中国宏观经济和金融总量结构变化及因果关系研究

宏观经济和金融总量是否平稳是研究总量动态特征以及总量之间关系的前提。本文在考虑经济中结构变化的基础上对中国宏观经济和金融总量的时序列是具有单位根的非平稳还是分段趋势平稳进行了研究,结果发现在检验的10个总量中,有6个,即实际GDP、人均实际GDP、就业、实际银行信贷、实际储蓄负债和实际固定投资等总量的时序列是围绕着1个或2个结构断点的分段趋势平稳。分段趋势平稳的结论对于政策主导下的长期经济发展战略和短期经济稳定措施是否有效,以及总量之间关系的研究具有重要的启示。在单位根检验结果的基础上,本文还对消除趋势后的分段趋势平稳总量之间的因果关系进行了分析。     

对我国目前消费率偏低的思考

我国目前的消费率与世界其它国家相比明显偏低，且已严重制约了经济的发展。政府虽紧锣密鼓的实施了一些宏观调控政策，但实践效果并不理想，只有针对居民消费观念滞后、收入增长缓慢，改革成本加大，消费环境滞后等症结问题，有效实施对策，才能真正扭转这一现状。     

中国农民工发展趋势与展望

本文在对中国农民工群体的发展趋势以及影响农民工问题解决的选择性因素进行系统分析的基础上,构建了农民工城乡流动和人口城市沉淀模型,描绘了农民工的人口城市沉淀曲线,指出了解决农民工问题的历史过程和基本思路。本文的基本结论是:农民工问题是个战略问题,将伴随我国现代化的全过程,并将伴随现代化基本实现而终结。农民工亦工亦农、亦城亦乡,流动就业,逐步向非农产业和城市转移,这种现象将长期存在。解决农民工问题要持城乡统筹方略,实行工业反哺农业、城市支持农村的方针;要以体制改革和政策创新为动力,逐步消除城乡二元结构;要以人为本,公平对待,构建解决农民工问题的社会支持体系。     

西部地区产业结构变动趋势、环境变化和调整思路

本文首先根据大量数据分析指出 ,90年代以来西部产业结构变动过程明显加速 ,专业化水平有所上升 ,变动方向基本正确 ,但产业竞争优势较弱 ,产业结构的综合素质普遍较低 ,与东部的差距继续拉大。其次 ,从工业化加速、市场格局巨变、市场化改革、全国产业布局重组等方面 ,分析了西部产业结构变动的成因和机理。最后提出 ,国内外市场需求变化和经济全球化加速对西部产业发展带来新的机遇和挑战 ,西部迫切需要探索市场经济条件下产业结构调整的新途径 ,走适合区情的产业发展新路子。     

西方工业国贸易保护的历史演进和发展趋势分析

本文分析了西方工业国家不同历史阶段贸易保护理论和政策的发展变化 ,归纳了贸易保护的规律性和发展趋势 ,提出了在经济全球化趋势下 ,贸易保护仍然是各国政策的支撑点 ,进一步分析了新贸易保护主义的特点和发展趋势以及对我国参与国际经济和贸易的重要启示。     

在华日资制造业企业的新动向与中国的对策

伴随中国经济新一轮高速增长,日本对华直接投资再次出现了迅速发展的新局面。以此为契机,日本在华制造业企业的经营规模迅速扩大,当地经营和发展战略都出现了一些引人注目的新动向,给我国带来了新的机遇和挑战。对此,必须采取积极的对策,继续重视和大力引进日本制造业直接投资。     

Benchmarking by State Space Models

We have a monthly series of observations which are obtained from sample surveys and are therefore subject to survey errors. We also have a series of annual values, called benchmarks, which are either exact or are substantially more accurate than the survey observations; these can be either annual totals or accurate values of the underlying variable at a particular month. The benchmarking problem is the problem of adjusting the monthly series to be consistent with the annual values. We provide two solutions to this problem. The first of these is a two-stage method in which we first fit a state space model to the monthly data alone and then combine the results obtained at this stage with the benchmark data. In the second solution we construct a single series from the monthly and annual values together and fit a state space model to this series in a single stage. The treatment is extended to series which behave multiplicatively. The methods are illustrated by applying them to Canadian retail sales sereis.     

Estimating average economic growth in time series data with persistency

This paper studies estimation of average economic growth in time series models with persistency. In particular, a joint estimation of the trend coefficient and the autoregressive parameter is considered. An analysis on the proposed estimator is provided. Our analysis is also extended to the case with general disturbance distributions. A nonlinear M estimator and a class of partially adaptive M estimators which adapt themselves with respect to a measure of the tailthickness are considered. The joint estimator and its partially adapted version are compared with several conventional estimators. Monte Carlo experiments indicate that the proposed estimators have good finite sample performance. We use the proposed estimation procedure to estimate the growth rates for real GNP and consumer price index in 40 countries.     

生态经济理论与生态经济发展走势探讨

本文阐述了生态经济学历程和阶段理论突破,即生态“资本”观,生态与可持续发展,生态与产权制度安排三大突破,在此基础上阐明世界生态经济发展的五大走势,即生态建设成为宏观政策主要目标,企业成为生态经济主体,生态产业快速长成,高新技术成为生态产业的增长动力,绿色消费成为全球新时尚。     

MODELLING THE TREND: THE HISTORICAL ORIGINS OF SOME MODERN METHODS AND IDEAS

The development of the methods of correlation and regression analysis at the turn of the 20th century led to their use in attempting to identify relationships between economic variables. However, caution was soon expressed that correlating series with ‘secular’ trends was likely to be misleading. After some discussion of methods, linear detrending by least‐squares estimation became the default method. By the 1920s, however, some voices of dissent expressed the view that linear detrending was likely to be inappropriate in some, even many, cases. This led to a number of innovative methodological developments, including rolling window estimation, moving integration, non‐linear trends, structural breaks, sigmoid‐type smooth adjustment functions, the beginnings of stochastic trend modelling and the construction of ‘smoothers’ and filters. Although generally failing to have an impact at the time, all substantially predate their current use in econometrics. This paper establishes precedence for these ideas and recreates some of the empirical examples and early simulations.