ARIMA计量技术下河南省农民增收的预测模型研究

笔者根据河南省1978年～2005年的农民人均纯收入统计数据,将这些数据进行平稳化、零均值化处理,并利用时间序列的自相关函数,偏自相关函数的性质,确认数据所适合的模型.通过对样本数据所做的回归拟合模型定量分析,从而为河南省"十一·五"规划提供量化指标依据.     

基于大规模定制延迟制造技术的时间模型及快速响应方法研究

本文通过大规模定制生产模式的论述，指出延迟制造技术是解耦大规模定制中时间、成本和个性化的矛盾问题的较好的解决方式，并对延迟制造技术进行了新的分类。针对大规模定制的快速响应问题，提取了面向大规模定制的时间模型并进行了分析；最后指出大规模定制快速响应问题的解决方案是基于延迟制造基础上的可重组制造系统。     

建筑物整体平移新技术施工中的质量管理和工期管理

新技术建筑工程往往没有相应的设计和施工技术规范，在施工中如何进行质量管理和工期管理是一个崭新的课题。本结合建筑物整体平移工程施工中的管理经验，简单讨论了新技术建筑工程施工的特点和质量管理和工期管理。     

Time diversification and security preferences: A stochastic dominance analysis

We use stochastic dominance to test whether investor should prefer riskier securities as the investment horizon lengthens. Return distributions for stocks, bonds, and U.S. Treasury bills are generated for holding periods of one to 25 years by simulation. For each holding period, stochastic dominance tests are run to establish preferences between the alternative security classes. Contrary to previous mean-variance based studies, we find no evidence that high-risk securities (stocks) dominate low-risk securities (bonds, Treasury bills) as the investment horizon lengthens. However, we do find that corporate bonds systematically dominate government bonds.     

峰谷分时电价的现状分析与发展趋势探讨

分时电价以经济学均衡价格为理论依据。它在引导客户合理用电、削峰填谷、优化电力资源配置等方面起了积极的作用。但它也存在分时价差幅度小、时段划分长、缺乏灵活性及实施范围窄等问题。完善分时电价运行机制,由分时电价向实时电价转变。     

Working Less and Bargain Hunting More: Macroimplications of Sales during Japan's Lost Decades

Standard New Keynesian models have often neglected temporary sales. In this study, we ask whether this treatment is appropriate. We use Japanese scanner data covering the last two decades and find a negative correlation between the frequency of sales and hours worked. We then construct a model that takes households' decisions regarding their allocation of time for work, leisure, and bargain hunting into account. We show that the decline in hours worked explains the rise in the frequency of sales. The real effect of monetary policy shocks weakens by around 40% due to temporary sales, but monetary policy still matters.     

An Analysis of Trade Patterns and the Effects of the Real Exchange Rate Movements in East Asia

This article investigates the patterns of vertical specialization in trade among China, Japan and Korea, and the effects of real exchange rate fluctuations under a multistage production process. By extending the models of Yi (2003, 2010), we derive two distinct features of vertical specialization and test them using Time-Varying Parameter (TVP) VAR. We find that a positive shock to China’s final good consumption increases the intermediate goods trade between Korea and China, with expanding magnitude over time. In addition, the positive effect of a real exchange rate depreciation on intermediate goods trade is strengthened through the competitiveness-enhancing channel, with this effect being more pronouncing in Korea-China trade than in Korea-Japan trade.