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1.
This paper considers a Lagrange multiplier (LM) based panel unit root test that allows for heterogeneous structural breaks in both the intercepts and slopes of a series. We note that many popular time series variables are likely to exhibit changing means and/or trends over time. Given that the usual tests will depend on the nuisance parameters indicating the locations of the trend breaks, we adopt a transformation procedure that makes our new panel unit root tests invariant to the nuisance parameters. To illustrate the importance of the power gain provided by our test, we examine the convergence hypothesis using relative ratios of per capita health care expenditures in 20 OECD countries. Our results provide evidence that the convergence hypothesis is supported.  相似文献   
2.
刘胜 《物流科技》2003,26(3):36-38
计划体制下形成的是与高度集权的经济体制相适应的分配式商品流通组织体系。转轨时期商品流通呈现“三多一少”的格局,流通的低层次性和非系统化。未来的商品流通呈现出弱化二元经济特征、批发业革新、信息化等趋势。  相似文献   
3.
In the context of environmental sustainability evaluation, grouped under climate change, health and ecosystem themes, an impact that could be investigated is the Global Warming Potential (GWP), whose sources are a multitude. In urban areas the evaluation of real vehicles emissions is an essential activity in order to suggest possible solution to local administrators. They still express the need to improve and maintain the characteristics of the breathing air at the best possible quality level. Moreover, these solutions, such as planning measures or traffic control management in respect of pollution, would be apply at different geographical levels, i.e. national, regional or urban scale. Another factor to be investigated is the effect of technologies and emission control systems to comply more stringent limits (Euro 4/5/6) and improve air quality to a lower environmental impact. GWP, indicator of climate change, is measured in terms of CO2 equivalency emission values variable. To perform this activity an experimental campaign was carried out with several vehicles from different manufacturers and with a wide variety in terms of mass, power, engine displacement and type approval technology. The experimental plan includes some repetitions of the urban section in Naples city centre.The purpose of this paper is twofold: first, to provide a strategy on the choice of a logistic model with ordinal data and with trend, and, second, to evaluate the usefulness of such models for environmental sustainability (CO2 and other vehicular pollutant emissions), with particular emphasis on model formulation, the interpretation of model coefficients, and the implications of such models.  相似文献   
4.
带有结构突变的单位根检验——文献综述   总被引:9,自引:0,他引:9  
单位根检验是时间序列分析的基础,而是否考虑结构突变对单位根检验的结论有着重要影响,因此,考虑结构突变的单位根检验已成为计量经济学界的一个前沿热点问题。本文回顾了这一问题的发展历史,总结了该领域已取得的一些重要研究成果,最后对该问题最新的发展动向加以概括。  相似文献   
5.
The relative importance of permanent versus cyclical shocks to GDP has been found to depend on the presence or absence of a single break in mean growth. We estimate unobserved components models conditional on a trend break having occurred in any specified quarter and use the Bayesian model averaging to combine the conditional estimates. We estimate a break occurred around 2006:1. Allowing for a break significantly reduces estimates of trend variance. However, enough spread remains in the posterior distribution to indicate that available data does not definitively settle the question of the relative importance of trend versus cycle.  相似文献   
6.
The literature has long agreed that the divine coincidence holds in standard New Keynesian models: the monetary authority is able to simultaneously stabilize inflation and output gap in response to preference and technology shocks. I show that the divine coincidence holds only when inflation is stabilized at exactly zero. Even small deviations from zero generate policy trade-offs. I demonstrate this result using the model׳s non-linear equilibrium conditions to avoid biases from log-linearization. When the model is log-linearized, a non-zero steady state level of inflation gives rise to what I call the endogenous trend inflation cost-push shock in the New -Keynesian Phillips curve.  相似文献   
7.
在多角度界定影子银行的基础上,总结中国影子银行的主要特征,即处于初期发展阶段、杠杆率相对较低、主体独立性低、金融创新活跃地带。从欧美国家影子银行发展实践来看,中国影子银行是金融体制过渡性的产物,代表了未来金融创新的方向,其发展趋势主要包括:业务发展:由银行表外业务向资产证券化业务转变;运作模式:由"一对一"对接向"多对多"对接转变;融资结构:由非标债权融资向标准化债权融资转变;体系构成:由商业银行为主向非银行金融机构为主转变;监管动向:由机构监管向机构监管与功能监管相结合转变。  相似文献   
8.
《Economic Systems》2020,44(1):100730
We examine Vietnam’s economy in comparison with its closest trade partners. We show that capital accumulation has been the primary growth engine since the start of its transition to the pro-market economy in 1986 – the Doi Moi. We also show that the cyclical behavior of its macro aggregates is similar to that of its ASEAN-5 peers and other developing countries. We extend the standard small open economy RBC model by considering habit persistence and government consumption, which allows a close match of the moments of the growth variables. At the business cycle frequency, transitory productivity shocks account for approximately one-half of Vietnam’s output variance, while country risk and non-transitory productivity shocks account to close to one-fifth each. Regarding the Solow residual’s volatility, we find that the trend component merely accounts for 12 % of this variance in Vietnam, while in Thailand it is only 6 %. These findings refute the “the cycle is the trend” hypothesis in Aguiar and Gopinath (2007) and align with the hypotheses in García-Cicco et al. (2010) and Rhee (2017), where the stationary component is overwhelmingly dominant. We claim that technological progress and productivity-enhancing measures are fundamental for Vietnam’s economy to sustain high growth.  相似文献   
9.
高等教育品牌的现状及发展趋势   总被引:4,自引:0,他引:4  
本文分析了高等教育产业的新形势及高等教育品牌的现状,指出教育品牌扩张进入资产重组时代,预测了未来教育品牌的发展趋势。  相似文献   
10.
我国近些年生态城建设呈现出数量多、规模大、发展速度快的特征,目前全国已出现一百多个大小不等的新建生态城项目。但这些生态城是否都是真正意义上的生态城受到学者和公众的质疑,因此迫切需要全面了解当前我国生态城建设的基本情况和特点,总结其发展态势。本研究针对我国生态城市建设实践,分析其类型、分布特征、产业特征和存在的问题,以期为制定生态城市发展政策提供依据。  相似文献   
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