湖北省物流业发展需求预测分析

近年来,湖北省现代物流业发展已初具规模,文中从研究湖北省现代物流业发展存在的问题入手,对现代物流业发展的优势进行分析,并对物流业发展趋势进行定量预测,进一步说明发展现代物流的必要性,另外也可以为湖北省发展现代物流业的定位、建议与对策提供依据。     

电力系统中长期负荷预测方法的研究与程序设计

文章探讨了电力系统负荷的组成、特点,在分析比较常用的预测方法优缺点的基础之上,采用了灰色预测法与回归法相结合的方法建立了中长期负荷预测模型,把负荷预测工作分为2个部分:即用灰色预测法进行相关因素的预测和用回归法进行负荷预测。该模型充分利用了灰色预测法要求负荷数据少、不考虑分布规律、不考虑变化趋势、运算方便、易于检验等优点及回归法能够考虑到负荷所受的多种因素的特点,模型参数估计技术比较成熟,预测过程简单。     

Kernel-based calibration diagnostics for recession and inflation probability forecasts

A probabilistic forecast is the estimated probability with which a future event will occur. One interesting feature of such forecasts is their calibration, or the match between the predicted probabilities and the actual outcome probabilities. Calibration has been evaluated in the past by grouping probability forecasts into discrete categories. We show here that we can do this without discrete groupings; the kernel estimators that we use produce efficiency gains and smooth estimated curves relating the predicted and actual probabilities. We use such estimates to evaluate the empirical evidence on the calibration error in a number of economic applications, including the prediction of recessions and inflation, using both forecasts made and stored in real time and pseudo-forecasts made using the data vintage available at the forecast date. The outcomes are evaluated using both first-release outcome measures and subsequent revised data. We find substantial evidence of incorrect calibration in professional forecasts of recessions and inflation from the SPF, as well as in real-time inflation forecasts from a variety of output gap models.     

股票发行定价中的政府管制与盈利预测信息披露的消亡

本文分析了企业盈利预测行为与政府监管之间的关系。研究结果发现,基于对股票发行价格的控制,政府监管措施介入到股票发行企业的盈利预测中,诱致企业产生机会主义行为,并影响到盈利预测信息披露的质量。当股票发行价格不再与盈利预测挂钩时,由于政府监管措施中隐含的惩罚后果,导致本属于市场行为的盈利预测信息披露走向消亡。因此,政府不应该过多干预微观经济的管制,而应将目标定位于为企业、投资者营造一个良好的经营和投资环境。     

提高盈利预测审计质量,规范上市公司盈利预测行为

随着我国市场经济的逐步建立,证券市场的发展、盈余预测信息已成为影响股价的一个重要因素.本文对上市公司盈利预测信息的研究,目的在于规范上市公司合理进行盈余预测、提高上市公司盈利预测信息的可靠性,为投资者进行投资决策提供依据,以促进我国证券市场的健康发展.本文从盈利预测审计的角度出发,提出强化注册会计师的审计监督,以保证上市公司盈利预测的可靠性,从而保证投资者的合法权益.     

技术进步路径转变下的出口产品质量研究 ——基于产业结构优化与制造业服务化视角的分析

本文旨在探讨中国技术进步路径由技术引进转变至自主创新是否有助于提高制造业出口产品质量,促进产品质量升级。本文构建一个包含技术进步与出口产品质量的引力模型,利用企业层面的海关工企数据与产品层面的UN Comtrade数据,实证考察了不同技术进步路径对制造业出口产品质量的异质性影响及其内在作用机制。研究发现,自主创新与模仿创新对制造业出口产品质量有显著的促进作用,而单纯的技术引进对出口产品质量影响并不显著,在考虑了内生性问题后,这一结果依然稳健;自主创新是通过优化产业结构与提高制造业服务化水平途径来促进出口产品质量升级。进一步研究发现,自主创新对出口产品质量的影响受企业所有制、行业要素密集度、地区经济发展水平与出口目的国的影响。     

Why firms set different export prices? Evidence from Spain

Using firm-level export data for the 2010–2014 period, we investigate the variation of export prices across and within Spanish manufacturing firms. We find that more productive firms set higher export prices. However, this result is not robust to controlling for other firm-level characteristics and alternative productivity measures. We show that firms set higher export prices in more distant markets and in destinations with high GDP per capita, and lower export prices in large and low-competition markets. These latter results suggest that firms adjust the quality of their products to destination characteristics.     

Measuring comparative advantages in the Euro Area

A core principle in international economics is that the specialization of an economy on the basis of its comparative advantages leads to gains from trade. However, there is no empirical work directly linking comparative advantages and export specialization. This paper investigates whether the comparative advantages of countries have driven their export specialization. Panel unit root tests, panel cointegration tests, and panel causality tests are used to examine this relationship. We also use panel estimation methods that mitigate heterogeneity, cross-sectional dependence and endogeneity. The empirical analysis is based on annual Euro Area data for the period 1995–2016. Empirical results indicate that comparative advantages positively affect export specialization. Heterogeneous panel causality analysis results support that there is unidirectional panel causality running from comparative advantages to export specialization in most countries; and a reverse causal relation in Greece, Italy, and Portugal. Finally, we detect bidirectional causality in Ireland, Lithuania, Malta, and Slovakia.     

国内交通基础设施与出口国内增加值率——对构建“双循环”新发展格局的启示

出口增加值的国内份额能够良好地反映企业参与国内国际双循环的状况.基于2000—2013年中国微观企业数据,本文研究了交通基础设施对企业出口国内增加值率的影响与机制.研究发现,国内交通基础设施改善会对企业出口国内增加值率产生双向效应:一方面会提高企业成本加成率与国内中间品投入,进而提高企业出口国内增加值率,促进企业参与国内大循环;另一方面则会增加企业从事加工贸易的比重与进口中间品投入,进而降低企业出口国内增加值率,推动企业嵌入国际大循环.交通基础设施对企业出口国内增加值率的总体影响则取决于以上两个效应的相对大小.实证结果显示,负向效应大于正向效应,交通基础设施对企业出口国内增加值率的总体影响显著为负,且企业异质性特征显著.本文从微观层面上解释了我国"内外循环"联动发展的经济事实,为构建"双循环"新发展格局提供了有益的启示.     

基于社会福利损失模型的中国商品期货市场效率研究

基于社会福利理论,根据社会福利损失模型构建了社会损失衡量指标(SL).进而测算了有色金属、黑色金属和能源化工期货的SL统计值,估计了期货价格对现货价格的预测偏差所带来的社会损失.主要得出几个结论:距到期期限7个月到3个月时,期货合约距到期日越近,市场效率越高;从不可避免的社会损失来看,有色金属期货最低,其次是能源化工和黑色金属期货;从SL均值来看,能源化工期货市场效率最高,其次是黑色和有色金属;同一大类内部不同期货品种之间的市场效率及其稳健性差异较大.