粮食价格与居民消费价格关系的统计分析——1997.1—2005.4年粮价与物价的实证分析

通过对粮价与物价的格兰杰检验,给出粮价与物价就统计意义上的因果关系.并考虑到物价和粮价可能存在集群性,对粮价和物价建立误差修正-自回归条件异方差混合模型.     

中国人口增长与粮食生产的协整研究

本文以1978-2004年为样本数据,对中国人口和粮食产量进行了单位根检验、协整检验和Granger因果关系检验.结果表明,样本期内人口因素不是粮食生产的Geanger原因,人口增长和粮食生产发展并不协调.通过建立中国粮食生产模型,预测了2006-2010年的人口增长与粮食生产趋势,提出了实现中国人口增长与粮食生产和谐发展的几点建议.     

Ten years of the analytic perturbation theory in QCD

The renormalization group method allows improving the properties of the QCD perturbative power series in the ultraviolet region. But it ultimately leads to unphysical singularities of observables in the infrared domain. The analytic perturbation theory is the next step in improving the perturbative expansions. Specifically, it involves an additional analyticity requirement based on the causality principle and implemented in the Källen-Lehmann and Jost-Lehmann representations. This approach eliminates spurious singularities of the perturbative power series and enhances the stability of the series with respect to both higher-loop corrections and the choice of the renormalization scheme. This paper is an overview of the basic stages in developing the analytic perturbation theory in QCD, including its recent applications to describing hadronic processes.     

An analysis of the validity of local causality at the statistical level in Einstein-Podolsky-Rosen-Type situations

We investigate the question of local causality at the statistical level in Einstein-Podolsky-Rosen (EPR) type situations, taking into account the most general class of measurements envisaged in quantum theory. The condition for local causality at the statistical level used in this paper pertains to the invariance of statistics of measurements on one sub-system with respect to the choice and type of measurements on its correlated partner in the EPR-type examples. Our analysis is based on a criterion for measurements performed on one of the EPR sub-systems, which is more general than the criterion used in the earlier treatments. We discuss both non-absorptive measurements (where the system is available for further observation after the measurement is performed) as well as absorptive measurements (where the system is absorbed in the process of a particular outcome being realized). We show that in the case of arbitrary non-absorptive measurements characterized by operationvalued measures, the requirement of local causality at the statistical level is satisfied and in the process we identify the key inputs in such a proof. We also obtain the specific conditions under which an absorptive measurement satisfies local causality at the statistical level.     

Analysis of equation submodels

In bond graph models, the atomic submodels are described by sets of equations. Because of the physical justification of the bond graph formalism, it provides extensive possibilities for verification of the model at the graphical level. The equation formulation on the other hand is founded in the mathematical domain, so the need for a check against physical criteria is both more needed and more difficult.

Causality assignment is the meeting point of the graphical level and the equation level. In bond graph modeling, causality assignment is a vital step in analysis and simulation. The assignment process in the graph is based on the causality restrictions of the atomic submodels. In this article, an automatic procedure for the derivation of causality restrictions of atomic submodels is presented. This process not only generates the correct set of causality restrictions, but also provides a detailed verification of the correctness of the submodel     

Granger causality and the inverse Ising problem

The inference of the couplings of an Ising model with given means and correlations is called the inverse Ising problem. This approach has received a lot of attention as a tool to analyze neural data. We show that autoregressive methods may be used to learn the couplings of an Ising model, also in the case of asymmetric connections and for multispin interactions. We find that, for each link, the linear Granger causality is two times the corresponding transfer entropy (i.e., the information flow on that link) in the weak coupling limit. For sparse connections and a low number of samples, the ?₁ regularized least squares method is used to detect the interacting pairs of spins. Nonlinear Granger causality is related to multispin interactions.     

K-causal structure of space-time in general relativity

Using K-causal relation introduced by Sorkin and Woolgar [1], we generalize results of Garcia-Parrado and Senovilla [2,3] on causal maps. We also introduce causality conditions with respect to K-causality which are analogous to those in classical causality theory and prove their inter-relationships. We introduce a new causality condition following the work of Bombelli and Noldus [4] and show that this condition lies in between global hyperbolicity and causal simplicity. This approach is simpler and more general as compared to traditional causal approach [5,6] and it has been used by Penrose et al [7] in giving a new proof of positivity of mass theorem. C ⁰-space-time structures arise in many mathematical and physical situations like conical singularities, discontinuous matter distributions, phenomena of topology-change in quantum field theory etc.      

基于协整分析和局部多项式回归的兵团经济增长实证分析

采用协整分析,实证分析了兵团的投资、消费与经济增长之间的关系,研究发现三者之间存在长期稳定的关系,但是由格兰杰因果检验发现投资和消费均不是兵团GDP增长的因。为进一步明确投资和消费对兵团经济的影响,采用岭回归的思想改进局部多项式方法,用当期投资,前一期投资和当期消费拟合兵团GDP,得到GDP对前述变量的偏导数值,进而利用这些偏导数来评价投资、消费对经济增长的影响。研究发现投资、消费对经济增长的作用呈现明显的非线性关系,有很强的时期性。     

An empirical method for assessing the research relevance gap

There has been much debate on the relevance to firms of the academic research produced by business schools. However, what has not received as much attention is how the relevance of the research to businesses should be measured in a systematic and empirical way. We develop a systematic method to test for the relevance of academic research to businesses. Our method models as a vector autoregressive process the interests of the academic and practitioner communities in some new topic, as expressed by the number of articles published in the academic and the practitioner literature on that topic per calendar quarter, and then studies Granger causality between the academic and practitioner interest processes. This method can be used by academics to empirically demonstrate the impact of their intellectual contributions on practitioners and thence on the business world. We employ our approach to two relatively new and important topics, Real Options and Economic Value Added.     

The Matter of Time

About a century ago, in the spirit of ancient atomism, the quantum of light was renamed the photon to suggest that it is the fundamental element of everything. Since the photon carries energy in its period of time, a flux of photons inexorably embodies a flow of time. Thus, time comprises periods as a trek comprises legs. The flows of quanta naturally select optimal paths (i.e., geodesics) to level out energy differences in the least amount of time. The corresponding flow equations can be written, but they cannot be solved. Since the flows affect their driving forces, affecting the flows, and so on, the forces (i.e., causes) and changes in motions (i.e., consequences) are inseparable. Thus, the future remains unpredictable. However, it is not all arbitrary but rather bounded by free energy. Eventually, when the system has attained a stationary state where forces tally, there are no causes and no consequences. Since there are no energy differences between the system and its surroundings, the quanta only orbit on and on. Thus, time does not move forward either but circulates.