基于FAP和TOC的工艺问题分析方法研究

为了帮助企业工艺创新时快速准确地识别出问题的根原因，提高工艺创新的成功概率，提出了一种基于流程功能分析(FAP)和约束理论(TOC)的工艺问题分析方法。首先，构建面向工艺系统的功能结构，并在此基础上改进流程功能模型；其次，应用改进后的流程功能模型分析工艺流程的问题区域，利用当前现实树识别问题的根原因；最后，应用层次分析法确定工艺问题的核心原因。结果表明：1)相对于其他模型，研究所提模型不仅可以有效降低根原因识别的误差，而且识别的时间也节省了数倍，提高了工艺问题根原因识别的准确性和效率；2)实例验证中采用新方案后的齿轮弯曲疲劳强度为706.4 MPa,接触疲劳强度值为1 658.56 MPa,达到了齿轮工艺创新项目的技术指标要求，验证了研究模型的有效性和实用性。研究成果建立了符合工艺流程特征的工艺问题分析方法，其可作为通用方法为企业在工艺创新问题分析阶段提供理论参考。     

How convergent are rice export prices in the international market?

This study revisits the issue of long-term price convergence of rice export prices for India, Pakistan, Thailand, Uruguay, the United States, and Vietnam using a two-stage pairwise unit root testing approach. To deduce evidence or lack of proof of convergence in price series, we also examine convergence using sigma and beta convergence specified in both unconditional and conditional frameworks. The methodology used is driven by the need to address three key concerns: (i) the likelihood of finding stationary price differentials, (ii) the magnitude of these differentials, and (iii) their speed of adjustment. To evaluate these concerns, we use monthly data for 18 price series drawn from these six countries from September 2011 to February 2021. The evidence points to a lack of international convergence. This gives rise to the possibility that a shield from a general downward export price trend is already in place for some exporters. Furthermore, we find that the likelihood of convergence is greater between pairs of price series that are characterized as high quality or having the same country of origin or having similar market share. Evidence also suggests that a converged pairing is more likely to have a smaller price differential if both price series are for low-quality rice.     

External sustainability in Spanish economy: Bubbles and crises, 1970–2020

We address the issue of the sustainability Spain's external debt, using data for the period 1970–2020. To detect episodes of potentially explosive behavior of the Spanish net foreign assets over GDP ratio and the current account balance over GDP ratio, as well as episodes of external adjustments over this long period, we employ a recursive unit root test approach. Our empirical analysis leads us to conclude that there is some evidence of bubbles in the ratio between Spanish net foreign assets and the GDP. In contrast, the evidence that the ratio between the Spanish current account balance and the GDP had explosive subperiods is very weak. The episode of explosive behavior identified in the position of net foreign assets during the period 2002–2015 was the result of the country's economic expansion 1995–2007. The results also show an external adjustment during the period 2008–2019 after the start of a cyclical economic recession.     

A review of Phillips-type right-tailed unit root bubble detection tests

Recent developments on the right-tailed unit root tests of Phillips et al., which are used to date stamp the origination and collapse dates of asset price bubbles, have generated considerable interest. This paper provides a review for both empirical researchers that adopt these new econometric tools to detect the presence of asset price bubbles, and theoretical papers that extend these testing procedures. This paper also uses the psymonitor package in R to demonstrate the practical use of such tests using an example based on data for British Railway Mania of the 1840s.