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1.
This article provides a fresh insight into the dynamic nexus between oil prices, the Saudi/US dollar exchange rate, inflation, and output growth rate in Saudi Arabia’ economy, using novel Morlet’ wavelet methods. Specifically, it implements various tools of methodology: the continuous wavelet power spectrum, the cross-wavelet power spectrum, the wavelet coherency, the multiple and the partial wavelet coherence to the annual sample period 1969–2014. Our results unveil that the relationships among the variables evolve through time and frequency. From the time-domain view, we show strong but non-homogenous linkages between the four variables. From the frequency-domain view, we uncover significant wavelet coherences and strong lead-lag relationships. From an economic view, the wavelet analysis shows that Saudi economy is still exposed to several global risk factors, which are mainly related to the oil market volatility, and the pegging of the local currency to the US dollar. Such risk factors strongly and negatively affect the real economic growth, exert more pressure on inflation, and substantially limit the freedom to pursue an independent monetary policy.  相似文献   
2.
This paper combines the discrete wavelet transform with support vector regression for forecasting gold-price dynamics. The advantages of this approach are investigated using a relatively small set of economic and financial predictors. I measure model performance by differentiating between a statistically-motivated out-of-sample forecasting exercise and an economically-motivated trading strategy. Disentangling the predictors with respect to their time and frequency domains leads to improved forecasting performance. The results are robust compared to alternative forecasting approaches. My findings on the relative importances of such wavelet decompositions suggest that the influences of short-term and long-term trends are not stable over the full evaluation period.  相似文献   
3.
Islamic financial institutions are being pressurized by critics to offer profit and loss sharing (PLS) financing, such as venture capital (VC) financing, for the purpose of entrepreneurial development aligned to the principle of equity risk sharing. Our study aims to link PLS investments with portfolio optimization opportunities for the Islamic asset managers. Using portfolio analysis with dynamic conditional correlation, Markov switching, and maximal overlap discrete wavelet transformation, our findings tend to indicate that there is indeed a portfolio optimization opportunity in investment universe for the fund managers who invested in PLS investments in the context of VC asset class over the long run.  相似文献   
4.
ABSTRACT

This article develops a wavelet-based control model to simulate fiscal, monetary, and real exchange rate scenarios in an open economy developing country with an inflation-targeting regime. We use South African macro data to jointly simulate optimal fiscal and monetary policy under varying scenarios for real exchange rate stability with interest rate parity. As real exchange rate stability increases, the model simulates the effects on the trade balance under both a constant and depreciating real exchange rate. We find that short-term cycle stability problems are somewhat mitigated by allowing the real exchange rate to depreciate.  相似文献   
5.
This study examines the relationship between oil prices and economic activity in the G-7 economies during the period 1960M1–2014M07 using a wavelet approach. The results show significant differences in the relationship between these two variables depending on the frequencies. Furthermore, we find that oil price shocks affect economic activity at low frequencies (long run) in all G-7 countries, while the effect at high frequencies (short run) is limited to a few countries.  相似文献   
6.
This paper investigates time–frequency co-movements between crude oil prices and interest rates. To test this relationship, the study applied a continuous wavelet and cross wavelet approaches to data from West Texas Intermediate (WTI) crude oil prices and interest rates in the United States (U.S.). Results from the sample period revealed significant relationships, in the intermediate term, between WTI crude oil prices and U.S. interest rates. Moreover, co-movements between oil price and interest rate variables were especially sensitive during abnormal political events and periods of financial ‘meltdown’. We further use Partial Wavelet Coherence (PWC) and Multiple Wavelet Coherence (MWC) methods to investigate the impacts of five major control variables namely GDP growth, unemployment, three-month Treasury bill, CPI index and industrial production index. The results show a powerful impact of control variables on oil-interest rates co-movements under different frequencies. Finally, we show evidence of co-integrating long run relationship between oil markets and control variables. These results have important implications for energy investors and policy makers.  相似文献   
7.
This paper examines co‐movement between stock returns and changes in 10‐year government bond yields as well as flight‐to‐quality behaviour in G7 countries. We conduct the wavelet squared coherence analysis to explore the dynamics in both time and frequency domain. Our results provide evidence of positive co‐movements, which vary over time and across investment horizon. The higher co‐movement is found to be more concentrated in the lower frequency bands. We further analyse the dynamic nature of the scale‐dependent wavelet correlations and find that the correlations are highly volatile and significantly increase across different time scales during the episodes of equity market turbulence. The increase in correlations reflects flights from stocks to safer bond investments as a result of dramatic changes in investor sentiment and risk aversion at times of market stress.  相似文献   
8.
ABSTRACT

The argument over the effects of financial structures on economic growth remains unsettled. This study, therefore, compares the dynamic correlation and lead–lag relationship between the different financial approaches within the banking sector (that is, traditional bank loans versus innovative financial leasing) and economic growth. We employ a continuous wavelet analysis using time-series data from 1982–2017 from the US (the world’s largest developed country) and China (the world’s largest developing country). The empirical results show that (1) episodes of significant correlation usually emerge during periods of reform, crisis or policy implementation; and (2) in China, traditional banking promotes economic growth in the long term, while the real economy only imputes the evolution of banks during critical economic reforms in the short term. Meanwhile, financial leasing could only promote the development of the real economy under suitable regulation; and (3) in the US, before the crises, the irrational growth of the real economy could increase bank assets, while during the crises, the traditional banking approach harms economic growth, and after the crises, financial leases play an important role in recovery. Therefore, we suggest that policymakers should establish adequate policies and regulations to solve the situation.  相似文献   
9.
为了提高G3-PLC(G3-Power Line Communication)在复杂信道环境下通信的可靠性,提出了基于双正交小波变换的正交频分复用(Discrete Wavelet Transform-Orthogonal Frequency Division Multiplexing,DWT-OFDM)。通过双正交小波变换减小复杂信道环境下G3-PLC通信系统中OFDM载波间干扰,并通过合理减少循环前缀,优化传输效率,降低峰均比。在DWT-OFDM的G3-PLC系统中,通过不同小波基性能分析与对比,利用bior6.8双正交小波基进行系统性能优化。将DWT-OFDM的G3-PLC系统在实际电力线噪声库环境下进行实验分析,仿真结果表明,在平均误码率为10-3量级时,性能有5 dB左右提升,通信效率由40%提高至54%;结合限幅法,峰均比由11 dB降低至8 dB,通信性能极大优于基于FFT-OFDM的G3-PLC系统。  相似文献   
10.
离散小波变换(Discrete Wavelet Transform,DWT)通常用于图像的表示。然而,对于具有不规则形状边缘的图像,尤其是对于纹理和细节信息较多的遥感图像,DWT却很难有效表示,进而影响后续去噪效果。针对该问题,提出了一种基于图形小波变换(Graphic Wavelet Transform,GWT)的图像去噪方法。首先,将图像表示为图形信号,并通过该图形信号的谱表示构造相应的变换矩阵;然后,设计了一种改进自适应阈值的图像去噪方法,在GWT变换域内对图像去噪。实验结果表明,与常用的图像去噪方法相比,所提算法能够提供更好的图像主观质量。采用均方根误差(Root Mean Square Error,RMSE)和峰值信噪比(Peak Signal-to-Noise Ratio,PSNR)作为客观指标,结果表明,采用所提方法得到的重建图像客观质量更优。  相似文献   
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