基于互联网大数据的CPI舆情指数构建与应用

研究目标：基于互联网大数据构建CPI舆情指数辅助预测CPI。研究方法：提出了一种构建CPI低频与高频舆情指数的统计方法,并通过选用2006年6月至2015年12月的数据验证了该方法的有效性。研究发现：相关关键词的搜索热度指标具有领先CPI的预测作用,依此建立的CPI舆情指数有助于改进CPI预测精度。研究创新：揭示了基于相关关键词的搜索热度指标与CPI的非线性关系,提出了一种基于门限回归的CPI低频舆情指数构建方法;使用动态因子模型估计出了CPI高频舆情指数。研究价值：预测CPI时可辅助利用基于大数据构建的CPI低频与高频舆情指数信息。     

我国循环经济综合指标体系研究

建立健全循环经济指标体系和相应的统计调查制度及工作体系是发展循环经济的关键举措.从循环经济评价、考核和预警三个角度制定的循环经济综合指标体系能全面准确地对循环经济的发展情况作出定量描述,符合我国循环经济发展的现状,从而为现实经济中各地区和各部门开展循环经济提供借鉴和依据.     

Cox-Ingersoll-Ross模型的统计推断

该文在离散样本观察下,研究了Cox-Ingersoll-Ross模型的统计推问题,给出了CIR过程的平稳均值m与平稳方差ν的矩估计,并用-m和-ν给出了CIR过程中尺度参数α与β波动率之间的关系,基于CIR过程的平方变差,得到参数β的平方变差估计和参数α的估计.通过数值模拟的方法对平方变差估计与条件矩估计([9])方法作了比较,并选择1997-2006年的R007数据对这两种方法进行了实证分析.     

中国省际城镇职工工资收入分布演进的时空特征

运用Kernel密度估计方法和空间马尔科夫链分析方法,并将空间因素纳入分析框架中,对1978—2009年期间中国省际城镇职工工资收入分布演进的时空特征进行了分析。研究结果表明:从时间动态性看,中国省际城镇职工工资收入的差距正逐步固化和深化,多俱乐部收敛特征明显、贫困陷阱问题日益突出;从空间动态性看,近邻效应对省际城镇职工工资收入分布演进存在一定影响,多数省份的工资收入水平向邻区的平均工资收入水平演进。     

What explains the performance of students in a heterogeneous environment? Conditional efficiency estimation with continuous and discrete environmental variables

Efficiency estimations which do not account for the operational environment where production units are operating in may have only a limited value. This article presents a fully nonparametric framework to estimate relative performance of production units when accounting for continuous and discrete background variables. Using insights from recent developments in nonparametric econometrics, we show how conditional efficiency scores can be estimated using a tailored mixed kernel function with a data-driven bandwidth selection. The methodology is applied to the sample of Dutch pupils from the Organization for Economic Co-operation and Development's Programme for International Student Assessment (OECD PISA) data set. We estimate students' performance and the influence of its background characteristics. The results of our application show that several family- and student-specific characteristics have a statistically significant effect on the educational efficiency, while school-level variables do not have impact on performance.     

生态系统服务的价格估计方法及真实增长测度

以国际统计规范中生态系统服务价值的估价方法为基础,利用市场价值法、替代成本法、影子工程法等方法,构建生态系统服务核算的动态价格体系,对京津冀地区的生态系统服务价值进行合理测度。实证结果发现,以往采用的价格体系低估了生态系统服务价值,根据构建的动态价格体系得出,2016年北京市、天津市和河北省的生态系统服务价值总量分别为27706.27亿元、5836.21亿元和104407.23亿元,分别是各地区GDP的1.08倍、0.326倍和3.26倍;2016—2017年京津冀地区生态系统服务价值增量分别为502.63亿元、628.12亿元和-1713.33亿元;三个地区中价格因素对北京市生态系统服务价值年度变化的影响最大,而天津市和河北省受到价格因素的影响较小,剔除价格因素影响后京津冀地区生态系统服务价值的真实增长率分别为-0.15%、13.11%和-1.7%。     

宽松的环境政策能吸引更多的外商直接投资吗——基于中国工业省级面板数据的分析

利用我国1997~2009年的工业省级面板数据和动态面板GMM估计方法,考察了相对宽松的环境政策是否是吸引FDI的主要原因。研究发现,环境政策较宽松的地区能够吸引更多的外资流入,但这种影响并不大,所以,以降低环境标准、牺牲环境为代价来吸引FDI不是明智之举;与东、中部地区相比,西部在吸引FDI上处于明显劣势,这在一定程度上加剧了我国经济结构的失衡。     

水源地突发水污染政府应急预留水量需求预测

近年来,随着工业化和产业化的快速发展,水源地突发水污染事件频发。为应对紧急情况下的水资源非常规需求,保障经济社会稳定发展,政府需要安排一部分应急预留水量。如何合理预测政府应急预留水量的规模是一个值得探讨的课题。提出了一种基于案例推理技术的政府应急预留水量需求预测方法,具体思路是:借助于案例库,利用主成分分析法从众多影响水源地突发水污染事件的因素中提取出两两不相关的因子,以此作为案例的特征属性,基于加权曼哈顿距离测算相似度,依此得到匹配案例,进而测算政府应急预留水量。以太湖流域常州地区水源地为例,进行政府预留水量需求量的预测与分析。该方法可以为政府应急预留水量的配置、储备等提供相关理论知识。     

Price transmission,asymmetric adjustment and threshold effects in the cotton supply chain: a case study for Vidarbha,India

This study examines price transmission asymmetries in Vidarbha's (India) cotton supply chain from 2002 to 2012. The analysis takes account of thresholds in price adjustments toward their long‐run equilibrium. The first stage considers the price dynamics between international and Indian domestic cotton prices. The second stage considers price transmission from domestic to farm gate cotton prices in Vidarbha. Results from the first stage indicate that Indian and international cotton markets are well‐integrated. In contrast, the second stage reveals significant threshold‐type nonlinearities as well as asymmetries in price transmission between domestic and farm gate prices. The short‐run dynamics suggest that the pass‐through from domestic to farm gate prices is larger when domestic prices decrease than when they increase. Moreover, back of the envelope calculations suggest that the loss in revenue for a typical farmer from a decrease in domestic price is larger than the gains from an increase in domestic price of the same magnitude. The implication is that traders benefit from price fluctuations at the expense of farmers. Evidence from fieldwork in Vidarbha suggest that asymmetries revealed in this analysis may be linked to trader's market power and inadequate market information among farmers.     

Adoption of farm‐based irrigation water‐saving techniques in the Guanzhong Plain,China

This article analyses adoption of farm‐based irrigation water saving techniques, based on a cross‐sectional data set of 357 farmers in the Guanzhong Plain, China. Approximately 83% of the farmers use at least one farm‐based water‐saving technique. However, the traditional, inefficient techniques border and furrow irrigation are still prevalent whereas the use of advanced, more efficient techniques is still rather rare. We develop and estimate an adoption model consisting of two stages: awareness of water scarcity and intensity of adoption. We find that awareness of water scarcity and financial status enhance adoption of more advanced techniques whereas access to better community‐based irrigation infrastructure discourages it. We furthermore find both community‐based irrigation infrastructure and farm‐based irrigation water‐saving techniques have mitigating effects on production risk. From the results it follows that adoption can be stimulated via financial support and via extension aimed at enhancing awareness of water scarcity.