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1.
We revisit hysteresis effect in the unemployment rate of each of the 52 states of the United States using nonlinear quantile unit root test over the period 1976M1–2016M7. Our results indicate that unemployment rate of the U.S. economy as a whole displays hysteresis effect over recessionary periods. Nineteen out of 52 states display hysteresis behaviour over the period 1976–2016. For the remaining 33 states, we find four types of behaviours. Some states display stationarity behaviour almost in all quantiles. Some display hysteresis over recessionary periods and in contrast some display hysteresis over expansion period.  相似文献   
2.
We study a credit term determination problem in the context of a supplier-buyer supply chain. The supplier's credit term decision is simultaneously made with its production and inventory decisions, and most importantly, it is impacted by the buyer's order quantity. We present a new game-theoretic framework to model this problem, which captures the interaction between the supplier's credit term decision and the buyer's order decision in a multi-period setting. An exact method based on nonlinear programming is implemented to obtain the optimal solutions. We apply our methodologies on a real world case. The computational results show that our approach significantly outperforms the heuristics with fixed credit terms, and either a short or a long credit term can be sub-optimal for the supplier in profitability. Our work offers the first data-driven model and solution approach that assists purchasing and supply managers to make optimal dynamic credit term decision in conjunction with production, ordering and inventory decisions in a game-theoretic setting.  相似文献   
3.
This paper proposes a multivariate distance nonlinear causality test (MDNC) using the partial distance correlation in a time series framework. Partial distance correlation as an extension of the Brownian distance correlation calculates the distance correlation between random vectors X and Y controlling for a random vector Z. Our test can detect nonlinear lagged relationships between time series, and when integrated with machine learning methods it can improve the forecasting power. We apply our method as a feature selection procedure and combine it with the support vector machine and random forests algorithms to study the forecast of the main energy financial time series (oil, coal, and natural gas futures). It shows substantial improvement in forecasting the fuel energy time series in comparison to the classical Granger causality method in time series.  相似文献   
4.
Nonlinear, symmetric, and asymmetric dependence characteristics in energy equity sectors matter to portfolio investors and risk managers because of the risks and diversification opportunities they entail. Specifically, nonlinear dependence dynamics between assets are harder to predict, monitor, and manage, and can make investment positions go wrong unexpectedly. In this paper, we investigate whether the dependence dynamics of US and Canadian large-capitalized energy equity portfolios are nonlinear, symmetric, or asymmetric. We draw our results by implementing a robust copula approach based on time-varying parameter copulas and vine copula methods. Both time varying parameter and vine-copula methods indicate that the Canadian energy sector portfolio is driven by nonlinear negative tail asymmetric dependence during the global financial crisis and when the full sample period is employed. On the other hand, it displays nonlinear symmetric dependence during the oil price crisis, implying the need for close monitoring and rebalancing and a more continuous assessment of long investment positions. The US energy sector portfolio is driven by positive tail asymmetric dependence, and by symmetric dependence dynamics during crisis and non-crisis periods.  相似文献   
5.
ABSTRACT

We test the empirical validity of the PPP proposition under temporary structural breaks and dynamic nonlinear adjustments. Although several testing procedures have recently been proposed in the existing literature to investigate stochastic properties of the series under gradual breaks and nonlinear adjustments, none of these tests are compatible with the PPP proposition. Therefore, we propose new testing procedures that restrict the break to be temporary while simultaneously allowing for asymmetric dynamic nonlinear adjustment towards equilibrium. Using these newly proposed tests, we test stationarity of real exchange rate of 24 OECD countries vis-à-vis USA, and find support in favour of PPP proposition in majority of the countries.  相似文献   
6.
党的十九大报告要求全力推动互联网、大数据、人工智能与实体经济深度融合。在此背景下,明晰互联网与区域创新能力关系至关重要。基于2006-2017年中国内地30个省区市面板数据,运用门槛面板回归技术,全面探讨了互联网发展与区域创新能力间的非线性关系。研究结果表明:互联网发展对区域创新能力存在边际报酬递增的正向非线性影响,且在政府支持环境下两者存在正向、边际报酬递增的非线性关系,但在对外开放环境下,两者存在正向U型关系。进一步研究发现,互联网发展对不同创新主体的创新能力存在异质性双门槛效应,如对高校、企业呈现出正向U型影响,而对研发机构表现为正向的边际效率递减规律。依据该结论提出具有针对性的差异化“互联网+创新能力”融合策略。  相似文献   
7.
This paper shows that oil shocks impact economic growth primarily through the conditional variance of growth. Our comparison of models focuses on density forecasts. Over a range of dynamic models, oil shock measures and data, we find a robust link between oil shocks and the volatility of economic growth. We then develop a new measure of oil shocks and show that it is superior to existing measures; it indicates that the conditional variance of growth increases in response to an indicator of the local maximum oil price exceedance. The empirical results uncover a large pronounced asymmetric response of the growth volatility to oil price changes. The uncertainty about future growth is considerably lower than with a benchmark AR(1) model when no oil shocks are present.  相似文献   
8.
In this paper, we analyze whether a monetary policy based on three main variables (inflation, money supply, and output gap) has a nonlinear impact on real estate investment trust (REIT) markets. In addition, we extend our analysis to examine whether these monetary policy components impact the possibility of boom and bust regimes occurring in the market. Empirically, we propose different Markov-switching model variants to determine the nonlinear time-varying impact of monetary policy on the REIT market. Our results show the monetary policy environment is supposed to affect, on one hand, the REIT returns and, on the other hand, the possibility of boom and bust markets. We prove that expansionary monetary policy has an impact only in the case of boom market. However, an increase in the inflation rate decreases the probability of remaining in the bust regime. As a consequence, we have already outlined several monetary transmission mechanisms that show house prices to have important effects on aggregate demand. Our results confirm that REIT markets are not efficient.  相似文献   
9.
In this paper, we propose a new algorithm to find the optimal static replicating portfolios for general path-independent nonlinear pay-off functions and give an estimate for the rate of convergence that is absent in the literature. We choose the static replication by designing an adaptation function arising in the error bound between the nonlinear pay-off function and the linear spline approximation and derive the equidistribution equation for selecting the optimal strikes. The numerical tests for variance swaps, swaptions, static quadratic hedges and also for a jump-diffusion process, allowing for the default of the underlying asset, show that the proposed iterative equidistribution equation algorithm is simple, fast and accurate. The paper generalizes and improves the results on static replication and approximation in the literature.  相似文献   
10.
This paper proposes a contemporaneous-threshold multivariate smooth transition autoregressive (C-MSTAR) model in which the regime weights depend on the ex-ante probabilities that latent regime-specific variables exceed certain threshold values. A key feature of the model is that the transition function depends on all the parameters of the model as well as on the data. Since the mixing weights are also a function of the regime-specific noise covariance matrix, the model can account for contemporaneous regime-specific co-movements of the variables. The stability and distributional properties of the proposed model are discussed, as well as issues of estimation, testing and forecasting. The practical usefulness of the C-MSTAR model is illustrated by examining the relationship between US stock prices and interest rates.  相似文献   
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