最低工资与经济增长:一个新理论模型

近年来,最低工资问题越来越受到理论界以及政府部门的重视.考虑了最低工资标准对国家经济增长的影响,提出了一个最低工资经济增长的理论模型,并求得该模型的均衡解,得出了最低工资标准的提高将降低就业率,由此引发的失业扩大将会促进经济增长的结论.     

最低工资如何影响制造业劳动力成本?——基于面板数据分位数处理效应模型的分析

本文控制地区和时间的变化,研究2011-2013年中部六省各地市最低工资标准上调对企业劳动力成本的异质性影响。利用2011-2013年中国微观数据库中中部六省制造业企业数据进行分析,结果显示:最低工资标准每提升1%,制造业企业劳动力将整体平均上涨0.039%,其中,劳动密集型企业上涨0.107%,而资本密集型企业劳动力成本将平均下降0.055%。借助2011-2013年安徽省和江西省最低工资上涨的“准自然实验”证实了最低工资标准提升对劳动力成本的影响主要集中在低工资水平的企业的结论。对工资水平较高的劳动密集型企业存在溢出效应,但对资本密集型企业有降低劳动力成本的效应。并且最低工资政策对于不同行业性质的企业影响具有异质性。相关部门在调整最低工资标准时应将最低工资的分位水平考虑在内,实行行业差异性最低工资水平,并且需要考虑企业的成本创新效应。     

工资上涨对我国物价和出口品成本的影响分析

近年来我国劳动者报酬增速低于国内增加值(GDP)增速,居民收入水平提高较慢.提高各部门工资水平、增加居民收入、使得居民收入与GDP同步增长成为保证我国经济快速稳定增长的必要措施.2010年我国大部分省市将最低工资标准提高20%以上,作者提出了新的区分加工出口的非竞争型投入产出价格模型,并推导出工资水平提高对我国物价以及出口品成本的影响公式.实际测算结果表明,工资上涨带来的通货膨胀及对出口品成本影响较小,我国应该及时出台相应的政策措施提高各部门工资水平.     

基于多属性群决策模型的评教方法

对高校学生网上评教存在的主要问题进行了分析,给出了网上评教的信息处理新方法.首先利用信息熵和正态分布函数对学生可信度函数进行了定义,再根据可信度大小对学生评价的权重进行了分配,最后利用加权算术平均算子对课程班的得分进行集结.数值算例分析了方法的有效性、合理性和可操作性.     

变循环发动机部件法建模及优化

对2013年全国研究生数学建模竞赛A题"变循环发动机部件法建模及优化"的问题进行建模及求解.通过模型设计出逐维线性插值法对风扇和CDFS的几何特性进行研究.利用阻尼牛顿迭代法对共同工作方程组进行求解.运用非线性规划约束优化算法对发动机的性能进行优化.然后通过数值仿真验证了提出的算法的有效性.     

创业板成长型中小企业效率评价

中小企业成长,是质与量的统一.对于创业板中小企业而言,由于多数存在经营业绩不稳定情况,因此其成长问题广受关注.首先,基于单指标识别方法,从175家企业中筛选出31家成长型中小企业,并对成长型企业的成长指数进行了计算.其次,采用数据包络分析方法,对成长型中小企业的效率进行评价,并对技术效率、纯技术效率、规模效率和成长指数进行了分析.最后,对175家企业的效率进行了综合分析,对成长型和非成长型企业效率进行了对比分析,并分别对成长速度、技术效率和企业盈利能力的关系进行了回归分析.     

基于动力学模型的人口数量预测和政策评估

随着单独二胎政策的放开,计划生育政策再次引起了人们的关注.为评估生育胎次对中国人口数量的影响,本文建立了关于人口增长的动力学模型.首先,分别对辽宁省和新疆自治区的人口数据进行了拟合,评估了"二胎"政策对两地区人口的影响.其次,对全国人口数据和抚养比进行了拟合和预测.最后,通过参数敏感性分析,评估各因素对总人口增长的影响.     

灰色预测在农林牧渔业发展中的应用

运用GM(1,1)模型对我国农林牧渔业总产值进行预测,首先对数据进行预处理,使其满足灰色预测模型的条件,运用M ATLAB软件编程求解.通过做残差检验和滚动检验,发现误差均小于10%,最后进行了关联度分析.得出结论:对农林牧渔业总产值影响最大的为渔业,其次为牧业,林业和农业.     

基于扩展线性支出系统(ELES)的浙江农民消费需求变化分析

对先进的经济计量方法—扩展的线性支出系统进行解析.运用该模型及2002年—2006年浙江农民收入和消费数据,对浙江农民的消费结构、消费倾向和消费需求弹性进行分析.在此基础上提出相应建议.     

层次分析法在步枪作战效能评估中的应用

应用层次分析法对两代(共10种)突击步枪和自动步枪作战效能的评估和排序进行了讨论,并对其作战效能和技术水平进行了判断.所得结论对了解我军装备的先进程度,适应新时期军事科学和战备具有特别重要的意义.     

Optimal Pair Matching With Two Control Groups

In an effort to detect hidden biases due to failure to control for an unobserved covariate, some observational or nonrandomized studies include two control groups selected to systematically vary the unobserved covariate. Comparisons of the treated group and two control groups must, of course, control for imbalances in observed covariates. Using the three groups, we form pairs optimally matched for observed covariates—that is, we optimally construct from observational data an incomplete block design. The incomplete block design may use all available data, or it may use data selectively to produce a balanced incomplete block design, or it may be the basis for constructing a matched sample when expensive outcome information is to be collected only for sampled individuals. The problem of optimal pair matching with two control groups is shown by a series of transformations to be equivalent to a particular form of optimal nonbipartite matching, a problem for which polynomial time algorithms exist. In our examples, we implement the procedure using a nonbipartite matching algorithm due to Derigs. We illustrate the method with data from an observational study of the employment effects of the minimum wage.     

不同职业中国移民和本地人的工资差异(英文)

在这篇文章分析了在香港中的本地居民和中国大陆移民在不同行业中的工资差异。工资差异随着行业不同而显示出差异。在精英阶层,工资的差异要比低薪阶层的工资差异大得很多。为了观察在香港的劳动力市场中是否存在中国大陆移民工资歧视,文章应用了半参数模型来研究。如果给出本地居民和大陆移民在行业组中的工资结构,对不同行业,特别是在特别的行业中,重新利用本地居民的工资对大陆移民工资相对实际的分布进行加权,之后对大陆移民的工资分布比较。     

Multi-period defined contribution pension funds investment management with regime-switching and mortality risk

Using mean–variance criterion, we investigate a multi-period defined contribution pension fund investment problem in a Markovian regime-switching market. Both stochastic wage income and mortality risk are incorporated in our model. In a regime-switching market, the market mode changes among a finite number of regimes, and the market state process is modeled by a Markov chain. The key parameters, such as the bank interest rate, or expected returns and covariance matrix of stocks, will change according to the market state. By virtue of Lagrange duality technique, dynamic programming approach and matrix representation method, we derive expressions of efficient investment strategy and its efficient frontier in closed-form. Also, we study some special cases of our model. Finally, a numerical example based on real data from the American market sheds light on our theoretical results.     

A dynamic programming model for effect of worker’s type on wage arrears

We analyze how wage arrears are affected by the worker’s type (in this paper, the worker’s type means the worker’s attitude to wage arrears). Wage arrears cause workers’ negative emotion which may lead to serious social problem and the government may intervene. In this paper, we model the process of wage arrears as a Markov decision process in which the firm is the decision maker. We develop an optimal solution approach under the assumption that the worker’s negative emotion threshold (The worker’s negative emotion increases monotonically with increasing back pay. Once the cumulative back pay exceeds a particular value, the worker will take legal actions and the government will intervene. We define the particular value as the worker’s negative emotion threshold.) is normally distributed and provide insights into how wage arrears vary with the worker’s type and the government intervention. We propose the optimal government intervention which stops wage arrears and does not disturb the normal order of the market economy. We show that the intervention depends on the worker’s type and the results imply that the government intervention should be adjusted dynamically according to different regions, industrial sectors and time periods.     

Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach

We discuss an optimal investment, consumption and insurance problem of a wage earner under inflation. Assume a wage earner investing in a real money account and three asset prices, namely: a real zero-coupon bond, the inflation-linked real money account and a risky share described by jump-diffusion processes. Using the theory of quadratic-exponential backward stochastic differential equation (BSDE) with jumps approach, we derive the optimal strategy for the two typical utilities (exponential and power) and the value function is characterized as a solution of BSDE with jumps. Finally, we derive the explicit solutions for the optimal investment in both cases of exponential and power utility functions for a diffusion case.     

Using mixture density functions for modelling of wage distributions

This article explores the possibility of modeling the wage distribution using a mixture of density functions. We deal with this issue for a long time and we build on our earlier work. Classical models use the probability distribution such as normal, lognormal, Pareto, etc., but the results are not very good in the last years. Changing the parameters of a probability density over time has led to a degradation of such models and it was necessary to choose a different probability distribution. We were using the idea of mixtures of distributions (instead of using one classical density) in previous articles. We tried using a mixture of probability distributions (normal, lognormal and a mixture of Johnson’s distribution densities) in our models. The achieved results were very good. We used data from Czech Statistical Office covering the wages of the last 18 years in Czech Republic.     

Disjoint cliques and disjoint maximal independent sets of vertices in graphs

In this paper, we find lower bounds for the maximum and minimum numbers of cliques in maximal sets of pairwise disjoint cliques in a graph. By complementation, these yield lower bounds for the maximum and minimum numbers of independent sets in maximal sets of pairwise disjoint maximal independent sets of vertices in a graph. In the latter context, we show by examples that one of our bounds is best possible.     

Affine cartesian codes

We compute the basic parameters (dimension, length, minimum distance) of affine evaluation codes defined on a cartesian product of finite sets. Given a sequence of positive integers, we construct an evaluation code, over a degenerate torus, with prescribed parameters of a certain type. As an application of our results, we recover the formulas for the minimum distance of various families of evaluation codes.