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991.
Andreas Worms 《Empirica》2003,30(2):179-198
A crucial condition for the existence of a credit channel through bank loansis that monetary policy should be able to change bank loan supply. This papercontributes to the discussion on this issue by presenting empirical evidence fromdynamic panel estimations based on a dataset that comprises individual balancesheet information on all German banks. It shows that the average bank reduces itslending more sharply in reaction to a restrictive monetary policy measure the lowerits ratio of short-term interbank deposits to total assets. A dependence on its size canonly be found if explicitly controlled for this dominating effect. Overall, the evidenceis compatible with the existence of a credit channel but the results indicate that it is weakened by the network structures that exist in the German banking system. 相似文献
992.
The paper is concerned with testing normality in samples of curves and error curves estimated from functional regression models. We propose a general paradigm based on the application of multivariate normality tests to vectors of functional principal components scores. We examine finite sample performance of a number of such tests and select the best performing tests. We apply them to several extensively used functional data sets and determine which can be treated as normal, possibly after a suitable transformation. We also offer practical guidance on software implementations of all tests we study and develop large sample justification for tests based on sample skewness and kurtosis of functional principal component scores. 相似文献
993.
Delineating travel patterns and city structure has long been a core research topic in transport geography. Different from the physical structure, the city structure beneath the complex travel-flow system shows the inherent connection patterns within the city. On the basis of taxi-trip data from Shanghai, we built spatially embedded networks to model intra-city spatial interactions and to introduce network science methods into the analysis. The community detection method is applied to reveal sub-regional structures, and several network measures are used to examine the properties of sub-regions. Considering the differences between long- and short-distance trips, we reveal a two-level hierarchical polycentric city structure in Shanghai. Further explorations of sub-network structures demonstrate that urban sub-regions have broader internal spatial interactions, while suburban centers are more influential on local traffic. By incorporating the land use of centers from a travel-pattern perspective, we investigate sub-region formation and the interaction patterns of center–local places. This study provides insights into using emerging data sources to reveal travel patterns and city structures, which could potentially aid in developing and applying urban transportation policies. The sub-regional structures revealed in this study are more easily interpreted for transportation-related issues than for other structures, such as administrative divisions. 相似文献
994.
Wen‐Yu Chiang 《International Journal of Tourism Research》2012,14(2):116-123
This paper proposes a new model to discover customer value of air passengers by using data mining technologies. The results of this research can be applied in database marketing systems. The procedure applies See5/C5.0 (RuleQuest Research Pty Ltd, St Ives, New South Wales, Australia) decision tree; transaction records; Frequency, Price Discount, Destination and No‐Show (FPDN model; Recency, Frequency and Monetary model based) model variables; and socio‐economic variables to create decision rules for airline business. An empirical case of air passengers' market in Taiwan is implemented for the identification of this procedure and the Frequency, Price Discount, Destination and No‐Show model. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
995.
《International Journal of Forecasting》2022,38(4):1386-1399
This article introduces the winning method at the M5 Accuracy competition. The presented method takes a simple manner of averaging the results of multiple base forecasting models that have been constructed via partial pooling of multi-level data. All base forecasting models of adopting direct or recursive multi-step forecasting methods are trained by the machine learning technique, LightGBM, from three different levels of data pools. At the competition, the simple averaging of the multiple direct and recursive forecasting models, called DRFAM, obtained the complementary effects between direct and recursive multi-step forecasting of the multi-level product sales to improve the accuracy and the robustness. 相似文献
996.
《Economic Systems》2022,46(2):100981
We empirically assess whether the negative response of private consumption and private investment to fiscal consolidation usually expected is reversed. We focus on a sample of 174 countries between 1970 and 2018 to determine episodes of fiscal consolidations using three alternative measures of the cyclically adjusted primary balance: (1) an International Monetary Fund (IMF)-World Economic Outlook (WEO) based measure, (2) a Hodrick-Prescott–based measure, and (3) a measure based on Hamilton (2018). We find that, first, increases in government consumption have a Keynesian effect on real per capita private consumption; second, tax increases have a positive effect on private consumption when a fiscal consolidation occurs; and, third, fiscal contraction has a crowding-in effect on private investment. Moreover, expansionary fiscal consolidations occur in highly indebted advanced economies, in particular, after an increase in taxes. We conclude that the negative effects of taxation on private consumption are larger when developing economies are experiencing a financial crisis and are not consolidating. 相似文献
997.
Lisa M. McCrink Adele H. Marshall Karen J. Cairns 《Revue internationale de statistique》2013,81(2):249-269
The use of joint modelling approaches is becoming increasingly popular when an association exists between survival and longitudinal processes. Widely recognized for their gain in efficiency, joint models also offer a reduction in bias compared with naïve methods. With the increasing popularity comes a constantly expanding literature on joint modelling approaches. The aim of this paper is to give an overview of recent literature relating to joint models, in particular those that focus on the time‐to‐event survival process. A discussion is provided on the range of survival submodels that have been implemented in a joint modelling framework. A particular focus is given to the recent advancements in software used to build these models. Illustrated through the use of two different real‐life data examples that focus on the survival of end‐stage renal disease patients, the use of the JM and joineR packages within R are demonstrated. The possible future direction for this field of research is also discussed. 相似文献
998.
随着大数据资源的急剧增加和数据挖掘技术的日益成熟,为用户提供的服务正在从商务领域向公共领域渗透,面对"大数据"的汹涌来袭,信息化统计工作只有适应大数据时代的变化和要求,通过有效利用客观存在的海量数据,尤其需要率先在公共管理领域建立信息管理共享平台,通过标准化、智能化处理,才能发掘这一数据宝库。本文结合我国中央和福建的福州厦门等地信息化统计工作现状,通过剖析信息化统计面临的主要问题,探索大数据时代完善信息化统计工作的途径。 相似文献
999.
状态检修是按照设备的实际运行状态来安排检修时间和检修项目。本文根据目前网络结构比较合理,技术监测手段的比较先进,数据管理系统比较完善的情况,明确提出状态检修是一种科学的、先进的检修方法。 相似文献
1000.
分析大数据背景下我国电子商务与快递业的现状,研究影响电子商务与快递业联动发展的限制性因素,包括信息共享能力、发展速度差异、快递市场现状、电商快递跨界发展四个方面,最后提出电子商务与快递业联动发展的相关建议和策略,推动快递和电子商务两个行业联动发展。 相似文献