结构调整中的税收与经济增长关系

九五”以来 ,我国税收连年大幅度增长 ,2 0 0 3年在受到非典影响情况下 ,税收收入 2 0 4 6 6亿元 ,增长 2 0 4 % ,增收 346 9 6亿元 ,规模和增量均创历史新高。此外 ,宏观税负继续走高达 17 5 % ;税收弹性高位运行达 1 84 ;“两个比重”明显提高 ,中央级税收占财政收入的 6 2 5 % ,财政收入占GDP的 18 6 % ,税收占财政收入的 94 4 %。如何理解税收连年超经济增长 ?笔者认为不仅经济总量与税收收入高度相关 ,而且经济结构变动也在发挥着重要作用。近年来国民经济“以结构调整为主线” ,产业结构、地区结构、所有制结构等都发生了较大的…     

结构调整显成效—党的十五大以来全省经济社会发展系列分析之二

党的十五大以来，江苏在保持经济持续稳定增长同时，大力调整产业结构，积极推进国企改革和战略性重组，鼓励多种所有制经济共同发展，经济结构实现了重大转变。一、产业结构全面升级三次产业构成呈现出明显的由低级到高级的变动趋势。1997年到2001年，第一产业年均增长达到3.6     

江苏所有制结构调整与产业结构优化互动研究

当所有制结构变迁与产业结构演进两个运动过程相互磨合,逐步接近甚至达到各种所有制经济形式均相对密集地分布于其最适宜发展的行业这样一种状态时,就会促进经济发展与绩效的提高。江苏现行的所有制结构对产业结构的合理化与高度化已产生积极的促进作用,但仍然存在偏差,在加入WTO新形势下需进一步加快所有制结构调整,为产业结构高级化提供制度保证。     

江苏所有制结构调整的实践与路径思考

江苏所有制结构的调整已成为经济快速增长的重要制度性因素。本文试就江苏所有制结构调整的现状及绩效进行研究,并探讨进一步完善的路径。     

中国工业增长方式与所有制结构调整

中国工业的增长方式由于历史以及制度上的原因一直是一种低效率的粗放型增长模式,严重阻碍了中国经济的进一步发展。这种增长方式表现为由于产业结构扭曲,技术水平低下带来的高投入、低产出效应,而究其根源来说,本文认为:中国所有制结构状况以及与之相对应的社会生产单位———企业的产权安排,是造成中国经济粗放型增长的主要因素之一。     

我国所有制结构和产业结构的耦合性

1所有制结构调整和产业结构调整的历史回顾自建国以来的50多年里,我国经济取得了较快增长,但也存在一些深层次的矛盾,成为经济发展的严重障碍,这其中产业结构的严重扭曲成为最令人头痛的问题。我国产业结构历经几次大的调整,效果却不尽人意,直至现在仍困扰着我们。而且我们还可     

全面建设小康社会中经济结构战略调整的重要意义

全面建设小康社会是新的社会发展观。全面小康不只是经济问题,将是物质文明、政治文明和精神文明的协调发展,是全面而深刻的社会变革。全面建设小康社会必须推动经济结构的战略性调整,实现产业结构、地区结构、城乡结构、就业结构的系统调整,第三产业将会大发展,成为经济增长的第一推动力。     

Seasonal Adjustment Using Structural Time Series Models: An Application and a Comparison With the Census X-11 Method

This article makes the method of seasonal adjustment operational using suitable structural time series models (STM). This so-called STM method is applied to several relevant Dutch macro- economic quarterly and monthly time series. The results are compared with those of the Census X-11 method using several formal criteria as yardsticks. The STM method proves to compete well with the Census X-11 method in this respect.     

调整经济结构推动经济持续发展的实证研究——以上海为例的研究（1990～2003年）

从经济发展因素角度看,通常情况下,一个国家或地区的经济发展包括经济总量增长和经济结构优化调整.经济增长带动结构优化,结构优化调整促进经济增长,二者相互推动,共同促进经济的发展.这一经济现象近年来在上海国民经济持续发展及其经济结构优化调整方面反映较为明显.改革开放以来,特别是20世纪90年代初邓小平同志南巡讲话和浦东开发开放以来,上海加大经济结构优化调整力度取得了显著成效,对上海生产总值(GDP)能够连续12年保持两位数增长幅度起到了重要的促进作用.     

Cointegration and Threshold Adjustment

This article proposes an extension to the Engle–Granger testing strategy by permitting asymmetry in the adjustment toward equilibrium in two different ways. We demonstrate that our test has good power and size properties over the Engle–Granger test when there are asymmetric departures from equilibrium. We consider an application—namely, whether there exists cointegration among interest rates for instruments with different maturities. This issue has been widely tested with mixed results. We argue that either cautious policy, or possibly opportunistic behavior on the part of the Federal Reserve implies that an equilibrium relationship between short- and long-term interest rates exists but that adjustments from disequilibrium are asymmetric in nature. Empirical tests using U.S. yields confirm the asymmetric nature of error correction among interest rates of different maturities.     

Adjustment with three continuous variables

Correlation is not causation. Spurious association between X and Y may be due to a confounding variable W. Statisticians may adjust for W using a variety of techniques. This article presents the results of simulations conducted to assess the performance of these techniques under various, elementary, data-generating processes. The results indicate that no technique is best overall and that specific techniques should be selected based on the particulars of the data-generating process. Here, we show how causal graphs can guide the selection or design of techniques for statistical adjustment. R programs are provided for researchers interested in generalization.     

Granularity Adjustment for Efficient Portfolios

This article considers large portfolios of assets submitted to both systematic and unsystematic (or idiosyncratic) risks. The idiosyncratic risks can be fully diversified if the portfolio size is infinite, but only partly diversified otherwise. The granularity adjustment measures the effect of partly diversifying idiosyncratic risks. We derive the granularity adjustments for a portfolio with naive diversification and for the efficient mean-variance portfolio allocation. We consider in particular the Sharpe performances, with and without short-sale restrictions and we highlight the effect of concentration risk.     

浅议被调查者回答误差的预防和调整

由被调查者引起的误差是计量误差中主要的一种误差,对其形成的原因进行分析,采取预防措施,减少被调查者误差,及时检查并进行必要的调整,使被调查者误差降为最小是十分必要的.     

Unobserved-Components Models for Seasonal Adjustment Filters

Time series models are presented, for which the seasonal-component estimates delivered by linear least squares signal extraction closely approximate those of the standard option of the widely-used Census X-11 program. Earlier work is extended by consideration of a broader class of models and by examination of asymmetric filters, in addition to the symmetric filter implicit in the adjustment of historical data. Various criteria that guide the specification of unobserved- components models are discussed, and a new preferred model is presented. Some nonstandard options in X-11 are considered in the Appendix.     

Random-Time Aggregation in Partial Adjustment Models

Structural econometric auction models with explicit game-theoretic modeling of bidding strategies have been quite a challenge from a methodological perspective, especially within the common value framework. We develop a Bayesian analysis of the hierarchical Gaussian common value model with stochastic entry introduced by Bajari and Hortaçsu. A key component of our approach is an accurate and easily interpretable analytical approximation of the equilibrium bid function, resulting in a fast and numerically stable evaluation of the likelihood function. We extend the analysis to situations with positive valuations using a hierarchical gamma model. We use a Bayesian variable selection algorithm that simultaneously samples the posterior distribution of the model parameters and does inference on the choice of covariates. The methodology is applied to simulated data and to a newly collected dataset from eBay with bids and covariates from 1000 coin auctions. We demonstrate that the Bayesian algorithm is very efficient and that the approximation error in the bid function has virtually no effect on the model inference. Both models fit the data well, but the Gaussian model outperforms the gamma model in an out-of-sample forecasting evaluation of auction prices. This article has supplementary material online.