中国各地区出口的信息传导分析

首次运用非循环指向图(DAG)方法排列出中国8个主要出口地区的出口同期因果关系,在此基础上进行结构VAR建模以及预测误差方差分解,进一步考察了各地区出口的信息传导过程.实证结果表明:相邻地区之间的同期影响是各地区之间出口的主要的同期影响;北京、天津、上海、福建和山东的外生性很强;江苏、浙江和广东的外生性相对较弱;北京、天津、上海、江苏和山东是其它地区出口波动的主要发源地.     

辽宁省2005-2020年GDP预测模型的建立与应用

在对辽宁省经济发展进行历史回顾和展望的基础上,构建综合集成预测模型和经济增长模型,并得到辽宁省2005-2020年GDP的预测结果。拟合检验表明,模型的预测精度高。     

The Value of a Probability Forecast from Portfolio Theory

A probability forecast scored ex post using a probability scoring rule (e.g. Brier) is analogous to a risky financial security. With only superficial adaptation, the same economic logic by which securities are valued ex ante – in particular, portfolio theory and the capital asset pricing model (CAPM) – applies to the valuation of probability forecasts. Each available forecast of a given event is valued relative to each other and to the “market” (all available forecasts). A forecast is seen to be more valuable the higher its expected score and the lower the covariance of its score with the market aggregate score. Forecasts that score highly in trials when others do poorly are appreciated more than those with equal success in “easy” trials where most forecasts score well. The CAPM defines economically rational (equilibrium) forecast prices at which forecasters can trade shares in each other’s ex post score – or associated monetary payoff – thereby balancing forecast risk against return and ultimately forming optimally hedged portfolios. Hedging this way offers risk averse forecasters an “honest” alternative to the ruse of reporting conservative probability assessments.     

折扣系数法在建立预测模型中的应用

本文针对不同观测点对预测值的不同影响,采用折扣系数法探讨了用折扣最小二乘法和折扣最小一乘法建立预测模型的方法以及用折扣系数法建立组合预测模型的方法。本文的方法不仅适合于一般趋势预测模型的建立,也可推广到一般回归预测模型的建立。这对于提高预测模型的预测精度有着重要的意义。     

Aligning supply chain collaboration using Analytic Hierarchy Process

The significance of collaboration among supply chain members has been sufficiently stressed in the recent literature as a powerful tool for increasing accuracy of demand forecasts and for consequent cost reductions. Since it has been recognized that naïve forecasting is no longer cost efficient, Supply Chain (SC) members have found it very important to exchange relevant information that will help improve accuracy of demand forecasting. This information differs widely in terms of their characteristics. For example, some information (e.g. historic sales data) that is cheap to exchange may not contribute to a great increase in forecast accuracy. Similarly, some information may not be very reliable (e.g. demand forecast by individual SC members). In general, there is a trade-off in the kind of information required and the kind of information exchanged. This study analyses these trade-offs using an Analytic Hierarchy Process (AHP) model. The model is then implemented based on case studies conducted in two manufacturing firms. The AHP model ranks available information in terms of their contributions to improve forecast accuracy, and can provide vital clues to SC partners for preparing exchangeable data. From the case studies using AHP model, it was proved that using the preferred SC data, the firms could enhance forecasts accuracy. This in turn can help the firms to make decisions on SC collaborative arrangements for information exchange.     

Choosing Between the Sample-Selection Model and the Multi-Part Model

Hay and Olsen (1984) incorrectly argue that a multi-part model, the two-part model used in Duan et al. (1982,1983), is nested within the sample-selection model. Their proof relies on an unmentioned restrictive assumption that cannot be satisfied. We provide a counterexample to show that the propensity to use medical care and the level of expense can be positively associated in the two-part model, contrary to their assertion. The conditional specification in the multi-part model is preferable to the unconditional specification in the selection model for modeling actual (v. potential) outcomes. The selection model also has poor statistical and numerical properties and relies on untestable assumptions. Empirically the multi-part estimators perform as well as or better than the sample selection estimator for the data set analyzed in Duan et al. (1982, 1983).     

Childhood mortality and quality of care among abandoned children in nineteenth-century Italy

A great deal of scholarly attention has been devoted in recent years to the large-scale abandonment of newborn babies in the European past, with special emphasis given to the staggering rates of infant mortality among the foundlings. For the most part, scholars have agreed with the foundling home officials of the past in assigning much of the blame for this excess mortality to the women who took in the foundlings as wetnurses and subsequently as foster mothers. This article takes issue with this view, based on an examination of the children abandoned at the foundling home of Bologna, Italy in the nineteenth century. Four cohorts of foundlings are examined - those abandoned in 1809–30, 1829–30, 1849–50, and 1869–70 (N=3615) - as we trace the changing pattern of infant and early childhood mortality. Longitudinal methods are used in examining the life course of these foundlings and the determinants of their mortality.     

面向“十三五”的中国服务业:总结与展望

服务业在稳增长、促就业、优结构中正在发挥着越来越重要的作用."十二五"时期我国服务业快速发展,服务业预期目标有望超额完成,但也面临着附加值率低、结构不合理和体制机制亟待完善等问题.根据国内外服务业发展经验,利用服务业使用法预测的结果表明:到2020年,我国服务业增加值比重和就业比重将分别达到55.00％和45.39％;"十三五"时期末,服务业增加值比重和就业比重将分别增加5.67和5.05个百分点,年均分别增加1.13和1.01个百分点.服务业的主导地位将进一步巩固,有望迎来"服务经济时代".未来应以"激励创新,跨界融合,空间集聚,双向开放"的战略思路引领我国服务业的发展.     

东乡族研究现状及其前景展望

自清代以来,国内学者对东乡族进行了深层次研究,形成了一批具有一定深度的文献资料和研究资料,国外学者对东乡族的研究同样热度不减,一些研究成果频频出现。针对东乡族研究现状,我们总结提炼了当前研究的几个特点,并就今后如何进一步深化对东乡族研究提出对策建议。     

2012-2013年中国宏观经济预测与分析

"中国季度宏观经济模型(CQMM)"课题组基于最新发布的中国宏观经济季度数据调整并估计CQMM,预测2012年和2013年中国宏观经济运行趋势。预测结果表明,中国GDP增速2012年可能下滑至8.59%,2013年可能回升至9.03%。预计2012年全年CPI将上涨3.33%,同比下降2.18个百分点,2013年CPI有可能回升至4.45%,课题组模拟了将50%的社会保险缴费还给居民对中国经济可能产生的影响。结果显示,GDP增长率将稳中略升,居民消费占GDP的比例显著提高,与此同时投资增速放缓,固定资本形成总额占GDP比重下降,在短期会提高物价水平,但长期影响趋弱。因此,以社会保险缴费返还的方式加大转移支付力度,可以直接增加居民收入,在稳定增长的同时,调节、优化社会总需求结构。当前,我国可通过国有垄断企业利润的再分配来实现社会保险缴费返还,并同时保证社会保险资金的正常运转。