虚拟企业合作伙伴评价模型理论基础探讨

一、评价模型的经济与管理学理论基础(一)交易成本理论交易成本概念由诺贝尔经济学奖获得者科斯教授提出,经威廉姆森等人发展成为现代经济学的一个分支——交易成本经济学。交易成本经济学是以交易为基本分析单位,研究经济组织的比较制度理论,属于新制度经济学的范畴。根据威廉姆森的定义,交易成本包括事前成本和事后成本。事前部分包括协议的起草、谈判和维护等成本;事后部分包括交易偏     

数学建模在经济学与社会学中的应用

简述了数学建模的含义与作用,并以实例形式说明了如何应用"拉格朗日乘数法"解决优化问题,如何应用"弹性"模型分析经济学中的供给与需求问题,讨论了商品最优价格模型以及"马尔萨斯"人口模型在人口数目的监控与预测中的应用。     

建设项目动态联盟形成动因的模型分析

本文首先从利益最大化角度考虑,建立数学模型,分析建设项目动态联盟形成的合约条件;然后从产出最大化、生产成本最小化角度出发,以新古典经济学中的规模经济理论、范围经济理论为基础,建立经济模型,并运用灰色生产函数模型,分析了建设项目动态联盟的经济优势;再从生产成本节约、交易成本节约角度考虑,以新制度经济学中的交易成本理论为基础,建立经济模型,分析得出建设项目实现的动态联盟方式优于市场方式。     

企业信用的现代经济学分析

传统经济学在分析问题时有严格的假设条件,故企业信用问题并不在其分析的视野中。但随着经济学理论的发展,这些假设前提被逐渐放宽。于是,现代经济学中的交易成本理论、博弈理论、信息不对称理论等为企业信用问题提供了一个很好的解释框架。本文对此展开了论述。     

从经济学视角分析企业长期融资成本

本文应用制度经济学和信息经济学的基本原理,在回顾经典融资理论的基础上,引用交易成本、信息成本、治理成本等经济学发展中新的成本概念,分析了股权融资和长期债权融资各自具备的相对成本优势,探讨了长期融资方式选择等问题。     

将数学建模融入高职经济数学中的教学案例

本文简要介绍了在经济学实际问题中数学建模问题,提出了可以将数学建模融入到高职经济数学教学中去,并给出了三个教学案例。通过教学案例,给出了数学建模的全过程:模型准备、模型假设、模型建立、模型求解、结果分析。而且应在经济数学教学中引入数学建模的内容,和实际应用问题联系起来。     

交易成本视野下的家族企业及其发展

新制度经济学的企业理论和交易成本理论为研究家族企业的存在与发展提供了分析框架．本文从交易成本的视角出发，结合社会学中的信任理论，对家族企业的问题作了深入探讨，以此来论证家族企业在经济发展中的重要性。     

物流发展的制度经济学视角

本文从制度经济学的角度分析了物流发展，运用了制度经济学的制度变迁中诱致性制度变迁，交易成本两个理论来阐述物流发展的制度经济学的意义。     

浅析城市经营过程中的交易成本问题

提高城市竞争力是城市经营的最终目标，降低城市交易成本是提高城市经营绩效的必要条件。文章从交易成本经济学视角探讨如何通过降低城市交易成本来提高城市经营绩效，以提高城市竞争力问题。     

供应链构建的机制分析

介绍了供应链的概念，交易成本经济学的基本理论，并把二者结合从经济学的角度分析了供应链构建的经济学机理，为供应链理论的发展提供了一个新的研究方向。     

A Critical Appraisal of the Current Use of Transaction Cost Explanations for Government Make-Or-Buy Choices: Towards a Contingent Theory and Forms of Tests

Abstract

This article aims at contributing to the extant literature on government make-or-buy choices building on transaction cost economics (TCE) by explicitly theorizing about transaction alignment and its relation to performance. It is argued that current theoretical and empirical models of government make-or-buy choices are not able to make predictions that corroborate theory. They are dependent upon the assumption of perfect competition that is ill-suited for the public sector setting. Instead, contingent models that take performance differences into account constitute a more valid model of TCE in this setting. In this article, theoretical models and empirical approaches for such a research agenda are developed.     

Scale development and validation of Transaction Cost Economics typology for contracts: A systems thinking approach

A variety of contract typologies that exist in the literature are helpful in the exploration of different approaches in contractual relations, but only when measured with the right instruments. Although Transaction Cost Economics (TCE) has a distinct, high-level, and abstract typology for contracts, it still lacks a measurement scale. In this paper, a measurement scale for the TCE contract typology (classical, neo-classical, and relational contracts) was developed and validated, using systems thinking approach and experimental design to contribute to the empirical tests of TCE within the contracting realm. First, the antecedents of contract selection within the TCE literature were analyzed using the systemigram technique to visualize and parse out complex relationships that lead to contract selection. The analysis of the TCE Systemigram helped the development of the scale and revealed the need to revisit the risk neutrality assumption embedded in TCE. Second, a measurement scale for the TCE contract typology (classical, neo-classical, and relational contracts) was developed adhering to the original texts of seminal papers and reviews from the TCE literature. Third, the 14-item measurement scale was validated using a series of three vignette-based experimental studies.Key messageThis research explores the antecedents of the TCE contract typology and develops a measurement scale for essential characteristics of classical, neo-classical, and relational contracts, as defined in TCE, using systems thinking approach and a novel vignette-based experimental design.     

不完全契约理论发展前景探究

交易费用经济学(TCE)和产权理论(PRT)是不完全契约理论两个重要的理论分支,威廉姆森(2010)对TCE发展刚做了阶段性归纳整理,哈特(2011)则正在引领PRT迈向行为经济学,近年来TCE和PRT的理论发展都取得不少进展,现在正是对这些工作进行阶段性总结的时机。本文将在介绍TCE和PRT理论的基本思路和发展的基础上,针对契约不完全的理解、有限理性假设、事前激励与事后激励等关键问题进行理论探究。     

金融时序数据建模的模型设定问题分析

W．J．Granger与D．F．Hendry（2004）关于建模思路的对话引起了国际计量经济学界关于模型设定问题的争论，本文就这一问题分析讨论了在金融时序数据实证研究中得以广泛应用的ARCH／GARCH模型的设定问题，认为在金融时序数据的建模中，ARMA族模型不宜作为数据生成过程的模型设定，其统计性质也不能直接扩展到ARMA-GARCH族数据生成过程。虽然ARCH／GARCH族模型作为金融时序数据的生成过程有着良好的统计性质，但不宜单纯采用一般到特殊的建模思路，而应是一般到特殊和特殊到一般两种建模思路的结合。ARCH／GARCH族模型的设定应当包含事前检验、事后检验等设定检验步骤。     

当代城市化机理模型研究的比较与融合

纵观我国城市化的研究,基础性的理论研究相对较少,建立的模型多以静态为主,缺乏动态演化特征,特别是定量的机理性数学模型和模拟并不多见,研究的方法也创新不足.首先从发展经济学和空间经济学两种经济学视角对城市化主要研究模型进行评述,其次从基于agent建模(ABM)的复杂科学途径对当代我国城市化研究的主要内容展开剖析,认为我国城市化研究需要方法的创新与融合,指出结合经济学研究成果和ABM动态化的优势,进行以新古典城市化理论为基础的"广义"和以新经济地理学为基础的"狭义"融合尝试,是城市化机制研究瓶颈的突破.按照"经济学演绎模型与推导一基于agent的计算实验一实证分析与计量检验一政策分析与评估"的研究思路是一个值得探索的方向.     

建设项目治理模式分类的探索性研究

建设项目治理模式分类研究是在建设项目领域内验证TCE假说的重要工作之一。鉴于有限的现有研究,本文利用治理模式云和治理模式连续体工具,探索性地建立了一个基于威廉姆森治理分析理论的三维分类模型,以期在一个统一的分析框架下分析建设项目治理模式。在此基础上,用DBB模式下的设计交易治理模式选择进行了示例分析,考察了所提出的分类概念模型的逻辑性。     

Outsourcing the procurement function: Do actions and results align with theory?

Are common theories of outsourcing useful in predicting the extent of and performance gains from the outsourcing of procurement activities? Or does procurement׳s broad scope and boundary-spanning role confound successful analysis? This study applies a theoretical framework combining concepts from transaction-cost economics (TCE) and the resource-based view (RBV) to study the procurement outsourcing decisions of two hundred and eighty US-based electronics manufacturing firms. Findings suggest that TCE and RBV act in complementary ways on the procurement outsourcing decision. TCE, through fear of supplier opportunism, appears to be the primary driver of the extent to which procurement activities are outsourced. The RBV, through which the OEM׳s resource position in procurement vis-à-vis its outsourcing partner is determined, appears to be the primary determinant of the performance results of the outsourcing decision. Procurement activities are outsourced to a greater extent when fear of supplier opportunism is low, but such outsourcing is only “justified” (expected to yield performance benefits) when the OEM has a weak resource position vis-à-vis the outsourcing partner. An “enriched” TCE–RBV framework is presented and discussed as part of study results.     

GARCH模型族在沪深300中的比较研究

风险测量一直是金融研究领域的热门话题,而如何构建合适的模型来衡量风险自然而然成为众多学者研究的关注点.VaR方法是当今应用最广泛的衡量金融风险的方法之一,其核心又在构建良好的波动率估计模型.GARCH模型族能很好地描述股指波动率呈现的重尾、波动性聚集、杠杆效用等,是当前效果比较好的条件异方差性的模型.本文着重研究基于GARCH模型族(GARCH、EGARCH、PGARCH)在不同分布假定下(高斯分布、t分布、广义误差分布)的表现,从而计算出沪深300的在险价值( VaR),比较分析模型拟合效果,选出适合的模型,对规范国内沪深300的风险管理提供了理论依据.     

Regime switches and commonalities of the cryptocurrencies asset class

In this paper we test for regime changes and possible regime commonalities in the price dynamics of Bitcoin, Ethereum, Litecoin and Monero, as representatives of the cryptocurrencies asset class. Several parametric models are considered for the joint dynamics of the basket price where parameters are modulated through a Hidden Markov Chain with finite state space. Best specifications within Gaussian and Autoregressive models for price differences are selected by means of the AIC and BIC information criteria and through an out-of-sample forecasting performance. The empirical results, within the period January 2016 to October 2019, suggest that three or four states may be relevant to describe the dynamics of each individual cryptocurrency, depending on the selection criteria, while the entire basket displays at most three common states. Finally, we show how the identification of appropriate models may be exploited in order to build profitable investment strategies on the considered cryptocurrencies.