A firma é o principal agente econômico para a produção e distribuição de bens e serviços. Seu constante investimento em melhorias e o aperfeiçoamento de sua capacidade produtiva, visando tornar-se cada vez mais eficiente, transforma-se em um determinante central do bem estar econômico da sociedade. O processo de medir a ineficiência de firmas baseia-se em análises de fronteiras, onde a ineficiência é medida como a distância entre os pontos observados da variável resposta e a função de produção, custo ou lucro verdadeiras, dependendo do modelo assumido para descrever a variável resposta. Existe uma variedade de formas funcionais para essas funções e algumas vezes é difícil julgar qual delas deve ser escolhida, visto que a forma verdadeira é desconhecida e pode ser somente aproximada. Em geral, na literatura, dados de produção são analisados assumindo-se modelos multiplicativos que impõem a restrição de que a produção é estritamente positiva e utiliza-se a transformação logarítmica para linearizar o modelo. Considera-se que o logaritmo do produto dada a ineficiência técnica tem distribuição contínua, independentemente de os dados serem contínuos ou discretos. A tese divide-se em dois artigos: o primeiro utiliza a inferência bayesiana para estimar a eficiência econômica de firmas utilizando os modelos de fronteira estocástica de custo com forma funcional flexível Fourier, que asseguram um bom ajuste para a fronteira, sendo fundamental para o cálculo da ineficiência econômica; o segundo artigo propõem os modelos generalizados de fronteira estocástica, baseando-se nos modelos lineares generalizados mistos com a abordagem bayesiana, para quantificar a ineficiência técnica de firmas (medida de incerteza) utilizando a variável resposta na escala original e distribuições pertencentes à família exponencial para a variável resposta dada a medida de ineficiência. / The firm is the main economic agent for the production and distribution of goods and services. Its constant investment in improvements and enhancement of its productive capacity to make itself more efficient becomes a central determinant of economic welfare of society. The measure process of inefficiency is based on frontier analysis, where inefficiency is measured as the distance between the observed points from variable response and real production, cost or profit function, depending on chosen model to describe the variable response. There are several functional forms to these functions and sometimes it is very difficult to decide which one has to be chosen because the true form is unknown and it can just be approximate. Generally, in the literature, production data are analyzed assuming multiplicative models that impose the restriction of what the production is strictly positive and use the logarithm transformation to turn the model lineal. It is considerate that the product\'s logarithm given the technical inefficiency has distribution continual, independent if the data are continuous or discrete. The papers presented in this thesis are: the first paper uses the bayesian inference to estimate the economic efficiency of firms in the cost stochastic frontier models using the Fourier flexible cost function, that assure a good settlement to the frontier being essential to calculate the economic inefficiency. The second paper proposes a generalized stochastic frontier models, based on generalized linear mixed models with the Bayesian approach, to quantify the inefficiency technical of the firms (uncertainty measures) by using the response variable in the scale original with distributions belonging on the exponential family to the response variable given the measure of inefficiency.

This thesis uses innovative approaches to analyse energy policy interventions aimed at enhancing the environmental sustainability of energy use as well as its consequential welfare implications. First, we examine the relationship between energy efficiency improvement and CO2 emissions at the macro level. We use the Index Decomposition Analysis to derive energy efficiency by separating out the impact of shifts in economic activity on energy intensity. We then employ econometric models to relate energy efficiency and CO2 emissions accounting for non-economic factors such as consumers lifestyle and attitudes. The applications for 13 OPEC and 30 OECD countries show that at the country-group and individual country level, increase in energy intensity for OPEC is associated with both deteriorations in energy efficiency and shifts towards energy-intensive activities. The model results suggest that the reduction in energy efficiency in general go in tandem with substantial increases in CO2 emissions. The decline in energy intensity for OECD can be attributed mainly to improvements in energy efficiency which is found to compensate for the impact on CO2 emissions of income changes. The results confirm the empirical relevance of energy efficiency improvements for the mitigation of CO2 emissions. The method developed in this chapter further enables the separate assessment of non-economic behavioural factors which according to the results exert a non-trivial influence on CO2 emissions. Secondly, having empirically confirmed the relationship between energy efficiency improvements and CO2 emission at the macro level in Chapter 2, we investigate potential underlying drivers of energy efficiency improvements taking into account potential asymmetric effects of energy price change in Chapter 3. This is crucial for designing effective and efficient policy measures that can promote energy efficiency. In addition to the Index Decomposition Analysis used to estimate the economy-wide energy efficiency in Chapter 2, we also use Stochastic Frontier Analysis and Data Envelop Analysis as alternative methods. The driving factors are examined using static and dynamic panel model methods that account for both observed and unobserved country heterogeneity. The application for 32 OECD countries shows that none of the three methods leads to correspondence in term of ranking between energy efficiency estimates and energy intensity at the country level corroborating the criticism that energy intensity is a poor proxy for energy efficiency. The panel-data regression results using the results of the three methods show similarities in the impacts of the determinants on the energy efficiency levels. Also, we find insignificant evidence of asymmetric effects of total energy price but there is proof of asymmetry using energy specific prices. Thirdly, in Chapter 4 we offer an improved understanding of the impacts to expect of abolishing fuel price subsidy on fuel consumption, and also of the welfare and distributional impacts at the household level. We develop a two-step approach for this purpose. Key aspect of the first step is a two-stage budgeting model to estimate various fuel types elasticities using micro-data. Relying on these estimates and the information on households expenditure shares for different commodities, the second step estimates the welfare (direct and indirect) and distributional impacts. The application for Nigeria emphasises the relevance of this approach. We find heterogeneous elasticities of fuel demand among household groups. The distributional impact of abolishing the kerosene subsidy shows a regressive welfare loss. Although we find a progressive loss for petrol, the loss gap between the low- and high-income groups is small relative to the loss gap from stopping kerosene subsidy, making the low-income groups to suffer a higher total welfare loss. Finally, from the highlighted results, we draw the following concluding remarks in chapter 5. Energy efficiency appears a key option to mitigate CO2 emissions but there is also a need for additional policies aiming for behavioural change; energy specific prices and allowing for asymmetry in analysing the changes in energy efficiency is more appropriate and informative in formulating reliable energy policies; the hypothesis that only the rich would be worse-off from fuel subsidy removal is rejected and the results further suggest that timing of the fuel subsidy removal would be crucial as a higher international oil price will lead to higher deregulated fuel price and consequently, larger welfare loss.

金控銀行和獨立銀行在傳統在做績效評估時，可能都只考慮相同的技術水準，如此可能無法正確來衡量不同群體的的差異，而忽略其潛在的效率改善指標。因此，本文將先採用隨機邊界模型(SFA)，估出兩體系的隨機邊界模型，接著，再運用Rao (2006)所提出的共同邊界模型(metafrontier)，來進行兩個體系的銀行效率評估。 本研究運用了民國91年到民國97年期間，13家金控銀行與24家獨立銀行的資料為樣本，去分析此兩個群體的效率比較，可得以下結論： 1.在金控銀行與獨立銀行的個別隨機邊界中，兩個群體在於技術效率的表現上差異不大。 2.金控銀行的技術效率變動有越來越小的趨勢；而獨立銀行術效率沒有明顯的縮小的趨勢。 3.獨立銀行的技術缺口比TGR有顯著的大於金控銀行的TGR。 4.在共同邊界的技術效率中，獨立銀行的技術效率顯著的大於金控銀行 / Most of traditional banking performance evaluation analyses assume both financial holding banks and independent banks share the same level of technology, thus it may not able to identify the managerial efficiency difference of different groups correctly . In this research, a SFA model (Battese and Coelli, 1995) is used first to estimate the technologies and inefficiency factors for both systems. Then a deterministic linear programming metafrontier (Rao, 2006) is adopted to evaluate the technology gap ratio between two bank systems. We collect data of 13 financial holding banks and 24 independentbanks from 2001~2008. After analyzing two systems and making comparison, the main conclusions are as follows: 1.Two bank systems have a minor difference in SFA. 2.The variance on technical efficiency becomes smaller with time in financial holding banks, but not in independent banks. 3.Independentbanks’ TGR is significantly larger than financial holding banks’. 4.In metafrontier, technical efficiency of independent banks is significantly larger than financial holding Bbnks.

現今世界趨勢已朝向全球整合的方向邁進，隨著科技日新，世界各國跨越地域隔閡，不論是在政治、經濟、科技、文化等各方面往來接觸愈來愈頻繁，中國大陸近年來與世界經貿關係連結更為緊密，同時亦對外開放直接投資，使跨國企業逐漸擴大進軍中國大陸之版圖，享受中國大陸豐沛之廉價勞動力。 然而，開放外人直接投資(Foreign Direct Investment, FDI)勢必為中國大陸相關之產業或總體經濟帶來某種程度之影響，儘管外人直接投資可帶來充沛之資本及先進之技術，但亦有可能加劇國內市場競爭，不利於本土廠商。 本文運用1998-2006 年「中國工業企業統計數據庫」中之電子業廠商，建構追蹤資料模型(Panel Data)，並運用隨機邊界法（stochastic frontier approach）估計中國大陸本資、台港澳資及外資企業生產效率，藉以衡量FDI之外溢效果。根據實證結果我們發現：中國大陸電子業之外人直接投資存在正向外溢效果及正向之技術移轉，顯示FDI之進入將有助於提升中國大陸電子業本土廠商之生產力。此外，我們同時發現FDI集中投資的結果將可能造成外溢效果的減低，除此之外，經濟區位亦是影響外人直接投資所帶來之外溢效果及技術移轉效果之重要因子之一。 / Global integration is the world trend nowadays. With the breakthrough of technology, the geographical barriers no longer exist. It would be much closer with other countries in many fields, such as politics, economics, technology and culture. In recent years, China has a closer economics and trades linkage with the world. As the results of openness to foreign direct investments, more and more multinational enterprises enter to China, expanding their scale and being benefited from the low-cost labor of China. China is benefited from the plentiful capital and advanced technologies of foreign direct investments; however, the openness to FDI might cause the competition which can aggravate in domestic market and hurt the domestic firms. The research uses the data of electronic firms from Chinese Industrial Enterprises Database. We apply panel data model and stochastic frontier approach to estimate the production efficiency of Chinese, Taiwanese, Hong Kong, Macanese and Other foreign enterprises. According to the empirical results, we discover that there are positive spill-over effects and technology transformation from foreign direct investments in Chinese electronic industry. These results indicate the entry of FDI will promote the productivity of Chinese electronic firms. Beside the positive results, we also discover the negative deduction stem in concentrated investments; furthermore, the spill-over effects and the technology transformation effects are affected by the economic location.

No description available.

本研究以2000至2012年台灣地區26間人壽保險公司的不平衡縱橫資料，運用網絡隨機邊界分析法將壽險業的生產過程分為行銷與投資兩階段進行效率評估，並利用估計結果計算規模彈性與成本彈性探討台灣壽險業的生產特性，附帶分析跨期技術變動率，最後比較不同分組的壽險公司間經營效率是否存在差異。 實證結果發現壽險公司在行銷活動過程投入較少的內勤員工與較多的固定資產，在投資階段則相反，投入較多的內勤員工與較少的固定資產，與壽險公司實際運作情況相符；此外，投資階段的效率優於第一階段的行銷效率。整體台灣壽險業受到2008年金融風暴影響導致經營效率下降，國內壽險公司在經營效率上優於外商壽險分公司，金控壽險公司生產技術效率優於非金控壽險公司，1993年後成立的新壽險公司生產技術效率平均優於傳統舊壽險公司。 / This paper uses the copula-based network SFA model developed by Huang et al. (2013) to estimate the technical efficiency of Taiwan’s life insurance companies over the period 2000-2012. Under this framework, life insurance companies produce premium income as intermediate product which is one of input factors to produce investment income. The empirical analysis concluded: (a) life insurers use little internal staff in first stage, (b) domestic life insurers have both high technical efficiency and cost efficiency in comparison with foreign life insurers, (c) financial holding life insurers have greater technical efficiency than those of not from financial holding insurers, and (d) new life insurers have higher technical efficiency than old life insurers.

本文採用一階段隨機邊界分析方法，建立一多投入多產出之投入距離函數模型，衡量民國81~91年間台灣66家國際觀光旅館經營之相對技術效率，同時探討造成不效率之因素。並利用投入導向Malmquist生產力指數進一步分析國際觀光旅館產業生產力改變的原因與幅度。 整體而言，台灣國際觀光旅館產業之經營效率大致呈現緩慢進步之趨勢。造成整體產業生產力提升之原因，主要為業者對於投入產出配置使用之效率改善，而非生產技術進步。除了整體經濟景氣因素當然影響觀光產業之興衰外，個別國際觀光旅館業者之效率表現仍受到許多因素影響。諸如規模、國際化程度等內部原因，及旅館是否位處風景區、所在地縣市政府對觀光發展投注之資源預算和該地市場競爭程度等外在因素。 從政府政策方面來分析，若以整體國際觀光旅館產業經營效率來衡量我國觀光產業興衰，民國87年隔週休二日政策及民國90年實施之全面週休二日政策，的確有效帶動國人休閒旅遊之風潮，促進國內觀光發展。而各縣市政府觀光相關支出與國際觀光旅館生產力變動之關係，呈現正向相關，則表示政府支出增加有助於觀光產業蓬勃發展，並增加國際觀光旅館之經營效率。由於觀光產業生產具外部性，政府積極利用觀光產業以帶動經濟景氣繁榮成長的政策應當可行。 / In this paper a multi-output, multi-input and input oriented distance function is built by one-stage stochastic frontier approach (Battese and Coelli, 1995) to estimate the relative efficiency of the 66 international tourist hotels in Taiwan in 1992~2002 and to explore the determinants of technical efficiency. In addition, the Malmquist productivity index model is used to analyze the range and the causes of the productivity changed. The results reveal that managerial efficiency of international tourist hotel industry improves gradually. The productivity growth can be attributed to efficiency gains, but not the effects of technical progress. There are significant differences in efficiency due to difference not only in the macroeconomic situation, but also in many other individual factors, such as scale, joining an international chain, located in scenic area, local government other economic service expenditure and competitiveness. Analyzing the government policy, the implementations of two-day-off twice a month policy in 1998 and two-day-off per week policy in 2001 have fostered domestic traveling and expanded tourist hotel industry. The local government other economic service expenditure has positive effect on efficiency of international tourist hotels. That is to say, increasing in local government tourist expenditure will promote tourism market and improve efficiency of a hotel. Because of the production externality in tourism industry the idea that government tries to promote tourism to benefit economic development would be workable.

A firma é o principal agente econômico para a produção e distribuição de bens e serviços. Seu constante investimento em melhorias e o aperfeiçoamento de sua capacidade produtiva, visando tornar-se cada vez mais eficiente, transforma-se em um determinante central do bem estar econômico da sociedade. O processo de medir a ineficiência de firmas baseia-se em análises de fronteiras, onde a ineficiência é medida como a distância entre os pontos observados da variável resposta e a função de produção, custo ou lucro verdadeiras, dependendo do modelo assumido para descrever a variável resposta. Existe uma variedade de formas funcionais para essas funções e algumas vezes é difícil julgar qual delas deve ser escolhida, visto que a forma verdadeira é desconhecida e pode ser somente aproximada. Em geral, na literatura, dados de produção são analisados assumindo-se modelos multiplicativos que impõem a restrição de que a produção é estritamente positiva e utiliza-se a transformação logarítmica para linearizar o modelo. Considera-se que o logaritmo do produto dada a ineficiência técnica tem distribuição contínua, independentemente de os dados serem contínuos ou discretos. A tese divide-se em dois artigos: o primeiro utiliza a inferência bayesiana para estimar a eficiência econômica de firmas utilizando os modelos de fronteira estocástica de custo com forma funcional flexível Fourier, que asseguram um bom ajuste para a fronteira, sendo fundamental para o cálculo da ineficiência econômica; o segundo artigo propõem os modelos generalizados de fronteira estocástica, baseando-se nos modelos lineares generalizados mistos com a abordagem bayesiana, para quantificar a ineficiência técnica de firmas (medida de incerteza) utilizando a variável resposta na escala original e distribuições pertencentes à família exponencial para a variável resposta dada a medida de ineficiência. / The firm is the main economic agent for the production and distribution of goods and services. Its constant investment in improvements and enhancement of its productive capacity to make itself more efficient becomes a central determinant of economic welfare of society. The measure process of inefficiency is based on frontier analysis, where inefficiency is measured as the distance between the observed points from variable response and real production, cost or profit function, depending on chosen model to describe the variable response. There are several functional forms to these functions and sometimes it is very difficult to decide which one has to be chosen because the true form is unknown and it can just be approximate. Generally, in the literature, production data are analyzed assuming multiplicative models that impose the restriction of what the production is strictly positive and use the logarithm transformation to turn the model lineal. It is considerate that the product\'s logarithm given the technical inefficiency has distribution continual, independent if the data are continuous or discrete. The papers presented in this thesis are: the first paper uses the bayesian inference to estimate the economic efficiency of firms in the cost stochastic frontier models using the Fourier flexible cost function, that assure a good settlement to the frontier being essential to calculate the economic inefficiency. The second paper proposes a generalized stochastic frontier models, based on generalized linear mixed models with the Bayesian approach, to quantify the inefficiency technical of the firms (uncertainty measures) by using the response variable in the scale original with distributions belonging on the exponential family to the response variable given the measure of inefficiency.

從2015年統計數據來看，中國大陸涉農金融機構地方滲透性比重較高。03年中國大陸國務院下發《深化農村信用社改革試點方案》到現在為止雖然14年了，但是農村信用社還是存在很多問題。 所以研究農村信用社經營效率，對提高涉農金融機構質量和促進中國大陸農村金融市場的發展具有重大的意義。 本研究以數據包絡分析法為主，由於dea方法沒有考慮到誤差項的分配，因此加入了隨機前沿分析法。 本研究發現雖有個別農村信用社效率不足的情況存在，但福建地區整體農村信用社各項指標都很穩定。只是要針對個別經濟環境不景氣的地區重點研究，造成其效率低下的主要原因，改善其經營效率，也能提高整體指標。 從本研究對福建省地區農村信用社效率的比較影射到全國農村信用社。在國務院對農村金融改革後，雖農信社還存在部分問題，但也慢慢趨向穩定發展。可看出國務院的金融改革日漸成效。 / The statistical data of 2015 indicates that most of the Chinese local financial institutions are served as agriculture-related financial institutions.Although state council promulgated<The reform of rural credit cooperatives >in 2003, there are still lots of problems to be solved today. Therefore, the researches about the operating efficiency of rural credit cooperatives can help not only the improvement in the quality of agriculture-related financial institutions but also the development of rural financial market in China. This paper is mainly based on the data envelop analysis (DEA). Because the DEA doesn't consider the distribution of residuals, we also use the stochastic frontier analysis. In this paper, we find that the inefficiency problem still exists in some rural credit cooperatives, but all indexes of overall rural credit cooperatives in Fujian area are still stable. Moreover, we think that the improvement in the operating efficiency of individual rural credit cooperatives can also improve the overall indexes. Applying our analysis into whole districts of China, we find that the development becomes stable gradually, meaning the reform by state council works.

This thesis contains an introduction followed by two independent chapters, each of them dealing with a different empirical issue of Brazilian sugarcane sector. The aim of the study in chapter 2 is the productivity of São Paulo state sugarcane mills in the post-2008 period. To evaluate the productivity changes a total factors productivity (TFP) approach combined with stochastic frontier models were used and then the TFP growth between 2010 and 2015 had been decomposed into four components: technical progress; change in technical efficiency; change in the production scale and change in the allocative efficiency. The results seem to be consistent and indicate an efficiency loss for the mills over the analyzed period, as well highlighted the importance of capital for the mills, indicating that financial problems can lead to productivity losses in this sector. Chapter 3 presents an analyze the existence of asymmetric price transmission between producers and retail markets for refined sugar at the State of Sao Paulo, considering aspects such as direction, magnitude and speed of price transmissions. The empirical analysis used monthly averages of prices for the period from May 2003 to February 2015 and the results suggest that the transmission of shocks is bidirectional. Formal tests suggest that the hypothesis of symmetry in price transmission both in the short and long-run from retail to producers cannot be rejected. / Esta tese foi elaborada contendo uma introdução, seguida de dois capítulos independentes, cada um deles sendo um estudo de uma questão empírica diferente sobre o setor canavieiro brasileiro. O objetivo do estudo no capítulo 2 é analisar a produtividade das usinas de cana-de-açúcar do Estado de São Paulo no período pós-2008. Para avaliar as mudanças na produtividade foi utilizada uma abordagem de produtividade total de fatores (TFP), combinada com modelos estocásticos de fronteira e, em seguida, o crescimento da PTF entre 2010 e 2015 foi decomposto em quatro componentes: progresso técnico; mudança na eficiência técnica; mudança na escala de produção e mudança na eficiência alocativa. Os resultados parecem consistentes e indicam uma perda de eficiência para as usinas no período analisado, bem como destacam a importância do capital para as usinas, indicando que os problemas financeiros podem levar a perdas de produtividade neste setor. O capítulo 3 apresenta uma análise da existência de uma transmissão assimétrica de preços entre produtores e mercados varejistas de açúcar refinado no Estado de São Paulo, considerando aspectos como direção, magnitude e a velocidade de transmissão de preços. A análise empírica utilizou médias mensais de preços para o período de maio de 2003 a fevereiro de 2015 e os resultados sugerem que a transmissão de choques é bidirecional. Testes formais sugerem que a hipótese de simetria na transmissão de preços tanto a curto como a longo prazo do varejo para os produtores não pode ser rejeitada.