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山东高校

6月1日高级经济学讲座第147期

时间:2016年05月30日 信息来源:山东大学 点击: 加入收藏 】【 字体:
  一、报告题目   Bank-specific returns to scale at large banks in the U.S.: Evidence from the Bayesian random coefficient stochastic distance frontier model   二、报告人   冯国华,加拿大卡尔加里大学经济学博士,现为美国北德克萨斯大学经济系副教授(终身职),曾任澳大利亚莫纳什大学计量经济与商务统计系的高级助理教授(终身职)。主要研究领域为计量经济学、宏观经济学、行业生产力和效率测算等。其研究成果多次发表在 Journal of Econometrics, Journal of Applied Econometrics, Journal of Banking and Finance, Econometric Reviews, Macroeconomic Dynamics 等国际权威期刊。    三、报告时间   2016年6月1日(周三)下午3:00-4:30    四、报告地点   中心校区知新楼B321    五、报告摘要   This paper investigates the returns to scale of large banks in the US over the period 1997–2010. This investigation is performed by estimating a random coefficient stochastic distance frontier model. The primary advantage of this model is that its coefficients can vary across banks, thereby allowing for unobserved technology heterogeneity among large banks in the US. We find that failure to consider unobserved technology heterogeneity results in a misleading ranking of banks and mismeasured returns to scale. Our results show that the majority of large banks in the US exhibit constant returns to scale. In addition, our results suggest that banks of the same size can have different levels of returns to scale and there is no clear pattern among large banks in the US concerning the relationship between asset size and returns to scale, due to the presence of technology heterogeneity.    六、主办单位   山东大学经济学院
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