王亚南经济研究院将举办“现代经济理论与方法学术论坛”

2006年7月5日-6日，由厦门大学王亚南经济研究院和中国科学院数学与系统科学研究院统计科学研究中心联合举办的“金融工程与风险管理国际研讨会2006”将在厦门大学举行。届时，来自世界各地（包括中国国内）的从事金融工程（含金融计量学、金融统计学、金融数学、金融计算学）与风险管理的理论研究及其应用的经济学、统计学、数学和金融学的专家和学者将汇聚一堂，共同探讨金融工程与风险管理的理论研究及其应用的最新发展，以及如何应用各种计量方法研究金融市场的运行规律，如何对金融风险进行计算、管理与评估等等。这些专家和学者将带来他们最新的研究成果、国际最前沿的研究动态以及前瞻性的研究方向。     

金融计量的新近发展

这篇论文在一个统一的统计学框架内选择性地综述了时间序列金融计量学的部分最新发展。论题包括有效市场假说的检验,金融收益的预测,波动的聚类和溢出效应,风险值(VaR),统计密度函数预测,以及金融模型的诊断检验。对每一问题,我们讨论了合适的统计概念、模型和方法,以及它们在金融数据分析中的一些应用。     

《数量金融经济学》评介

由Keith Cuthbertson和DirkNitzsche撰写、朱波翻译的《数量金融经济学》（第二版）对金融经济学的新近发展和实证方法进行了系统全面介绍。该书不仅对金融经济学概念和思想背后的直觉进行了阐述，还对用数学和统计学方法进行实证的思想进行了叙述。部分领域涉及金融经济学研究的前沿，此书的阅读可以使读者很快达到学术前沿，也能为读者在金融衍生工具定价、     

金融计量的新近发展

这篇论文在一个统一的统计学框架内选择性地综述了时间序列金融计量学的部分最新发展.论题包括有效市场假说的检验,金融收益的预测,波动的聚类和溢出效应,风险值(VaR),统计密度函数预测,以及金融模型的诊断检验.对每一问题,我们讨论了合适的统计概念、模型和方法,以及它们在金融数据分析中的一些应用.     

浅析数学在金融理论中的重要作用

随着金融学的不断发展,金融理论逐渐得到了完善与改进,作为逻辑性、变化性较强的一种复杂理论,数据分析、金融运行管理、金融投资管理、金融收益管理等方面对于数学知识有着很大的需求.可以说,只有掌握了微分学、概率学、统计学、函数等相关数学知识,并将其渗透到金融领域中来,才能够更好的解决金融问题,促进金融领域发展.本文对数学在金融理论中的作用进行简要分析,希望能够对金融管理的发展起到一定的促进作用.     

金融计量的新近发展

这篇论文在一个统一的统计学框架内选择性地综述了时间序列金融计量学的部分最新发展。论题包括有效市场假说的检验，金融收益的预测，波动的聚类和溢出效应，风险值（VaR)，统计密度函数预测，以及金融模型的诊断检验。对每一问题，我们讨论了合适的统计概念、模型和方法，以及它们在金融数据分析中的一些应用。     

图书推介

正《收益率曲线的建模和预测:基于DNS方法创新》(美)弗朗西斯·X.迪博尔德,格伦·D.鲁迪布什著/熊毅译/东北财经大学出版社/2014.6作者简介弗朗西斯·X.迪博尔德,宾夕法尼亚大学Paul F.和Warren S.Miller经济学教授,沃顿商学院金融和统计学教授。格伦·D.鲁迪布什,美联储旧金山分行执行副总裁、经济研究主任。内容简介对于许多有关金融方面的工作来说,理解     

高职院校非统计专业《统计学原理》课程教学模式及考核制度改革实验研究

近年来,统计方法在社会上尤其是在市场经济活动中的应用越来越广泛,迅速的扩大到企业管理、市场营销、金融、证券、保险等领域,统计学这门学科也已经成为高等院校经济、管理、工程、医学等专业必须开设的专业基础课之一。然而目前统计学课程教学过程中普遍存在着一些问题,     

论开发性金融及其对我国进出口银行改革的启示

开发性金融是介于政策性金融和商业性金融之间的一种金融形式。本文介绍了开发性金融的概念和特点,分析了开发性金融与政策性金融、商业性金融的联系和区别。在此基础上,探讨了开发性金融对于我国进出口银行改革的启示,以期对进出口银行的改革实践提供参考。     

把握未来——谈作为美国国家战略的金融教育

金融教育是针对全体国民的金融知识的启蒙教育和普及教育。金融教育使国民大众掌握投资技巧、树立风险意识和提高信用观念。在金融教育方面美国积累了不少先进理论和实践经验。美国政府把对国民的金融教育看作重要的国家战略之一,并在普及金融教育中扮演着重要的角色。近些年来,随着我国金融行业的快速发展和金融产品的不断创新,大众对金融教育的需求不断增加。但是我国的金融教育明显滞后,这不利于金融市场的稳定和发展。未来的中国需要更多的理性投资者和金融活动的参与者,而金融教育则是提升国民金融素质的关键。     

FINANCIAL OPERATIONS AND MONETARY STATISTICS: IMPROVED CONCORDANCE IN THE FRENCH NATIONAL ACCOUNTS

National accounts are a powerful means of coordinating different statistical systems. The better their classifications are adapted to the basic statistics or the information blocks one wishes to use, the better the national accounts play their part. This statement explains why, taking the opportunity of revising the whole system, French national accountants tried to improve the concordance between financial operation tables and monetary statistics. Other reasons leading to this attempt can be found in the dissatisfaction of users having to face different and inconsistent financial information such as the monetary statistics on one hand and the financial aggregates of the national accounts on the other; and even more reasons appear in the organizational field since those two statistical systems are issued by two neighbour services of the Banque de France, often depending on the same sources. Further, many propitious factors are converging at the same time: the French financial system is undergoing profound transformations originating as much in the behaviour of economic agents as in the law, and the statistical operations have to adapt to these changes. The national accounts will in the near future include balance sheets in which financial asset holdings are directly comparable to the money supply aggregates. In its first part our paper sets forth the detailed reasons for our attempts, the conditions in which it took place and the present results. We have reached a much better degree of consistency between the two systems, even if the final scheme has not yet been adopted in either the monetary field or in the field of national accounts. But an important question remains open about the durability of the harmonization: we think that it could be relatively uncertain because of the differences in the goals pursued by the two systems and the constraints which they face. That is why in the second part of the paper we tried to review the way such a pragmatic undertaking as ours could call into question the way in which financial operations are described in the system of national accounts. If one agrees with the present boundary between the real and the financial sphere, the articulation must remain somewhat elementary. But if one wants to revise the usual so-called dichotomy between financial and non financial phenomena, we think that a complete rebuilding of the conceptual framework of the accounts has to be done; this would necessitate a considerable amount of theoretical and practical work.     

FINANCIAL ACCOUNTS AND BALANCE SHEETS: ISSUES FOR THE REVISION OF SNA

This paper is an abridged version of a report with the same title originally written for the United Nations Statistical Office, as a part of the ongoing review of the System of National Accounts. Its purpose is to identify the issues in the financial statistics area that need to be considered in the course of the review. Particular attention is paid to problems of harmonization of SNA with related standards of the International Monetary Fund. The 1968 SNA provided a place in the framework for financial accounts and balance sheets, but did not develop them in any detail. In the 19 years since the revised SNA was published, policy and analytic interest in financial questions has greatly increased, and much work has been done on conceptual development and statistical compilation of financial statistics, both within and outside of the SNA framework. It is now apparent that some of the early decisions taken when financial considerations were not the focus of attention need reconsideration, some of the makeshift solutions that have grown up over time are no longer adequate, and some issues that have not been dealt with at all need to be addressed. This paper is not intended to propose solutions, but rather to reflect questions that have been raised, and to present alternatives that have been proposed.     

基础教育均等化研究——基于省际差异的视角

基础教育是帮助国民摆脱贫困、实现社会公平的重要手段。我国基础教育财政投入不足,省际之间的差异比较大。本文基于2005年～2007年的统计数据,对我国各省基础教育均等化程度进行了比较。基本结论是：从基础教育的投入来看,我国基础教育经费在各个地区分配不均衡,差异较大;从产出和效果来看,我国基础教育水平发展也不平衡。这在很大程度上与上级政府承担基础教育财政责任份额不足有关。今后应在加大基础教育投入的过程中,提高资金使用效率,加大教育转移支付力度,实现基础教育均等化。     

财务管理案例教学中案例使用的现状及对策研究

财务管理是一门实践性较强的学科，但仅依靠传统理论教学很难提高学生的分析和应用能力，需要把案例教学法引入财务管理本科教学。本文首先梳理了近五年巳出版的财务管理案例教材，接着分析了财务管理案例教学中案例使用的现状及存在的问题，最后针对这些问题提出改善的建议。     

关于财政分配对教育公平基础性作用的实证分析

本文采用1978～2007年的教育统计和财政性教育支出数据,估算了我国的教育基尼系数,并在此基础上对财政分配在教育公平进展中的作用进行了理论和实证分析。本文认为。财政性教育支出总量对改善教育公平程度有显著的正效应;在财政性教育分类支出中,中等教育支出、高等教育支出不利于教育公平程度的改善,基础教育支出则对其有利,这跟我国较低的教育发展水平及长期以来教育资源分配不公平有关。增加财政支出中教育支出份额,对财政性教育支出结构进行合理调整能有效促进我国教育整体水平和公平程度的提升,从而为社会主义和谐社会的构建提供更加坚实的基础。     

Is UK economics teaching changing? Evaluating the new subject benchmark statement

This paper evaluates the recent reform to the curricular governance framework for UK Economics teaching: the revised Subject Benchmark Statement document for Economics (SBSE). The crisis of confidence in economics which was amplified by the global financial crisis presented an opportunity for fundamental change in economics teaching. The paper asks whether the new SBSE represents change. We ask whether the new SBSE is pluralist with regard to economic theory and method; how it treats the economy and its wider socio-political dimension; what are its educational goals and approach; and overall, how much change has it brought? The paper concludes that the new SBSE does not constitute change: it still exhibits limited pluralism, ignores ethics, power and politics and ignores key educational goals.     

地方高校金融学专业教学改革浅析

近年来,随着我国金融市场的不断开放,金融市场化程度越来越高,衍生金融产品交易日趋活跃,传统的金融理论知识已不足以支撑现代金融发展的需求,并且,随着地方金融中心的崛起,区域金融的发展也对金融人才提出了新的要求,因此,转变地方高校金融专业的教学理念,创新教学方法与实践迫在眉睫。     

从一个社会热点问题看统计教学

随着统计学在日常生活、社会调查研究中的应用越来越广泛，统计错用、滥用的现象也层出不穷，造成诸多的错误与误解。根据当下的一个社会热点，分析了当前统计教学与实践中可能出现的问题，如变量定义不明、方法选择不合理、相关关系和因果关系混淆等，并提出了注重方法应用条件、进行探究型教学等开展优质统计教学的几点建议。     

SURVEY OF COUNTRY PRACTICES IN COMPILING BALANCE-SHEET STATISTICS

From a survey of the 150 members of the United Nations it appears that only one country could at present provide the full range of balance-sheet statistics called for in the United Nations guidelines on this topic. Seven countries could compile balance sheets confined to conventional types of assets and liabilities–excluding assets like consumer durables and mineral deposits. A further 31 countries presently publish some statistics on certain balance sheet items, but as the data have generally not been collected with a view to constructing national balance sheets they tend to be deficient for such purposes both in coverage and valuation. In other countries only rather trivial kinds of balance-sheet data are available, such as certain banking statistics collected by the central monetary authority for purposes of bank regulation.
A review of sources and methods shows that for financial assets and liabilities extensive use is made of company accounts and enterprise surveys. The estate multiplier method is used in several countries for measuring household assets and net worth. As regards producers' fixed assets, countries with centrally-planned economies generally take direct surveys of assets, while in countries with market economies the perpetual inventory method is preferred.
It is noted that many of the purposes for which balance-sheet statistics are used can be adequately served without constructing a complete set of accounts. To date balance-sheet statistics have therefore tended to be developed in a piecemeal fashion with priority going to those parts of the accounts whose uses for economic analysis are most obvious. Chief among these are statistics on the financial assets and liabilities of corporate enterprises and statistics on the stock of producers' fixed assets. These two areas also predominate in countries' plans for the future development of balance-sheet statistics.     

中国区域金融发展差异分析——基于空间面板数据模型的研究

利用空间统计的Moran指数和空间面板数据模型,对中国28个省域的金融发展差异进行计量分析。结果发现:在1992—2008年间,中国金融发展在省域间存在较强的空间溢出效应。从区域内部来看,在同一时期,中国东部和中部的金融发展在区域内部亦存在较强的空间溢出效应,而西部内部省域间却存在显著的空间依赖效应。