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This study investigates whether self-efficacy functions more as a state-like or trait-like characteristic among 1,767 Chinese eighth-grade students, based on its relationship with mathematical problem-posing and problem-solving. Using Linear Regression Models and Generalized Additive Models, the analysis reveals that task-specific self-efficacy related to posing easy problems emerges as the most robust predictor for students’ problem-posing performance across all difficulty levels and for students’ upper limit, average, and lower limit of performance. In contrast, self-efficacy in solving easy problems demonstrates the highest predictive power only for easy and moderate difficulty levels and for the upper limit and average problem-solving performance. These findings suggest that self-efficacy exhibits characteristics of both a temporary state—shaped by situational factors—and a stable trait—consistent across time and tasks.