国际产业转移、区域创新与经济增长的VAR模型研究——以广西为例

综合运用脉冲响应及方差分解,对国际产业转移、区域创新绩效与经济发展水平之间的关系进行了研究。结果表明：国际产业转移、区域创新与经济增长之间存在长期稳定的均衡关系;国际产业转移和区域创新对经济增长存在正向冲击效应,并具有长期持续的积极贡献;且经济增长对区域创新的脉冲响应更为敏感。研究还发现国际产业转移对区域创新水平的提升具有显著短期溢出效应;在长期,经济增长对区域创新水平的贡献率逐渐提高。最后提出了相关对策建议。     

The decline of the professionally-qualified accounting academic: Recruitment into the accounting academic community

The profile of the accounting academic has changed in recent years. The earliest academics were often recruited from the accountancy profession. Now the typical accounting academic recruit has a profile similar to the rest of the university, with the PhD being the qualification of choice. The reasons for this trend are examined using a cultural and institutional logics framework. The recruitment context and the institutional changes impacting on recruitment in accounting in academia are explored through the views of heads of department who have knowledge of both their institution’s recruitment policies and of the requirements of their discipline. As the research assessment process appears to be a driver of changing recruitment patterns, recruitment is considered in contrasting contexts: Scotland, where periodic research assessment takes place in both old and new universities, and the Republic of Ireland which does not have such a process. Despite differences in the views expressed by heads in these different contexts and differences in their research environments, the trend in all sectors is towards the recruitment (Scotland) or development (Republic of Ireland) of PhD holders rather than professionally qualified staff. The consequences for the nature of the discipline are discussed.     

The Industrial Impact of Monetary Shocks During the Inflation‐Targeting Era in Australia

In this article, we analyse the industrial impacts of monetary shocks since the introduction of inflation targeting in Australia in 1990. These impacts are quantified by constructing a structural vector autoregressive model for a small open economy. Our results show that construction and manufacturing industries exhibit a significant reduction in gross value added after an unanticipated rise in the official cash rate. However, the finance and insurance industry, and the mining industry, seem to be unaffected by these shocks.     

消费信贷对经济发展的影响分析

基于中国2001～2010年的国内生产总值(GDP)、消费信贷余额(CD)、社会消费品零售总额(SST)和狭义货币供给量(M1)的季度数据,本文通过建立VAR模型实证研究了消费信贷对经济增长的影响效应。脉冲响应分析和方差分解的结论显示消费信贷对经济增长有正向拉动影响,但受所占经济总量比重小的限制,目前影响幅度较小,对GDP增长的贡献率也较低。     

大规模定制(MC)中提高模块化程度优化策略研究

建立了提高产品模块化程度的模型，通过分析产品零件之间的关联度和零件的功能属性、物理属性、成本属性的相似性形成零件之间的关系矩阵，根据关系矩阵得出更高程度的产品模块，从而实现提高产品模块化程度的目标。并应用一个电脑实例说明这种优化方法的可行性。     

货币政策与房地产价格:理论分析与实证研究

本文就我国现阶段的房地产价格高涨的现象,从理论上分析房地产市场价格决定的因素,并采用向量自回归(VAR)方法等多元时间序列分析方法从实证角度研究M2与利率变动和我国房地产市场价格变动之间的长期均衡关系和短期动态调整过程。最后,综合理论分析和实证研究结果得出结论并提出简要的政策建议。     

基于总生产函数法研究石油价格对我国GDP的动态影响

本文通过总生产函数法,将石油价格纳入宏观经济的影响因素之一,考察其对我国GDP等经济指标的影响。并构建自相关回归模型,通过参数估计、协整性检验和因果检验,定量地分析出石油价格与我国GDP等经济指标之间的长期均衡关系和短期的影响程度。     

上海股市流动性和收益率的动态关系研究

研究流动性与收益率之间的关系是证券市场微观结构理论研究的一个重点。文章采用VAR（向量自回归）方法来考察上海股票市场上流动性与收益率之间的关系。先通过VAR的脉冲响应函数来分析两者之间的影响关系，接着从条件分布的角度探索彼此之间的因果联系。综合考虑实证结果，深入了解上海股市流动性与收益率的变动传递过程。     

基于VAR模型的贵州省FDI与经济增长的相互关系研究

将各年外商直接投资额按当年加权平均汇率折算为以亿元人民币为单位,运用VAR模型、脉冲响应函数及方差分解对贵州省FDI与经济增长的相互关系进行了实证研究。结果显示:贵州省FDI与经济增长之间存在一定的相互促进关系。由于FDI规模较小、行业分布不尽合理,导致FDI对贵州省经济增长的促进作用明显弱于经济增长对FDI的促进,且作用时滞相对较长。贵州省在加快发展经济的同时,应合理引导外资投向,优化FDI的行业分布,全面提升FDI的利用效率。     

IMPACT OF RISING FUEL COST ON PERISHABLE PRODUCT PROCUREMENT

This paper models the dynamic interactions between product prices at different regional markets and input costs and derives cost‐price thresholds that can be used to evaluate alternative product sourcing and procurement strategies. The model is tested empirically by estimating a vector autoregressive model using data from the U.S. leafy green industry.