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.     

浙江省县市综合经济实力分析

利用浙江省2005年有关统计数据,分别采用加权平均法、主成分分析法、因子分析法和聚类分析法对浙江省58个县级市、县的综合经济实力进行了综合评价和排位.其方法科学、合理.对于帮助各地区看到自己所处的位置,明确自己的经济实力提供了一个度量准则.     

基于信噪比的投资组合策略研究

采用收益率的协方差矩阵的特征根刻划投资的风险;用主成分综合反映证券市场的信息;用主成分的信噪比反映投资组合的期望收益率与风险之间的均衡关系,并以此作为投资组合收益极大化的指标;得到了不同与H.Markowitz的投资组合模型,并给出了具体的投资组合策略-卖空与非卖空条件下的投资组合的比例,文章最后给出了一个实例.     

提高风险投资过程中两级委托—代理效率的思考

本文从对风险投资者与风险投资商、风险投资商与风险企业之间的两层委托代理的简要分析入手 ,首先在诠释委托—代理效率内涵的基础上构建了分析委托—代理效率的一个理论框架 ,并应用此框架对如何提高上述两层委托—代理关系的效率问题进行了探讨     

数据域与微机应用系统

本文着重描述在数据转换过程中如何把数据信息按区域进行细分，以弄清数据信息的性质，进而确定一个最优数据通路，建立高效应用系统。     

历史现实幻象虚构生态理想——从《暴风雨》管窥莎士比亚的生态诗学思想

近年来新崛起的生态批评,从自然的视角为莎士比亚戏剧的研究提供了一个全新的途径.鉴于《暴风雨》在莎剧中的地位,从它来探讨莎士比亚在该剧中描绘的当时英国社会历史现实、虚构的幻象图景及作者内心展示的生态诗学思想具有很强的代表性.莎士比亚在该剧中完美地展现了文艺复兴时期人文主义者对自然人相互矛盾的态度:自然人需要人类文明的教化;人类文明卑劣地腐蚀了自然人.     

A NEW DESCRIPA NEW DESCRIPTOR OF AMINO ACIDS BASED ON THE THREEDIMENSIONAL VECTOR OF ATOMIC INTERACTION FIELD

QUANTITATIVE STRUCTURE ACTIVITY RELATIONSHIP (QSAR) IS A VERY IMPORTANT TOPIC FOR MANY SCIENTIFIC FIELDS AND CAN BE TERMED AS QUANTITATIVE SEQUENCE ACTIVITY MODELS(QSAM)[1] WHEN REFERRED TO THE RESEARCH ON RELATION- SHIPS BETWEEN STRUCTURES AND ACTIVITIES OF BIOLOGICAL MOLECULES, SUCH AS PROTEINS, AND NUCLEIC ACIDS. HOW- EVER, IT IS VERY DIFFICULT TO ESTABLISH A QSAM MODEL,…     

三维光盘存储系统中双光头同步控制的频域分析与辨识

详细介绍了双光头同步控制原理.对采集的伺服模块聚焦误差跟踪信号及共焦模块读写光头的聚焦线圈驱动信号进行了频域分析,并以此两路信号作为系统输入输出,分别对三种参数模型进行参数优化.根据3种模型的频率响应及阶跃响应,选择双光头同步控制过程的参数模型为[450]阶的ARX模型.实测曲线与模型仿真结果符合度(fit)为78.0259%.     

E-n-伪矩形性拟正则半群

本文是在[1]的基础上,将半群s的幂等元集E(S)由埋想推广为n-伪理想,然后来给出S的结构。本文未用到格林关系,因而证明有别于[1],而且[1]是我们的特例。     

关于素性半群

引进素性半群（ｐｒｉｍａｌｓｅｍｉｇｒｏｕｐ）的概念，所谓素性半群，是指其中的素理想集构成一个全序集的半群，给出一个半群Ｓ为素性半群的充要条件是其中任意两个Ｓ的素理想Ａ及Ｂ的交为Ａ∪Ｂ的素理想，并且讨论了一些素理想的有关性质。