福建省FDI、对外贸易与经济增长关系的实证研究

福建省利用外资和对外贸易位居全国前列,对推动经济增长起到了重要作用。本文根据1981-2006年福建省统计数据,运用协整检验和误差修正模型,对福建省FDI流入、对外贸易与经济增长关系进行实证研究。结果表明,从长期看,福建省FDI、对外贸易与经济增长之间存在长期均衡关系,FDI、出口和进口明显促进了经济增长。从短期看,FDI、对外贸易与经济增长的长期均衡水平产生了偏离,但偏离误差修正的速度较快。最后,就福建外商直接投资、对外贸易和经济增长协调发展提出了若干政策建议。     

北京市城镇居民消费结构的实证分析

采用扩展的线性支出系统(ELES)模型对北京市城镇居民家庭的消费结构进行了实证分析,结果显示,目前北京市城镇居民家庭在消费结构上呈现出吃、教育、行、医、穿、住、用的消费格局,居民的消费已从基本生存型商品消费为主的阶段转到以享受型、发展型消费为主的阶段。     

应用LES对黑龙江省城镇居民消费结构的实证研究

利用线性支出系统 (LES) ,采用 2 0 0 1年截面数据对黑龙江省城镇居民消费结构进行实证分析 ,归纳出黑龙江省城镇居民的消费规律及发展趋势 ,进而提出一些提高消费水平、改善消费结构的对策建议。     

中国外商直接投资与环境污染的内在机理研究

随着经济的发展,中国环境污染问题日益突出。若从国际经济学角度出发,外商直接投资是会改善中国环境质量还是会加剧中国的环境污染呢?本论文利用1994—2008年相关数据,采用平稳性检验、协整性检验和格兰杰因果检验的方法,研究表明:外商直接投资是工业废水排放和工业固体废物排放的格兰杰原因,且呈负相关关系,说明外商直接投资改善中国环境质量,但外商直接投资与工业二氧化硫排放之间不存在因果关系。     

Thinning and harvesting in stochastic forest models

This paper analyzes a stochastic forest growth model in which the manager is able to first thin the forest to promote better growth before harvesting. Both Wicksell single thinning and harvesting cycle and Faustmann on-going rotation problems are considered. The Wicksell problem is analyzed by first restricting the class of decision times to (thinning, harvesting) pairs that bound the growth away from infinity and imbedding the problem in an infinite-dimensional linear program on a space of triplets of measures. These measures capture the thinning and harvesting decisions along with the behavior of the growth process prior to harvest. An auxiliary linear program then leads to a nonlinear optimization problem for which an optimal value and solution are determined. The values of all the problems are be related through a set of inequalities. The solution of the nonlinear problem determines (random) thinning and harvesting times for the single thinning and harvesting cycle which demonstrate the equality of the values of these various problems. Finally for the Wicksell problem, the unrestricted class of thinning and harvest times is shown to give the same value as the restricted class. The Faustmann on-going thinning and harvesting rotation problem is reduced to a Wicksell problem which then allows for the characterization of the value as the solution to a different nonlinear optimization problem. The effects of the opportunity to thin the forest are illustrated on a mean-reverting stochastic model.     

SEASONALITY,FORECAST EXTENSIONS AND BUSINESS CYCLE UNCERTAINTY

Abstract Seasonality is one of the most important features of economic time series. The possibility to abstract from seasonality for the assessment of economic conditions is a widely debated issue. In this paper we propose a strategy for assessing the role of seasonal adjustment (SA) on business cycle measurement. In particular, we provide a method for quantifying the contribution to the unreliability of the estimated cycles extracted by popular filters, such as Baxter and King and Hodrick–Prescott (HP). The main conclusion is that the contribution is larger around the turning points of the series and at the extremes of the sample period; moreover, it much more sizeable for highpass filters, like the HP filter, which retain to a great extent the high‐frequency fluctuations in a time series, the latter being the ones that are more affected by SA. If a bandpass component is considered, the effect has reduced size. Finally, we discuss the role of forecast extensions and the prediction of the cycle. For the time series of industrial production considered in the illustration, it is not possible to provide a reliable estimate of the cycle at the end of the sample.     

人民币汇率波动与通货膨胀率之间关系的实证分析

本文试图回答以下问题:人民币升值可以替代通货膨胀吗?如果可以,定量的替代关系如何?在综合使用了多种分析方法后,我们发现人民币升值在某种程度上确实可以抑制国内价格水平的上涨,但其效果决定了升值不能成为抑制通胀的主要工具。另外,通过模型我们还揭示出劳动生产率的提高对于国内物价的上涨具有决定性意义。     

A characterization of admissible linear estimators of fixed and random effects in linear models

In the paper the problem of simultaneous linear estimation of fixed and random effects in the mixed linear model is considered. A necessary and sufficient conditions for a linear estimator of a linear function of fixed and random effects in balanced nested and crossed classification models to be admissible are given.     

基于线性优化模型的土地利用结构优化研究——以六安市为例

线性优化模型方法是一种在具有确定目标又有一定约束限制条件下,从所有可能的选择方案中寻找最优方案的模型方法,是应用于土地利用结构优化的方法。本研究以六安市为例,通过运用线性优化模型分析六安市2014年土地利用现状和2015-2020年期间社会经济发展趋势,并且对主要的社会经济指标作了预测,在此基础上提出了优化的土地利用结构是六安市2015-2020年土地利用战略与目标的直接表达。研究结果表明,2020年优化的土地利用结构中,农村居民点用地有较大减少,因此可以预见,"十三五"期间,六安市国土资源管理重点是推进农村居民点整治,释放潜力,以补充耕地面积及为城镇扩张置换指标;并且有计划的科学指导农业产业结构调整,增加园地与林地面积。     

我国农产品进口与农民收入变化的实证分析

本文采用我国1981-2003年农产品进口和农民收入变化的数据,对农产品进口和农民收入变化之间的关系进行了格兰杰因果检验。研究结果表明,两者在短期内不存在格兰杰因果关系,但在长期内却存在双向格兰杰因果关系。