上海城乡经济多样化测度方法及其演变特征

以上海市为例,从作物多样化、产业发展多样化、土地利用结构多样化、城市经济功能多样化等视角,提出了相应的定量测度方法并展开实证分析。研究结果表明:11950年以来,尽管大多数区县的作物多样化程度趋于下降态势,但上海郊区的作物多样化程度依然较高;近郊区的作物多样化程度的下降幅度大于远郊区,且两者的作物多样化程度在1990年前后发生了明显改变。2改革开放以来,上海农业发展日益趋于多样化;上海工业则经历了"两升两降"的结构调整和优化过程,优势工业行业的集中化和专业化与其它工业行业的分散化和多样化交替演进;上海服务业的多样化程度总体上呈现在波动中上升的态势。31996年以来,上海土地利用结构多样化指数基本呈现上升趋势,且土地利用结构的多样化程度总体较高。41980年以来,上海城市经济功能多样化态势日益明显,产业结构升级与就业结构多样化互动发展。     

欠发达省域经济差异的时空演变分析

基于1989—2012年广西89个县域经济数据,利用分解的Theil指数和马尔可夫链方法,探索欠发达省域差异的时空演变。结果表明:广西区域差异对地理尺度很敏感,县域间的差异最大,其次为地市间,区域间的发展最为平衡。三大区域内部差距的增大是促成广西整体差异拉大的主导力量。广西区域经济发展存在俱乐部趋同现象,2000—2012年间的更为显著,欠发达地区极有可能陷入"贫困陷阱"。区域间的两极分化趋势增强,趋同俱乐部总体上呈环状分布特征。高水平趋同俱乐部的分布逐渐由市辖区扩散到邻近的县域。低水平趋同俱乐部主要分布在桂西资源富集区。中高水平趋同俱乐部环绕高水平趋同俱乐部外围,而中低水平趋同俱乐部集中分布在中高水平趋同俱乐部外围。广西县域单元平稳者居多,向上转移有所增加。     

Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test

This study applies the bootstrap panel causality test proposed by Kónya (2006. Econ Modell 23, 978) to investigate the causal link between political uncertainty and stock prices for seven OECD countries over the monthly period of 2001.01 to 2013.04. This modeling approach allows us to examine both cross-sectional dependency and country-specific heterogeneity. Our empirical results indicate that not all the countries are alike and that the theoretical prediction that stock prices fall at the announcement of a policy change is not always supported. Specifically, we find evidence for the stock price leading hypothesis for Italy and Spain, while the political uncertainty leading hypothesis cannot be rejected for the United Kingdom and the United States. In addition, the neutrality hypothesis was supported in the remaining three countries (Canada, France and Germany), while no evidence for the feedback hypothesis was found.     

Position limit for the CSI 300 stock index futures market

The aim of this study was to find the optimal position limit for the Chinese stock index (CSI) 300 futures market. A low position limit helps to prevent price manipulations in the spot market, and thus keeps the magnitude of instantaneous price changes within the tolerance range of policymakers. However, setting a position limit that is too low may also have negative effects on market quality. We propose an artificial limit order market with heterogeneous interacting agents to examine the impact of different levels of position limits on market quality, measured as liquidity, return volatility, efficiency of information dissemination, and trading welfare. The simulation model is based on realistic trading mechanisms, investor structure, and order submission behavior observed in the CSI 300 futures market.Our results show that on the basis of the liquidity status in September 2010, raising the position limit from 100 to 300 could significantly improve market quality and at the same time keep the maximum absolute price change per 5 s below the 2% tolerance level. However, the improvement becomes only marginal if the position limit is further increased beyond 300. Therefore, we believe that raising the position limit to a moderate level can enhance the functionality of the CSI 300 futures market, which should benefit the development of the Chinese financial system.     

基于瓶颈指数的旅游产品制造企业生产物流瓶颈问题研究

首先分析了旅游产品制造企业物流瓶颈的多态性问题,提出了迟钝型和敏锐型瓶颈的概念,构建了旅游产品制造企业生产物流瓶颈的动态预测模型,还提出了瓶颈漂移的预测方法。最后以唐龙陶瓷旅游产品制造企业的装配车间为例,证明本研究能够较准确的预测旅游产品制造企业生产物流瓶颈漂移的趋势,实现有效的监控。     

Evaluating the efficiency and productivity change within government subsidy recipients of a national technology innovation research and development program

This study analyzes the efficiency and productivity change within government subsidy recipients of a national technology innovation research and development (R&D) program. We examine 6,990 government‐sponsored, completed R&D projects during the last three performance follow‐up survey years from 2010 to 2012, and present a design of the sample of panel data to cope with the typical R&D performance time lag using a set of massive observations associated with completed R&D projects for the past 7 years from 2005 to 2011. In particular, data envelopment analysis is adopted to measure the efficiency and productivity change, which is measured in the Malmquist index. Parametric and nonparametric statistical tests are carried out to check for statistically significant differences among the characteristics regarding the types of government subsidy recipients. This study's major findings are as follows. First, during the entire period analyzed (2010–2012), there was a similar yearly pattern of statistically significant differences in the government subsidy means among the recipient types. In contrast, there were no obviously equivalent differences in the efficiency and productivity change. Second, the productivity had increased year on year, but the increments were reduced from year to year. Third, the productivity change was induced mainly by the Frontier‐shift, which indicates overall technology innovation progress, compared with the Catch‐up, which only indicates a simple increase in the efficiency. In particular, in this empirical analysis, the recipient types of ‘national laboratory’ and ‘large company’ had relatively larger sizes of government subsidies per project. However, the efficiency and productivity change of these types was not better than the others. This implies, therefore, that the government should control the ratio of the subsidy to the total R&D budget with an appropriate upper limit.

• I empirically evaluate the productivity change within a national technology innovation R&D program.
• I design a sample of panel data to cope with the typical R&D performance time lag using massive observations.
• There is no obvious relationship between the government subsidy size and R&D productivity change.
• Some particular types of government subsidy recipient are inferior in terms of R&D productivity change.
• It practically implies that the government should control the ratio of the subsidy to the total R&D budget.

     

资源环境约束下中国经济增长效率的异质性研究--基于Sequential Malmquist －Luenberger指数的分析

本文采用SML指数法测算了1998～2011年期间全国各地区的生产率指数和环境技术效率,进而在空间经济学框架下提出了经济关联、知识关联、规模收益和交通运输条件等可能引起效率集聚的因素,并运用“系统广义矩估计法”对这些因素的作用方向与方式作了实证检验。主要结论有：我国经济增长效率的空间分布具有明显集聚性;有限的技术效率是我国省域经济增长效率提升中的“短板”;中、西部地区具有以规模扩张为主要方向的粗放增长方式;经济关联、交通运输条件及产业结构等因素成为提升技术效率的“切入点”;FDI和资本密集型禀赋结构在经济增长效率提升中的作用具有“两面性”;我国省域经济增长效率表现出一定的趋同和溢出现象。     

我国区域创新能力的评价及空间分布特征分析

区域创新能力的综合评价及其空间分布均衡性是实现区域经济协调可持续发展的关键。本文在区域创新能力评价指标体系的构建基础上,运用因子分析模型,对我国2001～2012年31个省市的创新能力进行了测度。通过区域创新能力的聚类分析、空间分布图和全局Moran指数,直观地发现我国区域创新能力空间分布呈现不均衡和空间正相关特征,即我国区域创新能力存在明显的阶梯层次分布,东部沿海地区创新水平普遍较高,而中部六省创新能力普遍一般,西部地区创新水平则较为低下,并且这一空间相关程度整体呈现持续扩大的趋势。     

属性层次模型在课程负责人选聘中的应用

在高校众多的课程模块中，要充分调动、整合教学资源形成专业化的团队，科学地选拔课程负责人显得尤为重要。文章利用交叉学科的优势，通过属性层次模型（AHM）建立一个课程负责人的选聘评价体系，把以往对课程负责人定性的问题定量化．为课程负责人的选聘提供一种科学而且易于操作的方法。     

我国引入股票指数期货的问题及对策

股票指数期货是一种新型的金融衍生工具,具有套期保值和价格发现的双重功能。在剖析股指期货特征的基础上,分析了我国开展股指期货的前景和障碍,并为最大限度发挥股指期货对股票市场作用,制定相应的对策。