我国外商直接投资周期波动分析

运用增长率直接法、增长率趋势法分析我国外商直接投资的短周期、中周期和中长周期波动,基于协整方法讨论外商直接投资的长波特征。研究发现:自1978年以来,我国外商直接投资经历了9次短周期、3次中周期波动(目前的第3次中周期波动具有适度高位平滑的特征)、2次中长周期波动(目前正处于第2次中长周期波动的扩张期),外商直接投资长波与GDP长波特征基本相同。     

中国寿险公司多元化经营的风险分析

选取新华、国寿、太平、泰康、平安等五家寿险集团公司从2001~2011年每年绩效指标中总资产收益率和净资产收益率的标准差作为度量公司风险的指标,将五家公司的业务线熵指数的均值作为多元化经营的指标进行实证分析。结果表明:多元化经营与寿险公司总资产收益率、净资产收益率的标准差之间存在一定的非线性关系,即多元化经营在一定范围内可以降低ROA和ROE的波动性,但在一定范围内又可能会增大这种波动性。     

论社会保障的生命周期及中国的周期阶段

从国家保障、福利国家、强制储蓄和社会保险等主要的社会保障模式中 ,可以看到由产生、成长、高峰、衰退和消亡等阶段组成的社会保障体制的生命周期。中国的新社会保障体制在其生命周期上已经完成产生阶段 ,正处于成长阶段的中期 ,经过另外三十年左右的努力 ,将可以进入高峰阶段。为此 ,中国需要在社会保障体制的改革和建设中对农村保障、养老保障、失业保障和医疗保障诸方面 ,付出一系列特殊而具体的努力     

区域产业集群形成与发展的GERT网络研究

运用随机网络理论,构建了区域产业集群形成与发展的GERT网络模型,提出了区域产业集群形成与发展的“夭折”概率与“成熟”概率两个概念,并以高科技产业集群为例求解。在此基础上,研究政府在产业集群的不同阶段给予支持时,各种方案对产业集群形成与发展的作用效果。产业集群“成熟”概率的变化,说明了政府在产业集群发展的初期给予支持是最优的选择,进而说明了政府对产业集群支持的必要性以及支持方案的选择效果。     

城市化对非农产业的溢出效应——基于面板VAR模型

本文基于内生增长理论,利用东中西部1998—2009年的数据和面板VAR方法考察了城市化对非农产业发展的溢出效应。结果发现:城市化的溢出效应在东中西部地区间是非均衡的,并成为拉大地区经济差距的重要原因。东部较高的城市化率通过人力资本积聚对非农产业产生显著溢出效应;中部城市化溢出不明显,其非农产业发展的动力主要来自于工业自身的累积循环效应;西部城市化溢出作用非常微弱,其产业发展模式呈显著资金推动特征。本文据此提出,中西部应采取更加主动的城市化政策来吸引人力资本集聚和技术进步,以更好实现经济增长的协调发展目标。     

要素市场扭曲、区域差异与R&D投入

本文利用要素市场扭曲指数及中国高技术产业1997～2009年省际面板数据,考察了要素市场扭曲对R&D投入的影响及区域差异。结果表明,要素市场扭曲对R&D资本投入和R&D人力投入有着不同的影响,抑制了R&D资本投入增长,促进了R&D人力投入;而且其对两者的影响都存在着显著的区域差异。在此基础上,运用门槛检验方法对这种区域差异的影响因素进行了探讨,研究发现,在区域经济发展水平、人力资本水平、财政收入、产权结构和对外开放程度等因素的不同门槛值区间,要素市场扭曲对高技术产业R&D投入的影响程度和方向都存在着明显的差异。     

中国装备制造业全要素生产率增长的波动与异质性

研究目标：中国装备制造业及其细分行业TFP增长率的测定与分解。研究方法：构建超越对数形式的随机前沿生产函数模型,测算中国装备制造业及其细分行业TFP增长率,并对其进行分解。研究发现：中国装备制造业TFP增长率不但在区域和省份之间存在差异,而且存在明显的内部行业异质性;技术进步和配置效率变化分别是提高和阻碍装备制造业TFP增长率的主要原因和障碍;除技术进步均为正值外,技术效率变化、规模效率变化和配置效率变化在装备制造业各行业中异质性相当明显;装备制造业及其细分行业仍未从真正意义上实现由粗放型向集约型增长方式的转变。研究创新：中国装备制造业细分行业TFP增长率及其异质性。研究价值：为装备制造业转型与升级提供经验证据。     

A quintessential immigrant niche? The non-case of immigrants in the Dutch construction industry

Students of immigrant entrepreneurship show a distinct preference for ethnic concentrations. They focus on small entrepreneurship in sectors with large concentrations of immigrant businesses or on ethnic commercial precincts. This preference stems from practical and theoretical considerations. It seems that the study of such concentrations, or niches, is essential to the theoretical understanding of the structural determinants of small entrepreneurship and the processes of economic incorporation of immigrants. This paper challenges this orthodoxy. It argues that it is important to assess the factors and processes that positively and negatively affect the formation of niches. This argument is corroborated by an analysis of the construction industry in the Netherlands. According to Waldinger (1995: 577), ‘construction represents the quintessential ethnic niche’, but immigrants in the Netherlands did not carve out a niche. This exceptional situation can be attributed to a sector-specific configuration of social, economic and institutional processes.     

Perceived incentives to transdisciplinarity in a Japanese university research center

As a method of investigating complex socially relevant phenomena, transdisciplinary research (TDR) is gaining increasing centrality as a model of knowledge production. However, it is being discouraged by a scientific reward system based on disciplinary logic. The disincentive is even stronger for junior scholars who should be developing the capabilities necessary for achieving long-term scientific excellence.Building on theories of the coordination of scientific communities and using the case of a research center of Kyoto University investigating the boundary between cell and material sciences, we aim to disentangle the interplay between institutional incentives and intrinsic motivation in the prioritization of TDR over monodisciplinary research.We find that, despite strong interest in TDR among scientists and the center's mission to promote this orientation, only a minority of scientists prioritize this approach. Choice of research strategy is associated with its perceived benefits for idea generation, publication opportunities, intellectual effort required, the costs of team coordination, and satisfaction with organizational resources. Furthermore, the propensity to prioritize TDR drops among scientists beginning their careers.Therefore, we recommend the development of evaluation schemes grounded in activity-based measures and the granting of permanent positions to scientists pursuing TDR.     

Non-stationary additive utility and time consistency

Within a continuous time life cycle model of consumption and savings, I study the properties of the most general class of additive intertemporal utility functionals. They are not necessarily stationary, and do not necessarily multiplicatively separate a discount factor from “per-period utility”. I prove rigorously that time consistency holds if and only if the per-period felicity function is multiplicatively separable in $t$, the date of decision and in $s$, the date of consumption, or equivalently, if the Fisherian instantaneous subjective discount rate does not depend on $t$. The model allows to explain “anomalies in intertemporal choice” even when the agents are time consistent and various empirical regularities. On the other hand, the model allows to characterize mathematically the “effective consumption profile” of naive, time-inconsistent agents.