CGE模型的方程类型选择及其构建

对可计算一般均衡(CGE)模型建模过程中方程类型选择以及模型构造进行研究,并对方程进行归类,详细列出建立一个完整CGE模型的方程组;在此基础上,对方程形式和方程组进行具体说明,为建立各种应用CGE模型提供一个基本的方程组范式;同时,对CGE的求解方法和工具进行简单介绍.     

义务教育阶段教师交流政策调查研究报告

义务教育均衡发展是构建和谐社会的重要抓手,师资的均衡又是义务教育均衡的关键。教师交流能有效推动师资队伍均衡发展,从而促进义务教育均衡发展。我国城乡资源配置差距大,激发广大教师参与交流需要相应的激励体制机制。通过对全国部分省市地区教师交流政策的调查研究,探寻有效的交流条件、交流形式、交流年限和激励措施。交流条件归纳为年龄、校龄和比例三方面制定政策;交流形式从保证提高质量缩小差距为前提,总结出三种形式:支教、上挂、流动;交流年限从统计分析和教育专业特点讨论,得出交流年限至少3年;激励措施方面通过质性分析,概括出三方面构建激励机制:精神激励、物质激励和管理。     

议价的OEM供应链在随机供需下的协调决策

品牌企业在与OEM供应商建立合作关系前,需要经过议价谈判达成交易意向,并且在做生产订货决策时,需要考虑需求与供应的随机性带来的风险.随机需求源于难以预测市场消费,随机供应来自产品质量缺陷等原因,供需两端的随机性无疑给企业决策增添了难度.针对议价谈判中存在的信息不对称,提出了基于Bayesian博弈的议价谈判模型,证明了存在一个均衡价格,该价格是双方达成交易意向的最佳条件.而后,根据需求和供应的随机性特点,构建了分散决策下品牌企业和OEM供应商的利润函数,证明了该函数是凹函数,运用Stackelberg博弈求解出双方的最优批量决策.分析了集中决策下OEM供应链的利润最大化条件,以此为优化目标,引入带缺货惩罚的额外收购契约.品牌企业可以根据OEM供应商的生产数量实行缺货惩罚或额外收购,通过调整契约的参数,实现OEM供应链协调.     

一种基于CGE分析的经济政策决策支持系统研究

本文提出建立一个以社会核算矩阵SAM为数据库基础,以可计算一般均衡分析CGE为模型主体的,用于经济结构分析、政策模拟的政府经济政策决策支持系统.系统的运行可为政府部门制定经济发展战略,落实经济政策,调整产业结构,协调各经济部门的发展,提供决策支持.     

包容性增长政策分析的研究方法和现状:可计算一般均衡模型微观模拟技术研究述评

伴随着可计算一般均衡模型、微观模拟技术的发展和包容性增长政策的实施,可计算一般均衡模型微观模拟技术(Computable General Equilibrium Micro-Simulation Approach,CGE-MSA)作为一项宏观微观政策分析工具已逐渐显示出巨大的应用价值。CGE-MSA基于国民经济社会核算矩阵和微观住户数据,综合CGE模型在宏观一般均衡分析中的优势和微观模拟技术在微观异质性主体分析中的优势,目前已在收入分配、贫困、劳动力市场改革、贸易自由化等领域取得了较多的研究成果。通过定位CGE-MSA在包容性增长政策分析中的研究地位,厘清CGE-MSA的不同分析方法、相关的重要问题及其在包容性增长政策分析中的应用,本文给出了以可计算一般均衡微观模拟技术为主的关于包容性增长政策分析的研究方法和现状的一个文献述评,这对进一步深化包容性增长领域的相关研究,促进中国经济包容性增长和实现和谐社会都具有重要的参考价值。     

股指期权定价的非参数数值方法研究

扩散过程估计的参数化方法存在先入为主的不足,并且扩散项函数形式的设定十分困难,而非参数方法不需要数据产生过程的先验信息,直接从数据出发估计扩散函数,克服了以上不足。本文提出了一种基于连续时间过程的非参数股指期权定价模型。对于刻画基础资产动态行为特性的扩散函数不加任何函数形式限制,利用离散数据匹配密度函数构造它的非参数估计,进而计算股指期权的均衡价格。论文从理论上论证了扩散项估计的一致性和渐进正态性。实证研究表明,该方法对于实际市场价格具有较高的拟合效果,特别是在市场波动剧烈时期,非参数方法更优于经典B-S方法。     

义务教育阶段教师交流政策调查研究报告

义务教育均衡发展是构建和谐社会的重要抓手，师资的均衡又是义务教育均衡的关键。教师交流能有效推动师资队伍均衡发展，从而促进义务教育均衡发展。我国城乡资源配置差距大，激发广大教师参与交流需要相应的激励体制机制。通过对全国部分省市地区教师交流政策的调查研究，探寻有效的交流条件、交流形式、交流年限和激励措施。交流条件归纳为年龄、校龄和比例三方面制定政策；交流形式从保证提高质量缩小差距为前提，总结出三种形式：支教、上挂、流动；交流年限从统计分析和教育专业特点讨论，得出交流年限至少3年；激励措施方面通过质性分析，概括出三方面构建激励机制：精神激励、物质激励和管理。     

考虑决策偏好的城市群应急协调超网络模型

针对跨城市灾害或单个城市资源紧缺的情况,提出由出救点、中转点和受灾点构成的多层级城市群应急协调超网络模型.考虑应急响应时间和成本等因素,确立模型的整体优化目标;运用随机均衡配流理论,研究决策偏好下多种应急调配方式的随机选择问题;分别将优化目标和应急方式的随机选择转化成等价的变分不等式形式;设计数值算例求解并仿真分析,验证模型的合理性和有效性,并对关键参数讨论其决策指导意义.     

中国利率期限结构平滑样条拟合改进研究

在FNZ模型和Waggoner模型的基础上,结合中国国债市场的发展现状,从拟合对象、粗糙度惩罚项的函数形式、参数估计方法、最优化目标函数形式以及估计样本等五方面进行修正和改进,提出利用可变粗糙度惩罚项三次平滑样条改进模型来拟合中国的利率期限结构,并利用上交所国债市场2002年1月1日至2003年12月31日的国债收盘价格数据对该模型进行实证研究.结果发现,笔者提出的改进模型能够较合理、有效地估计较为完整的中国静态利率期限结构.     

泰国实体部门规范的可计算一般均衡模型

泰国的静态CGE模型是由洛夫格伦,哈里斯和Robinson(2002)和洛夫格伦(2003年)等人的标准CGE模型开发和修改而来。该模型代表小型开放经济。它使用由作者构建的2000年的微型社会核算矩阵(SAM)的数据进行校准。泰国2000年微SAM包括20个生产部门。每个部门有两类投资因素:资本和劳动。共有三种机构(家庭,企业和政府)和三组税费种类:所得税、间接税和关税。在模型中的方程可以分为4大块:价格、生产和商品、机构和制度约束。每一块包含与其有关的函数方程。本节中呈现的方程式建立在洛夫格伦等人(2002年)和洛夫格伦(2003年)给出的方程式的基础上。在下面的讨论中,内生变量由上标的拉丁字母区分,而外生变量和参数用小写拉丁字母或希腊字母区分。     

考虑确权可信能力的知识产权管理平台确权渠道策略研究

区块链技术能创造可信环境，其在知识产权管理中的应用受到业界关注。知识产权管理平台准确提供知识产权确权证据的能力(即确权可信能力)是非常重要的竞争指标，但在平台可选择多种确权渠道的情况下，其竞争的最佳策略问题尚未被研究。为解决此问题，本研究建立了三阶段博弈模型，分析传统渠道、区块链渠道、两种渠道同时开放下，两个寡头垄断型知识产权管理平台的最优竞争策略；并对模型进行扩展，研究新兴平台与现有平台竞争时的最佳策略。分析解析解和数值仿真结果得出以下结论：(1)双垄断平台竞争时，平台应根据高时效性要求的用户比例来选择竞争策略，比例低时，都同时开放传统渠道和区块链渠道，比例高时，一方仅提供传统渠道，另一方同时开放两种渠道。(2)新兴平台与现有平台竞争，在高时效性要求用户比例较低时，现有平台应当同步开放区块链渠道服务；比例较高时应当仅开放传统渠道。     

Informing Ex Ante Event Studies with Macro‐Econometric Evidence on the Structural and Policy Impacts of Terrorism

Economic consequence analysis is one of many inputs to terrorism contingency planning. Computable general equilibrium (CGE) models are being used more frequently in these analyses, in part because of their capacity to accommodate high levels of event‐specific detail. In modeling the potential economic effects of a hypothetical terrorist event, two broad sets of shocks are required: (1) physical impacts on observable variables (e.g., asset damage); (2) behavioral impacts on unobservable variables (e.g., investor uncertainty). Assembling shocks describing the physical impacts of a terrorist incident is relatively straightforward, since estimates are either readily available or plausibly inferred. However, assembling shocks describing behavioral impacts is more difficult. Values for behavioral variables (e.g., required rates of return) are typically inferred or estimated by indirect means. Generally, this has been achieved via reference to extraneous literature or ex ante surveys. This article explores a new method. We elucidate the magnitude of CGE‐relevant structural shifts implicit in econometric evidence on terrorist incidents, with a view to informing future ex ante event assessments. Ex post econometric studies of terrorism by Blomberg et al . yield macro econometric equations that describe the response of observable economic variables (e.g., GDP growth) to terrorist incidents. We use these equations to determine estimates for relevant (unobservable) structural and policy variables impacted by terrorist incidents, using a CGE model of the United States. This allows us to: (i) compare values for these shifts with input assumptions in earlier ex ante CGE studies; and (ii) discuss how future ex ante studies can be informed by our analysis.     

A strategic and global manufacturing capacity management optimisation model: A Scenario-based multi-stage stochastic programming approach

Large-scale multinational manufacturing firms often require a significant investment in production capacity and extensive management efforts in strategic planning in an uncertain business environment. In this research we first discuss what decision terms and boundary conditions a holistic capacity management model for the manufacturing industry must contain. To better understand how these decision terms and constraints have been employed by the recent model developers in the area of capacity and resource management modelling for manufacturing, 69 optimisation-based (deterministic and stochastic) models have been carefully selected from 2000 to 2018 for a brief comparative analysis. The results of this comparison shows although applying uncertainty into capacity modelling (in stochastic form) has received a greater deal of attention most recently (since 2010), the existing stochastic models are yet very simplistic, and not all the strategic terms have been employed in the current model developments in the field. This lack of a holistic approach although is evident in deterministic models too, the existing stochastic counterparts proved to include much less decision terms and inclusive constraints, which limits them to a limited applications and may cause sub-optimal solutions. Employing this set of holistic decision terms and boundary conditions, this work develops a scenario-based multi-stage stochastic capacity management model, which is capable of modelling different strategic terms such as capacity level management (slight, medium and large capacity volume adjustment to increase/decrease capacity), location/relocation decisions, merge/decomposition options, and product management (R&D, new product launch, product-to-plant and product-to-market allocation, and product phase-out management). Possibility matrix, production rates, different financial terms and international taxes, inflation rates, machinery depreciation, investment lead-time and product cycle-time are also embedded in the model in order to make it more practical, realistic and sensitive to strategic decisions and scenarios. A step-by-step open-box validation has been followed while designing the model and a holistic black-box validation plan has been designed and employed to widely validate the model. The model then has been verified by deploying a real-scaled case of Toyota Motors UK (TMUK) decision of mothballing one of their production lines in the UK after the global recession in 2010.     

A Multi‐theory Perspective of Board Leadership Structure: What Does the Egyptian Corporate Governance Context Tell Us?

Much of the existing research in corporate governance has been directed at examining the consequences of board leadership structure on various organizational issues, with little to say about the determinants of this structure. By exploring either agency theory or stewardship theory, researchers provide contested conclusions regarding board leadership structure. The underlying premise of both theories is that ‘one universal structure fits all’. However, the main argument of this paper is that the appropriate board leadership structure varies with some contextual variables and certain actors in a given environment. Econometric analysis demonstrates that board leadership structure varies with firm size, age and ownership structure. The implication of this result is that the assertion of both agency theory (CEO non‐duality structure) and stewardship theory (CEO duality structure) may be valid under certain conditions. Thus, existing theories might need to be treated as complementary viewpoints, each of which draws upon a part of the whole picture, because depending on just one single perspective is more likely to result in misleading conclusions about the structure as a whole.     

资源政策调整对减排和环境福利影响——以煤炭资源税改革为例

随着环境污染加剧,我国减排形势日益严峻,但目前资源政策设计过度关注社会经济影响,较少涉及减排和环境福利,不利于生态文明建设和社会可持续发展.本文构建动态可计算一般均衡模型(dynamic computable general equilibrium,简称动态CGE模型),以煤炭资源税改革为研究对象模拟资源政策调整的长期影响,分别采用煤炭资源税率调整和资源价值补偿政策场景,探索资源政策调整对促进减排和改善环境福利的作用.研究表明:总体而言,资源政策调整有利于促进减排和环境福利,但不同政策方案设计产生的影响差异性较大;煤炭资源税率提高会在一定程度上抑制资源消费,提高资源利用效率和人均资源盈余,降低环境损失;而资源价值补偿政策实施将对我国环境质量改善产生积极作用,可以有效提高环境福利;因此,在减排和环境福利综合视角下,煤炭资源税改革必须注重资源政策方案设计的协调性和完整性,才能有效发挥资源政策对环境系统的有效引导和激励作用.     

基于机会约束随机Index-DEA的投资组合效率评价

传统DEA和分散化DEA是两种常见的非参数评价方法,二者也被广泛应用于投资组合效率评价。已有相关研究通常将风险和期望收益视为投资组合的投入和产出指标,但该投入-产出假设与实际投资过程并不吻合。在实际投资过程中,真实投入应为投资组合的初始财富,产出则是其终端财富。基于新的投入-产出假设,本文对投资组合初始财富进行标准化,将终端财富转化为收益率形式,进而构造随机生产可能集和相应的机会约束随机Index-DEA模型。当投资组合收益率服从联合正态分布时,随机Index-DEA模型被转化为等价的确定性模型,从理论上证明该等价模型的凸凹性,并提出相应的求解算法。最后,利用该随机Index-DEA模型对我国30只开放式基金进行效率评价,验证所提出DEA模型和求解算法的有效性。     

Trade and Factor Market Reforms in China

The benefits of the multi‐faceted liberalization of the Chinese economy can be seen in various indicators of economic development. The rate of growth of the economy, the flow of foreign investment in China, and rising quality of life are some of the indicators of gains from the liberalization process. Most of the research has focused on the role of trade reforms on the Chinese economy. There is, however, one unfinished agenda that has not been addressed adequately by policy makers as well as academia, i.e. labor‐sector reforms. In this paper, we analyze the effect of labor market liberalization in China using a Computable General Equilibrium (CGE) model. Most CGE models on China using a neoclassical approach assume that there is a single wage rate for the economy. This is a simplifying assumption and has strong implications. Studies show that inter‐industry wage differentials persist even after accounting for obvious explanations such as differences in human capital or job hazard. Inter‐industry structural rigidities in developing countries lead to wage differentials. In China, labor mobility from the rural to the urban sector is restricted. Furthermore, China is on its way to joining the WTO agreement. As a signatory to the WTO agreement, China would be required to reform its trade sector by eliminating tariffs. In this paper, we explicitly model wage differentials in the case of the Chinese economy. Various counterfactual experiments have been conducted to introduce efficiency by the removal of factor market differentials in China in the presence and absence of tariff and non‐tariff barriers. Our results indicate that factor market reforms are essential to the realization of full gains from accession to the WTO agreement.     

主要排放部门的减排责任分担研究:基于全局成本有效的分析

运用中国能源与环境政策分析模型(CEEPA),从经济全局成本有效的角度,分析了一定减排约束下中国主要排放部门宜分担的减排责任及其减排行为。研究发现,基于排放量进行减排责任部门分担是有助于整体成本的,但对煤炭和运输仓储部门宜做出调整;随着减排目标的增加,应增添运输仓储部门的减排配额比例,减少煤炭部门的减排配额比例;短期内不宜对各部门尤其是煤炭部门设置较高的减排目标。     

和谐管理理论及其应用述评

经过三十余年的发展,和谐管理理论已经被我国管理学者应用到深化管理学理论创新以及引领管理实践变革的各个方面。面对充满了不确定性、模糊性、复杂性以及快变性的商业管理环境,和谐管理理论逐渐体现出了其整合东西方管理智慧、与管理情境紧密结合以创造性地解决复杂问题的基本思想,以及在应用该理论过程中体现出了"动态"与"迭代"特征。本文通过对和谐管理理论相关应用研究进行述评,讨论了相关研究所存在的一系列问题和改进建议,有助于彰显和谐管理理论的应用价值,并加强和谐管理理论的研究和应用。为了使读者对和谐管理理论有更为深入及在一定程度上统一的认识,本文以介绍和谐管理理论基本思想与特点作为开头,并深入回顾了和谐管理理论在不同领域以及行业中的应用。同时,本文也发现和谐管理理论相关应用研究存在着分布不均、理论联系度较低、理论与实践关联度不足以及和谐耦合机制相关研究不足的问题,并提出从深化和谐管理理论本身、扩大理论影响力以及加强相关应用研究等方面入手的改进建议。     

History and Contribution of Organizational Behavior Management to Services for Persons with Developmental Disabilities

ABSTRACT

This article traces the development of the field of organizational behavior management (OBM) from its origins in early behavior modification studies, the development of a technology for modifying staff behavior, to recent developments in the evolution of cultures. An ecological model of staff behavior is outlined using Bronfenbrenner's (1979) ecological model of human development. The technology used to modify staff behavior is briefly reviewed. In the final section recommendations for managers and researchers are made. Managers should be aware that there is an effective technology for modifying a wide range of staff behaviors that can be implemented both in response to crises and during routine management. Future research on OBM should address three major concerns. First, OBM should broaden the scope of its enquiry beyond the immediate staff and consumer dyad to include analysis of and intervention upon the entire ecosystem within which the consumer's behavior occurs. Second, the issue of integrating theory with practice should be pursued more vigorously through fundamental research on supervisor behavior and through basing interventions on an analysis of the variables maintaining current supervisory behavior. Third, greater attention should be paid to developing training for middle managers as general ist users of the principles of OBM.