“城市化”发展模式对农村剩余劳动力转移的影响

"三农"问题的突破口在于农村剩余劳动力的转移,而"城市化"则是劳动力转移的最佳途径。我国建国以来一直采用城乡分隔的管理体制,城市化远远滞后于工业化。在城市化发展模式选择上,有以大中城市发展为重心和以发展小城镇为重心两种主要观点。不同的城市化发展模式对农村剩余劳动力转移的影响不同。根据我国的国情,我国的城市化模式应该是既能发挥城市的集聚功能,又能很好地实现农村剩余劳动力的转移。由此,提出了"五元经济结构"的假设,我国应该以发展大中城市为主,小城镇建设为辅。在大城市转移剩余劳动力有限的情况下,小城镇可以发展以为农服务的产业来实现农村剩余劳动力的非农化转移。     

On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model

Recent multivariate extensions of the popular heterogeneous autoregressive model (HAR) for realized volatility leave substantial information unmodelled in residuals. We propose to employ a system of seemingly unrelated regressions to model and forecast a realized covariance matrix to capture this information. We find that the newly proposed generalized heterogeneous autoregressive (GHAR) model outperforms competing approaches in terms of economic gains, providing better mean–variance trade‐off, while, in terms of statistical precision, GHAR is not substantially dominated by any other model. Our results provide a comprehensive comparison of the performance when realized covariance, subsampled realized covariance and multivariate realized kernel estimators are used. We study the contribution of the estimators across different sampling frequencies, and show that the multivariate realized kernel and subsampled realized covariance estimators deliver further gains compared to realized covariance estimated on a 5‐minute frequency. In order to show economic and statistical gains, a portfolio of various sizes is used. Copyright © 2016 John Wiley & Sons, Ltd.     

一种含有中性指标的数据包络分析方法

在应用数据包络分析方法进行评价时,要求所有指标必须具有偏好性,即所有指标必须越大越好或者越小越好.然而,当评价指标体系中含有中性(即没有偏好性)指标时,传统的数据包络分析方法则不能解决该类问题.因此,本文以经济效率与产业结构调整为背景,从系统性的角度出发提出了一种用于评价含有中性指标的数据包络分析模型.该模型不仅能给出一个经济系统的效率大小,而且还能给出该系统应如何通过产业结构调整来提高经济系统的效率.最后,应用本文提出的方法分析了天津市经济结构调整的有效性问题.     

动态外部性与城市群经济增长收敛的实证研究

区域经济收敛性一直是研究热点,动态外部性成为关注焦点.通过分析动态外部性与城市群经济空间收敛机理,构建动态经济权重模型,判断区域经济空间关联性.然后分析面板数据平稳性,结合动态空间面板模型,计算技术空间溢出水平,准确判定区域经济收敛性.最后,以环长株潭城市群例证该模型和方法的可行性,并得出:①空间外部性是影响经济收敛的主要因素,技术空间溢出是关键,SDM较好地描述了此收敛性;②使用SDM分析时必须确保面部数据的平稳性,剔除短期周期性误差对区域经济收敛性的不当影响;③空间权重受地理邻近、产业结构和市场潜能的交互影响,是动态的,且对经济收敛结果影响很大;④环长株潭城市群存在明显经济收敛机制,技术空间溢出效应较显著,仍需要进一步消除限制知识和贸易自由流动的行政壁垒和交通瓶颈促进城市群技术进步和经济协同发展.     

Real‐Time Forecasts of Inflation: The Role of Financial Variables

We present a mixed‐frequency model for daily forecasts of euro area inflation. The model combines a monthly index of core inflation with daily data from financial markets; estimates are carried out with the MIDAS regression approach. The forecasting ability of the model in real time is compared with that of standard VARs and of daily quotes of economic derivatives on euro area inflation. We find that the inclusion of daily variables helps to reduce forecast errors with respect to models that consider only monthly variables. The mixed‐frequency model also displays superior predictive performance with respect to forecasts solely based on economic derivatives. Copyright © 2012 John Wiley & Sons, Ltd.     

Price–Dividend Ratios and Stock Price Predictability

A long‐standing puzzle to financial economists is the difficulty of outperforming the benchmark random walk model in out‐of‐sample contests. Using data from the USA over the period of 1872–2007, this paper re‐examines the out‐of‐sample predictability of real stock prices based on price–dividend (PD) ratios. The current research focuses on the significance of the time‐varying mean and nonlinear dynamics of PD ratios in the empirical analysis. Empirical results support the proposed nonlinear model of the PD ratio and the stationarity of the trend‐adjusted PD ratio. Furthermore, this paper rejects the non‐predictability hypothesis of stock prices statistically based on in‐ and out‐of‐sample tests and economically based on the criteria of expected real return per unit of risk. Copyright © 2011 John Wiley & Sons, Ltd.     

A356.2铝合金生产过程中的设备管理效益

介绍了在当前铝加工行业较为困难的情况下,A356.2铝合金生产线的设备选型,提出了几种创造效益的新思路,论证了设备管理不再是狭义上的设备技术管理,而是更广义的生产力管理.设备管理需根据市场经济要求,不仅为生产服务,更要为提高企业的经济效益服务,为提高产品质量、降低能耗、控制污染、减少成本和占领市场服务.     

不允许缺货瞬时补足的EOQ模型的灵敏度分析

分析了不允许缺货瞬时补足的EOQ模型中各参数对订货批量的影响程度以及订货批量对最优费用的影响程度．说明了EOQ公式的各参数对订货批量以及订货批量对最优费用的不敏感性,而这种不敏感性正体现了EOQ模型的实用价值。     

跨越数字鸿沟之思考

由经济全球化和信息化所导致的“数字鸿沟”,将会进一步拉大我国与发达国家、国内区域及社会群体之间的差距,这不利于我国经济发展、社会进步和综合国力的提高。而跨越“数字鸿沟”需要政府、学校、企业和社会各阶层参与,同时也需要加强国际间的交流与合作。     

浅谈环境与国际贸易关系问题

论述了国际贸易与环境的相互影响以及全球环境意识的不断增强对我国贸易产生的影响,提出了处理环境保护与国际贸易发展关系的若干政策建议,指出国际贸易与环境保护并不是矛盾的,而在于贸易政策与环境政策的协调一致,将环境保护与贸易主体的利益最大化行为相关联,就可以实现环境保护与经济的共生。