产业结构演化的影响因素分析及应用

文章从投入要素、技术因素、国内外经济环境及产业政策角度,对我国大陆31个省市2000—2008年相关数据进行统计分析,应用Eeviews6.0建立单方程平行数据模型。实证结果与目前国内学者研究结果不同,即国内学者研究普遍认为产业结构的影响因素不存在差异性,但文章实证结果表明产业结构演化的影响因素存在区域差异及时间差异,即不同区域产业结构的影响因素不同,同一区域的不同时段产业结构的影响因素也存在差异。     

基于EGARCH模型和Bootstrap方法的在险价值度量

针对孤立使用传统的历史模拟法及GARCH类模型进行风险分析的不足,把EGARCH参数模型与Boostrap非参数方法结合起来,给出了基于EGARCH模型和Bootstrap的VaR测度的半参数方法。实证结果表明,基于EGARCH模型和Bootstrap的VaR度量方法比传统的历史模拟法计算的效果更好。     

我国货币政策汇率传导机制有效性的实证研究

本文应用当代主流的计量经济学的研究方法,通过对2002年以来相关的经济金融月度数据的实证分析,探究了我国货币政策传导渠道之汇率传导渠道的运作机制以及传导效果。写作本文的目的不仅在于对汇率传导渠道的有效性得出一个基本判断,而且想借此判断在深入分析的基础上,不断完善我国货币政策传导的微观金融环境,期望进一步推动我国的金融市场建设和金融体制改革。     

基于VAR模型的深圳保险发展与宏观经济增长关联机制研究

深圳特区建立30年以来,随着宏观经济的迅猛发展,深圳保险业也不断发展壮大,创造了诸多全国第一。本文通过建立VAR模型,借助脉冲响应函数、方差分解方法,揭示了深圳保险发展与宏观经济之间的关联机制,分析了金融危机对深圳保险业的影响路径,并在此基础上形成了一些结论和建议。     

农村金融发展对农村经济和农民收入的影响研究——基于VEC模型的实证分析

本文基于2001—2009年的季度数据,通过构建一个向量误差修正模型,实证分析了中国农村金融发展对农村经济增长以及农民收入增加的影响。结论表明,中国农村金融发展对农民收入增加产生了显著的影响,同时中国农村金融发展、农村经济增长以及农民收入增加之间存在长期的均衡关系。     

Accommodating spatial correlation across choice alternatives in discrete choice models: an application to modeling residential location choice behavior

This paper presents a modeling methodology capable of accounting for spatial correlation across choice alternatives in discrete choice modeling applications. Many location choice (e.g., residential location, workplace location, destination location) modeling contexts involve choice sets where alternatives are spatially correlated with one another due to unobserved factors. In the presence of such spatial correlation, traditional discrete choice modeling methods that are often based on the assumption of independence among choice alternatives are not appropriate. In this paper, a Generalized Spatially Correlated Logit (GSCL) model that allows one to represent the degree of spatial correlation as a function of a multi-dimensional vector of attributes characterizing each pair of location choice alternatives is formulated and presented. The formulation of the GSCL model allows one to accommodate alternative correlation mechanisms rather than pre-imposing restrictive correlation assumptions on the location choice alternatives. The model is applied to the analysis of residential location choice behavior using a sample of households drawn from the 2000 San Francisco Bay Area Travel Survey (BATS) data set. Model estimation results obtained from the GSCL are compared against those obtained using the standard multinomial logit (MNL) model and the spatially correlated logit (SCL) model where only correlations across neighboring (or adjacent) alternatives are accommodated. Model findings suggest that there is significant spatial correlation across alternatives that do not share a common boundary, and that the GSCL offers the ability to more accurately capture spatial location choice behavior.     

Analyzing air cargo flows of international routes: an empirical study of Taiwan Taoyuan International Airport

Air cargo demand is an important aspect of the operation and planning of private and public agencies responsible for airports. While most existing studies in this field include only geo-economic characteristics of airports and their hinterlands as explanatory variables, this study develops a gravity model of air cargo flows by trying to incorporate more factors that might influence international air cargo flows of an airport. The model is developed based on the panel data of air cargo services on scheduled routes at Taiwan Taoyuan International Airport during the years 2004-2007. The results indicate that population, air freight rate and three dummy variables, including the regional economic bloc of the “Chinese Circle”(an informal partnership between Hong Kong, Macao, Taiwan and mainland China), the Open Sky Agreements and long established colonial links, are key determinants of international air cargo flows from/to Taiwan. These results suggest a wider array of factors needs to be considered in policy.     

基于行政记录的广西人口数目估计

广西普查年或非普查年的人口数目通过统计调查方法获得,这种方法的缺陷是成本高、时间长。这就需要我们探索其他的人口数目来源渠道。行政记录是一种比较好的来源。使用行政记录资料估计人口数目的方法有人口统计分析模型和线性回归模型。人口统计分析模型是一种利用人口出生、死亡、迁移及其他资料估计人口数目的宏观统计方法。它的优点是节约成本,缺点是所依据的数据资料有时残缺不全,结果影响人口数目估计的精度。线性回归模型利用行政记录资料和人口统计调查资料的相关性对人口数目进行估计。文章利用广西户籍人口变动资料,使用这两个模型估计广西2010年人口数目,并且对估计的结果进行了评价。     

中国对外双边服务贸易成本的测度与分析——基于Novy模型

基于Novy模型,测度了1999—2007年间中国与OECD18国的双边服务贸易成本,以此来呈现中国服务贸易成本的大小及变化。中国的双边服务贸易成本总体呈下降趋势,并且在加入WTO后有明显加速的迹象,其中中国与美国、日本两个主要服务贸易伙伴的贸易成本下降幅度要远低于总体下降幅度。同时,从成本的绝对值看,中国与贸易伙伴国的经济发展水平越接近,双边服务贸易成本越高。     

小型开放经济环境下的最优货币政策设计

在经典的小型开放经济框架内,植入一个现金预留(CIA)模型,研究多重冲击下小型开放经济的最优货币政策设计问题,结果显示:汇率波动、货币流通速度冲击、财政冲击以及家庭消费冲击等通过成本渠道对物价和产出产生了直接影响。因此,在为小型开放经济体制定货币政策时,货币当局应充分考虑这些因素,使货币政策调控不仅对产出和通货膨胀的波动做出反应,而且对汇率波动和上述冲击也应做出适当的调整。此外,为营造有利的货币政策实施环境,外汇市场应实行有管理的浮动汇率制度。