Development a measurement method of dynamic TFP using DEA and index number appoach

开发使用 DEA 和指数方法的动态 TFP 测量方法

基本信息

批准号：
14530030
负责人：
NEMOTO Jiro
金额：
$ 1.09万
依托单位：
Nagoya University
依托单位国家：
日本
项目类别：
Grant-in-Aid for Scientific Research (C)
财政年份：
2002
资助国家：
日本
起止时间：
2002 至 2003
项目状态：
已结题

项目摘要

The purpose of this research is to extend the traditional method of measuring total factor productivity in two ways. Firstly, removing an assumption of fully efficient production, I develop a new method of productivity which enables us to evaluate the impacts of technical efficiency on productivity. For this purpose, a decomposition analysis of the Hicks-Moorsteen productivity index is proposed to factorize productivity change in technical change, efficiency change, scale change and the mix effects of inputs and outputs. A computational difficulty in measuring the Hicks-Moorsteen productivity index is to require both of input and output distance functions. I provide a consistent procedure for obtaining parameters of both functions. Also, a new convenient measure of the returns to scale is presented. The whole analysis is applied to productivity growth in 17 OECD countries, which proves its empirical usefulness. Secondly, the data envelopment analysis is extended to measure dynamic productivity and dynamic efficiency by introducing quasi-fixed inputs that incurs adjustment costs. Since this formulation is closely related to the standard theory of investment, it serves a basis for estimating the Euler equations and the marginal Tobin's q. This dynamic data envelopment analysis is applied to real data pertaining to Japanese electricity transmission and distribution. The results reveal that allocative inefficiencies frequently detected by traditional methods in transmission and distribution electric utilities are almost, due to lack of dynamic efficiency.

这项研究的目的是扩展以两种方式衡量总要素生产率的传统方法。首先，消除了完全有效生产的假设，我开发了一种新的生产力方法，使我们能够评估技术效率对生产率的影响。为此，提出了对希克斯 - 摩尔斯汀生产力指数的分解分析，以分解技术变化，效率变化，比例变化以及输入和产出的混合效应的生产率变化。测量Hicks-Moorsteen生产力指数的计算困难是需要输入距离和输出距离功能。我提供了一个一致的程序来获得两个函数的参数。此外，还提出了一种新的方便衡量标准回报率。整个分析应用于17个经合组织国家的生产率增长，这证明了其经验实用性。其次，扩展了数据包络分析，以通过引入产生调整成本的准固定输入来衡量动态生产率和动态效率。由于该公式与标准投资理论密切相关，因此它是估计欧拉方程和边缘Tobin Q的基础。这种动态数据包络分析应用于与日本电力传输和分布有关的真实数据。结果表明，由于缺乏动态效率，传统方法经常通过传统方法检测到的分配无效。