空间面板数据模型的固定效应检验

固定效应检验是面板数据模型研究的重要课题。文章将固定效应检验的范畴扩展至空间面板数据模型,采用LM检验方法,研究空间面板数据模型的固定效应事前检验,数理推导了固定效应检验的边际检验和条件检验统计量,并采用Monte Carlo模拟实验,研究检验统计量的有限样本性质。结果显示,文章建议的检验统计量具有较小的水平扭曲和理想的检验功效,尤其是条件检验统计量,是实证研究中有效的检验统计量。     

土地资源错配对中国农户"加总"全要素生产率的影响研究

采用2004—2015年全国农村固定观察点九省农户的面板数据，在纠正了以往研究中关于全国农村固定观察点数据使用偏误的基础上，将土地要素边际产出价值的离散程度作为衡量土地资源错配程度的指标，分析了两种不同情景下的农户土地资源得到有效配置对“加总”全要素生产率的影响，并对不同参数校准的方式进行稳健性检验。研究结论表明：第一，全要素生产率水平离散程度越高的农户面临的要素扭曲程度越高；第二，当前中国农户土地要素存在着资源错配，消除土地要素的资源配置扭曲可以实现农户“加总”全要素生产率提升7.5%～38.4%;第三，种植土地密集型农作物以及经营规模大于5亩均能够对农户“加总”全要素生产率产生额外增加。未来调整农业种植结构、实现农户经营能力与经营规模的动态匹配是消除农户土地资源错配的重要途径。     

附加值贸易统计方法视角下的中国外贸发展状况

2013年1月16日,WTO与OECD共同推出了利用附加值统计方法计算出来的贸易数据,为重新测量国际贸易提供了新的视角。本文在诠释附加值贸易统计方法的内涵的基础上,分析了附加值贸易统计方法所带来的经济意义,通过对比传统贸易数据和附加值贸易数据,剖析了在附加值贸易统计方法下我国的对外贸易发展状况,并提出了该方法对我国对外贸易的发展启示。     

浅析中日茶叶贸易中的绿色壁垒问题

随着中日关系的不断紧张,中日之间的贸易局面也逐步紧张,绿色壁垒问题也逐渐成为人们关注的焦点,茶叶是一种典型的劳动密集型产品,绿色壁垒使得我国茶叶对日出口额下降,使得茶叶贸易出口结构恶化,但是也给我国茶叶贸易带来了一些机会,只有及时地更新茶叶生产的技术和设备,政府出台相关法律措施保护我国茶叶品牌,积极地进行国际认证,提高茶叶的质量,减少茶叶中农药的残留,才能适应新的贸易规则,提高我国茶叶同日本的贸易竞争力。     

中国加总贸易成本的测算及对制造业出口结构的影响

在测度中国与86个贸易伙伴2000-2013年双边贸易成本和加总贸易成本的基础上,本文立足中国垂直分工的实际,实证中国加总贸易成本对ISIC两位数分类制造业17个子行业的比较优势和出口份额的影响,并做三种稳健性检验以消除内生性偏离.结果表明:加总贸易成本呈现下降态势,但仍高出10年前发达国家的1/3,对部分国家的双边贸易成本不降反升;加总贸易成本是我国制造业产品“全球”和“局部”比较优势和出口份额的决定因素,对贸易成本密集度越高的行业,这种影响出口的效应越大.因此,应考虑贸易成本密集度及“国内附加值率”的产品结构,降低贸易成本以促进国内附加值率高的产品的出口,实现外贸发展方式的实质转变.     

区域贸易协定对增加值贸易关联的影响——基于服务贸易的实证研究

本文在系统总结区域贸易协定(RTAs)和全球价值链(GVC)的发展趋势以及两者相关性的基础上,提出了RTAs影响增加值贸易关联的理论机制、传导路径及研究假说,并且首次利用最新开发的中间产品引力模型以及增加值贸易数据,实证研究RTAs对服务业增加值贸易关联的影响.研究发现:(1)不管是对于加总服务行业还是细分服务行业,RTAs均能够显著促进成员国之间的增加值贸易关联;(2)区分不同类型RTAs的估计结果表明这种促进作用会随着RTAs开放度的加深而增强,即欧盟和负面清单类型的RTAs相比于正面清单类型的RTAs具有更大的促进作用;(3)区分三组不同双边国家组合的估计结果显示,只有发展中国家之间以及发达国家和发展中国家之间的RTAs才具有显著的促进作用,而发达国家之间的RTAs没有显著的促进作用.稳健性检验进一步验证了上述结论.本文最后给出了相应的政策建议和措施.     

中日制造业产业内贸易技术溢出效应研究

对1995—2012年中日制造业产业内贸易状况及行业TFP进行比较分析,结果表明,两国在电子及光学仪器设备制造业等高技术行业具有较高的产业内贸易水平,而与日本相应行业的TFP差距小幅扩大。以Hakura和Jaumotte的研究模型为基础,进行中日双边制造业10行业产业内和产业间贸易的技术溢出效应研究。构造面板数据模型进行计量分析,检验结果表明,中国与日本双边产业内贸易的技术溢出效应为正,且来自日本的进口占优产业间贸易带来正的技术溢出效应。     

基于马歇尔—勒纳条件的中国茶叶贸易收支研究

马歇尔—勒纳条件是分析汇率变动对贸易收支影响的重要理论。本文采用我国1986～2008年茶叶进出口的序列数据,通过分析我国对不同经济体的茶叶进出口需求弹性,并构建实际有效汇率等因素与茶叶贸易收支的计量模型,研究了我国茶叶进出口与马歇尔—勒纳条件间的满足关系。研究表明,我国与不同国家的茶叶贸易收支受汇率变动的影响不同;就我国茶叶对外贸易总体而言,茶叶进口价格下降会增加进口额,出口价格上升会增加出口额;而人民币升值会改善我国茶叶贸易收支,人民币贬值会恶化我国茶叶贸易收支,且进出口需求弹性之和小于1。因此,我国茶叶贸易收支反向符合马歇尔—勒纳条件,这为汇率波动背景下科学处理茶叶贸易问题提供了重要的理论指导。     

贸易自由化对中国城镇劳动力市场性别歧视的影响

贸易自由化既可缩小也可扩大性别工资差。绝大多数实证研究,例如Oosdendorp(2004),都采用的是较宏观的行业加总数据,并着重于职业性别工资差。然而,行业加总的职业工资不能控制教育水平和经验变量,因此很难判断性别工资差的变化到底来自个人特征因素还是贸易自由化。文章运用中国城镇居民家庭的微观数据,运用difference-in-difference的方法,在消除了不随时间改变的固定效应和随时间变化的系统冲击的基础上,检验了1988年到1995年中国第一次贸易自由化兴起时期,贸易开放度的变化对不同教育水平的性别工资差的影响。结果显示,这一时期贸易开放度和性别工资差之间的相互关系主要来源于进口开放度的变化:随着进口开放度的上升,低教育人群的性别工资差显著扩大,而高教育人群的性别工资差却呈现相反趋势。出口开放度的上升对低教育人群的性别工资差没有显著影响,但与进口开放度的上升一样,它缩小了高教育人群的性别工资差。     

中日制造业产业内贸易发展态势的实证研究

本文采用SITC5分位数据,对1992-2002年间中日制造业产业内贸易发展态势进行了实证分析。研究结果表明,中日贸易结构仍然呈现出以产业间贸易为主的格局,但制造业产业内贸易比重正逐渐上升。中日制造业产业内贸易类型细分呈现出以低质量产业内贸易为主、高质量产业内贸易次之、水平型产业内贸易比重最低的格局。中日制造业低质量产业内贸易呈逐年上升态势,中国在促进产业结构升级、培育人力资本要素方面面临着艰巨的任务。     

Investigating aggregation bias in the case of the interest rate pass-through

This analysis examines aggregation bias in the case of the interest rate pass-through in the Republic of Macedonia. By using bank-level data, the authors investigate whether there are heterogeneities and asymmetries in the size and speed of the adjustment of lending rates to changes in the cost of the funds rate. The findings in general suggest the presence of aggregation bias in the literature, implying that the empirical studies based on aggregated data may provide biased results.     

New and Small Firms in Expanding Markets

The recent expansion of markets and increased standardization has not, as might be expected, been associated with an expansion of the role of larger firms. Recent data on new and small firms has indicated a substantial and expanding role for new and small firms in the global economy. There appear to be substantial differences between sectors, as competitive advantage is some is achieved through aggregation (upsizing) and in others thorough disaggregation (downsizing) of the productive process. New data is providing new knowledge on the role of firm size and age on economic growth. The advanced economices of the future will not be dominated by old, large firms.     

R&D and market structure: The impact of measurement and aggregation problems

Estimates on the relationship between concentration and R&D effort are shown to be sensitive to problems of aggregation and of adequate measurement of R&D in small firms. While estimates from the official R&D survey of the Netherlands show a highly significant linear relationship between concentration and R&D, comparable estimates from our R&D data base prove it to be insignificant. However, at a finer level of disaggregation and when our sample is split into sectors with low and high technological opportunities, we discover evidence of a quadratic relationship in the latter and evidence of a weak linear relationship in the former.     

The Effect of Aggregation Bias: An NTB‐modelling Analysis of Turkey's Agro‐food Trade with the EU

We explore how different data aggregation levels affect the gravity estimates of non‐tariff barriers (NTBs) in the agro‐food sector, and we examine their related impacts on policy simulations of an expansion to the European Union (EU) that would include Turkey. We calculate two sets of ad valorem equivalents (AVEs) of NTBs using the gravity approach to disaggregated and aggregated Central Product Classification data for 15 Global Trade Analysis Project (GTAP) agro‐food sectors. We find that the AVEs of NTBs vary substantially across products and that using aggregated data primarily results in greater effects of NTBs. In a second step, we incorporate the AVEs of NTBs into the GTAP model to evaluate Turkey's EU membership and conclude that aggregation bias has considerable effects on both the estimation of NTBs and the general equilibrium simulation results. Utilising different data aggregation levels leads to a great variability of trade costs of NTBs and, hence, to misleading trade and welfare effects.     

For the Greater Good? A Test for Strategic Bias in Group Environmental Decisions

This paper presents a study which tests for strategic bias in group decision support models. Strategic bias occurs when individuals provide preference information to a group decision model which, they perceive, will improve their own outcomes and not necessarily those of the group. A test is made for strategic bias in a decision model used to allocate funds amongst 14 natural resource management regions in Queensland. The funds are a crucial source of revenue for the regions to achieve environmental objectives. In this real decision problem representatives from each region supplied criteria weights for a multiple criteria analysis model. Results reveal moderate to weak presence of strategic bias. Regions mostly selected weights that would improve their outcome relative to the weights of other regions. But this was not overly pronounced and there were exceptions. Whilst some degree of strategic bias existed these results show a willingness to separate individual and group preferences when interacting with formal decision procedures. Further research is required to see how this changes under unstructured negotiation and arbitration as opposed to a formal model.     

Internationalization through foreign listing: A review and future research agenda

This paper reviews and synthesizes literature on foreign listing from international business, management, and finance disciplines. A systematic review of 66 studies from 25 journals indicates fragmentation of the literature across the macro and firm-specific perspectives and a limited usage of current international business theories in research on foreign listing. We propose multiple developmental paths including use of institutional theory, especially institutional distance and institutional evolution to provide more comprehensive understanding of antecedents and contingent factors for foreign listing; supply-chain disaggregation of cross-border capital flow; integrate financial and strategic implications of foreign listing; and advancement of emerging market specific theories.     

Associations between Hofstede’s Cultural Constructs and Social Desirability Response Bias

This paper examines the associations among social desirability response bias, cultural constructs and gender. The study includes the responses of 1537 students from 12 countries including Australia, Canada, China, Colombia, Ecuador, Hong Kong, Ireland, Japan, Nepal, South Africa, Spain, and the United States. The results of the analysis indicate that, on average, social desirability response bias decreases (increases) as a country’s Individualism (Uncertainty Avoidance) increases. The analysis also indicates that women scored significantly higher on Paulhus’ Image Management Subscale on an overall basis and for seven of the 12 country comparisons. This research serves as a caution when considering the research findings of prior international survey-based ethics research that do not include a direct measure of social desirability response bias. For example, the finding that women score higher on Paulhus’ measure of social desirability response bias calls into question prior research that does not control for social desirability response bias indicating women are more ethically sensitive than men.     

LABOR VALUES AND THE IMPUTATION OF LABOR CONTENTS*

In a recent article (Econometrica 1983), Peter Flaschel presented an empirical procedure for the calculation of labor values in joint production. This procedure was based on a disaggregation of production processes. The concept of «market value» (average value) was then used to determine values on the basis of the single technology which resulted from the disaggregation. In the first part, the formalism of market value is directly applied to the case of joint production, and the conditions for the existence of positive solutions are discussed. We demonstrate that these conditions are quite general, and are not related to conditions concerning the existence of any equilibrium. In this analysis, we substitute the concept of « nonreductivity » for the traditional notion of productivity of the technology. The second part of the article considers the problems involved in procedures of disaggregation. In the third part we discuss the main results obtained, stressing the importance of the difference between values and prices.     

ERP系统模型设计研究

模型设计是ERP系统的基础 ,无论在宏观上还是微观上都与整个系统密不可分 ,因此有必要对其整个的设计思想做详细的研究。在ERP功能模型设计和信息模型设计方面 ,提出设计思想 ,并在最后进行实例化分析 ,以期实现ERP模型的设计与ERP系统框架的有效集成。     

Estimating the effect of brand beliefs on brand evaluations when beliefs are measured with error

We consider the internal validity of estimates of the effects of brand beliefs on brand evaluations when beliefs are measured with error. Consumer research suggests numerous errors that may impact belief measures. However, the literature has not determined precisely why and how myriad types of error matter for the evaluation-belief relationship. Furthermore, the literature has not explicitly considered what is necessary and sufficient to control for different types of belief error when using the latent general factor approach. We show that the important distinction for empirical research is not the origin of the error per se but its relationship to affective evaluation. Error related to brand evaluation has an inflationary effect on estimates of the evaluation-belief relationship while error unrelated to brand evaluation has an attenuating effect. We use a bifactor structural equations model to decompose belief measures into general and specific dimensions. The model uses bias free variation in specific beliefs to identify effects on brand evaluation while controlling for a general belief dimension correlated with evaluation. Compared to models that do not adjust for the bias, estimates of the bias corrected marginal effects are smaller but positive and significant.