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61.
《International Journal of Forecasting》2023,39(2):754-771
Comparisons between alternative scenarios are used in many disciplines, from macroeconomics through epidemiology to climate science, to help with planning future responses. Differences between scenario paths are often interpreted as signifying likely differences between outcomes that would materialise in reality. However, even when using correctly specified statistical models of the in-sample data generation process, additional conditions are needed to sustain inferences about differences between scenario paths. We consider two questions in scenario analyses: First, does testing the difference between scenarios yield additional insight beyond simple tests conducted on the model estimated in-sample? Second, when does the estimated scenario difference yield unbiased estimates of the true difference in outcomes? Answering the first question, we show that the calculation of uncertainties around scenario differences raises difficult issues, since the underlying in-sample distributions are identical for both ‘potential’ outcomes when the reported paths are deterministic functions. Under these circumstances, a scenario comparison adds little beyond testing for the significance of the perturbed variable in the estimated model. Resolving the second question, when models include multiple covariates, inferences about scenario differences depend on the relationships between the conditioning variables, especially their invariance to the interventions being implemented. Tests for invariance based on the automatic detection of structural breaks can help identify the in-sample invariance of models to evaluate likely constancy in projected scenarios. Applications of scenario analyses to impacts on the UK’s wage share from unemployment and agricultural growth from climate change illustrate the concepts. 相似文献
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63.
人民币实际有效汇率的变化对我国进出口的影响 总被引:24,自引:0,他引:24
封思贤 《数量经济技术经济研究》2007,24(4):3-13
本文从空间和时间两个角度全面考察了人民币实际有效汇率的变化对我国进出口的影响。结果表明,人民币汇率的变化会显著影响我国的进出口。但是,这种影响程度在1994年以后明显地出现了下降趋势。同时,人民币汇率变化对我国进出口的调整存在明显的J曲线效应,其中进口变动大致滞后于汇率变动2个季度,而出口则滞后1个季度,滞后期限均短于西方发达国家。本文分析了其中的原因并提出了相关建议。 相似文献
64.
Boris Bartikowski Gianfranco Walsh Sharon E. Beatty 《Journal of Business Research》2011,64(9):966-972
This study investigates the moderating role of culture and relationship age in the relationship between customer-based corporate reputation (CBR) and customer loyalty using data from two service contexts (retailing and fast-food restaurants) in three countries (France, the U.K., and the U.S.) that differ with regards to two cultural values—uncertainty avoidance and time orientation. Results suggest that CBR has similar effects on affective and intentional loyalty in all three countries. However, culture interacts with relationship age, such that relationship age magnifies the effect of CBR in France, while relationship age suppresses CBR's effect in the U.K. and the U.S. The authors provide explanations for these effects based on cultural theories. Managerial and research implications are developed. 相似文献
65.
Major sports events draw unsurpassed media attention. Companies are motivated to increase their advertising investments around these events to reach large audiences in a short period. Is such an advertising surge actually beneficial though, or should companies avoid advertising in these periods because of negative effects of competitive interference? This study investigates when consumer packaged goods companies should invest in advertising to increase sales: before, during, or after the event or outside these event periods. The author estimates short- and long-term own- and cross-advertising elasticities for 206 brands using four years of weekly data. Although considerable heterogeneity exists across brands, own-advertising effectiveness diminishes especially before and during major sports events, in both the short and the long run. In addition, brands benefit less from category-demand effects through competitors' advertising. Conversely, greater increases in advertising spending resulting in significant growth in share of voice around focused, single-sport events are a successful strategy to overcome this overall general negative trend. 相似文献
66.
The objective of the paper is to determine if the futures prices of hard red spring wheat (HRSW) have stabilizing or destabilizing impact on spot HRSW price in North America. Several important results emerge from thorough empirical analysis. First, both Granger causality tests and directed acyclic graph algorithms (DAGs) point to two-way causality between futures and spot HRSW prices and thus endogeneity in both prices formation. To the contrary, both procedures suggest that ending stocks are exogenous to spot and futures HRSW prices. Both vector error correction model and impulse response functions point to a large and long-lasting impact of a shock to futures price on spot price level. Finally, variance decomposition analysis indicates that futures prices are responsible for the bulk of spot price volatility in both short and long run. Our result is consistent with those of theoretical models suggesting that when production (supply side) is the dominant disturbance, spot price is destabilized in both the short and the long run by futures prices. An important implication of this research is the need for alternative market mechanisms or alternative farm policy measures that would mitigate price risk and ensure sustainable farming of American HRSW farmers. 相似文献
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68.
In this paper we examine the usefulness of multivariate semi-parametric GARCH models for evaluating the Value-at-Risk (VaR) of a portfolio with arbitrary weights. We specify and estimate several alternative multivariate GARCH models for daily returns on the S&P 500 and Nasdaq indexes. Examining the within-sample VaRs of a set of given portfolios shows that the semi-parametric model performs uniformly well, while parametric models in several cases have unacceptable failure rates. Interestingly, distributional assumptions appear to have a much larger impact on the performance of the VaR estimates than the particular parametric specification chosen for the GARCH equations. 相似文献
69.
房地产价格波动与投机行为--对中国14城市的实证研究 总被引:18,自引:0,他引:18
本文首先构建了适合中国的房地产投机理论模型,然后利用该模型对中国14个城市房地产价格波动与投机行为的关系进行实证研究.对14城市的时间序列数据研究结果表明各城市房地产投机水平都很高,个别城市更加突出.通过对14城市的截面数据分析,可以看出可支配收入对房地产价格没有显著影响,这些城市房地产价格的上升,主要是由投机来推动的,而且整体投机度非常高,说明房地产价格极大的偏离长期均衡值,市场出现了非理性繁荣,政府和产业部门应该采取适当的措施,积极引导消费者和投资者,为建立均衡的房地产市场提供良好的宏观和微观环境. 相似文献
70.
实现区域协调发展是新时代中国区域高质量发展的必然要求。改革开放以来,中国省际区域经济差距经历了差距拉大—逐渐缩小—缓慢增大—逐渐缩小—维持不变的过程,逐步趋于收敛,其深层原因在于经济发展基础、资本投入、区域要素配置、区域要素使用和制度因素的地区异质性。推进区域经济协调发展,要不断加强对中西部地区的资本投入,优化资源配置,提高全要素生产率,提升开放水平,推进贸易高质量发展,完善与区域协调发展总体战略要求相适应的宏观区域政策和区域管理体制。 相似文献