人民币汇率非线性特征研究——基于R/S分析法的实证检验

以2005年7月21日~2008年3月12日银行间外汇市场六种货币兑人民币汇率数据为样本,采用R/S分析法对其日收益率序列进行了研究,结果表明:六种货币兑人民币汇率日收益率序列均不服从正态分布,普遍地表现为有偏的随机过程;六种货币兑人民币汇率均具有非线性特征,表现为较强的正状态持久性,其波动存在明显的非周期循环。     

数字信号处理中对噪声的处理

本文探讨了数字信号处理中,噪声的处理方法。阐述了小波分析法的几种因素的影响,针对工程应用,提出了一个简单实用的解决方法。     

考虑批量订货的易腐农产品配送中心选址方法

为提高物流管理绩效、降低物流运作成本,考虑到配送中心的批量订货和作业能力限制,建立了易腐农产品配送中心选址问题的0-1整数非线性规划模型,并利用Lingo 9.0软件进行了模型求解.利用该模型可以确定配送中心的位置和各配送中心与零售店之间的配送关系,并可得到配送中心的订货周期和订货批量.最后,通过算例验证了模型的有效性.     

Strategic nonlinear pricing

The objective of this paper is to examine the role of nonlinear strategies in a standard oligopoly framework. We demonstrate that nonlinear pricing may indeed emerge as an equilibrium strategy, but only when firms produce differentiated products, when one firm retains market power due to a cost advantage, or as part of an equilibrium in mixed strategies. In addition, we examine the role of nonlinear pricing in a spatial-competition framework. Our main conclusion is that in highly competitive markets, nonlinear pricing strategies are not likely to emerge as an equilibrium.     

A profit-maximization location-capacity model for designing a service system with risk of service interruptions

This paper considers the design of an immobile service system in which each facility’s service process is subject to the risk of interruptions. The location-capacity decisions and allocations are simultaneously made to maximize the difference between the service provider’s profit and the sum of customers’ transportation and waiting costs. An efficient Lagrangian-based solution algorithm is developed, which solves large-sized instances with up to 50 service facilities and 500 customers in a few seconds. Several sensitivity analyses and managerial insights are presented. The model is also applied to a case study on a logistics network design problem in the zinc mining industry.     

非线性定价的福利再分配效应研究——基于非对称双寡头市场的分析

较之"线性定价","非线性定价"在社会福利方面的优势被现有理论反复证明。在肯定"非线性定价"方式能够改进社会总福利的同时,指出并不是每一个市场主体的福利水平都能够通过"非线性定价"方式得到改进。通过建立模型、计算和比较分析,提出了在上述两种情况下,"非线性定价"可能会对特定的市场主体产生"福利剥夺",从而出现福利再分配效应。     

Is health care a necessity or a luxury? Evidence from urban China

This article uses a smooth transition regression (STR) model to research the income elasticity of the health care expenditure of China’s urban residents in the 1990–2013 period. The results demonstrate that if the real income of China’s urban residents that lags a period is taken as a transition variable, urban residents’ health expenditure follows an LSTR1 nonlinear two-regime model. Here, the income elasticity of health care expenditure of China’s urban residents is 1.4919 in 1990–2002 and 1.2216 in 2003–2013. Overall, the income elasticity of health care of China’s urban residents is greater than 1, indicating that health care is a luxury.     

Public Provision of Private Goods,Self‐Selection,and Income Tax Avoidance

Redistributive taxation should benefit those with low earnings capacity rather than those who choose a lower income to obtain tax savings. Several contributions have highlighted how public provision of work complements can discourage people from lowering labor supply to diminish taxable income. We show how tax avoidance, previously neglected, can alter the conclusions regarding public provision. Tax avoidance breaks the link between labor supply and reported income. An agent reducing his reported income to escape taxes might no longer forego a publicly provided labor complement, because he can now lower his income by avoiding more rather than working less.     

我国上市公司信息披露质量对其财务绩效影响的实证研究——基于非线性和非对称性的视角

本文以2006-2010年的深市A股上市公司为样本,以每股收益为上市公司财务绩效的替代变量,以深交所对上市公司信息披露考评结果作为信息披露质量的替代变量,研究了我国上市公司信息披露质量对其财务绩效的影响。结果表明：上市公司信息披露质量对其财务绩效的影响是非线性的,具体表现为正u型;上市公司信息披露质量的变动对其财务绩效的影响是非对称的。最后,本文根据回归分析结果提出了相应的政策建议。