News
Statistics
| Number of Journals | 20 |
| Number of Issues | 518 |
| Number of Articles | 4,516 |
| Article View | 9,584,310 |
| PDF Download | 5,345,320 |
ارزیابی تأثیر عملکرد مطابق با قانون بانکداری بدون‌ربا در سپرده‌های سرمایه‌گذاری بر کارایی اقتصادی نظام بانکی؛ کاربرد برآوردگر AB N-step GMM در الگوی داده‌های ترکیبی پویا | ||
| مطالعات اقتصاد اسلامی | ||
| Article 7, Volume 12, Issue 1 - Serial Number 23, August 1398, Pages 177-208 PDF (1.39 M) | ||
| Document Type: مقاله پژوهشی | ||
| DOI: 10.30497/ies.2019.2518 | ||
| Authors | ||
| مهدی قائمی‌اصل* 1; مینا میرحسینی2 | ||
| 1استادیار گروه اقتصاد و بانکداری اسلامی، دانشکده اقتصاد، دانشگاه خوارزمی، تهران، ایران | ||
| 2دانش‌آموخته کارشناس ارشد بانکداری اسلامی، گروه اقتصاد و بانکداری اسلامی، دانشکده اقتصاد، دانشگاه خوارزمی، تهران، ایران | ||
| Receive Date: 18 December 2017, Revise Date: 21 September 2019, Accept Date: 26 April 2018 | ||
| Abstract | ||
| یکی از چالش‌های اساسی در نظام بانکداری بدون‌ربا، افزایش کارایی اقتصادی است. امروزه شاخص کارایی در سازمان‌ها و صنایع گوناگون یکی از اقدامات ضروری به‌‌منظور مقایسه میزان رقابت‌پذیری در صحنه داخلی و خارجی است و بانکها نیز از این قاعده مستثنی نیستند. در این پژوهش ابتدا کارایی فنی، تخصیصی و اقتصادیِ 26 بانک طی سال‌های 94-1385 با روش تحلیل پوششی داده‌ها محاسبه شده است؛ سپس با استفاده از یک تصریح پانلی پویا و برآوردگر گشتاورهای تعمیمیافتهِ n مرحلهای آرلانو- باند (AB N-step GMM)، عوامل درونبانکی و برونبانکی مؤثر برکارایی بانکها مورد‌بررسی قرار گرفته است. مطابق نتایج به‌دست آمده، رابطه آماری منفی و معنی‌داری میان داراییهای ثابت و کارایی بانکها و رابطه آماری مثبت و معنی‌داری میان شاخص‌های تفاوت سودقطعی و علی‌الحساب پرداختی به سپرده‌گذاران (به‌عنوان شاخص عملکرد بانکها منطبق بر قانون بانکداری بدون‌ربا)، سطح سرمایه و تسهیلات اعطایی با کارایی بانکها وجود دارد و در مقابل، رابطه آماری معنی‌داری میان تعداد شعب و کارایی بانکها وجود ندارد. همچنین تورم منجر‌به کاهش کارایی و افزایش تولید ناخالص داخلی منجر‌به افزایش کارایی بانکی میشود. بنابراین با اصلاح ساختار تخصیص منابع بانکی به داراییهای ثابت بانکی در کنار افزایش سطح سرمایه، ارتقاء سطح تسهیلات و عملکرد منطبق بر قانون بانکداری بدون‌ربا، میتواند کارایی بانکها را به‌نحو قابل توجهی افزایش داد. | ||
| Keywords | ||
| بانکداری بدون‌ربا، برآوردگر گشتاورهای تعمیمیافتهِ n مرحلهای آرلانو- باند، تحلیل پوششی داده‌ها، کارایی اقتصادی، رگرسیون پانلی پویا. ط; H21 | ||
| References | ||
|
Aghanazari, H. (2008). Theory of Profit and Losses sharing, Challenges and Solutions. Journal of Islamic Economics, 8(29), 63-80.
Akhavein, J., Frame, W. S., & White, L. J. (2005). The Diffusion of Financial Innovations: An Examination of the Adoption of Small Business Credit Scoring By Large Banking Organizations. The Journal of Business, 78(2), 577-596.
Alan, M. (2013). Central Bank Law, Monetary and Banking Research Center, Central Bank of the Islamic Republic of Iran, Tehran.
Alber, N. (2010). The Effect of Banking Expansion on Profit Efficiency of Saudi Banks. Available at SSRN 1688939.
Anayiotos, G., Toroyan, H., & Vamvakidis, A. (2010). The Efficiency of Emerging Europe’s Banking Sector Before and After the Recent Economic Crisis. Financial Theory and Practice, 34(3), 247-267.
Anayiotos, G., Toroyan, H., & Vamvakidis, A. (2010). The Efficiency of Emerging Europe’s Banking Sector Before and After the Recent Economic Crisis. Financial Theory and Practice, 34(3), 247-267.
Arellano, M., & Bond, S. (1991). Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations. The Review of Economic Studies, 58(2), 277-297.
Borhani, H. (1998). Efficiency Evaluation in Commercial Banks of Iran and its Relationship with Organizational and Financial Dimensions. Tehran, Research Institute of Humanities and Cultural Studies.
Baltagi, B. (2008). Econometric Analysis of Panel Data. John Wiley & Sons.
Baseri, B., Bagheri Shandi, M., & Baratpour, M. (2010). An Analysis of Technical Efficiency of Selected Mellat Bank Branches in Tehran City, Quarterly Journal of Economic Research and Policy, 18(54), 55-72.
Dadgar, Y., & Nik Nemat, Z. (2007). Application of DEA Model in Assessing the Efficiency of Economic Units; Case Study of Trade Bank Supervisors. Quarterly Journal of Economic Papers, 4(7), 11-54.
Ghaemiasl, M., Matin, S., Bafandeh Imandoust, S. & Mousavi Barrodi., S. M. (2016). Examining the Determinants of Net Income in Riba-Free Banking with an Emphasis on Differences Between Realized and on Account Profits (Case Study: Iran's Riba-Free Banking System), Islamic Economics Studies,8(16), 105-136.
Hadavi Tehrani, M. (2012). The Challenges of Islamic Banking Implementation. Recent Economic Literature, 136, 148-149.
Hadiyan, A., & Azimi Hosseini, A. (2004). Calculating the Efficiency of the Banking System in Iran Using Data Envelopment Analysis. Iranian Journal of Economic Research, 6(20), 1-25.
Haghighat, J., & Nasiri, N. (2003). The Effectiveness of the Banking System Using Data Envelopment Analysis, Quarterly Journal of Economic Research, 10(83), 135-171.
Hassanzadeh, A. (2007). Effectiveness and Effective Factors on It in the Banking System of Iran, Journal of Economic Research, 4(7), 75-98.
Hedayati, S., Bahmani, M., Safari, A., & Kalhor, H. (2015). Internal Banking Operations 2: Allocation of Resources. Banking Institute of Iran, Central Bank of the Islamic Republic of Iran, Tehran.
Hosseinzadeh Bahraini, M., Naji Meydani, A., & Chamanehgir, F. (2008). Comparison of Economic Efficiency of Private and Public Banks in Iran Using Data Envelopment Analysis (DEA), Science and Development, 15(25), 1-30.
Hosseini, S., Ain Alian, M., & Suri, A. (1996). Measuring the Efficiency of Post Banks in Iran's Provinces and Its Effective Factors, Quarterly Journal of Economic Research, 9(33), 125-151.
Hosseini, S & Souri, A. (2007). Estimation of Effectiveness of Iranian Banks and Its Effective Factors, Economic Journal, 7(25), 127-155.
Im, K. S., & Pesaran, M. H. (2003). On the Panel Unit Root Tests Using Nonlinear Instrumental Variables. Available at SSRN 482463.
Jamal, E. (2013). The Effectiveness and Efficiency of REITs Performance in Malaysia. Available at SSRN 2273937.
Kao, C. (1999). Spurious Regression and Residual-Based Tests for Cointegration in Panel Data. Journal of Econometrics, 90(1), 1-44.
Masoudi, A. (2008). Banking Law, Pashbord Publishing, Tehran.
Maysami, H. & Gilich, V. (2011). Evaluation of the Challenges of Riskless Banking in the Country, Recent Economic Literature, 132, 72.
Mishra, U. S., Mishra, B. B., Praharaj, S., & Mahapatra, R. (2011). CRM in Banks: A Comparative Study of Public and Private Sectors in India. European Journal of Social Sciences, 24(2), 265-277.
Mousavian, S., & Meysami, H. (2015), Islamic Banking (1): Theoretical Foundations - Practical Experiences, Fourth Edition, Monetary and Banking Research Center, Central Bank of the Islamic Republic of Iran, Tehran.
Mussai, M., Mehregan, N. & Ranjbar Daghian, R. (2010). Investigating Technical Efficiency and Return on Scale to Randomized Boundary Function (Case Study of Bank Branches of Rafah), Quarterly Journal of Economic Research and Policy, 12(56), 27-52.
Nazarpour, M., Yousefi Sheikh Rabat, M., & Ebrahimi, M. (2011). Investigating the Indicators of Prohibition in Iran on Risky Banking Performance in Iran. Quarterly Journal of Islamic Economics, 11(43), 157-188.
Ng, K. H., Wong, S. C., Yap, P. K., & Khezrimotlagh, D. (2014). A Survey on Malaysia’s Banks Efficiency: Using Data Envelopment Analysis. Scholars Journal of Economics Business and Management, 1, 586-592.
Omran, M. (2007). Privatization, State Ownership, and Bank Performance in Egypt. World Development, 35(4), 714-733.
Podder, B., Venkatesh, S., Wongsurawat, W., & Badir, Y. (2012). Determinants of Profitability of Private Commercial Banks in Banglaesh: An empirical Study. A Thesis for a Professional Master in Banking Finance, Asian Institute of Technology, Thailand.
Safamatlagh, S., Mehrara, M., & Abrishami, H. (2011). A Study on the Technical Efficiency of Saman Bank Branches and its Influencing Factors. Economic Research, 46(3), 1-20.
Saloner, G., & Shepard, A. (1992). Adoption of Technologies With Network Effects: an Empirical Examination of the Adoption of Automated Teller Machines (No. w4048). National Bureau of Economic Research.
Shafiee, A. (2010). Structural Analysis of Monopoly Efficiency and Social Cost: Empirical Studies of Iran's Banking Industry. Tehran, Allameh Tabatabaei University.
Sobhani, H., & Karjoo, h. (2012). Investigation and Measurement of Technical Efficiency of Selected Banks of Export Banks in Tehran Province, Quarterly Journal of Economic Research and Policy, 20(62), 195-212.
Society of Teachers of Qom Seminary. (2001). Qom, Teachers Community of Qom Seminary.
Soteriou, A., & Zenios, S. A. (1997). Efficiency, Profitability and Quality of Banking Services. International Journal of Bank Marketing, 18(5), 97-128.
Sufian, F., & Kamarudin, F. (2015). Determinants of Revenue Efficiency of Islamic Banks: Empirical Evidence from the Southeast Asian Countries. International Journal of Islamic and Middle Eastern Finance and Management, 8(1), 36-63.
Vermezyir, M. (2010). Evaluation of the Efficiency of Different Branches of Bank of Refah in Kurdistan Province Based on Data Envelopment Analysis Model, Kurdistan, Azad University, Sanandaj Branch. | ||
|
Statistics Article View: 678 PDF Download: 694 |
||