基于最新统计分类标准的数字经济发展水平测度

随着信息技术的发展,数字经济已经成为经济增长的"新引擎"。但由于缺乏权威的产业统计分类标准,学者们一直面临"数字经济研究缺乏数字依据"的尴尬境地。文章基于国家统计局公布并实施的《数字经济及其核心产业统计分类(2021)》中的分类标准,对各省份统计年鉴的数据进行重新整理,利用熵权法构建数字经济发展指数,测度了我国30个省份的数字经济发展水平,分析了各省份数字经济发展的差异以及时空特征。研究发现,2009—2019年我国数字经济产业发展迅猛,各项子产业都取得了长足的进步。相比较而言,数字要素驱动业发展速度略低于其他三个子产业;数字经济发展存在着明显的区域不平衡。东中部地区的数字经济发展状况明显优于西部地区,南方优于北方,而且区域不平衡有持续扩大趋势。     

A new financial stress index model based on support vector regression and control chart

Financial stress index (FSI) is considered to be an important risk management tool to quantify financial vulnerabilities. This paper proposes a new framework based on a hybrid classifier model that integrates rough set theory (RST), FSI, support vector regression (SVR) and a control chart to identify stressed periods. First, the RST method is applied to select variables. The outputs are used as input data for FSI–SVR computation. Empirical analysis is conducted based on monthly FSI of the Federal Reserve Bank of Saint Louis from January 1992 to June 2011. A comparison study is performed between FSI based on the principal component analysis and FSI–SVR. A control chart based on FSI–SVR and extreme value theory is proposed to identify the extremely stressed periods. Our approach identified different stressed periods including internet bubble, subprime crisis and actual financial stress episodes, along with the calmest periods, agreeing with those given by Federal Reserve System reports.     

Interval estimation for conformance proportions of multiple quality characteristics

A conformance proportion is an important and useful index to assess industrial quality improvement. Statistical confidence limits for a conformance proportion are usually required not only to perform statistical significance tests, but also to provide useful information for determining practical significance. In this article, we propose approaches for constructing statistical confidence limits for a conformance proportion of multiple quality characteristics. Under the assumption that the variables of interest are distributed with a multivariate normal distribution, we develop an approach based on the concept of a fiducial generalized pivotal quantity (FGPQ). Without any distribution assumption on the variables, we apply some confidence interval construction methods for the conformance proportion by treating it as the probability of a success in a binomial distribution. The performance of the proposed methods is evaluated through detailed simulation studies. The results reveal that the simulated coverage probability (cp) for the FGPQ-based method is generally larger than the claimed value. On the other hand, one of the binomial distribution-based methods, that is, the standard method suggested in classical textbooks, appears to have smaller simulated cps than the nominal level. Two alternatives to the standard method are found to maintain their simulated cps sufficiently close to the claimed level, and hence their performances are judged to be satisfactory. In addition, three examples are given to illustrate the application of the proposed methods.     

A new generalized Weibull distribution in income economic inequality curves

Researchers have been developing various extensions and modified forms of the Weibull distribution to enhance its capability for modeling and fitting different data sets. In this note, we investigate the potential usefulness of the new modification to the standard Weibull distribution called odd Weibull distribution in income economic inequality studies. Some mathematical and statistical properties of this model are proposed. We obtain explicit expressions for the first incomplete moment, quantile function, Lorenz and Zenga curves and related inequality indices. In addition to the well-known stochastic order based on Lorenz curve, the stochastic order based on Zenga curve is considered. Since the new generalized Weibull distribution seems to be suitable to model wealth, financial, actuarial and especially income distributions, these findings are fundamental in the understanding of how parameter values are related to inequality. Also, the estimation of parameters by maximum likelihood and moment methods is discussed. Finally, this distribution has been fitted to United States and Austrian income data sets and has been found to fit remarkably well in compare with the other widely used income models.     

幸福指数的提升与和谐社会的构建

构建社会主义和谐社会,不但要关注经济硬指标,更要关注人民群众的切身感受。"幸福指数"是衡量社会和谐与否的重要指标,关注幸福指数是科学发展观的充分体现。要提升人民群众的幸福感,促进社会和谐,就必须坚持社会公正,将“幸福指数”变为现实,同时还须避免对幸福指数的错误倾向。     

关于建立股指期货交易制度的构想

随着中国正式加入WTO ,推出股票指数期货已是确定的方向。目前中国建立股指期货交易制度不仅是必要的 ,也是可行的。股指期货作为一种金融创新产品 ,它的建立首先必须有统一交易场所 ,科学设计合约 ,同时也要进一步规范现货市场 ,培育交易主体 ,引入做空机制 ,规范会员结构 ,健全监管制度     

资源生产率视角的经济增长模型分析

现代经济的增长需要我们从关注资本和劳动生产率转移到关注资源生产率.发展以资源生产率为本质的循环经济,提高资源生产率有助于减缓经济增长中出现的环境问题,以使经济环境可持续发展.     

论科学管理的生产力属性

生产力先进性的依据在于具有高效率、高效益、复合效应和可持续发展等基本属性。由于科学管理在现代生产力系统中是必不可少的重要构件,具有不可替代的五大功用,它事实上决定和促成了现代生产力四大先进特性的存在,因此笔者认为科学管理就是先进的生产力。     

Quantifying uncertainty in the biospheric carbon flux for England and Wales

Summary.  A crucial issue in the current global warming debate is the effect of vegetation and soils on carbon dioxide (CO₂) concentrations in the atmosphere. Vegetation can extract CO₂ through photosynthesis, but respiration, decay of soil organic matter and disturbance effects such as fire return it to the atmosphere. The balance of these processes is the net carbon flux. To estimate the biospheric carbon flux for England and Wales, we address the statistical problem of inference for the sum of multiple outputs from a complex deterministic computer code whose input parameters are uncertain. The code is a process model which simulates the carbon dynamics of vegetation and soils, including the amount of carbon that is stored as a result of photosynthesis and the amount that is returned to the atmosphere through respiration. The aggregation of outputs corresponding to multiple sites and types of vegetation in a region gives an estimate of the total carbon flux for that region over a period of time. Expert prior opinions are elicited for marginal uncertainty about the relevant input parameters and for correlations of inputs between sites. A Gaussian process model is used to build emulators of the multiple code outputs and Bayesian uncertainty analysis is then used to propagate uncertainty in the input parameters through to uncertainty on the aggregated output. Numerical results are presented for England and Wales in the year 2000. It is estimated that vegetation and soils in England and Wales constituted a net sink of 7.55 Mt C (1 Mt C = 10¹² g of carbon) in 2000, with standard deviation 0.56 Mt C resulting from the sources of uncertainty that are considered.