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1.
This paper presents a model for housing markets with interdependent values. We introduce private information on the quality of a house (i.e., high or low), which is known only to the initial owner. Interdependency means that the ex-post preference of an agent depends on the private information of the other agents with regard to the quality of houses. We prove that on a domain satisfying a richness condition, the no-trade rule is the only rule that satisfies ex-post incentive compatibility and ex-post individual rationality. 相似文献
2.
In this paper, we apply tools from random matrix theory (RMT) to estimates of correlations across the volatility of various assets in the S&P 500. The volatility inputs are estimated by modelling price fluctuations as a GARCH(1,1) process. The corresponding volatility correlation matrix is then constructed. It is found that the distribution of a significant number of eigenvalues of the volatility correlation matrix matches with the analytical result from RMT. Furthermore, the empirical estimates of short- and long-range correlations amongst eigenvalues, which are within RMT bounds, match with the analytical results for the Gaussian Orthogonal ensemble of RMT. To understand the information content of the largest eigenvectors, we estimate the contribution of the Global Industry Classification Standard industry groups to each eigenvector. In comparison with eigenvectors of correlation matrix for price fluctuations, only few of the largest eigenvectors of the volatility correlation matrix are dominated by a single industry group. We also study correlations between ‘volatility returns’ and log-volatility to find similar results. 相似文献
3.
地方官员与经济增长——来自中国省长、省委书记交流的证据 总被引:31,自引:1,他引:31
通常认为地方官员在我国经济发展中扮演着积极角色,近来国家也有意通过干部交流促进省区平衡发展,但国内还没有定量识别地方官员影响经济增长的文献。本文基于1978—2005年间省长(书记)交流样本构造了省长(书记)与省区相匹配的面板数据,系统地实证分析省长(书记)交流对流入省区经济增长的影响(即省长交流效应),结果发现,整体而言,省长交流能够使流入地的经济增长速度提高1个百分点左右;这种省长交流效应是通过在流入地采取大力发展二产、重视一产、忽视三产的产业发展取向实现的。本文的发现是稳健的,有助于增进对加强干部交流破解省区发展不平衡的理解。 相似文献
4.
Summary. All agents have the same ordinal ranking over all objects, receiving no object (opting out) may be preferable to some objects, agents differ on which objects are worse than opting out, and the latter information is private. The Probabilistic Serial assignment, improves upon (in the Pareto sense) the Random Priority assignment, that randomly orders the agents and offers them successively the most valuable remaining object. We characterize Probabilistic Serial by efficiency in an ordinal sense, and envy-freeness. We characterize it also by ordinal efficiency, strategyproofness and equal treatment of equals. Received: October 5, 1999; revised version: December 20, 2000 相似文献
5.
This paper proves the following result: every path‐connected domain of preferences that admits a strategy‐proof, unanimous, tops‐only random social choice function satisfying a compromise property is single‐peaked. Conversely, every single‐peaked domain admits a random social choice function satisfying these properties. Single‐peakedness is defined with respect to arbitrary trees. The paper provides a justification of the salience of single‐peaked preferences and evidence in favor of the Gul conjecture ([Barberà, 2010] ). 相似文献
6.
Summary. This paper presents a model of a Walrasian exchange economy in which the preferences and endowments of the agents are random.
Stochastic interaction among the agents is formally described in terms of dependency neighborhoods. The main result is a characterization
of the distribution of market-clearing prices in a large economy.
Received: April 23, 1999; revised version: May 6, 1999 相似文献
7.
Petri Rouvinen 《Economics of Innovation and New Technology》2013,22(6):525-541
This is a study of the effects of R&D spillovers on the cost and production structures of Finnish manufacturing firms. Confidential data on firms is used to estimate a translog cost function system with random coefficients. Although the results suggest that intra-industry spillovers are present in Finnish manufacturing, the findings regarding inter-industry spillovers are inconclusive. The variable cost reduction associated with spillovers is positive, but relatively low. Spillovers reduce the demand for labor but increase the demand for materials. Spillovers also reduce the willingness to pay for capital inputs. 相似文献
8.
本文以2000-2017年全球126个经济体的面板数据为样本,在引入FDI高次方的基础上,应用空间杜宾模型(SDM)实证检验FDI对劳动生产率的空间非线性效应.研究发现:全球范围内各经济体的劳动生产率具有显著的空间依赖性,劳动生产率与FDI之间呈现倒N型的空间非线性关系;FDI对劳动生产率的跨国影响既有正向的技术溢出,... 相似文献
9.
反垄断法的域外适用包括多种情形,其依据也各不相同.其中由美国首先在司法中确立的“效果原则”对该类适用问题产生了重要影响,一方面对于保护本国的市场环境,效果原则确实具有积极的作用,但其引发的国家间主权和经济利益的冲突也使得该原则的适用受到了限制.对此,各国都采取了很多变通措施,并通过国际合作来缓解这些冲突,这对于我国的相关立法也具有启示作用. 相似文献
10.
通过建立GDP就业模型揭示经济增长与就业的内在关系。要增加就业降低失业率,必须保持快速和稳定的经济增长和提高GDP就业弹性。比较分析边疆少数民族地区和东部发达地区的GDP就业弹性,发现由于东部发达地区经济更依赖于资本和技术进步,其GDP就业弹性、GDP对就业的“指数效应”比边疆少数民族地区的小。同时随着边疆少数民族地区经济的资本有机构成逐渐提高和进一步的资本深化,GDP就业弹性也在逐渐下降。东部发达地区GDP对就业的“乘数效应”比边疆民族地区的大,说明了东部发达地区依然是吸收就业和农村剩余劳动力的主要地区,并提出增加就业的对策建议。 相似文献