相关系数体系探讨

相关系数体系探讨傅德印一、相关系数体系构造及其意义（一）相关系数体系构造相关系数是用来测定变量间相关关系程度及方向的统计指标。计算相关系数是相关分析的基础内客。纵观相关分析，不难发现，相关系数的计算因资料性质、变量类型及变量多少的影响，在方法研究上，...     

高管报酬和公司业绩关系的实证研究

高管报酬和公司业绩之间的关系一直是研究的热点问题,不同的学者采用了不同的公司业绩评价指标进行研究,因而所得的结论也不尽相同。本文使用因子分析的方法对以往研究所使用的公司业绩指标进行了分析,并引入了和公司增加值相关的指标(EVA、MVA、FGV),最终从这些指标中提取出三个因子,分别从传统指标、增加值指标和现金流指标的角度反映原有变量的特征。     

基于Copula函数特征筛选的电力物资供应商投标价格预测

分析电力物资供应商投标价格特征是招标企业估计投标价格并制定合理采购策略的基础.传统的Spearmen秩相关系数特征筛选方法只单纯考虑了特征的数值排列顺序,不能挖掘特征变量与目标的内在关联关系,会导致预测效果差.本文在电力企业招标价格预测建模中引入Copula函数,通过特征变量与目标变量的联合概率分布来分析变量间的相依关系.首先确定特征变量与目标变量的边缘分布,进行Copula参数估计,选取合适的Copula函数并计算相关系数来筛选供应商投标价格的特征,并以多种预测方法进行预测来验证引入Copula函数后预测精度是否提升.结果表明,引入Copula函数进行特征筛选后,预测精度更高、效果更好.     

短期国际资本流动对我国经济潜在冲击的实证分析

短期国际资本的流动会扰乱一国经济或金融市场的稳定。本文基于我国1997年1月—2009年9月的月度数据,根据赤池信息准则与施瓦茨信息准则,采用泊松相关系数,对VAR试算取得变量间或有影响机制,并根据测算结果对相关宏观经济指标做OLS回归分析。结果表明,短期国际资本的流动增大了中国证券市场的波动性,而对M2,CPI和ER等指标影响并不显著。本文最后根据结论对当前短期资本流动监管提出几点建议。     

微型企业信用评价指标体系的构建

针对企业信用评价指标不服从正态分布的非参数特征问题,构建了微型企业信用评价指标筛选模型。具体而言:利用基于Brown-Mood中位数检验与Moses方差检验的组合模型双重筛选显著区别违约状态的微型企业信用评价指标,该做法反映了将分布中心与离散程度两个分布特征进行组合来筛选指标的思路;通过将Kendall秩相关检验与Brown-Mood中位数检验相结合,构建信息重复指标筛选模型,该做法反映了保留最显著区别违约状态指标的筛选思路。最后构建了包括22个指标的微型企业信用评价指标体系。     

定性比较分析的研究逻辑——兼论其对经济管理学研究的启示

定性比较分析(Qualitative Comparative Analysis)正在西方社会科学研究领域悄然兴起。表面上看这只是一种研究社会科学的技术性手段,但实质上它代表着一种全新的研究逻辑,可以作为传统的定性研究和定量研究的重要补充。定性比较分析的基本逻辑是:基于布尔代数原理,通过讨论集合间的隶属关系发掘多个案例所展现的普遍特征。它与传统的定量研究相比主要有三个差异:(1)聚焦研究结果变量和自变量之间的非对称性关系,突破了传统定量研究基于相关系数的对称性思维局限;(2)认为达到同样的结果可以有多条路径,而每条路径都是不同的相关因素组合,这突破了传统定量研究拘泥于单一模型验证独立变量显著性的思维套路;(3)以模糊集合代替对变量的精确性测量,使研究结论更加符合真实世界的要求和客观规律。结合经济管理学等领域的具体案例,文章还阐述了定性比较分析缘何可以成为传统定性和定量研究以外的第三种研究思想,并提出了该方法的研究局限和在经济管理学领域的应用展望。     

因子分析在辽宁省工业企业经济效益综合评价上的应用

因子分析是从多个变量指标中,选择出少数几个综合变量的一种降维统计方法.利用多元统计中的因子分析方法,应用SPSS统计分析软件,从多个与工业企业经济效益相关的指标中筛选了几个代表性的指标,对辽宁省内各城市工业企业经济效益进行综合分析、评价,并对因子的经济含义作了解释,最后运用因子得分法对各个城市的工业企业实力进行了排序.这样不仅了解各城市间企业在行业中的地位及薄弱环节,也为政府决策提供重要依据.     

小企业信用评价体系构建方法——基于显著性判别原理

基于显著性判别原理提出了一种构建小企业信用评价指标体系的方法。具体而言:根据逻辑回归系数估计值的显著性筛选能显著区分小企业违约状况的指标,进而利用相关分析法剔除反映信息重复的指标,最终建立小企业信用评价指标体系。最后用实例说明了该构建方法的有效性。     

房地产业在经济发展中的地位和作用

利用两个综合变量之间的相关关系来反映两组指标之间的整体相关性。本文旨在利用典型相关分析方法,定量分析房地产业在整个国民经济发展中的地位和作用。分析过程采用SAS软件编程,利用SAS内置的典型相关分析函数计算需要的参数。房地产业对第三产业地区生产总值和城镇居民人均全年家庭可支配收入有较大的带动作用。     

Logistic回归模型在企业信用评价中的应用

本文采用财务比率和指标对企业信用进行评价,先利用主成分法把财务指标综合成反映企业总体信用状况的综合指标,并以此为基础利用逐步回归筛选重要主成分变量,建立一个Logistic信用评价概率模型。     

欧盟REACH法令对中国化工产品出口的影响分析

欧盟REACH法令的实施将促进我国化学工业的发展,但在短期内会导致我国出口欧盟化工产品和进口化工产品成本上升,降低出口产品竞争力,部分产品甚至退出欧盟市场,其他国家可能纷纷效仿欧盟,引起连锁反应。应对该种技术性壁垒,我国政府和行业协会应加大宣传REACH法令的力度,加快国内相关立法,推进国内实验室的GLP认证工作。另外,化学品生产企业应提高自身产品质量,做好化学品注册的可行性分析和预注册工作。     

区域科技需求强度的综合评价方法与应用

选取经济社会发展综合水平、产业发展水平和科技发展水平三个一级指标以及相应的十六个二级指标,构建区域科技需求强度的综合评价指标体系。使用这一指标体系,对北部湾经济区科技需求强度进行评价,并与广西各经济区、区外地区进行比较。北部湾经济区的科技需求强度处于广西中游水平,高于广西平均水平也高于湖南、贵州,不过远低于广东。修正、建立产业科技需求强度评价指标体系,评价北部湾经济区各产业科技需求强度。对北部湾经济区科技需求强度变化趋势的预测,表明其未来几年将呈快速增长态势。应做好北部湾经济区所需科技的廓清、遴选工作,确定科技尤其是关键共性技术的需求内容,以此推进北部湾经济区的科技发展。     

SPACE AND TIME COMPARISONS OF PURCHASING POWER PARITIES AND REAL VALUES

The calculation of purchasing power parities and quantity comparisons for a given year provides interesting information about the relative importance of countries. However, it is necessary to make these estimates annually in order to enable users to apply these parities for international comparison of annual data expressed in national currency. The paper deals with the problems related to merging spatial comparisons and temporal volume and price movements for the countries of the European Community. For these countries full information was collected in 1975 and in 1980, whereas in the intermediate years some price data were collected and price indices at a detailed level have also been collected. First the theoretical problems of consistency between the spatial results and temporal indices are discussed. Because no immediate consistency can be obtained, several methods are proposed to achieve consistency, by estimating one unique set of spatial and temporal indices. The available information for the period 1975-80 has been used in order to test the numerical differences between two sets of parities and price indices over time. Besides theoretical reasons for inconsistency, it is also necessary to take into account errors in the price observations or in the price indices. The results presented in the paper should be considered as provisional and further work will be undertaken to obtain better insights into the inconsistency between these sets of data.     

Chinese Online Unemployment-Related Searches and Macroeconomic Indicators

Official monthly unemployment data is unavailable in China, while intense public interest in unemployment requires timely and accurate information. Using data on web queries from lead search engines in China, Baidu and Google, I build two indices measuring intensity of online unemployment-related searches. The unemployment-related search indices identify a structural break in the time series between October and November 2008, which corresponds to a turning point indicated by some macroeconomic indicators. The unemployment- related search indices are proven to have significant correlation with Purchasing Managers＇ Employment Indices and a set of macroeconomic indicators that are closely related to changes in unemployment in China. The results of Granger causality analysis show that the unemployment-related search indices can improve predictions of the c indicators. It suggests that unemploy- ment-related searches can potentially provide valuable, timely, and low-cost information for macroeconomic monitoring.     

An environmental performance index for products reflecting damage costs

Several studies have demonstrated how to use DEA (Data Envelopment Analysis) based techniques to estimate environmental performance indices. None of these studies, however, are taking information on the environmental damage costs of the pressure types considered into account. This study is bridging a gap between environmental indices founded in physical pressures and damage costs founded in welfare economics. The aim of the paper is twofold: first, to demonstrate how to implement the information on environmental damage costs within a DEA based environmental performance index, and second, to estimate these indices at product level by using Danish input-output data and environmental data from 1997.     

Multi-horizon inflation forecasts using disaggregated data

In this paper we use multi-horizon evaluation techniques to produce monthly inflation forecasts for up to twelve months ahead. The forecasts are based on individual seasonal time series models that consider both, deterministic and stochastic seasonality, and on disaggregated Consumer Price Index (CPI) data. After selecting the best forecasting model for each index, we compare the individual forecasts to forecasts produced using two methods that aggregate hierarchical time series, the bottom-up method and an optimal combination approach. Applying these techniques to 16 indices of the Mexican CPI, we find that the best forecasts for headline inflation are able to compete with those taken from surveys of experts.     

信息化带动工业化的制度基础

以信息化带动工业化实现跨越式发展需要一系列制度条件作保证。比如,能够筛选人才和留住人才的机制、顺畅的科技成果转化机制和信息自由流动的机制,等等。创建这些制度条件需要政府和各类微观主体的共同努力。其中,政府的作用是至关重要的。政府应当从对经济的直接干预中脱开身来,集中精力去创造一个有效率的市场环境。     

Measuring the immeasurable — A survey of sustainability indices

Sustainability indices for countries provide a one-dimensional metric to valuate country-specific information on the three dimensions of sustainable development: economic, environmental, and social conditions. At the policy level, they suggest an unambiguous yardstick against which a country's development can be measured and even a cross-country comparison can be performed. This article reviews the explanatory power of various sustainability indices applied in policy practice. We show that these indices fail to fulfill fundamental scientific requirements making them rather useless if not misleading with respect to policy advice.     

基于网络环境下独立董事信息系统的构建

当今网络已经成为人们重要的获取信息的方式,以现代网络为依托,组建独立董事选择系统、独立董事绩效评价系统和处罚与责任共担系统,可从建立独立董事选聘机制,解决独立董事报酬机制缺失问题,以及明确独立董事的权责三方面提高独立董事的独立性,保证中小股东的权益,使独立董事作用得到有效地发挥。     

The information content of monetary aggregates in the U.K.

This paper presents some results evaluating the information content of several monetary aggregates, formed as simple sums or as Divisia quantity indices. The former tend to dominate the latter; there is considerable support for the new, broader, official monetary aggregate PSL2.