中国货币需求函数与货币缺口统计研究

 本文深入研究了货币需求的影响因素,并结合1998年以来中国经济金融发展变化情况,利用1998-2010年的经济金融季度时序数据构建了中国货币需求函数的协整模型。根据中国货币需求函数模型和货币缺口的波动情况,本文还深入分析了1998年以来影响中国货币需求的主要因素及其内在原因,揭示了中国在不同阶段的货币供需状况。     

当前居民储蓄的行为分析

改革开放以来,我国经济发展取得了举世瞩目的成就,在人民生活水平不断提高的同时,城乡居民储蓄存款余额不断增加,到１９９７年底达４万多亿元,年均增长３０％左右。正确分析居民的储蓄行为,尤其是市场化进程中居民储蓄的变化,既有利于宏观决策者对储蓄存款作出科学...     

Fertility prospects in Poland

The three phases of the demographic transition in Poland are described with emphasis on changes in fertility. The author notes that the country had entered the third phase of low fertility by 1965. Despite a slight temporary increase due to pronatalist incentives, fertility has since remained low and will probably continue at this level or decline further.     

Households and families

Changes in families and households in Poland since the 1978 census are examined using data from the 1985 micro-census. Consideration is given to changes in family size. The data are presented separately for rural and urban areas.     

Family size and composition in the USSR

Trends in family size and composition in the USSR over the past 30 years are analyzed, based on data from censuses conducted since 1959. Trends are examined according to territory and urban or rural area. Aspects considered include changes in the number of families, family size, incidence of divorce, single-parent families, and ethnic composition.     

教育产出核算的难点透视

长期以来人们一直以服务对象“状态”的变化来作为教育成果的计量基础,但这种核算方法可能会导致产出核算的理论缺陷和数据失真。本文针对当前教育产出的测算及评价提出了几点初步的看法。     

Parameter changes in GARCH model

A new method for detecting the parameter changes in generalized autoregressive heteroskedasticity GARCH (1,1) model is proposed. In the proposed method, time series observations are divided into several segments and a GARCH (1,1) model is fitted to each segment. The goodness-of-fit of the global model composed of these local GARCH (1,1) models is evaluated using the corresponding information criterion (IC). The division that minimizes IC defines the best model. Furthermore, since the simultaneous estimation of all possible models requires huge computational time, a new time-saving algorithm is proposed. Simulation results and empirical results both indicate that the proposed method is useful in analysing financial data.     

英国国民经济核算’98新变化

１９９８年９月２４日英国国家统计局ＯＮＳ（ＯｆｆｉｃｅｆｏｒＮａｔｉｏｎａｌＳｔａｔｉｓｔｉｃｓ）出版了《国民经济核算蓝皮书》（ＵｎｉｔｅｄＫｉｎｇｄｏｍＮａｔｉｏｎａｌＡｃｃｏｕｎｔｓ－ＴｈｅＢｌｕｅＢｏｏｋ）、《国际收支平衡表粉皮书》（ＵｎｉｔｅｄＫｉｎｇｄｏｍＢａｌａｎｃｅｏｆＰａｙｍｅｎｔｓ－ＴｈｅＰｉｎｋＢｏｏｋ）和《投入产出供给与使用平衡表》（ＵｎｉｔｅｄＫｉｎｇｄｏｍＩｎｐｕｔ－ＯｕｔｐｕｔＳｕｐｐｌｙａｎｄＵｓｅＢａｌａｎｃｅｓ,１９９２－９６）。这是按新口径计算的核算出版物。本…     

基于DEA的东部地区全要素能源效率变动的实证分析

本文基于DEA的非参数Malmquist指数法,测算并分解了2002—2007年我国东部地区10个省（市）的全要素生产率变动,基于数据包络方法测算出各省历年的全要素能源效率。实证表明：从2001年后我国东部地区的全要素生产率呈现出改善趋势,技术进步的作用逐步增强。然而,东部地区各省（市）全要素能源效率存在显著差异,能源效率的变化与全要素生产率的变化呈现出相似性,技术进步成为各省（市）能源效率差异的主要原因。     

The sensitivity of estimates of the change in population behaviour to realistic changes in bias in repeated surveys

Summary.  The first British National Survey of Sexual Attitudes and Lifestyles (NATSAL) was conducted in 1990–1991 and the second in 1999–2001. When surveys are repeated, the changes in population parameters are of interest and are generally estimated from a comparison of the data between surveys. However, since all surveys may be subject to bias, such comparisons may partly reflect a change in bias. Typically limited external data are available to estimate the change in bias directly. However, one approach, which is often possible, is to define in each survey a sample of participants who are eligible for both surveys, and then to compare the reporting of selected events that occurred before the earlier survey time point. A difference in reporting suggests a change in overall survey bias between time points, although other explanations are possible. In NATSAL, changes in bias are likely to be similar for groups of sexual experiences. The grouping of experiences allows the information that is derived from the selected events to be incorporated into inference concerning population changes in other sexual experiences. We use generalized estimating equations, which incorporate weighting for differential probabilities of sampling and non-response in a relatively straightforward manner. The results, combined with estimates of the change in reporting, are used to derive minimum established population changes, based on NATSAL data. For some key population parameters, the change in reporting is seen to be consistent with a change in bias alone. Recommendations are made for the design of future surveys.     

转变企业统计观念 促进企业统计改革

政府统计工作是一个由上到下、进而由下到上的过程，在这一工作过程中，国家统计部门与基层统计单位处于相互联结的两极，其中在基层企业单位中企业占有极其重要的位置。企业的统计机构和统计人员肩负着向方方面面提供统计信息的任务，是政府统计工作的基石。回顾以往统计...     

中国城乡居民收入差距影响因素分析

目前,过大的城乡收入差距已成为中国经济发展的重要瓶颈,影响了社会的公正与稳定,故将城乡二元结构系数、外贸依存度以及城镇居民人均可支配收入发展速度作为城乡居民收入差距变动的影响变量,通过建立协整回归和误差修正模型得到反映它们之间长期均衡与短期波动的表达式。实证分析结果表明：城镇居民人均可支配收入发展速度是影响中国城乡居民收入差距变动的主要因素。     

Coverage and non-response errors in the UK New Earnings Survey

Summary.  The methods underpinning the UK's annual structural earnings survey—the New Earnings Survey—have remained largely unchanged since the survey's inception in 1970. Gradual changes in the labour market over recent years have led to coverage errors in the survey; non-response may also introduce error if it is non-random. The paper describes some of the New Earnings Survey's main non-sampling errors, the effect on survey results and the research that was undertaken by the Office for National Statistics as part of the development of the new Annual Survey of Hours and Earnings to be able to remove or otherwise to account for these errors.     

Tests for structural break in quantile regressions

The paper compares the existing tests for parameter instability in quantile regression. One is based on the estimated objective function and the other on the gradient. Their definition determines their characteristics and helpfulness. The former allows to check if the impact of a break on the entire equation changes across quantiles while a modified version of the latter verifies if the break affects only some coefficients or all of them and helps locating the break point. In addition the paper presents a Lagrange multiplier test for structural break. The advantage of the LM test is in the ease of implementation, since it simply requires the estimation of an auxiliary regression. An example shows the characteristics of each test. A Monte Carlo study concludes the analysis.     

Reconstructing the history of forest fire frequency: Identifying hazard rate change points using the bayes information criterion

A problem in model selection, namely the identification of multiple change points for a piece‐wise constant hazard rate, is discussed. A methodology using the Bayes Information Criterion is developed in an overdispersed survival model (with corresponding quasi‐likelihood function). The technique is used to identify changes in the historical frequency of forest fire. It is applied to two datasets derived from time‐since‐fire maps in the Canadian Rockies.     

经济增长的结构分解与劳动力省际配置效率的测算——基于改进的经济增长率分解法

针对部分学者在运用经济增长率分解法时存在的误区,对现有经济增长率分解法进行改进,推导出多因素指数分解的一般公式,并利用这一原理测算出1978—2013年期间中国劳动力资源的省际配置效率,结果表明:改革开放30多年来,中国经济的高速增长主要依靠劳动生产率的提高与劳动力投入总量的增长,在只考虑有户籍变动的劳动力跨省迁移的前提下,劳动力省际配置结构变动对经济增长的贡献相对有限,总体配置效率较低;只有当市场机制在劳动力资源配置过程中逐渐发挥主导作用或当劳动力资源转向相对短缺时,劳动力省际配置效率才有显著提高。     

Dependence of F Ratios Sharing a Common Denominator Mean Square

Much has changed since the widespread introduction of statistics courses into the university curriculum, but the way introductory statistics courses are taught has not kept up with these changes. This article discusses the changes, and the way the introductory syllabus should change to reflect them. In particular, seven ideas are discussed that every student who takes elementary statistics should learn and understand in order to be an educated citizen. Misunderstanding these topics leads to cynicism among the public at best, and misuse of study results by policy-makers, physicians, and others at worst.     

关于世界经济和中国经济的几个问题

 本文在回顾2008年以来国际经济危机的演变和总结危机爆发原因的基础上，展望了世界经济发展走势，并结合国际国内环境变化，分析中国经济未来发展面临的机遇和挑战，提出相应的政策建议。     

政府部门非市场服务产出核算的有关问题

 国家统计局自1998年起公开发表了1992年以来的按机构部门分组的增加值等部分资料,这无疑对宏观经济运行状况提供了一种新的分析思路。遗憾的是虽然分组思想全新,但其中政府部门产出与增加值的核算方法仍存在很多问题,这不仅影响到政府部门劳动生产率的准确估计,也影响到国内生产总值,特别是国内生产总值增长速度的准确性。本文将对政府部门非市场服务产出与增加值现有核算方法存在的问题及改进思路进行简要的阐述。