中国房地产行业态势分析及调控政策成效模拟

在深入分析房地产供需影响因素的基础上,构建了我国房地产行业态势分析模型和房地产行业调控政策成效模拟模型.并利用模型进行分析,量化研究该行业当前的态势、未来的趋势,模拟房地产行业经济调控策略的成效.模型结果显示,我国房地产市场较为稳定,国家应继续出台具体的调控政策,以实现房地产市场的持续稳定运行.     

基于PCA-VAR模型的房地产信贷政策调控效应分析

有效的房地产调控,既要实现稳定房价、控制房地产开发投资过快增长等调控目标,同时也不会对宏观经济带来过大的负面影响.在分析各类房地产调控政策传导机制的基础上,通过构建PCA-VAR模型,并综合运用了协整分析、Granger因果检验、方差分解和脉冲效应分析等方法,细致测算了房地产信贷政策对房地产市场和宏观经济的影响,据此为我国实施房地产调控提供政策建议.     

我国A股房地产板块羊群效应研究

借助CSAD模型、马尔科夫转换模型和GARCH模型的研究结果表明我国A股房地产板块存在明显的羊群效应且存在如下特点:非对称性,扩张期较衰退期更为显著;规模差异性,大盘股较中小盘股更为显著;房地产调控政策影响的非对称性,紧缩政策较之宽松政策会诱发更加明显的羊群效应;产业链传染性,上下游行业中的羊群效应产生影响.非系统性风险和系统性风险都对A股房地产板块羊群效应产生了促进影响,且系统性风险的影响较大.     

基于Multi-Agent模型的行政政策对区域差异化房地产价格影响的研究

为了稳定房地产市场的价格波动,帮助房地产市场持续健康的发展,国家自2010年之后推出了一系列的行政政策来限制房地产市场的投机行为.为了研究这些行政政策是否能够起到应有的作用,文章构建了自下而上、系统全面的Multi-Agent房地产市场模型对行政政策在不同城市房地产市场的差异化效应进行了仿真研究.实证研究发现:1)利空性行政政策会使得目前的房地产市场价格在短期内持续降低,到达最低点之后会重新恢复上升态势.2)如果放开限购管制,将导致各地房地产市场价格持续上升.3)如果允许投资者在不同地区进行房地产投资行为,将推动未成熟的房地产市场价格更快的上升,反而对成熟的房地产市场影响较小.     

我国房地产行业问题研究

结合数学、计量经济学和国民经济核算等方面的知识,分别从四个方面系统地研究了房地产行业的相关问题,首先,考虑到我国房地产市场存在地区差异性,利用地理加权回归方法(GWR)分别建立房地产行业需求和供给模型来反映该行业市场供需状况;其次,基于VAR模型分区域建立有效的房地产行业定价模型对未来房价走向进行预测,以西部地区的货币供应量对房价的影响为例,其滞后一期的货币供应量发生1个单位的正向变动,房价发生0.85个单位的正向变动;再次,对房地产行业关联度和发展态势建立了投入产出模型和固定效应的变系数面板数据模型,研究发现房地产行业与金融业、租赁和商务服务业、建筑业存在显著关联度,且根据固定效应的变系数面板数据模型结果,可具体分析房地产行业增加值的提高对其他行业的影响程度;最后,基于熵值法建立综合评价模型对天津市房地产行业的可持续发展性进行了研究和深入探讨.     

房地产宏观调控影响下的房价与租金关系研究——基于中国35个大中城市面板数据的实证分析

本文通过对我国35个大中城市1998-2010年的房屋销售价格指数和房屋租赁价格指数的研究发现,在房地产宏观调控影响下的房价和租金之间的关系因城市而异。杭州、上海、广州、青岛等东部经济区沿海城市,房价与租金呈现正相关关系,由于投资性需求占主导,使得租金变动对房价的影响较大,房价变动对租金的影响较小;银川、昆明、太原、西安、呼和浩特等中西部经济区城市,房价与租金也呈现正相关关系,但房地产市场更多为刚性需求,使得租金变动对房价的影响较小,房价变动对租金的影响最大;南宁、武汉、兰州、大连、成都、乌鲁木齐等城市,由于流动人口相对较少,房地产销售市场和租赁市场具有竞争性和替代性,使得房价与租金呈现负相关关系.通过调控政策对房价和租金的影响分析发现,我国大多数城市房价和租金一路上扬,实施的宏观调控政策没有达到预期效果,其原因在于调控期间的城市经济发展、物价变动、流动人口构成、房地产供给结构、国家扶持性政策(如西部大开发政策、海南国际旅游岛建设发展政策)等影响了人们的预期,从而制约了调控效果.因此,国家房地产宏观调控政策必须与其他相关政策配套实施,而且要对不同城市实施差异性政策,才能有效达到调控的预期目标.     

基于CCAPM框架的财富不平等与房价关系研究

运用含有房屋的CCAPM模型,在同时考虑房屋的消费属性与投资属性基础上分析了财富(或收入)分配对房价的影响;并通过数值模拟解释了我国房价高企的根源.结论表明,我国房价高企是财富分配不均所致,财富不均等程度加剧致使房屋从消费属性向投资属性转变进而推高了房价.文章也分析了财富分配对居民消费结构的影响,财富分配不均等程度加剧使得贫穷阶层的房屋消费比重下降而富裕阶层的投资性购房比重增加,进而拉高房价.文章最后指出,要调控我国当前房地产市场价格,必须从财富(或收入)分配入手,明晰产权.     

我国房地产市场发展问题研究

房地产市场是一个庞大而复杂的系统,它对我国国内生产总值有重要影响,并和百姓生活必需的"住"关系极为紧密.因此,有必要对房地产市场进行深入分析.从当前社会经济发展的现实着手,建立了一系列数学模型,包括房地产市场的供求模型、价格影响模型、房地产行业与国民经济相关行业关联度模型和房地产行业泡沫度量模型.并运用可获得的经济数据对以上模型进行了实证分析,旨在研究如何促使房地产市场健康稳定地持续发展,同时为国家制定房地产的相关政策提供一定的理论参考.     

基于岭回归法的四川省房地产价格影响因素研究

房地产行业作为国民经济运行中的重要产业,分析房地产价格的影响因素,对中国宏观经济政策及房地产企业开发战略具有重要的意义.四川省作为西部大开发战略的重要地区,近年来城市化快速发展,笔者应用2000—2011的四川省面板数据,选取了供给方、需求方、以及宏观经济环境一些主要的变量进行理论分析,在此基础上,对这些变量与房地产价格进行多重共线性诊断,采用岭回归方法对四川省房地产价格的影响因素进行研究.最后根据研究结果对四川省房地产业业的健康发展提出具有针对性的政策建议.     

动态因子模型在房价波动因素分解中的应用——基于中国26个城市房价波动的分析

利用动态多因子模型,对26个大中城市1999年1月-2010年5月的房地产价格波动进行因素分解,分别提取了表示区域特征的区域因子和城市特征的城市因子,从区域因子的特征看各区域房价波动受政府调控和宏观经济形势影响较大.因素分解结果表明:各区域因子对区域内各城市房价波动的影响贡献度较大,而且在经济发达地区这个特征更明显.对区域因子互动关系的研究表明:我国大中城市房价波动存在从东部沿海发达地区分别向东北,中部,西部蔓延的"波纹效应".本文的结论有助于加强不同区域房地产市场调控和监管的针对性.     

Qualitative Analysis of Bifurcating Solutions in the Lengyel-Epstein Model

One of the most fundamental problems in theoretical biology is to explain the mechanisms by which patterns and forms are created in the＇living world. In his seminal paper ＂The Chemical Basis of Morphogenesis＂, Turing showed that a system of coupled reaction-diffusion equations can be used to describe patterns and forms in biological systems. However, the first experimental evidence to the Turing patterns was observed by De Kepper and her associates（1990） on the CIMA reaction in an open unstirred reactor, almost 40 years after Turing＇s prediction. Lengyel and Epstein characterized this famous experiment using a system of reaction-diffusion equations. The Lengyel-Epstein model is in the form as follows     

RECENT PROGRESS ON SPHERICAL HARMONIC APPROXIMATION MADE BY BNU RESEARCH GROUP ——In memory of Professor Sun Yongsheng

As early as in 1990, Professor Sun Yongsheng, suggested his students at Beijing Normal University to consider research problems on the unit sphere. Under his guidance and encouragement his students started the research on spherical harmonic analysis and approximation. In this paper, we incompletely introduce the main achievements in this area obtained by our group and relative researchers during recent 5 years （2001-2005）. The main topics are： convergence of Cesaro summability, a.e. and strong summability of Fourier-Laplace series; smoothness and K-functionals; Kolmogorov and linear widths.     

(0,1 ;0)-INTERPOLATION ON INFINITE INTERVAL (-∞, +∞)

In this paper, we study the explicit representation and convergence of (0, 1; 0)-interpolation on infinite interval, which means to determine a polynomial of degree ≤ 3n - 2 when the function values are prescribed at two set of points namely the zeros of Hn(x) and H′n(x) and the first derivatives at the zeros of H′n(x).     

On a class of self-similar processes with stationary increments in higher order Wiener chaoses

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to compute the pointwise and local Hölder regularity of sample paths and to analyse their behaviour at infinity. We also provide some results on the Hausdorff dimension of the range and graphs of multidimensional anisotropic self-similar processes with stationary increments defined by multiple Wiener–Itô integrals.     

A REPRESENTATION FORMULA RELATED TO SCHR(O)DINGER OPERATORS

Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.     

On a class of Riemann surfaces

It is considered the class of Riemann surfaces with dimT1 = 0, where T1 is a subclass of exact harmonic forms which is one of the factors in the orthogonal decomposition of the spaceΩH of harmonic forms of the surface, namely The surfaces in the class OHD and the class of planar surfaces satisfy dimT1 = 0. A.Pfluger posed the question whether there might exist other surfaces outside those two classes. Here it is shown that in the case of finite genus g, we should look for a surface S with dimT1 = 0 among the surfaces of the form Sg\K , where Sg is a closed surface of genus g and K a compact set of positive harmonic measure with perfect components and very irregular boundary.     

Boundedness for commutators of multipliers on Hardy type spaces

In this paper, we study the commutators generalized by multipliers and a BMO function. Under some assumptions, we establish its boundedness properties from certain atomic Hardy space Hb^p（R^n） into the Lebesgue space L^p with p 〈 1.     

A unified approach to certain problems of best local approximation

In this paper we study best local quasi-rational approximation and best local approximation from finite dimensional subspaces of vectorial functions of several variables. Our approach extends and unifies several problems concerning best local multi-point approximation in different norms.     

Journal of the Operations Research Society of China Special issue on Operations Research in Healthcare Management

正Guest Editors:Hong Chen,Shanghai Jiao Tong University,Shanghai,China Guohua Wan,Shanghai Jiao Tong University,Shanghai,China David Yao,Columbia University,New York,USA Scope:Healthcare delivery worldwide has been fraught with high cost,low efficiency and poor quality of patient care service.For the field of operations research(OR),healthcare offers some of the biggest challenges as well as best opportunities in