开放经济中的泰勒规则——对中国货币政策的检验

一、前言泰勒(1993)曾提出一个非常具体而又简单的货币政策规则,同时利用此规则考察了美国1987～1992年的货币政策,并且发现这种规则和美国货币政策的实际操作拟合得很好,这就是著名的“泰勒规则”。近来的许多研究也表明,该规则能较好地反映西方国家成功的货币政策实践的实质,所以实际上也已经成为美联储、欧洲中央银行、英格兰银行和加拿大银行操作货币政策的理论依据。泰勒法则的提出最初实际上是来源于对经济数据的实证分析,因而缺乏坚实的理论基础;以Clarida等(1997,2000)为代表的一些经济学家就把研究方向转向现代经济学理论模型,并…     

对21世纪会计学教学改革的思考

文章认为21世纪的会计学教学改革,必须将教材更新、注重实践环节和加强学生能力的培养结合起来.     

对高校学生公共体育兴趣的心理初探

本文从心理学的角度出发,对高校学生体育兴趣的产生、特点及变化原因作了初步探究,并提出了情感教学对体育兴趣形成的重要作用。     

浅论位移电流

位移电流是普通物理中一个较重要的概念,也是教学中的一个难点.本文从位移电流概念的提出及实验验证,位移电流的物理意义及其与传导电流异同等几方面对其加以阐述,以求对位移电流的教学有所帮助.     

MUX級联网络的組合設計

利用MUX级联网络实现多变量逻辑函数时,为求得最简的级联系统,本文提出了利用剩余函数立方图求取变量划分的快速方法。该法无需借助卡诺图,也不需要进行复杂的运算。结果表明,该法行之有效而且十分方便。     

汽液两相喷嘴中临界流的简化数学模型

本文介绍了考虑汽液两相间的传热、传质与动量交换后,汽液两相喷嘴中临界质量流速的简化数学模型,并根据他人试验结果所作的近似假设,提供了喷嘴中汽液两相流的临界压比计算式。     

个人教育收益率的估计与比较: 一个半参数方法

 本文运用一种变系数部分线性模型扩展了传统的明瑟人力资本收入函数,并提出了对明瑟函数中“平行性”假设的一种检验方法,以分析个人教育收益率如何受到工龄等因素的影响。通过对1991、2000以及2004等年度国家统计局城镇居民收入调查数据的分析,揭示出近二十年来我国城镇居民中不同工龄的人们的教育收益率存在明显区别,其中人教育收益率最高的始终是在1980年代中后期参加工作的群体。对导致我国教育收益率这种特殊现象的原因作了分析。     

Exact average coverage probabilities and confidence coefficients of confidence intervals for discrete distributions

For a confidence interval (L(X),U(X)) of a parameter θ in one-parameter discrete distributions, the coverage probability is a variable function of θ. The confidence coefficient is the infimum of the coverage probabilities, inf  _θ P _θ (θ∈(L(X),U(X))). Since we do not know which point in the parameter space the infimum coverage probability occurs at, the exact confidence coefficients are unknown. Beside confidence coefficients, evaluation of a confidence intervals can be based on the average coverage probability. Usually, the exact average probability is also unknown and it was approximated by taking the mean of the coverage probabilities at some randomly chosen points in the parameter space. In this article, methodologies for computing the exact average coverage probabilities as well as the exact confidence coefficients of confidence intervals for one-parameter discrete distributions are proposed. With these methodologies, both exact values can be derived.     

Missing item imputation for quality-of-life instruments with application to asthma quality-of-life questionnaires

There has been increasing use of quality-of-life (QoL) instruments in drug development. Missing item values often occur in QoL data. A common approach to solve this problem is to impute the missing values before scoring. Several imputation procedures, such as imputing with the most correlated item and imputing with a row/column model or an item response model, have been proposed. We examine these procedures using data from two clinical trials, in which the original asthma quality-of-life questionnaire (AQLQ) and the miniAQLQ were used. We propose two modifications to existing procedures: truncating the imputed values to eliminate outliers and using the proportional odds model as the item response model for imputation. We also propose a novel imputation method based on a semi-parametric beta regression so that the imputed value is always in the correct range and illustrate how this approach can easily be implemented in commonly used statistical software. To compare these approaches, we deleted 5% of item values in the data according to three different missingness mechanisms, imputed them using these approaches and compared the imputed values with the true values. Our comparison showed that the row/column-model-based imputation with truncation generally performed better, whereas our new approach had better performance under a number scenarios.     

Quasi-minimax estimation in the general linear regression model

This paper is mainly concerned with minimax estimation in the general linear regression model y=Xβ+ε$y=X\beta +\epsilon$ under ellipsoidal restrictions on the parameter space and quadratic loss function. We confine ourselves to estimators that are linear in the response vector y  . The minimax estimators of the regression coefficient β$\beta$ are derived under homogeneous condition and heterogeneous condition, respectively. Furthermore, these obtained estimators are the ridge-type estimators and mean dispersion error (MDE) superior to the best linear unbiased estimator b=(X^′W^-1X)^-1X^′W^-1y$b=(X^{\prime }{W}^{-1}X{)}^{-1}{X}^{\prime }{W}^{-1}y$ under some conditions.