油价波动对国民经济影响模型构建与应用

为了科学构建原油价格波动与国民经济发展的关系,在借鉴国内外专家学者相关模型基础上,考虑不同国民经济指标对油价波动的时滞反馈等因素,构建油价波动对国民经济影响模型.利用原油价格波动对国民经济发展的动态模型,对模型的各部分关系系数进行确定,最后根据所得到的模型对国民经济影响进行实际分析与预测,并得出规避油价波动影响风险的措施.     

USING A SYSTEM DYNAMICS APPROACH TO MODEL SUSTAINABILITY INDICATORS FOR IRRIGATION SYSTEMS IN AUSTRALIA

ABSTRACT. An indicator defined as a function of the total water diversion through the Coleambally canal and the potential irrigation demand is selected to represent the sustainability of the irrigation water system in the Coleambally irrigation area, Australia. A simulation procedure using a system dynamics approach was developed to evaluate the indicator. The procedure includes water diversion assessment, potential crop water demand and total gross margin. Three cases of water supply options (surface water, ground water pumping and water trading), two cases of changes in the total agricultural area and three cropping pattern scenarios were simulated to better understand their impact on sustainability. The simulated results indicate that increasing the agricultural area reduces the sustainability of the irrigation system because the demand of water increased despite increase in the gross margin. The scenarios show that imposed water trading and ground water pumping would considerably increase the supply system having a positive impact on the sustainability. The paper concludes that a multi‐objective sustainability indicator taking account of economic and environmental issues could be more useful.     

PP回归方法在预测模型中的应用－用PP回归建立“积累”“消费”模型

本文利用ＰＰ回归方法,建立“积累”“消费”回归模型,并与最小二乘法拟合的线性回归模型相比较,说明用ＰＰ回归建立的模型预测精度较高．     

The inventory models under conditional trade credit in a supply chain system

In several recent investigations dealing with the economic order quantity with permissible delay in payments, the following assumptions are made:     

On log-normal convolutions: An analytical–numerical method with applications to economic capital determination

We put forward an efficient algorithm for approximating the sums of independent and log-normally distributed random variables. Namely, by combining tools from probability theory and numerical analysis, we are able to compute the cumulative distribution functions of the just-mentioned sums to a high precision and in a relatively short computing time. We illustrate the effectiveness of the new method in the contexts of the individual and collective risk models, aggregate economic capital determination, and economic capital allocation.     

Asset portfolio securitizations and cyclicality of regulatory capital

This paper analyzes the level and cyclicality of regulatory bank capital for asset portfolio securitizations in relation to the cyclicality of capital requirements for the underlying loan portfolio as under Basel II/III. We find that the cyclicality of capital requirements is higher for (i) asset portfolio securitizations relative to primary loan portfolios, (ii) Ratings Based Approach (RBA) relative to the Supervisory Formula Approach, (iii) given the RBA for a point-in-time rating methodology relative to a rate-and-forget rating methodology, and (iv) under the passive reinvestment rule relative to alternative rules. Capital requirements of the individual tranches reveal that the volatility of aggregated capital charges for the securitized portfolio is triggered by the most senior tranches. This is due to the fact that senior tranches are more sensitive to the macroeconomy. An empirical analysis provides evidence that current credit ratings are time-constant and that economic losses for securitizations have exceeded the required capital in the recent financial crisis.     

The topology of interbank payment flows

We explore the network topology of the interbank payments transferred between commercial banks over the Fedwire^®${}^{\circledR }$ Funds Service. We find that the network has both a low average path length and low connectivity. The network includes a tightly connected core of banks to which most other banks connect. The degree distribution is scale free over a substantial range. We find that the properties of the network changed considerably in the immediate aftermath of the events of September 11, 2001.     

Dynamics and optimal control in a spatially structured economic growth model with pollution diffusion and environmental taxation

In the first part of this paper we present a spatially structured dynamic economic growth model which takes into account the level of pollution and a possible taxation based on the amount of produced pollution. In the second part we analyze an optimal harvesting control problem with an objective function composed of three terms, namely the intertemporal utility of the decision maker, the space–time average of the level of pollution in the habitat, and the disutility due to the imposition of taxation.     

基于标准差和平均差的权系数确定方法及其应用

本文以工业经济效益的综合评价为应用背景 ,提出了一种确定多指标决策权系数的新方法———标准差和平均差极大化方法。运用该方法进行多指标决策和评价 ,概念清楚、涵义明确 ,决策和评价结果准确、可信、不具有主观随意性     

经济增长转型与就业促进

创造就业机会,解决失业问题,已经成为中国政府亟待解决的首要经济发展目标。本文深入分析了改革开放以来经济增长与就业增长之间、资本增长与就业增长之间、工资增长与就业增长之间的关系,并进一步深讨了经济转轨各个阶段就业模式的变化,以及正规就业与非正规就业对就业增长的影响。在此基础上,作者明确指出,经济增长与投资增长对扩大就业的作用正逐渐削弱,宏观经济政策与就业政策的改革也不足以彻底缓解就业压力,解决失业问题的关键在于实现经济增长模式从"经济增长优先"向"就业增长优先"型的转变,正确处理和协调劳动力密集型产业与资本密集型产业之间、劳工利益与资本利益之间、扩大内需与创造就业之间的关系。