我国东中西部地区间工业产业转移的趋势、特征及形成原因分析

本文主要对1993年至2006年期间我国东中西部地区间工业产业转移的趋势和特征进行了初步分析,并探讨了我国东中西部地区间产业转移的趋势和特征的形成以及与传统的国际产业转移理论出现背离的原因。本文统计分析结果表明:截止到2006年,我国东中西部地区间只发生了部分的相对产业转移,绝对产业转移的现象尚未发生,我国东中西部地区间的产业转移还不显著;在我国东中西部地区间的产业转移过程中,出现了部分技术密集型产业先于劳动型密集型产业转移和许多产业越过中部地区直接转移到西部地区的现象。本文研究结论的重要启示是:同一国度内区域间的产业转移与国际产业转移的条件有着很大的不同,因此在分析我国地区间产业转移时不能机械照搬国际产业转移理论;目前我国东中西部地区间大规模产业转移的条件还不成熟,因而在相当长一个时期内,试图通过东中西部地区间的产业转移来实现我国的区域协调发展以及解决国际金融危机背景下我国产业结构调整与扩大就业之间的矛盾还是相当困难的。     

A reexamination of the Nelson-Plosser data set using recursive and sequential tests

The present paper applies to the Nelson-Plosser data set the recursive, rolling, and sequential tests proposed by Banerjee, Lumsdaine and Stock (1992) for unit roots in the presence of mean or trend breaks. Unlike Perron's method, these three types of test endogenize the break point in the mean or trend and thus are more appealing in empirical studies. The (reverse) recursive test indicates rejection of the unit root null in industrial production and unemployment rate. The sequential test indicates that nominal GNP and common stock prices are stationary with a break in the mean.Helpful comments from G. S. Maddala and two anonymous referees are greatly acknowledged.     

Lq规则化趋势滤波

含有Lq罚函数的线性回归可以进行变量选择或者系数缩减,本文利用Lq罚函数的这种性质,将H-P滤波和L1趋势滤波推广为Lq规则化趋势滤波。本文研究了内在趋势是分段线性趋势（0＜q≤1）和无折点趋势（q＞1）两种假设,使用LLA方法和凸优化技术进行估计,并且提出修正的GCV准则进行调整参数选择。数值分析显示,在不同的假设下,本文提出的方法优于H-P滤波和L1趋势滤波。该方法可以有效地提取时间序列的内在趋势,也可以扩展得到其他形式的解,在时间序列分析中有着重要的意义。     

我国农村电气化建设与用电的发展趋势研究

本文首先介绍了我国农村电气化及用电的发展历程,结合发展现状及"十二五"农村电气化及用电的发展目标,分析了农村电气化建设及用电的发展趋势和特点。最后,针对新农村的电气化建设提出了相应建议。     

含结构突变的趋势平稳过程的虚假单位根研究

本文发现Perron（1989）在趋势突变情形下的结论“统计量的极限分布会随着突变点位置参数的变化收敛在0到1/2之间”值得商榷,原因在于模型设定中出现了错误,导致在结构突变的趋势平稳过程的数据生成过程下,统计量的极限分布在截距突变的情况下发散而在斜率突变的情况下退化。本文对其进行修正并补充推导了三种含结构突变的趋势平稳过程的单位根检验统计量的分布,并给出能够证实和证伪的蒙特卡洛模拟结果。     

The interaction of speculators and index investors in agricultural derivatives markets

Through the analysis of the weekly Commodity Futures Trading Commission reports on 12 US traded agricultural commodities, we revisit the heated debate on the impact of index flows on commodities prices. After introducing a novel stock‐to‐use proxy that may be used to represent inventory variations at the intra‐month level, we show that speculators, contrary to index investors, are sensitive to commodity‐specific fundamental information. Their endogeneity to commodities markets hinders the estimation of their market impact. Regarding the market impact of index flows, the endogeneity problem is alleviated in two ways: first, we restrict the scope to agricultural commodities, for which index flows are more exogenous to market prices; second, we introduce two novel instrumental variables that are computed from index flows outside the market under analysis. We find that index investment flows are offset by commercial players, not speculators. The serial correlation of index flows may explain the tendency of speculators to synchronize with index investors. There is strong evidence of an index flows' impact in those commodities markets where speculative and index positions are the most correlated. The market impact of index flows is located in periods of liquidity stress, as is the correlation between speculative and index positions. Overall, our results demonstrate an impact of index investors on some agricultural prices and suggest that the synchronicity between speculative and index positions is an important determinant of this impact.     

Trend following with momentum versus moving averages: a tale of differences

Despite the ever-growing interest in trend following and a series of publications in academic journals, there is a dearth of theoretical results on the properties of trend-following rules. Our paper fills this gap by comparing and contrasting the two most popular trend-following rules, the momentum (MOM) and moving average (MA) rules, from a theoretical perspective. We provide theoretical results on the similarity between different trend-following rules and the forecast accuracy of trading rules. Our results show that the similarity between the MOM and MA rules is high and increases with the strength of the trend. However, compared to the MOM rule, the MA rules exhibit more robust forecast accuracy for the future direction of price trends. In this paper, we also develop a hypothesis about uncertain market dynamics. We show that this hypothesis, coupled with our analytical results, has far-reaching practical implications and can explain a number of empirical observations. Among other things, our hypothesis explains why the empirical performance of the MA rules is better than that of the MOM rule. We broaden the appeal and practical importance of our theoretical results by offering various illustrations and real-world examples.     

21世纪中国创新驱动研究经典文献、主题热点及其演进历程

创新驱动作为中国经济发展的重要方针和宏伟战略,备受国内学者的广泛关注。依据科学计量学基本原理,对2000-2014年间中国创新驱动研究的文献数量、重要作者、权威机构和经典文献进行了统计分析;运用知识及信息可视化技术,科学探测出21世纪初我国创新驱动研究的热点主题,包括创新驱动内涵、特征与意义,创新驱动的实现路径与形式,创新驱动的实现领域与影响因素,创新驱动背景与科技人才队伍建设等;深入分析了国内创新驱动研究热点的演进历程及发展趋势,可为我国完善创新驱动理论体系、实施创新驱动发展战略提供参考。     

国内创新平台研究热点及趋势：基于CSSCI数据库的研究

基于2000—2019年CSSCI数据库文献,借助CiteSpaceⅤ软件,通过关键词共现、关键词聚类等指标开展国内创新平台可视化科学计量分析,揭示20年间我国创新平台研究热点及趋势,探究未来创新平台新趋势。研究发现,国内创新平台研究经历了萌芽期、成长期和全面发展期3个阶段,且具有较强的时代性,其演化趋势与政府政策及时政时事密不可分;围绕创新平台的不同类型和建设前因,国内研究可概括为两大热点主题领域,即关于科技创新平台、产业创新平台和协同创新平台的建设、治理、运行及绩效评价等的研究,以及基于功能逻辑和现实逻辑,开展创新平台建设的主要前因分析。建议未来研究除关注大数据、“互联网+”和智能生产等新趋势外,更应构建创新平台的整合性研究框架,以探究创新平台的“冷启动”机制、动力机制及协调机制等,为创新平台发展提供指引和借鉴。     

税收超常增长的再认识

本文首先对税收超常增长给出一个简要界定,意在从量上对税收的超常增长有一个再认识,以区别"超常增长"和"正常增长".在此基础上对超常的增长从其来源结构上进行分解,以便于更好地对增长的原因和趋势进行分析和预测;其次对超常增长的原因进行分类与概括,并认为应将增长总体区分为实增和虚增两大部分;最后分析各种不同的原因所引致的税收增量的变化规律,并据此对税收超常增长的趋势进行预测.