Constructing and evaluating core inflation measures from component‐level inflation data

This paper undertakes a comprehensive examination of 10 measures of core inflation and evaluates which measure produces the best forecast of headline inflation out‐of‐sample. We use the Personal Consumption Expenditure Price Index as our measure of inflation. We use two sets of components (17 and 50) of the Personal Consumption Expenditure Price Index to construct these core inflation measures and evaluate these measures at the three time horizons (6, 12 and 24 months) most relevant for monetary policy decisions. The best measure of core inflation for both sets of components and over all time horizons uses weights based on the first principal component of the disaggregated (component‐level) prices. Interestingly, the results vary by the number of components used; when more components are used the weights based on the persistence of each component is statistically equivalent to the weights generated by the first principal component. However, those forecasts using the persistence of 50 components are statistically worse than those generated using the first principal component of 17 components. The statistical superiority of the principal component method is due to the fact that it extracts (in the first principal component) the common source of variation in the component level prices that accurately describes trend inflation over the next 6–24 months.     

Forecasting in long horizons using smoothed direct forecast

This paper constructs a forecast method that obtains long‐horizon forecasts with improved performance through modification of the direct forecast approach. Direct forecasts are more robust to model misspecification compared to iterated forecasts, which makes them preferable in long horizons. However, direct forecast estimates tend to have jagged shapes across horizons. Our forecast method aims to “smooth out” erratic estimates across horizons while maintaining the robust aspect of direct forecasts through ridge regression, which is a restricted regression on the first differences of regression coefficients. The forecasts are compared to the conventional iterated and direct forecasts in two empirical applications: real oil prices and US macroeconomic series. In both applications, our method shows improvement over direct forecasts.     

基于ESI和InCites的学科发展预测研究--以中国地质大学为例

基于汤姆路透公司的ESI和InCites数据库，分析了中国地质大学各学科的特征，探讨了高被引论文、热门论文、顶尖论文与学科发展的关系，并预测后续最有可能入围ESI世界前1％的学科。     

论知识经济条件下图书馆效益的提高

阐明了知识经济条件下图书馆效益可大致用知识的使用状况即文献借阅率、网页点击率、咨询解答率和知识创新率来表示。从知识运动的角度，分析了影响图书馆效益的主要因素。并探讨了提高图书馆效益的有效途径。     

用正交试验法确定最佳调剖施工参数

针对文明寨油田地质特征和开采现状，按照油藏数值模拟原理，以调剖井对应油井的增油降水创经济效益大小为考核指标，运用正交试验的均衡分散性和整齐可比性及Ｌ９（３４），正交表进行调剖最佳施工参数试验．经现场试验、分析、讨论发现：影响调剖效果的主要因素是措施半径，其次为施工排量和注入方式，且最佳施工参数是措施半径在３．５ｍ左右，施工排量在１９ｍ３／ｈ左右，按连续注入方式调剖。经文明察油田、卫城油田、马寨油田５０井次现场试验证明，较好地改善了注水井吸水剖面，对应油井取得了明显的增油降水效果，收到了较好的经济和社会效益．     

面向MIS的预测支持系统的研究

通过对预测支持系统研究现状的分析,讨论了预测支持系统如何更好的适用于MIS,为其提供预测支持.并提出了更加适应MIS当今和未来发展的预测支持系统构建模式.     

基于GM（1，1）模型的某高校招生人数预测

分析了近年来我国高校招生人数的变化趋势，并利用GM（1，1）模型对某高校2008年的招生人数进行了预测．从而为高校招生人数决策提供了依据。     

高等学校污水再生利用的途径与效益研究

目的探讨高等学校污水再生利用的可行性。方法以陕西某高校为例,采用类比分析法和效益分析方法。结果某高校除去部分较难处理污水,如冲厕所产生污水、厨房污水等,可用污水为2 528 m3/d,占总污水量的67%,经处理后得到可用水约2 000 m3/d,完全满足该校区1 658 m3/d杂用水量的预算。该校区如果实施污水再生利用,每年可以节省绿化、洗车等杂水费用约52.2万元,20年收益为1 044万元。其污水再生处理工艺适合采用生物接触氧化法。结论在高等学校实施污水再生利用是必要的,而且技术是可行的。     

Forecast accuracy after pretesting with an application to the stock market

In econometrics, as a rule, the same data set is used to select the model and, conditional on the selected model, to forecast. However, one typically reports the properties of the (conditional) forecast, ignoring the fact that its properties are affected by the model selection (pretesting). This is wrong, and in this paper we show that the error can be substantial. We obtain explicit expressions for this error. To illustrate the theory we consider a regression approach to stock market forecasting, and show that the standard predictions ignoring pretesting are much less robust than naive econometrics might suggest. We also propose a forecast procedure based on the ‘neutral Laplace estimator’, which leads to an improvement over standard model selection procedures. Copyright © 2004 John Wiley & Sons, Ltd.     

会计政策选择风险防范探讨

文章在分析会计政策选择风险存在的必然性的同时，提出了防范风险的对策。