变结构面板协整检验的响应面函数研究

Panel-ρ检验是常用的异质面板数据协整检验统方法,本文通过Monte Carlo模拟分析Panel-ρ协整检验方法的小样本性质,以及该方法对于变结构面板协整检验的检验功效.结果表明,在小样本情况下Panel-ρ统计量在原假设下的渐进分布会不同于该统计量的理论渐进分布,而且面板数据中存在的结构变化也会对渐进分布产生影响,从而降低Panel-ρ检验的检验功效.为了得到更加符合实际样本情况的统计量临界值,通过Monte Carlo模拟方法得到Panel-ρ协整检验方法的响应面函数,建立了统计量的临界值与面板数据的样本容量、结构变化类型的直接函数关系.Monte Carlo模拟检验表明,响应面函数法确实能够改善Panel-ρ协整检验的检验功效,在小样本容量和具有结构变化的情况下保证了面板协整检验的有效性.     

基于动态因子结构的贝叶斯分位面板协整研究

针对传统面板协整检验在建模过程中易受异常值影响以及其原假设设置的主观选择问题,本文利用动态公共因子刻画面板数据潜在的截面相关结构,提出基于动态因子的截面相关结构的贝叶斯分位面板协整检验,结合各个主要分位数水平下参数的条件后验分布,设计结合卡尔曼滤波的Gibbs抽样算法,进行贝叶斯分位面板协整检验;并进行Monte Carlo仿真实验验证贝叶斯分位面板协整检验的可行性与有效性。同时,采用中国各省金融发展和经济增长的面板数据进行实证研究,结果发现在各主要分位数水平下中国金融发展和经济增长之间具有协整关系。研究结果表明:贝叶斯分位面板协整检验方法避免了传统面板数据协整方法由于原假设设置不同而发生误判的问题,克服了异常值的影响,能够提供全面准确的模型参数估计和协整检验结果。     

中国货币需求函数的实证研究

本文以1998年东南亚金融危机后为背景,从经典的凯恩斯货币需求理论分析出发,运用协整检验和误差修正模型对我国货币需求问题进行了研究。结果显示,货币需求、国民收入、贷款利率和通货膨胀率之间存在协整关系,货币需求函数表现出高收入弹性和高利率弹性,货币量、利率和货币政策最终目标之间存在短期均衡关系,M1主要受收入因素影响而呈现出长期稳定性特征,贷款利率对货币需求有显著调节作用。     

人口因素与区域经济的多重协整关系研究——基于沈阳市时间序列数据的分析

本文针对沈阳市最新的人口"六普"数据,采用描述统计的方法多维度分析了沈阳市人口现状及变化特点;采用ADF平稳性检验和Johansen协整检验方法研究了人口与经济发展之间的长期协整关系;运用向量误差模型(VEC)分析了短期内的人口因素变化对经济发展的影响;通过脉冲响应函数(IRF)分析了人口因素变化对于区域消费和收入响应的敏感程度。结果表明,沈阳市正处于人口红利末期与老龄化初期并存的发展关键阶段,人口因素无论长期还是短期,对于区域经济增长都有显著的正向影响,并且消费支出和人均收入对于人口因素短期内的冲击十分敏感。     

协整回归残量平稳性的小波检验

本文研究基于小波方法的协整回归残量平稳性检验。将文献[6]中的小波方法推广到了协整关系的检验,给出了对线性协整模型OLS回归后得到的残量进行平稳性检验的小波方法,得到了在原假设非协整下检验统计量的渐近分布。模拟实验和实例分析都验证了新方法的有效性。     

协整关系中门限效应的Wald检验

在协整的三角表示形式中,利用Wald检验方法检验协整回归关系中存在的门限非线性.在线性协整的原假设下构造了Wald统计量及其泛函形式,给出了不依赖于门限参数的极限分布.利用模拟计算研究了所提检验的有限样本性质.对不同到期时间的债券利率进行检验,结果表明利率之间具有门限协整关系.     

平滑转换向量误差修正模型的非线性协整SupLM检验

本文考虑平滑转换向量误差修正模型的非线性协整检验问题,相对于传统的两步检验法,给出已知协整向量下的直接检验非线性协整的SupLM检验方法,通过定义平滑转换协整模型,给出SupLM检验统计量,在原假设下得到检验统计量的渐近分布和相关的bootstrap算法,模拟结果和实例计算表明了该方法的有效性。     

关于对可能影响CPI的几个因素的研究

本文通过实证检验,运用eviews计量工具研究了1978-2009年外汇储备量、金融机构贷款额和固定资产投资额对我国CPI的影响.本文在单位根检验、协整检验的基础上建立了向量误差纠正模型,使用Granger因果检验方法对上述几个影响可能CPI的因素进行了研究.得出的结论是:每年的金融机构贷款额以及固定资产投资额与CPI存在协整关系,而且是影响CPI的Granger原因,并且对CPI滞后影响比较显著;而外汇储备额与CPI根本不存在协整关系,可以认为其对CPI影响甚微,模型中忽略不计.     

国际石油价格与我国石化生产的协整关系:基于TAR模型的研究

国际石油价格作为石油化工产业主要原材料成本的重要组成部分,将对石化产业生产产生重大影响,研究发现我国主要石化产品总产量与国际油价之间存在显著的协整关系。利用门限自回归方法(TAR),实证研究发现两者存在非线性两机制门限协整。当国际油价低于门限值54.35美元时,我国石油化工生产基本不受国际石油价格变化影响。而当国际石油价格高于54.35美元时,其对我国石油化工产业影响凸显并成为抑制其发展的重要因素。     

我国经济增长与利用外资的变结构协整分析

本文分析了我国利用外资与经济增长之间的关系。运用协整分析方法,考虑数据结构突变的可能性,本文研究发现,对结构突变的数据序列,恩格尔—葛兰杰检验没有检测到协整关系;通过设定虚拟变量,成功检测到该协整关系,并建立误差修正模型。基于现有数据的实证结果表明我国经济增长与利用外资之间的协整关系在1997年发生了变化。     

海岛旅游绩效评价及驱动因子研究--以中国12个海岛县(区)为例

海岛旅游绩效是衡量海岛旅游产业发展质量和效果的重要标准.基于中国12个海岛县2001-2016年的面板数据,构建海岛旅游绩效评价指标体系,采用旅游综合绩效指数模型和多元线性回归模型,分析海岛旅游绩效的影响因素,剖析海岛旅游绩效的驱动因子.研究结果表明:1)海岛旅游绩效具有明显的区域差异,普陀优势突出,长海和平潭弱势明显;2)海岛旅游经济发展水平和海岛生态环境质量是海岛旅游绩效的连续影响因素,腹地经济发展水平、海岛地区产业结构、海岛交通条件、海岛旅游服务水平、海岛科技信息水平等项要素在各时期分别起到显著的影响作用;3)诸多影响要素相互作用驱动海岛旅游绩效不断发展变化,形成海岛地区旅游绩效的综合驱动系统.     

中美石油消费与国际原油价格的协整分析

石油消费与石油市场与国民经济和国家安全息息相关,是学术界研究的的热点领域之一.本文采用协整性和因果关系检验的计量经济学方法,考察了我国石油消费和国际原油价格之间的相互影响,发现两者存在长期协整关系,但只具有单向因果关系.与美国的比较研究表明,我国石油市场化改革取得了显著成效,随着改革的深入,还应该建立充足的商业石油储备,并基于市场调整当前石油定价体制与进口机制,进一步放开油价,采用主动的进口策略,才能根本解决消费与价格存在的脱节问题,实现与国际石油市场更好的接轨,适应日益完善的市场经济需要.     

Factors affecting the demand for softwood lumber in the united states

This study sets out to examine whether the demand for softwood lumber in the United States is responsive to various market factors including the price of softwood lumber, the price of other building materials, and the level of economic activity (e.g. housing starts). Concern in the analysis is focused on overcoming some of the methodological shortcomings found in previous studies of this issue. The results are conclusive. The quantity of softwood lumber demanded does respond to the various economic factors considered. Moreover, when the structural stability of the estimated relationships is investigated, the results suggest that the demand for softwood lumber regionally in the United States has remained unaltered over the sample period (1950–1985).     

MEASURING THE COSTS OF REALLOCATING WATER FROM AGRICULTURE: A MULTI‐MODEL APPROACH

ABSTRACT. Increasing demand for water by environmental interests, coupled with the diminishing prospects for constructing new water diversion projects, is forcing farmers in the western United States to cope with reduced surface water deliveries. The cost of improving instream water quality by reducing agricultural diversions is shown to depend mainly on how the supply reductions are allocated among users and on the extent of water trading. A central contribution of this paper is a methodology for measuring the impacts of water supply policy reforms on irrigated agriculture. The paper nests three empirical models in a general conceptual framework. The models differ in terms of their degree of detail and assumptions about input substitution. By comparing model results, it is possible to place bounds on the consequences of policy changes, and to identify critical factors determining economic impacts. The models are applied to the problem of improving water quality in the San Francisco Bay/Delta estuary.     

‘An inalienable prerogative of a liberated spirit’: postulating American mathematics

In the early twentieth century, researchers in the United States engaged with foundational studies in mathematics by building and evaluating postulate systems. At the same time, their contemporaries were evaluating the meaning and politics of knowledge more broadly. This article argues that the study of postulates in the United States was tied to important Progressive Era questions about the nature of knowledge, the status of the knower, and the development of American Pragmatism. While most investigations of postulate studies have considered their implications within mathematical research and education, this article looks instead to the role of postulate studies in the professionalization of mathematics in the United States and to its cultural status more broadly.     

中国存贷款派生过程的实证研究

以存款总额、贷款总额、储蓄存款、企业存款、银行贷款、收入、利率、CPI为变量,依据变量之间的经济关系,构建6组VAR模型,考察存贷款派生关系以及与其他影响因素之间的关系,并且进一步利用协整分析、误差修正模型、景气分析方法考察上述不同组经济变量之间的影响方向、时滞和力度.实证分析结果显示存贷款之间具有派生关系,但是不同存贷款科目的派生过程各有不同.特别地,存款是贷款的先行指标,存贷款之间的增长拐点大概有9--12个月的时滞.存款是指标组中影响贷款最重要的指标,但是贷款不是影响存款最重要的指标.贷款转化成存款的速度很快,但是存款转化成贷款需要一个过程.除了存贷款之间的相互影响外,CPI、收入对存款有影响,CPI对贷款有影响,但是名义利率对存款和贷款没有显著影响.     

An analysis of context-based similarity tasks in textbooks from Brazil and the United States

Three textbooks from Brazil and three textbooks from the United States were analysed with a focus on similarity and context-based tasks. Students’ opportunities to learn similarity were examined by considering whether students were provided context-based tasks of high cognitive demand and whether those tasks included missing or superfluous information. Although books in the United States included more tasks, the proportion of tasks focused on similarity were about the same. Context-based similarity tasks accounted for 9%–29% of the similarity tasks, and many of these contextual tasks were of low cognitive demand. In addition, the types of contexts that were included in the textbooks were critiqued and examples provided.     

基于ISM与M-F模型的公务员工资普调频率研究

以普调频率为核心的工资增长机制,是我国公务员工资制度改革悬而未决的难点问题,其关键在于分析影响因素并确定普调周期。文章采用ISM、M-F等方法,对我国公务员工资普调频率影响因素进行量化分析,旨在通过研究各因素影响时效的衍变规律,寻求长期稳态下最适宜的普调周期。研究发现,基于时效周期的工资普调影响指标体系包含24项因素,其中CPI等8项流量因素构成短期时效层,自身变化及影响时效短,易波动,综合影响期为1.55年;平均任职时间等13项存量因素构成中期时效层,指标变动具有长期累积性,综合影响期为3.11年;工资差异结构等3项支配因素构成长期时效层,反映工资供求矛盾状态,综合影响期为4.53年;在24项因素综合作用下,系统于2.34年达到了长期稳态水平,各项影响因素实现了最佳平衡,可近似将2.50年设计为普调周期。     

基于协整理论和灰色系统的我国粗钢需求预测

运用协整理论和灰色系统对中国1979-2008年的粗钢消费量和GDP进行分析,并对中国2009-2020年粗钢需求量进行了预测和修正,得到中国2015年粗钢需求量在6.4-7.3亿吨之间,2020年在8.2-8.8亿吨之间的结论.     

Mathematics Learning and Participation as Racialized Forms of Experience: African American Parents Speak on the Struggle for Mathematics Literacy

This article draws on 3 ethnographic and participant observation studies of African American parents and adults from 3 northern California communities. Although studies have shown that African American parents hold the same folk theories about mathematics as other parents, stressing it as an important school subject, few studies have sought to directly examine their beliefs about constraints and opportunities associated with mathematics learning for both themselves and their children. I argue that, as they situate the struggle for mathematical literacy within the larger contexts of African American, political, socioeconomic, and educational struggle, these parents help reveal that mathematics learning and participation can be conceptualized as racialized forms of experience. As they attempt to become doers of mathematics and advocates for their children's mathematics learning, discriminatory experiences have continued to subjugate some of these parents, whereas others—as demonstrated in their oppositional voices and behaviors—resisted their continued subjugation based on a belief that mathematics knowledge, beyond its role in schools, can be used to change the conditions of their lives. The characterization of mathematics learning as racialized experience put forth in this article contrasts with culture-free and situated perspectives of mathematics learning often found in the literature. As a result of their experiences with oppression in this society, the concept of race has historically played a major role in the lives of African Americans. Although race has dubious value as a scientific classification system, it has had real consequences for the life experiences and life opportunities of African Americans in the United States. Race is a socially constructed concept which is [a] defining characteristic for African American group membership. (Sellers, Smith, Shelton, Rowley, & Chavous, 1998, p. 18)