浅论对部委规章制定和执行的监督

在党和国家大力强调“依法治国”的今天,人民群众对行政机关依法行政给予了更多的关注。因为人们在自己的生产、工作、生活中遇到的实际问题,往往与各部委、各行政机关的各种名目繁多的规章制度(以下简称部委规章)有关。本文谨就如何对部委规章的制定和执行进行有效的监督,作一些探讨。 一、我国的部委规章是国家法律体系的重要组成部分 我国《宪法》第90条第2款规定:“各部、各委员会根据法律和国务院的行政法规、规定、命令,在本部门的权限内,发布命令、指示和规章。”《国务院组织法》(以下简称《组织法》)第10条也规定:“根据法律和国务院的决定,主管部、委员会可以在本部门的权限内发布命令、指示和规章。”根据《宪法》、《组织     

八部委力推科技和金融结合 中小企业创投基金有望扩容

近日,科技部、财政部、中国人民银行、国务院国资委、国家税务总局、中国银监会、中国证监会、中国保监会八部委联合下发《关于促进科技和金融结合加快实施自主创新战略的若干意见》（下称《意见》）,进一步促进科技和金融结合,推进自主创新．     

18部委启用三大政策联手淘汰落后产能

国务院近日正式发布关于进一步加强淘汰落后产能工作的通知(下称《通知》),明确由工信部牵头,18个部委联合严厉淘汰电力、煤炭、钢铁、水泥、有色金属、焦炭、造纸、制革、印染等行业落后产能。在政策约束方面,首先,国家将严格市场准入,将尽快修订产业结构调整指导目录,制定和完善相关行业     

部委之争——大部改革未了局

2009年11月3日,文化部召开新闻发布会．公开指责新闻出版总署对网络游戏《魔兽世界》的处罚“越权”,舆论一时愕然。在表面上运转有常的中国行政管理体系里,部委间的矛盾通常隐藏于高墙大楼之内,争鸣于更高决策者案前,销匿于抑中樽俎之际,而将矛盾公开于社会公众面谎不能不说是走阵常例的举动。     

多部委调研浙江小额信贷——警惕“过犹不及”

近日,中国人民银行金融研究所副所长焦瑾璞在对浙江的小额贷款公司进行实地调研后指出,小额贷款公司对缓解小企业及"三农"的资金需求起到了积极的作用,但其风险也不可忽视。由于小额贷款公司多由民间资本组建,一旦出现重大问题,     

部委

<正>三部门推动落实购买首套房贷款“认房不用认贷”政策措施8月25日,从住房和城乡建设部获悉,住房和城乡建设部、中国人民银行、金融监管总局联合印发了《关于优化个人住房贷款中住房套数认定标准的通知》,推动落实购买首套房贷款“认房不用认贷”政策措施。通知明确,居民家庭（包括借款人、配偶及未成年子女）申请贷款购买商品住房时,家庭成员在当地名下无成套住房的,不论是否已利用贷款购买过住房,银行业金融机构均按首套住房执行住房信贷政策。此项政策作为政策工具,纳入“一城一策”工具箱,供城市自主选用。     

部委

<正>实实在在惠民生保障性住房有关税费政策10月1日起执行财政部、国家税务总局、住房和城乡建设部9月28日发布公告,从今年10月1日起执行保障性住房有关税费政策。根据公告,对保障性住房项目建设用地免征城镇土地使用税。对保障性住房经营管理单位与保障性住房相关的印花税,以及保障性住房购买人涉及的印花税予以免征。公告明确,企事业单位、社会团体以及其他组织转让旧房作为保障性住房房源且增值额未超过扣除项目金额20%的,免征土地增值税。     

部委

<正>《“十四五”新型城镇化实施方案》发布提出完善城市住房体系等40余项措施7月上旬,国家发展和改革委员会印发《“十四五”新型城镇化实施方案》（以下简称“方案”）,提出40余项推进新型城镇化的措施,包括完善城市住房体系、有序推进城市更新改造、加大内涝治理力度等内容。方案指出,“十三五”以来,城镇棚户区住房改造开工超过2300万套,城市轨道交通运营里程超过7000公里,新型城市建设步伐加快。方案明确,到2025年,城市内涝治理取得明显成效,城市燃气等管道老化更新改造深入推进,城市黑臭水体基本消除,城市建成区绿化覆盖率超过43%。系统完备、科学规范、运行有效的城市治理体系基本建立,     

部委

<正>《住房公积金业务档案管理标准》今年12月起实施住房和城乡建设部日前发布公告,批准《住房公积金业务档案管理标准》(以下简称《标准》)为行业标准,自2022年12月1日起实施。《标准》主要包括总则、术语、基本规定、形成与收集、整理与归档、保管与保护、鉴定与销毁、利用与开发、统计与移交、电子档案管理信息系统、纸质档案数字化11项内容,适用于住房公积金管理中心、受委托银行的住房公积金业务档案管理工作。《标准》明确,     

Panel Stationarity Test with Structural Breaks*

In this paper, we extend the heterogeneous panel data stationarity test of Hadri [Econometrics Journal, Vol. 3 (2000) pp. 148–161] to the cases where breaks are taken into account. Four models with different patterns of breaks under the null hypothesis are specified. Two of the models have been already proposed by Carrion‐i‐Silvestre et al. [Econometrics Journal, Vol. 8 (2005) pp. 159–175]. The moments of the statistics corresponding to the four models are derived in closed form via characteristic functions. We also provide the exact moments of a modified statistic that do not asymptotically depend on the location of the break point under the null hypothesis. The cases where the break point is unknown are also considered. For the model with breaks in the level and no time trend and for the model with breaks in the level and in the time trend, Carrion‐i‐Silvestre et al. [Econometrics Journal, Vol. 8 (2005) pp. 159–175] showed that the number of breaks and their positions may be allowed to differ across individuals for cases with known and unknown breaks. Their results can easily be extended to the proposed modified statistic. The asymptotic distributions of all the statistics proposed are derived under the null hypothesis and are shown to be normally distributed. We show by simulations that our suggested tests have in general good performance in finite samples except the modified test. In an empirical application to the consumer prices of 22 OECD countries during the period from 1953 to 2003, we found evidence of stationarity once a structural break and cross‐sectional dependence are accommodated.     

拉手网 乱阵突围

成立至今,拉手网的注册用户数量已经突破300万,月均访问量突破3000万,开通服务的城市超过100个,2010年交易额接近10亿元人民币,并且仍以每月100%的速度成长。在不到一年的时间,拉手在号称＂千团大战＂的团购市场脱颖而出,成为团购网站中的＂老大＂     

Identifying Structural Breaks in Cointegrated Vector Autoregressive Models*

This article suggests an alternative formulation of the cointegrated vector autoregressive (VAR) model such that the coefficients for the deterministic terms have straightforward interpretations. These coefficients can be interpreted as growth rates and cointegration mean level coefficients and express long‐run properties of the model. For example, the growth rate coefficients tell us how much to expect (unconditionally) the variables in the system to grow from one period to the next, representing the underlying (steady state) growth in the variables. The estimation of the proposed formulation is made operationally in GRaM, which is a program for Ox Professional. GRaM can be used for analysing structural breaks when the deterministic terms include shift dummies and broken trends. By applying a formulation with interpretable deterministic components, different types of structural breaks can be identified. Shifts in both intercepts and growth rates, or combinations of these, can be tested for. The ability to distinguish between different types of structural breaks makes the procedure superior compared with alternative procedures. Furthermore, the procedure utilizes the information more efficiently than alternative procedures. Finally, interpretable coefficients of different types of structural breaks can be identified.     

Testing for Panel Cointegration with Multiple Structural Breaks*

This paper proposes a Lagrange multiplier (LM) test for the null hypothesis of cointegration that allows for the possibility of multiple structural breaks in both the level and trend of a cointegrated panel regression. The test is general enough to allow for endogenous regressors, serial correlation and an unknown number of breaks that may be located at different dates for different individuals. We derive the limiting distribution of the test and conduct a small Monte Carlo study to investigate its finite sample properties. In our empirical application to the solvency of the current account, we find evidence of cointegration between saving and investment once a level break is accommodated.     

Testing the Null of Cointegration with Structural Breaks*

We propose a Lagrange Multiplier‐type statistic to test the null hypothesis of cointegration allowing for the possibility of a structural break, in both the deterministic and the cointegration vectors. Our proposal focuses on the presence of endogenous regressors. The test complements the usual non‐cointegration tests so as to obtain stronger evidence of cointegration. We consider the cases of known and unknown dates of the break. In the latter case, we show that minimizing the Sum of Squared Residuals results in a super‐consistent estimator of the break fraction. Finally, the behaviour of the tests is studied through Monte Carlo experiments.     

基于结构突变和截面相关的面板协整检验

本文基于Westerlund和Edgerton（2008）,考虑了无时间趋势和有时间趋势的面板协整检验。在检验协整时,本文不仅允许误差项存在异方差、序列相关以及截面相关,而且还允许各截面在截距和协整斜率上存在未知时点的多个突变点。蒙特卡洛模拟结果表明,（1）该检验的具有较小的水平扭曲和较高的检验势,（2）将模型拓展到不含有趋势项的情形是必要的。在此基础上,使用基于动态最小二乘估计量的新统计量对国际CO2排放和经济增长关系进行检验,发现在考虑了突变和截面相关的情形下,两者间的长期均衡关系确实存在。     

Seasonal Unit Root Tests with Structural Breaks in Deterministic Seasonality

The seasonal root tests of Hylleberg et al (1990) are extended using the sequential approach of Zivot and Andrews (1992). This paper presents Monte Carlo evidence to support a sequential approach to estimation and critical values are estimated. It is demonstrated that non-stationary data with structurally unstable deterministic seasonality can lead to low power in standard tests for seasonal roots. The sequential tests are applied to US agricultural price data and macroeconomic data and compared with the standard tests. Seasonal roots are rejected in all series.     

斯柯达汽车2010年全球销量创新纪录

2010年,斯柯达汽车创下公司史上最佳销售业绩,全球汽车销量达762,600辆（2009年为684,200辆）,同比增长达11．5％,首次冲破75万销量大关。斯柯达品牌在中国市场的表现尤为抢眼,2010年再度刷新销量纪录,年销量超过18万辆,同比增长47％。