سنجش اندازه رقابت در بازار بانکی ایران: رویکرد هال- راجر

نوع مقاله: مقاله پژوهشی

نویسندگان

1 گروه اقتصاد دانشکده مدیریت و اقتصاد دانشگاه سیستان و بلوچستان

2 کارشناس ارشد اقتصاد دانشکده مدیریت و اقتصاد دانشگاه سیستان و بلوچستان

چکیده

در این مقاله، ساختار بازاری صنعت بانکداری ایران با استفاده از مدل هال – راجر  در دوره زمانی 1386 – 1390 مورد بررسی قرار گرفته و شاخص لرنر برای 18 بانک دولتی و خصوصی محاسبه شده است. نتایج تحقیق نشان می‌دهد که شاخص لرنر برای 15 بانک بین 0.10 تا 0.91 و برای سه بانک  دیگر منفی است. بنابراین یافته‌ها  موید آن است که در بیش از 80 درصد از بانک‌های فعال در کشور، شکاف قابل توجهی بین قیمت و هزینه نهایی وجود دارد. همچنین در این تحقیق شاخص‌های تمرکز هرفیندال-هیرشمن و شاخص  برای دوره زمانی 1390-1382 محاسبه شده و نتایج محاسبات بر مبنای هر دو شاخص منعکس کننده این واقعیت است که ضریب تمرکز در بازار متشکل پولی در طی این دوره کاهش یافته و ضریب رقابت افزایش یافته است. 

کلیدواژه‌ها


عنوان مقاله [English]

Measuring Competition in Iranian Banking Sector: The Hall-Roeger Approach

نویسندگان [English]

  • Mohammad Nabi Shahiki Tash 1
  • Yaghoub Abdi 2
1 Department of Economics, Faculty of Management and Economics, University of Sistan and Baluchestn
2 M.A in Economics, Faculty of Management and Economics, University of Sistan and Baluchestn
چکیده [English]

This paper employs the Hall-Roeger model to determine the level of competition in Iranian banking industry during 2007 -2011. In so doing, the Lerner Index calculated for 18 Private and Public banks. We find that during this period the Lerner index for 15 banks has been fluctuated from 0.1 to 0.90 and for three remain banks is negative. The findings suggest that more than 0.80 of operating in the country, there is significant gap between their price and marginal costs lead them to gain market power. Also in this study we have estimate the Herfindal-Hirschman Index and the k bank ratio over the years of 2003-2011 and show that over this period concentration degree has reduced.

کلیدواژه‌ها [English]

  • Banking sector
  • Competition
  • concentration
  • Lerner Index
  • Hall-Roeger
  • Herfindal-Hirschman
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