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中国商业银行竞争行为的实证研究——基于PR模型的静态、动态考察
  • 摘要

    在传统PR模型中加入银行收入的滞后项,运用系统GMM方法对PR模型就1996-2010年中国商业银行的竞争行为进行了动态考察,并与传统PR模型(静态框架)的实证结果进行比较.结果显示:1996-2010期间我国银行业处于垄断竞争格局,且竞争性较强.进一步,把银行业分成大型商业银行子市场和中小型商业银行子市场,得到:大型商业银行之间的竞争比中小型商业银行之间的竞争激烈.

  • 作者

    宋慧英 

  • 作者单位

    暨南大学经济学院,广东广州,510632

  • 刊期

    2012年1期 PKU CSSCI

  • 关键词

    商业银行  竞争行为  系统GMM法  PR模型 

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