新常态下货币供给对工业经济的非对称冲击——兼论冲击路径的情景设计与分析

货币政策冲击对工业产出和价格的非对称影响，是新常态下把握好货币供给政策的方向、力度和节奏的重要参考依据，有助于提升货币供给政策的针对性、灵活性和前瞻性。局部投影方法在不同区制下，计算工业产出和价格对货币供给冲击的脉冲响应结果表明：货币供给冲击对工业产出的影响具有不确定性，且总体上表现为中性特征；而货币供给冲击对工业价格的影响不仅在不同区制下，而且在新常态前后均表现出显著的差异性和非对称性，总体来说是短期有效，长期中性的。情景设计的分析结果显示新常态下采用增加货币供给的政策来刺激工业经济是不可取的，其作用效果可能出现工业产出停滞不前，工业价格急剧飙升的工业滞胀。因此，需要从工业产业升级，工业技术创新等工业供给侧寻求工业经济新的增长点和动力机制。     

Probabilistic population projections for countries with generalized HIV/AIDS epidemics

In 2015, the United Nations (UN) issued probabilistic population projections for all countries up to 2100, by simulating future levels of total fertility and life expectancy and combining the results using a standard cohort component projection method. For the 40 countries with generalized HIV/AIDS epidemics, the mortality projections used the Spectrum/Estimation and Projection Package (EPP) model, a complex, multistate model designed for short-term projections of policy-relevant quantities for the epidemic. We propose a simpler approach that is more compatible with existing UN projection methods for other countries. Changes in life expectancy are projected probabilistically using a simple time series regression and then converted to age- and sex-specific mortality rates using model life tables designed for countries with HIV/AIDS epidemics. These are then input to the cohort component method, as for other countries. The method performed well in an out-of-sample cross-validation experiment. It gives similar short-run projections to Spectrum/EPP, while being simpler and avoiding multistate modelling.     

Quadratic estimators of covariance components in a multivariate mixed linear model

It is known that the Henderson Method III (Biometrics 9:226–252, 1953) is of special interest for the mixed linear models because the estimators of the variance components are unaffected by the parameters of the fixed factor (or factors). This article deals with generalizations and minor extensions of the results obtained for the univariate linear models. A MANOVA mixed model is presented in a convenient form and the covariance components estimators are given on finite dimensional linear spaces. The results use both the usual parametric representations and the coordinate-free approach of Kruskal (Ann Math Statist 39:70–75, 1968) and Eaton (Ann Math Statist 41:528–538, 1970). The normal equations are generalized and it is given a necessary and sufficient condition for the existence of quadratic unbiased estimators for covariance components in the considered model.     

指示语映射现象探析

以说话人自我为中心是指示语的一个重要属性,也是交际过程中各方都基本认同的参照准则。但有的时候说话人为了达到某种特殊的效果,如语用移情效果,会有意选择违背以说话人自我为中心这条准则,把指示中心转移到听话人或其他听众身上,从而发生了指示语映射现象。对这种语言现象的深入了解和分析,有助于正确理解和使用指示词语,从而更深刻地认识指示这一现象的语用性质。     

Model diagnostics for smoothing spline ANOVA models

The author proposes some simple diagnostics for assessing the necessity of selected terms in smoothing spline ANOVA models. The elimination of practically insignificant terms generally enhances the interpretability of the estimates and sometimes may also have inferential implications. The diagnostics are derived from Kullback‐Leibler geometry and are illustrated in the settings of regression, probability density estimation, and hazard rate estimation.     

频率与投射在二语习得中的互补性

以频率为中心的二语习得理论认为,输入频率是影响第二语言习得顺序的重要因素,并对语言结构的能产性起着决定作用。投射假设则认为,语言习得并不完全以语言输入为基础,学习者对某个语言参数的习得往往蕴含着对另外一个相关参数的习得。频率和投射从不同的侧面揭示了第二语言习得的特点,在教学中恰当地利用这种互补有利于促进语言习得的进程,提高教学效率。     

随机变量投影的一种应用

利用随机变量的投影关系,定义了偏方差矩阵,从而导出了逆方差阵元素的一种形式在随机变量是正态的条件,它为判别条件独立性有方便的操作办法。     

The duty to care and the need to split

This paper arises out of psychoanalytically oriented consultancy to teams of staff in the helping professions where there is a statutory 'duty to care'. It takes as its premise the seemingly paradoxical hypothesis that workers may need to split off part of their emotional experience in order to preserve their own mental health and provide reliable services to their clients. I argue that while a professional 'duty to care' requires us to be emotionally 'in touch', the demands of our clients together with the demands of the institutional response to the 'duty to care' cause us to split off parts of our awareness. I also argue that provided the splitting does not become extreme we are doing no more or less than the rest of society. In other words, there is a degree of 'normal splitting' which numbs our awareness of danger and destructiveness and seeks to protect us from too much anxiety and pain. Yet if professional workers are charged with the responsibility of assessing risk and acting accordingly for the protection of all concerned they need ways of being 'in touch' (re-integrating the splits) for some or enough of the time. Finally, I will describe ways of being 'in touch', illustrating the difficulty and the pain of re-integrating the splits and some of the insights that can arise out of this work with examples from my consultancy work.     

基于次梯度投影的泛投资组合选择策略

在线投资组合选择(online portfolio selection)问题是当前量化投资领域一个重要的研究问题.近些年来,可投资标的的爆炸式增长急需能够有效计算的投资组合选择策略,而现有高绩效算法大多具有指数级或多项式级的时间复杂度,不利于在实际中应用.由此,本文提出了一种基于次梯度投影的泛投资组合选择策略SGP.将次梯度投影的思想应用到资产组合构建的过程中,得到策略的再平衡规则.理论上,本文分析了次梯度投影算法的竞争性能,证明了该策略是一个泛投资组合选择策略;并发现该算法具有线性时间复杂度.实证上,验证了SGP策略在美国与中国市场的表现.结果表明,SGP策略能够实现和最新的泛投资组合选择策略相当的收益率,而算法运行时间短于现有策略.参数敏感性分析表明SGP策略对参数选择不敏感;交易成本敏感性分析表明SGP策略能够承受合理的交易成本.     

《给——温柔的歌声已消逝》中的爱情“外衣”——基于概念隐喻视角

隐喻是构成诗歌体裁特征的重要要素，许多重要诗论也论证过诗性隐喻对于提高认知能力和反映认知现象的重要意义。概念隐喻认为隐喻是一种认知手段，是理解世界、产生意义的重要途径。其本质是概念性的，是跨概念域的系统映射。雪莱的《给——温柔的歌声已消逝》通过对歌声和音乐、芳香和紫罗兰等具体概念的描述，映射到与思维情感相关的抽象概念上，生动地传达出了留恋逝去爱情的强烈感受，为无形的爱情穿上了一件有形的外衣。运用概念隐喻理论对该诗歌进行分析，不仅能够给予理解这首诗歌一个更加新颖的视角，更能对隐喻传达抽象情感有更加具体的认识。