宽带随机混沌雷达高速目标速度估计与成像

随机混沌具有真随机性、对初值敏感、易于产生和控制等特点,频率步进信号易于工程实现和处理,结合两者的优势,提出了一种载频随机步进的随机混沌信号(RSCFSCS)模型,用于高速目标的速度估计和距离维高分辨成像。首先,通过非周期函数激励非线性系统,产生不可预测的随机混沌信号(SCS),经频率调制后用作基带子脉冲。同时,将SCS通过映射变换得到跳频编码(FHC),用来决定调频脉冲串的载频步进。RSCFSCS 速度估计包括粗搜索和精搜索,粗搜索采用固定步长,保证速度偏差小于速度分辨单元,而精搜索采用黄金分割搜索算法可得到精确的速度估计。最后,子脉冲经相干合成形成宽带信号,实现高分辨距离成像。数值仿真表明提出的信号模型和处理算法性能良好。     

天然气输送支干线生产管理探讨

天然气输送管线安全运行面临风险,本文主要对天然气输送管线生产管理进行探讨。     

The evolution of the monetary transmission channels in Turkey: evidence from a TVP-VAR model

This article investigates the evolution of the monetary transmission mechanisms in Turkey for the period from January 1986 to December 2016. To this aim, the impacts of monetary variables on the prices and economic activity are investigated with a time-varying vector autoregressive model based on. The evidences from the time-varying responses indicate that the adoption of inflation targeting policy has markedly affected the functioning of transmission channels. The results also suggest that local and global financial crises may magnify the impact of monetary policy shocks on the overall economy.     

Modeling asymmetric price transmission in the European food market

In this study, we employ a multivariate panel error correction model (PVECM) to investigate asymmetric price transmission among the farm, processor, and retail segments of the European food supply chain for the 2005–2016 period. The results indicate that, in both the long- and short-run, retail prices respond more strongly to processor price increases than decreases and the same occurs for processor prices due to farm price changes. Thus, the findings demonstrate the presence of positive asymmetric price transmission in the European food supply chain. Finally, the results of the present study indicate that the food price pass-through varies greatly across product category and across countries, and that the pass-through to producer prices is greater than that to consumer prices.     

禽流感危机下肉鸡产业市场状态分析*——基于互联网大数据和MS-VAR模型

[目的]为了有效应对禽流感冲击、维持肉鸡产业稳定健康发展。[方法]基于互联网大数据构建了禽流感舆情指数,选取2012年1月至2017年3月周度数据,通过MS-VAR模型分析了禽流感危机下肉鸡市场状态的转换特征以及不同市场状态下产业链价格传导关系。[结果]2012年以来可将肉鸡产业市场状态划分为危机状态和正常状态,肉鸡产业市场在两个市场状态下转换频繁;肉鸡产业危机市场状态和正常市场状态平均持续期分别为4.65周和9.05周;肉鸡市场在区制转移概率上存在明显的非对称特征;肉雏鸡、活鸡和白条鸡价格之间在危机状态下相关性小于正常市场状态下相关性;不同市场状态下肉鸡产业链价格传导存在差异;肉鸡产业市场在危机状态下不稳定程度明显增加。[结论]提出了加大对禽流感疫情的监测以及疫情处理能力,密切关注公众禽流感舆情动态变动情况,做好舆情引导,加强禽流感疫情科学知识的宣传,增强公众对禽流感的认知等对策建议。     

Do denominations of origin provide useful quality signals? The case of Bordeaux wines

This paper investigates whether the existing Denominations of Origin (DOs) provide useful quality signals for wine consumers. To test our conjecture that the large number of existing DOs is too many for the typical consumer, we investigate the patterns of co-movement among average monthly wholesale prices for red wines from the 11 main DOs in Bordeaux over 16 years, 1999–2014. Our results indicate that consumers substitute among these wines according to the similarity of semantic elements in the names of DOs on the labels, and not according to prices or terroir that could reflect intrinsic quality where the names as such cannot. This finding suggests that the current DOs are too numerous and complex to provide helpful quality signals to consumers. A substantial reduction of the number of DOs might be warranted to better address the broader informational issue in wine markets.     

Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network

This paper investigates the systemic risk spillovers and connectedness in the sectoral tail risk network of Chinese stock market, and explores the transmission mechanism of systemic risk spillovers by block models. Based on conditional value at risk (CoVaR) and single index model (SIM) quantile regression technique, we analyse the tail risk connectedness and find that during market crashes, stock market exposes to more systemic risk and more connectedness. Further, the orthogonal pulse function shows that Herfindahl-Hirschman Index (HHI) of edges has a significant positive effect on systemic risk, but the impact shows a certain lagging feature. Besides, the directional connectedness of sectors shows that systemic risk receivers and transmitters vary across time, and we adopt PageRank index to identify systemically important sector released by utilities and financial sectors. Finally, by block model we find that the tail risk network of Chinese sectors can be divided into four different spillover function blocks. The role of blocks and the spatial spillover transmission path between risk blocks are time-varying. Our results provide useful and positive implications for market participants and policy makers dealing with investment diversification and tracing the paths of risk shock transmission.     

一种改进的CPFSK信号频率估计方法

针对突发信号解调中多普勒频偏大的问题，提出了一种改进的连续相位移频键控信号(CPFSK)频率估计方法。首先接收信号平方运算使信号的调制指数加倍，再通过一次离散傅里叶变换(DFT)，用搜索信号平方谱谱峰的方法实现突发信号频率估计。仿真实验表明，在低信噪比条件下，该算法的频率估计精度比经典的相位差频率估计算法提高了20%；该算法与广泛用于高动态突发信号的频率插值估计算法相比，同道干扰信道下信干比改善可达4 dB，DFT长度缩短约1/3。     

Advocacy and political convergence under preference uncertainty

We study the formation of advocacy groups and how they can impact policy outcomes by revealing information about voters׳ preferences to uninformed political candidates. We conduct a laboratory experiment based on a two-candidate spatial electoral competition setting where the policy preferences of voters are (initially) unknown and change over time. In the control treatment candidates learn about the preferred policy of the median voter through the voting outcome of elections. In the advocacy treatments, voters can organize themselves into advocacy groups in order to reveal their policy preferences. We find that voters often overcome the collective action problem of forming an advocacy group. In fact, we observe the formation of both informative advocacy groups, which convey new information, and uninformative advocacy groups, which do not. Overall, advocacy groups significantly speed up the convergence to the preferred policy of the median voter. However, advocacy does not lead to higher earnings as the gains from faster convergence are offset by the costs of group formation.     

Price and Volatility Transmission and Market Power in the German Fresh Pork Supply Chain

We investigate the relationship between the transmission of price volatility and market power in the German fresh pork supply chain. We use a theoretical model underpinning this relationship followed by an empirical application that uses monthly farm, slaughterhouse and retail pork price data for the period 2000–2011. We examine both the relationships of market power with price level transmission and price volatility transmission in the chain. We use a vector error correction model and least squares regressions to analyse price transmission and price volatility transmissions, respectively. Results show that retail market power limited both types of transmissions. Competition inducing policy measures coupled with measures that support price risk management initiatives of chain actors are suggested.