由临街地价推算区片价的方法探讨

如何利用临街样点地价推算区片平均地价及基准地价始终是城镇基准地价评估的一个难点。文章利用赤峰市的实际调查数据,分别采用临街贡献率和面积加权两种方法推算区片平均地价,并采用回归分析方法探讨区片价与临街地价之间的关系,结果证明两种方法所推算的区片平均价是基本一致的,而且区片价与临街地价之间呈“反S”曲线关系。     

经验收入曲线:生产力还是制度作用?——高校教师收入的经验分析

经验收入曲线向上倾斜的原因是人力资本理论中教育、培训带来的较高生产力还是其他制度因素?由于个人产出品衡量上的困难,文章选择学术劳动力市场作为研究对象,利用M incer(1979)的经验收入方程对中国某一高校教师收入进行经验分析,结果验证了人力资本理论的同时并不排除制度因素的作用,在其他条件不变的情况下,经验对收入大于产出对收入的影响;教师职称对收入有较大的影响。     

基尼系数与企业内部薪酬分配合理性研究

本文试图把基尼系数从宏观引向微观，探讨用基尼系数来反映企业内部收入分配的合理性问题。论文先从理论上分析了企业内部影响基尼系数的因素，企业分配政策对基尼系数的影响：然后根据实际数据对三个组织的内部收入分配的基尼系数进行计算，证明了在企业应用基尼系数的可行性：最后得出结论：目前社会上存在的不公平，并不是工资差别引起的，而是由灰色收入、城乡差别、行业差别等其他因素引起的。     

石化行业中的经验曲线效应

经验曲线是美国著名波士顿咨询公司开拓的管理预测概念和工具之一，回顾经验曲线的起源及发展，总结了有关石化行业中的经验曲线效应现象，即：典型的大宗化工产品的固定成本的长期趋势存在明显的双倍斜率约为25％的经验曲线效应；同时单位固定资产投资也存在着双倍斜率为25％～63％的经验曲线效应。指出经验曲线是预测大宗化学品固定成本和投资长期趋势的一个有效实用的工具，并就国内应用经验曲线时应注意的问题及想法进行了探讨。     

Bank net interest margins,the yield curve,and the 2007–2009 financial crisis

Using quarterly call report data from 2000 to 2016, we reexamine the relationship between net interest margins (NIM) and the yield curve for more than 5,500 U.S. commercial banks. In the full sample, yield curve and RGDP growth have positive effects on NIM, while inflation and deposit‐to‐loan ratios (D/L) have negative effects. Splitting the sample around the 2007–2009 crisis, we show the impact of yield curve and RGDP growth on NIM increasing during the “recovery” (2009Q3 to 2016Q4), and inflation and D/L changing signs. Positive effects of yield curve on profits vary with bank size and change over time.     

基于堆垛机S型曲线运动模型的matlab仿真分析

利用matlab仿真软件对堆垛机的三种S型曲线模型进行分析。在仿真的过程中，引进了跃度的概念，利用做功的基本公式推导出电机的输出瞬时功率。最后通过比较三种控制方法，认为变跃度的方式不仅可以解决曲线平滑的问题，还可以降低选型电机的功率大小。     

The Indonesian macroeconomy and the yield curve: A dynamic latent factor approach

We develop a fine representation of the term structure of interest rates in Indonesia and create a link between the yield curve and macroeconomic fundamentals. We construct a state-space representation of the yield curve as a function of three time-varying parameters: level, slope, and curvature factors. The model is then expanded to include three macroeconomic variables: real activity, inflation, and interest rates. We find that the dynamic latent factor model provides a very good fit to characterise the Indonesian yield curve in terms of the statistical properties for each maturity, and in terms of the properties of three latent yield-curve factors. With regards to the relationship to the macroeconomy, we find that there is a large amount of idiosyncratic variation in the yield curve movements. Therefore, macroeconomic variables can only explain small dynamics in the yield curve.     

基于价值创新的江苏省民办高职院校发展战略研究

本文试图探索江苏省内民办高职院校如何借鉴运用价值创新战略以面对生源困境,不断改进提升其顾客价值。     

Could the Faustmann model have an interior minimum solution?

The growth of an even-aged stand usually follows a S-shaped pattern, implying that the growth function is convex when stand age is low and concave when stand age is high. Given such a growth function, the Faustmann model could in theory have multiple optima and hence an interior local minimum solution. To ensure that the rotation age at which the first derivative of the land expectation value equals zero is a maximum, it is often assumed that the growth function is concave in stand age. Yet there is no convincing argument for excluding the possibility of conducting the final harvest before the growth function changes to concave. We argue that under normal circumstances the Faustmann model does not have any interior minimum. It is neither necessary nor proper to assume that the growth function is concave in the vicinity of the optimal rotation age. When the interest rate is high, the optimal rotation may lie in the interval on which the growth function is convex, i.e. before volume or value growth culminates.     

The expected real yield and inflation components of the nominal yield curve

The term structure of real yields and expected inflation are two unobserved components of the nominal yield curve. The primary objectives of this study are to decompose nominal yields into their expected real yield and inflation components and to examine their behaviour using state-space and regime-switching frameworks. The dynamic yield-curve models capture three well-known latent factors – level, slope, and curvature – that accurately aggregate the information for the nominal yields and the expected real and inflation components for all maturities. The nominal yield curve is found to increase slightly with a slope of about 120 basis points, while the real yield curve slopes upward by about 20 basis points, and the expected inflation curve is virtually flat at slightly above 2 per cent. The regime-switching estimations reveal that the nominal yield, real yield and expected inflation curves have shifted down significantly since 1999.