Granger因果关系检验应用中的若干问题

分析了实践中应用Granger因果关系检验存在的一些问题,如信息遗漏,变量变换改变因果关系的性质、变量单整性对检验程序的影响以及检验模型的选择等,并提出在线性投影上有初步证据的因果概念。进而,应用单整变量之间Granger因果关系的一般检验程序对1978~2013年我国货币供给量与价格水平、产出之间的Granger因果性重新进行检验。     

我国税收收入与GDP关系的实证及预测分析

利用我国1978-2011年的相关数据建立税收与GDP之间的平稳VAR模型,并通过单位根检验、协整检验和Granger因果检验对税收收入与GDP之间的关系进行了实证研究.协整检验结果表明它们之间存在长期稳定的协整关系,税收增长率大于GDP增长率;Granger因果关系检验表明它们之间存在税收收入对GDP的单向因果关系.最后采用不需要严格理论支持的VAR方法,建立了税收收入预测模型并取得了较好效果.     

山东省经济增长与外国直接投资之间的实证分析

本文应用Granger因果关系检验法和协整关系检验,研究了1984-2002年山东省经济增长与外国直接投资之间的关系。研究结果表明,山东省的经济增长与外国直接投资增长之间既不具有双向的Granger因果关系,也不存在长期稳定的协整关系。     

不同经济发展水平区域物流与经济增长的协整关系研究

根据协整检验和因果关系检验等计量方法,利用中国各省1991～2007年物流发展水平和国内生产总值的年度数据,将31个省(市、自治区)按经济密集度不同分成三大类地区,并对其物流和经济增长的关系分析进行了实证分析。实证结果表明:三个区域的物流与经济增长均存在协整关系,发达的一类地区两个变量存在双向Granger因果关系,而后两类地区两个变量仅存在单向的Granger原因。     

国际黄金价格与美元指数关系的实证分析

本文采用2009年1月至2013年12月数据,运用计量金融学分析方法,在对时间序列数据进行单整检验、协整检验,确定数据平稳性和变量之间长期关系的基础上,构建向量自回归(VAR)模型,利用脉冲响应函数和Granger因果检验对国际黄金价格与美元指数之间的关系进行分析。结果表明,美元指数与国际黄金价格之间不仅存在负的长期均衡关系,而且在Granger意义上因果相关,即美元指数上升会引起国际黄金价格下降。     

数据抽样频率对Granger因果关系的影响

研究目标：分析数据抽样频率对Granger因果关系的影响。研究方法：依据基础变量之间是否存在Granger因果关系,本文分三种情形研究系统抽样和时期归并对变量之间Granger因果关系的影响。进而,依据季度数据,利用靳庭良（2013）提出的ECM-DM检验程序,对我国改革开放以来货币供给量与价格水平、产出之间的Granger因果性重新进行了检验。研究发现：数据抽样频率是否影响变量之间的Granger因果性与基础变量之间的Granger因果性、模型的滞后阶数及其预测误差之间的同期相关性有关。研究创新：本文给出了Granger因果关系是否随着数据抽样频率变化的一般判定条件。研究价值：为解释依据不同抽样频率数据所得Granger因果关系检验结果存在的差异,提供了基本理论支撑。     

陕西省货运周转量与经济增长关系的协整研究

根据Granger因果关系检验的结果,从长期看,陕西省工业总产值与货运周转量之间没有明确的因果关系。协整(contegration)理论是20世纪80年代产生的建模理论。它从分析时间序列的非平稳性入手,探求非平稳变量间蕴含的长期均衡关系。所谓协整,是指多个非平稳经济变量的某种线性组合是平稳的。     

重庆市公路货运量与经济增长关系的协整分析

利用协整理论及Eviews软件,对重庆市2000年-2014年公路货运量与经济发展相关指标进行协整分析,发现公路货运量与经济指标之间存在长期的均衡关系.Granger因果检验表明,公路货运量与公路里程数、 工业企业总数之间存在单项的Granger因果关系;与GDP互为Granger因果关系.正交脉冲响应与方差分解说明,GDP对公路货运量的影响程度强于公路货运量对GDP的影响程度.     

徐州消费与经济增长的实证分析

本文利用徐州．1978—2005的年度数据,采用计量经济学中的协整性分析技术和Granger因果关系检验方法．对徐州市消费与经济增长之间的关系进行了检验。研究结果表明,在这一时间段内,徐州市消费与经济增长之间存在着协整关系,二者呈现出长期稳定的特征,前者对后者具有显著的推动作用。     

广东省外商直接投资、对外贸易与经济增长关系的实证分析

本文依据1985～2007年广东省的宏观经济数据,运用单位根检验、协整检验和Granger因果检验等计量经济学方法,对外商直接投资、对外贸易与经济增长三者之间的关系进行实证分析。结果显示,外商直接投资、对外贸易与经济增长之间存在长期的均衡关系,并且外商直接投资、对外贸易都与经济增长存在双向Granger因果关系,而外商直接投资与对外贸易之间呈现单向的Granger因果关系,即后者是前者的Granger原因,反之则不然。文章最后依据所得结论,针对利用外资、区域产业与进出口政策提出了相关建议。     

Development in Information and Communications Technology (ICT) Statistics at the Australian Bureau of Statistics

This paper outlines the ICT statistical developments that the ABS has undertaken over recent years. These developments have been on both the supply side (ICT industry) and the demand side (use of IT by sector). The content of ABS ICT surveys has changed significantly over the last few years and are expected to develop further in line with industry changes and emerging policy needs.
Recent developments in household collections have been the inclusion of IT use questions in the 2001 Census of Population and Housing and in various ABS social surveys such as Children's Participation in Culture and Leisure Activities. Annual business IT use surveys are now conducted and include topics such as Internet commerce and IT security. Biennial ICT industry surveys are conducted to provide data on ICT production, imports and exports, ICT industry employment, performance and structure information. An Internet activity survey is run every six months and provides regional Internet access details and infrastructure details on Internet service providers.
A major development for 2002–03 will be the compilation of an ICT satellite account. ABS intends to produce an ICT Information Development Plan to guide its future statistical development work in the ICT field.     

Value at Risk in the Suburbs: Eminent Domain and the Geographical Politics of the US Foreclosure Crisis

Several US counties and local governments have recently considered a novel solution to the foreclosure crisis. They plan to use eminent domain to compel the owners of mortgage debt—and specifically of private‐label mortgage‐backed securities—to sell the debt to the government at a price reflecting the loan's market value. The government would then restructure the debt and resell it to new investors. The plans are striking because—in contrast to both development‐driven eminent domain and the federal subprime bank bailout—they would force investors to assume asset devaluation and increased long‐term risk. Notably, the plans have emerged as an instance of financialization‐focused politics in suburbs and suburban cities of color, specifically majority‐black and ‐Latino/a suburbs. Local support for the plans, we argue, is rooted in the long‐term disinvestment of these ‘suburbs of exception', which became targets of subprime lending and eventually sites where the ‘financial exception' has been localized. But these demographic shifts, fragmentation and fiscal pressures have at the same time created a suburban political terrain in which the plans have gained their strongest political support.     

Towards a Theory of Serendipity: A Systematic Review and Conceptualization

Serendipity – the notion of making surprising and valuable discoveries – plays a major role in the success of individuals and organizations alike. Previous research has established the importance of serendipity and identified important individual- and organizational-level antecedents. However, the literature has been dispersed and the boundaries of the concept have been blurry, leading to a lack of conceptual clarity and structure, and thus limiting validity and managerial actionability. Based on a systematic literature review, I synthesize existing management-related research on serendipity and explicate the emergence and composition of serendipity in the organizational context. I first identify three necessary conditions that differentiate serendipity from related concepts such as luck or targeted innovation: agency, surprise, and value. Then, I draw from the literature on sensemaking, event-based theorizing, and quantum-based approaches to management to conceptualize the process of cultivating serendipity in the organizational context as a process of enabling potentiality and materialization, and develop a multi-level theory of (cultivating) serendipity. This conceptualization contributes to our collective understanding of how, why, and when (i.e., under what conditions) organizations can leverage the value in the unexpected, which opens up fruitful avenues for further research.     

Accountability of NGOs in Bangladesh A critical overview

NGOs in Bangladesh have been recognized as effective change agents in the socio-economic arena throughout the world. Their contributions in micro credit, non-formal education and primary health care are widely known. NGOs play a significant role in society. NGO accountability, as a result, has become a critical issue. NGO accountability in Bangladesh has been examined here in relation to patrons, clients and themselves. Of the three relationships only accountability to patrons is in a near satisfactory state. Accountability to clients is handicapped by lack of opportunities of beneficiaries to participate meaningfully in NGO policy making. Accountability to themselves is adversely affected due to the adherence to a strictly hierarchical system and the influence of founding and charismatic NGO leaders.     

Towards an Asian model of human resource management? A comparative analysis of China,Japan and South Korea

There has been much discussion regarding the possible decline and weakening of national systems of human resource management (HRM). Yet, culture and institutions are often cited as the major stumbling blocks to this outcome. Such constraints may dissipate in the analysis, particularly if ‘regional clusters’ are considered where geographic and cultural closeness and ‘openness’ to similar economic pressures exist. In such cases, it might be postulated that convergence in HRM will occur. We argue that China, Japan and South Korea represent such a cluster. This article examines these countries, to see if a degree of convergence is taking place and if it is towards an identifiable ‘Asian’ model of HRM. A model of change is presented that distinguishes between levels of occurrence and acceptance. Details of the development and practice of HRM in each country are then set out. The article ends with a discussion and implications section and a brief conclusion.     

Ansätze und Ergebnisse anglo-amerikanischer M&A-Forschung

Based on a review of established U.S. management journals (1995–2003), six schools of thought are identified within the Anglo-American M&;A research: “Capital Market”, “Principal/Agent”, “Industrial Organization”, “Organizational Behavior”, “Human Resources” and “Strategic Management”. The literature review shows that the definition of M&;A success, the methods applied, and insights from empirical research differ according to the respective school of thought. Empirical studies focus on the resource combinations of merger partners, the specific circumstances of merger negotiations, and on integration management as antecedents of merger performance. Unfortunately, empirical findings have not yet provided reliable explanations for M&;A success. Based on the current state of Anglo-American M&;A research, the authors discuss implications for business practice, identify research gaps, and propose areas for future research.     

Introduction of New Technology with a Sound Transition of the Input-Output Structure

We examine the general equilibrium repercussions associated with the introduction of new technologies, using the generalized Leontief system that allows technological substitutions. We show that an untested introduction of cost-increasing technologies in any industry may result in creating a non-productive technological structure that does not satisfy the Hawkins-Simon condition, following the autonomous dynamic adjustment process with structural transitions in the economic system. Therefore, we propose a practicable control scheme of introducing cost-increasing technologies that strictly avoids the creation of non-productive structures in all periods of structural transition, using the available information on the ex ante technological structure.     

The Creation of the Office for National Statistics

A new Office for National Statistics was created in the United Kingdom in 1996 following a series of developments designed to strengthen the relevance and integrity of statistics. This paper describes these fundamental changes and sets out a blueprint for future progress. It also sets current developments in the United Kingdom in an historical and international context.     

What helps? Women engineers' accounts of staying on

We have considerable understanding of the obstacles that women engineers encounter and the reasons that they leave the field, but we know less about what enables them to remain. Adopting an interpretivist approach, this article examines how a group of British women engineers in two FTSE 100 companies account for “staying on” in their male‐dominated work settings. We delineate four specific forms of help that facilitate women's retention in the field. We argue that exposure to help leads to women developing a habitus that enables them to continue working in engineering. To conclude, we draw on our findings to outline HR practices that will facilitate supportive relationships in the workplace and pave the way towards developing more positive organisational climates.     

论现代物流企业的发展观

物流业经过诸多年的发展目前已经成为最热门的行业之一,物流企业的注册数量也与日俱增,达到前所未有的规模。毋庸置疑,任何企业都希望自己迅速做强做大,并成为真正现代物流企业的典型代表,要实现这一目标一个首要问题就是要解决现代物流企业的发展观问题。