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51.
The UK government published a weighted score card approach in 2003 to analyse the performance of Probation Boards in England and Wales. However, there has not been a thorough analysis of whether non-parametric methods could provide more advanced options for analysing performance than the standard Weighted Score Card approach – a variant of the Balanced Score Card. Our results show there is considerable divergence in the ranks of Probation Boards from that of the WSC when we include the input variable ‘resource expenditure’ within a DEA model, calling into question recent policy initiatives to increase efficiency in the national probation service. 相似文献
52.
Scarcity, regulation and endogenous technical progress 总被引:1,自引:0,他引:1
Raouf Boucekkine Natali Hritonenko Yuri Yatsenko 《Journal of Mathematical Economics》2011,47(2):186-199
This paper studies to which extent a firm using a scarce resource input and facing environmental regulation can still manage to have a sustainable growth of output and profits. The firm has a vintage capital technology with two complementary factors, capital and a resource input subject to quota, the latter being increasingly scarce through an exogenously rising price. The firm can scrap obsolete capital and invest in adoptive and/or innovative R&D resource-saving activities. Within this realistic framework, we first characterize long-term growth regimes driven by scarcity (induced-innovation) vs. long-term growth regimes driven by quota regulation (Porter-like innovation). More importantly, we study the interaction between scarcity and quota regulation. In particular, we show that there exists a threshold level for the growth rate of the resource price above which the Porter mechanism is killed while the scarcity-induced growth regime may emerge. Symmetrically, we also find that there must exist a threshold value for the environmental quota under which the growth regime induced by scarcity vanishes while the Porter-like growth regime may survive. 相似文献
53.
This article proposes a new approach to evaluate volatility contagion in financial markets. A time-varying logarithmic conditional autoregressive range model with the lognormal distribution (TVLCARR) is proposed to capture the possible smooth transition in the range process. Additionally, a smooth transition copula function is employed to detect the volatility contagion between financial markets. The approach proposed is applied to the stock markets of the G7 countries to investigate the volatility contagion due to the subprime mortgage crisis. Empirical evidence shows that volatility is contagious from the US market to several markets examined. 相似文献
54.
In this paper, a method is introduced for approximating the likelihood for the unknown parameters of a state space model. The approximation converges to the true likelihood as the simulation size goes to infinity. In addition, the approximating likelihood is continuous as a function of the unknown parameters under rather general conditions. The approach advocated is fast and robust, and it avoids many of the pitfalls associated with current techniques based upon importance sampling. We assess the performance of the method by considering a linear state space model, comparing the results with the Kalman filter, which delivers the true likelihood. We also apply the method to a non-Gaussian state space model, the stochastic volatility model, finding that the approach is efficient and effective. Applications to continuous time finance models and latent panel data models are considered. Two different multivariate approaches are proposed. The neoclassical growth model is considered as an application. 相似文献
55.
In generalized autoregressive conditional heteroskedastic (GARCH) models, the standard identifiability assumption that the variance of the iid process is equal to 1 can be replaced by an alternative moment assumption. We show that, for estimating the original specification based on the standard identifiability assumption, efficiency gains can be expected from using a quasi-maximum likelihood (QML) estimator based on a non Gaussian density and a reparameterization based on an alternative identifiability assumption. A test allowing to determine whether a reparameterization is needed, that is, whether the more efficient QMLE is obtained with a non Gaussian density, is proposed. 相似文献
56.
Enzo Weber 《Economic Systems》2011,35(4):512-522
This paper analyses the growth effects of capital formation, exports and FDI as major, drivers of economic development in Eastern Europe. The fundamental innovations are, identified by empirically and theoretically motivated short- and long-run restrictions in, structural cointegrated vector autoregressions. Impulse responses and variance, decompositions reveal quite different growth effects in various Eastern European countries. Generally, a strong reliance on exports goes along with higher GDP, and FDI bears, substantial potential for fostering economic growth. It is shown that the recent worldwide, recession clearly hit Eastern Europe through the export channel, whereas the recovery is, mainly supported by positive demand shocks. 相似文献
57.
This paper presents an inference approach for dependent data in time series, spatial, and panel data applications. The method involves constructing t and Wald statistics using a cluster covariance matrix estimator (CCE). We use an approximation that takes the number of clusters/groups as fixed and the number of observations per group to be large. The resulting limiting distributions of the t and Wald statistics are standard t and F distributions where the number of groups plays the role of sample size. Using a small number of groups is analogous to ‘fixed-b’ asymptotics of
[Kiefer and Vogelsang, 2002]
and
[Kiefer and Vogelsang, 2005]
(KV) for heteroskedasticity and autocorrelation consistent inference. We provide simulation evidence that demonstrates that the procedure substantially outperforms conventional inference procedures. 相似文献
58.
随着国家对物流行业重视程度的增加,各地掀起了一股建设物流园区的热潮,由于各地物流园区的建设、发展基本由当地政府主导进行。研究和分析各国物流园区建设经营过程中的政府行为,可以给今后我国物流园区的发展提供相关经验,也可以规范今后我国物流园区的建设。 相似文献
59.
低碳经济是以低能耗、低污染、低排放为基础的经济模式。在这样的低碳经济下,农产品的物流模式也需要迎合低碳号召,为农产品的贸易打下低碳基础。目前,我国农产品物流条件相对比较落后,为了更好的将生鲜农产品送到百姓的餐桌上,必须改变和创新物流模式来加快农产品的贸易,促进农村经济在低碳中快速增长。文中简要论述了低碳经济的含义,阐述了农产品物流现状,并对低碳物流模式进行了探讨。 相似文献
60.
文章总结了国内近几年对曝气生物滤池在污水处理、微污染源水预处理、污水深度处理及回用处理方面的研究进展和应用情况,同时提出了曝气生物滤池今后的研究方向。 相似文献