共查询到20条相似文献,搜索用时 15 毫秒
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《Economic Systems》2006,30(2):157-169
We apply the gravity model to Turkey's trade flows over 1967–2001. First, we check whether this model fits Turkey's geographical pattern of trade in goods. Second, provided that the model works, we assess whether Turkey already has a “special” trade relation with the EU, namely whether merchandise exchanges between the two parties exceed what the gravity approach predicts. The main findings are: (i) the gravity model provides a good fit of Turkey's trade patterns, and (ii) despite the 1963 Association agreement and the customs union launched in 1996, there is no evidence of additional trade between Turkey and the EU. 相似文献
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Modeling tourism: A fully identified VECM approach 总被引:1,自引:0,他引:1
System-based cointegration methods have become popular tools for economic analysis and forecasting. However, the identification of structural relationships is often problematic. Using a theory-directed sequential reduction method suggested by Hall, Henry and Greenslade [Hall, S. G., Henry, S., & Greenslade, J. (2002). On the identification of cointegrated systems in small samples: A modelling strategy with an application to UK wages and prices. Journal of Economic Dynamics and Control, 26, 1517–1537], we estimate a vector error correction model of Hawaii tourism, where both demand and supply-side influences are important. We identify reasonable long-run equilibrium relationships, and Diebold–Mariano tests for forecast accuracy demonstrate satisfactory forecasting performance. 相似文献
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首先对公铁联运中的拖运进行了研究,并从承运人的角度,以承运人成本最小为目标,建立了拖运优化模型.该模型可以求解出成本最小的拖运计划.其次指出了这种建模方法相较于传统VRP模型的优点和不足,并且建议用列生成法对模型进行求解,最后给出了以后建模中应该考虑的因素. 相似文献
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Md. Sabiruzzaman Md. Monimul Huq Rabiul Alam Beg Sajid Anwar 《The Quarterly Review of Economics and Finance》2010,50(2):141-145
Volatility has been described as an indicator of uncertainty which has implications for investment decisions, risk management as well as monetary policy. This paper investigates the pattern of volatility in the daily trading volume index of Hong Kong stock exchange. The empirical evidence provided in this paper suggests that TGARCH specification is superior to GARCH specification. This is particularly important when one is dealing with the case of asymmetric information that captures the leverage effect of the volatile stock market. 相似文献
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ABSTRACTCloud computing is an evolutionary technology that offers on-demand resources and elastic services through the Internet. Most providers adopt fixed-price mechanisms (e.g. pay-as-you-go). However, a few providers have recently employed auction-like approaches to price cloud services. Meanwhile, cloud consumers pay more attention to Quality of Service (QoS) such as availability, which measures how well a service is performed. This paper proposes a novel auction approach that can efficiently allocate resources according to customers’ QoS preferences. The QoS-based pricing can generate more revenue than a fixed-price strategy. This research lies at the intersection of cloud computing, economics, and information systems. 相似文献
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The spatial distribution of tourists is uneven and it can include some areas at regional and/or sub-regional level. The social–economic and environmental impacts of tourism, are concentrated in different areas. Some recent contributions show the usefulness and the effectiveness of network analysis (NA) approach in revising the organization of tourist facilities and services. This paper proposes to apply methods borrowed from NA to map the spatial distribution of tourism mobility in Sicily. So, we analyze the network features of tourism in a multi-destinations net. By means of traditional measures of NA, we propose to measure the links among destinations. The study aims to connect destinations, represented as nodes, to define a territorial network of tourism demand. In the specific instance, the degree centrality, closeness centrality, betweenness centrality are used to localize central areas and the main routes. We test survey data collected on a sample of tourists leaving from airports and ports of the main Sicilian cities, who visited two destinations at least. Then, we study tourism mobility on those areas selected by tourists. Finally, employing measures derived from NA, the work attempts to set out territorial networks. This approach could be useful to plane tourism development policies. 相似文献
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以铁路局为例分析了铁路系统物资供应网络运作现状,对holon方法进行了回顾,并参照PROSA模型建立了基于holon的铁路物资供应网络概念模型.此模型包含三类基本的holon,即供应能力、供应任务和供应规范,并对其含义进行阐述.通过物资供应任务分解及执行的流程图,描述了基于holon的铁路物资供应网络运作机制,最后对网络运作的改进提出了建议. 相似文献
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FREDERIC S. LEE 《American journal of economics and sociology》2011,70(5):1282-1314
This article integrates the social surplus approach with input‐output, stock‐flow consistent, social accounting, and social fabric modeling with a structure‐agency methodology to develop a historically grounded model of the economy. The first two sections develop a model of the monetary structure of the social provisioning process. The third section introduces agency into the model in the form of the acting organization. The fourth section uses the social fabric approach and historical context drawn from social structures of accumulation to develop a socially embedded, historically contextualized, structured‐agency model of the economy as a whole. The final section discusses the importance of the model. 相似文献
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"A state-space model is developed which provides estimates of decrements in a dynamic environment. The model integrates the actual unfolding experience and a priori or Bayesian views of the rates. The estimates of present rates and predicted future rates are continually updated and associated standard errors have simple expressions. The model is described and applied in the context of mortality estimation but it should prove useful in other actuarial applications. The approach is particularly suitable for dynamic environments where data are scarce and updated parameter estimates are required on a regular basis. To illustrate the method it is used to monitor the unfolding mortality experience of the retired lives under an actual pension plan." 相似文献
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Koike K 《Economic eye》1988,9(2):23-29
Recommendations are offered concerning Japanese policy on the immigration of foreign workers. The author notes that even those countries that used to welcome such immigrants now restrict their entry. The need for a selective policy that would aid internationalization in Japan and strengthen controls on illegal immigrants by requiring employers to secure permits before hiring foreigners is stressed. 相似文献
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《Journal of econometrics》2005,124(1):149-186
In this paper, we consider testing marginal normal distributional assumptions. More precisely, we propose tests based on moment conditions implied by normality. These moment conditions are known as the Stein (Proceedings of the Sixth Berkeley Symposium on Mathematics, Statistics and Probability, Vol. 2, pp. 583–602) equations. They coincide with the first class of moment conditions derived by Hansen and Scheinkman (Econometrica 63 (1995) 767) when the random variable of interest is a scalar diffusion. Among other examples, Stein equation implies that the mean of Hermite polynomials is zero. The GMM approach we adopt is well suited for two reasons. It allows us to study in detail the parameter uncertainty problem, i.e., when the tests depend on unknown parameters that have to be estimated. In particular, we characterize the moment conditions that are robust against parameter uncertainty and show that Hermite polynomials are special examples. This is the main contribution of the paper. The second reason for using GMM is that our tests are also valid for time series. In this case, we adopt a heteroskedastic-autocorrelation-consistent approach to estimate the weighting matrix when the dependence of the data is unspecified. We also make a theoretical comparison of our tests with Jarque and Bera (Econom. Lett. 6 (1980) 255) and OPG regression tests of Davidson and MacKinnon (Estimation and Inference in Econometrics, Oxford University Press, Oxford). Finite sample properties of our tests are derived through a comprehensive Monte Carlo study. Finally, two applications to GARCH and realized volatility models are presented. 相似文献
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The paper provides an economic rationale for punishing repeat offenders with increasing sanctions. We analyze the optimal intertemporal punishment scheme within a supergame framework, in which the legal authority is assumed to minimize the social costs of punishment under the constraint of keeping delinquency at an exogenously given maximal tolerable level. 相似文献