Paper No 74-7, Federal Deposit Insurance Corporation Longbrake, William A and John A Haslem (1975) Productive Efficiency in Commercial Banking: The Effects of Size and Legal Form of Organization on the Cost of Producing Demand Deposit Services, Journal of Money, Credit, and Banking, 7, August, Mlima, AP (1997), Efficiency of Swedish Banking Industry an Application of Data Envelopment Analysis, Fifth European Workshop on Efficiency and Productivity Analysis, Copenhagen, Oct 9-11

29 Mullineaux, D J (1975), Economies of Scale in Financial Institutions: A Comment, Journal of Monetary Economics, 1 April, Murray, J D and White, R W (1983), Economies of Scale and Economies of Scope in Multiproduct Financial Institutions: A Study of British Columbia Credit Unions, Journal of Finance, 38, Norman, M and Barry Stocker (1991), Data Envelopment Analysis, The Assessment of Performance Pastor, J T and J M Pastor (1997), A Comparison of DEA Cost-Efficiency Measures, Fifth European Workshop on Efficiency and Productivity Analysis, Copenhagen, Oct 9-11 Powers, Hohn W (1969), Branch versus Unit Banking: Bank output and Cost Economies, Southern Economic Journal, 36, October, Rangan, N R, Grabowski, H Y Aly and C Pasurka (1988), The Technical Efficiency of US Banks, Economics Letters, 28, Resti, Andrea (1997), Evaluating the Cost-Efficiency of the Italian Banking System: What Can Be Learned from the Joint Application of Parametric and Non-parametric Techniques, Journal-of-Banking-and-Finance, 21(2), February, Resti, Andrea (1994), Il dibattito su efficienza della banche e economie di scala: Il contributo della Data Envelopment Analysis ed un'applicazione a dati italiana(bank Efficiency and Returns to Scale: A Data Envelopment Analysis of Italian Banks), Politica Economica; 10(2), August Schweiger, Irving, and Hohn S McGee (1961), Chicago Banking, Journal of Business, 34, July, Schweitzer, Stuart A (1972), Economies of Scale and Holding Company Affiliation in Banking, Southern Economic Journal, 39, October, Shaffer, Sherrill (1988), A Revenue-Restricted Cost Study of 100 Large Banks, Working Paper, FRB of New York Sherman, H D and F Gold (1995), Bank Branch Operating Efficiency: Evaluation with Data Envelopment Analysis, Journal of Banking and Finance, 9, Sherman, H D and G Ladino (1995), Managing Bank Productivity using Data Envelopment Analysis(DEA), Interfaces, 25, Siems Thomas F (1992), Quantifying Management Role in Bank Survival, Federal Reserve Bank of Dallas Economic Review, January

30 Tone K (1999), On the Returns to Scale under Weight Restrictions in Data Envelopment Analysis, Research Report Series I , National Graduate Institute for Policy Studies Vassiloglou, M and D Giokas (1990), A Study of Relative of Bank branches: An Appliation of Data Envelopment Analysis, Journal of Operational Research Society, 41, 7 Yue, Piyu (1992), Data Envelopment Analysis and Commercial Bank Performance: A Primer with Applications to Missouri Banks, Federal Reserve Bank of St Louis Revie, 74(1), Jan-Feb, 31-45

레이아웃 1

레이아웃 1 Disability & Employment 11. 8. 제1권 제호(통권 7호) pp.97~118 중증장애인직업재활지원사업수행시설의 효율성비교* 양숙미 남서울대학교 사회복지학과 부교수 전동일 가톨릭대학교 박사과정 요 약 본 연구는 직업재활시설의 중증장애인 직업재활지원사업에 대한 효율성을 평가하여 효 율적인 운영방안을 제시하는데 목적이 있다. 본 연구를 위해