关于我国经济形势的近期回顾与展望

2 0 0 4年是我国经济进行重要宏观调控的一年 ,也是经济继续保持快速发展的一年 ;2 0 0 5年我国经济将进一步快速健康发展 ,但在具体实施中还须紧紧抓好几方面的工作。     

"假日经济"与居民消费——来自季节调整的证据

本文采用季节调整的方法,通过考察"五一"、"十一"长假制度实施前后季节模式的变迁,定量测算了"假日经济"对居民消费的影响以及春节的移动假日效应,结果显示"假日经济"实际上更多的是有限的消费在不同时期间的转移和替代.居民收入增长缓慢,以及未来预期的不确定性是制约居民消费的关键因素.     

影子价格长短期划分及其计算

影子价格对资源配置具有重要的指导意义。但是影子价格的定义方式通常与短期生产相联系,而长期生产多资源要素的变化往往被忽视。区分生产短、长期,通过方向导数来确定长期生产资源调整的影子价格。     

实际经济时间序列的计算、季节调整及相关经济含义

本文首先讨论了计算中国实际经济时间序列的不同做法 ,并分析了其对季节调整的影响 ,指出通过同比增长率计算实际变量并进行季节调整是一个可以接受的做法 ,可以得到非常接近真实的季调后序列 ,并且在中国现有数据资源的限制下拥有一些特别的优势。然后本文具体讨论了对几个不同经济变量进行季节调整的方法 ,并给出了一些在经济数据分析与预测中的简单应用。方法的关键是采用regARIMA模型 ,从而可以对工作日变化、放长假、春节因素等作出一个估计和调整。作为一个副产品 ,本文引荐了一个相对较新的季节调整程序 (方法 ) ,TRAMO SEATS ,简单介绍了它的原理和优势 ,希望今后能得到更广泛的应用。     

In Defence of Model-Based Seasonal Adjustment: An Illustration Using Australian Data

It is argued that the X-11 seasonal adjustment procedure suffers from severe drawbacks, and so it should be abandoned in favour of model-based seasonal adjustment. Furthermore, it is argued that Harvey's structural time series model is superior to the conventional seasonal ARIMA models for the purpose of model-based seasonal adjustment. It is shown, with the help of a large number of Australian time series, that the nature of seasonality differs from one series to another, and this is why model selection is crucial for seasonal adjustment. It is further shown that model-based seasonal adjustment could produce results that are significantly different from those obtained by applying the X-11 procedure. Since the X-11 procedure is not based on an explicit model and in view of its other serious drawbacks, it is concluded that the procedure should be abandoned in favour of model-based seasonal adjustment.     

中国季度GDP季节调整分析

迄今为止,很少有关于中国季度GDP的研究.文章主要研究中国季度GDP时间序列的特性.通过软件DEMETRA 2.O,使用X-12-ARIMA和TRAMO-SEATS两种方法分解序列,给出了对中国季度GDP季节调整完整的诊断结果和基本的分析结论.     

Econometric policy evaluation and expectations

Recently large-scale econometric models have been criticized as inappropriate tools for policy evaluation. One critical point often mentioned is the way expectations are formed. This paper shows that the way the process of expectations formation is considered does not play a crucial role. Instead, the ability to model agents' reactions to changes in policy is the essence of the critique. As long as government behaviour is sufficiently accessible in the model, applied econometrics may still use large-scale systems for which rational expectations solutions would be troublesome if not impossible to reach.     

Fuzzy Seasonal Time Series for Forecasting the Production Value of the Mechanical Industry in Taiwan

Based on the seasonal time series ARIMA(p,d,q)(P,D,Q)_s model (SARIMA) and fuzzy regression model, we combine the advantages of two methods to propose a procedure of fuzzy seasonal time series and apply this method to forecasting the production value of the mechanical industry in Taiwan. The intention of the article is to provide the enterprises, in this era of diversified management, with a fresh method to conduct short-term prediction for the future in the hope that these enterprises can perform more accurate planning. This method includes interval models with interval parameters and provides the possibility distribution of future value. From the results of practical application to the mechanical industry, it can be shown that this method makes good forecasts. Further, this method makes it possible for decision makers to forecast the possible situations based on fewer observations than the SARIMA model and has the basis of pre-procedure for fuzzy time series.     

Stochastic Growth Models and Their Econometric Implications

This article considers the consequences of explicitly allowing for stochastic technological progress and stochastic labor input in the discrete-time Solow-Swan and AK growth models. It shows that the capital-output ratio, but not output per capita, is ergodic irrespective of whether there is a unit root in technology, and thus is the more appropriate measure to use in the cross-sectional analysis of the growth process. Furthermore, the article derives the cross-sectional and time-series implications of the stochastic Solow-Swan model and contrasts these to those of its deterministic counterpart. Among these implications are that the mean of the capital-output ratio depends in a precise way not only on the saving rate and the growth rate of labor input, but also on the variance and higher-order cumulants of the capital-output ratio. Using the Summers-Heston data for seventy-two countries from 1960 to 1992, strong support is found for the predictions of the stochastic Solow-Swan model as compared to those of its deterministic counterpart (as well as those of the AK model), including a significant negative cross-sectional relationship between the mean and the variance of the capital-output ratio.     

短期胰岛素泵强化治疗不同病程2型糖尿病患者的临床疗效及安全性

目的探讨短期胰岛素泵强化治疗不同病程2型糖尿病患者的临床疗效及安全性。方法选取2011年2月至2013年2月我院分泌科接收的短期胰岛素泵治疗患者60例,依照患病时间将其划分成3组,对其治疗效果及安全性进行观察。结果一组患者的血糖达标率明显高于其他两组患者;一组患者的血糖标准差、胰岛素用量、达标时间等均低于其他两组,差异均有统计学意义。3组患者低血糖发病率比较,差异无统计学意义(P>0.05)。结论应用短期胰岛素泵治疗2型糖尿病短期疾病能够降低患者血糖的波动,提高血糖的达标率,缩减治疗时间,同时安全性较高。     

论计量经济模型与方法的改进创新趋势

本文阐述了中国计量经济学的若干前沿问题,浅设了中国计量经济学发展的新方向,并对各个发展方向中的重点问题进行了探讨;还结合中国的实际情况对计量经济学在我国的应用前景进行了展望。     

Forecasting Errors in the Absence of a Futures Market: The Seasonal Allocation of Wheat Supplies in India

Agricultural policy in developing countries is strongly shaped by views about speculation in the foodgrain markets. The central issue is whether speculative expectations are rational. Yet, data availability and the absence of futures markets rarely permits a direct examination of this hypothesis. However, the government intervenes in the Indian wheat market in a manner that allows speculative expectations to be inferred from government purchase of grain. The application of standard tests of rational expectations is complicated by measurement errors. Results show systematic biases in forecasting errors of a form that would not be sustainable in the presence of a futures market.     

Forecasting and Futurology

The Institute of Applied Economic and Social Research has published forecasts of the Australian economy since the late 1960s. These forecasts (usually 12 to 18 months ahead) have been dominated by short-term macroeconomic factors. Compared with when the IAESR commenced its forecasting, there are now many forecasters who concentrate on the performance of the Australian economy over the short term. There is, however, a dearth of regular commentary which focuses on policy options for the medium to long term. This article is the first of many which will aim to fill this perceived gap. In so doing we shall adopt a wider concept of forecasting called futurology. In this approach, many constraints of traditional forecasting are relaxed. In particular, we allow responses by economic agents to policy changes. This will suggest plausible situations in which different outcomes are possible. Our purpose is not to suggest what the future will be, but what it might be under different scenarios. Here, we put together some necessary ingredients to facilitate futurology. We review recent Australian economic performance, consider the implications of meeting a goal of five per cent unemployment by the year 2000 and outline some important influences on likely future growth. We suggest that new growth theory may provide a policy framework to achieve both high growth and low unemployment, noting the constraints imposed by increasing globalisation. In subsequent articles, we shall employ these ingredients to write out plausible timepaths setting out how desirable end-points (including the reduction of unemployment) may be achieved.     

Economic Theory and Econometric Practice: Parametric Efficiency Analysis

Parametric efficiency analysis is one of the most investigated areas in applied production economics. Nevertheless, the vast majority of empirical studies are not accompanied by a thorough theoretical interpretation of the underlying functional form and the obtained estimates. The robustness of policy suggestions based on inferences from efficiency measures nevertheless crucially depends on theoretically well-founded estimates. This research contribution adresses parametric efficiency measurement by critically reviewing the theoretical consistency of recently published technical efficiency estimates. The theoretical concerns are verified by empirical applications confirming the need for a posteriori checking the regularity of the estimated frontier by the researcher and, if necessary, the a priori imposition of the theoretical requirements. Bootstrapping based stochastic simulations of a simple parametric efficiency model by using different flexible functional forms confirmed the severeness of the theoretical concerns especially with respect to the merely locally restrictable translog specification.     

中国城市化和经济增长关系的计量分析

传统观点认为经济增长带动城市化的发展,城市化对经济增长的促进作用很有限.本文通过运用格兰杰因果检验、状态空间模型和向量自回归模型对城市化和经济增长的关系进行实证研究发现.与传统的观点相反,城市化对经济增长具有很大的促进作用,相反经济增长对城市化的影响是很有限的.城市化促进区域经济增长,主要是通过扩大内需而实现的,也就是城市化促进区域经济增长机制是内需的扩大.本文根据实证研究结果,也进行了加快我国城市化的相关措施的讨论.