季节调整新方法及其原理研究

本文的主要工作是从频域的角度对季节调整中“季节滤子”的设计及估计问题进行研究。通过将直接信号提取（DSEF）方法引入到季节调整的应用之中,突破现有季节调整方法中仅能处理季度或月度数据的限制,且该方法下季节调整后的序列是理论季节调整后序列的“均方误差”最小估计。将DSEF方法应用于对中国季度进出口总额序列的季节调整分析中。分析结果显示,相比于X-11和SEATS方法,DSEF方法季节调整结果的离差较小且稳健性较好。     

An Approximation Model of the Collective Risk Model with INAR(1) Claim Process

Cossette et al. (2010 Cossette, H., Marceau, E., Maume-Deschamps, V. (2010). Discerte-time risk models based on time series for count random variables. ASTIN Bull. 40:123–150.[Crossref], [Web of Science ®] , [Google Scholar], 2011 Cossette, H., Marceau, E., Toureille, F. (2011). risk models based on time series for count random variables. Insur. Math. Econ. 48:19–28.[Crossref], [Web of Science ®] , [Google Scholar]) gave a novel collective risk model where the total numbers of claims satisfy the first-order integer-valued autoregressive process. For a risk model, it is interesting to investigate the upper bound of ruin probability. However, the loss increments of the above model are dependent; it is difficult to derive the upper bound of ruin probability. In this article, we propose an approximation model with stationary independent increments. The upper bound of ruin probability and the adjustment coefficient are derived. The approximation model is illustrated via four simulated examples. Results show that the gap of the approximation model and dependent model can be ignored by adjusting values of parameters.     

人民币汇率指数编制及其与宏观经济变量的联动分析

本文在总结国内外汇率指数编制经验教训的基础上,提出了人民币汇率指数编制的基本理论与方法,设计了一套能全方位多角度反映我国在不同市场特征下进出口竞争力状况的包含人民币发达市场汇率指数、人民币新兴市场汇率指数和人民币全市场汇率指数的指数体系编制方案。具体编制时,本文首次引入“第三方市场效应”,以全面反映我国与其他经济体之间的竞争关系,并首次使用“除数修正法”,对指数因成分货币或权重调整引起的非汇率价格因素变动进行修正,以保证指数的连续性。最后,用交叉谱分析实证发现,相对于国内外其他人民币汇率指数,本文编制的人民币汇率指数与主要宏观经济变量之间存在更强的一致性和不同情形的领先响应关系,联动更为紧密。     

基于频域的X-13ARIMA-SEATS季节调整过滤器诊断

本文从频域角度对X-13ARIMA-SEATS季节调整程序的对称和并行过滤器进行研究,考察不同的模型非季节和季节移动平均参数和不同过滤器长度对平方增益函数和相位延迟函数的影响,并以中国采购经理人指数（PMI）和居民消费价格指数（CPI）季节序列诊断为例,从频域角度比较X-11和以ARIMA为基础的（AMB）方法的平方增益函数和相位延迟函数来选择更优的季节调整方法。得出的结论：①非季节移动平均参数增大时,两种过滤器平方增益函数有下降趋势,季节移动平均参数增大时,平方增益函数有上升趋势。长度较短的过滤器波动更剧烈,季节频率上波谷宽度更宽;②季节移动平均参数越大时,相位延迟函数震荡越剧烈,非季节移动平均参数越大时,季节频率上的相位延迟增大。单个非季节频率区间内相位延迟函数与平方增益函数有反向关系;③AMB方法在非季节频率区间上的增益函数比X-11方法更趋于1,过滤器的凹槽比X-11方法更窄,且频率分量的相位失真更小,在PMI季节调整中更好;X-11方法对称过滤器的平方增益函数更小且更趋于1,在非频率区间上的相位延迟函数比AMB方法更小,更适用CPI的季节调整。④与传统季节调整质量诊断相比,频域诊断在估计季节成分的稳定性和过滤器的延迟特性方面具有优势,在季节调整方法选择时可综合两方面的结论。     

Dealing with shift work: Physical fitness, temperature, and napping

This paper reviews the effects of generally controllable factors such as physical conditioning, ambient temperature, and amount of prior sleep in adjustment to night work periods and shift work. One can expect a 5-10% decline in capacity for work in nocturnal work periods as compared to daytime work periods. This decreased capacity would dissipate if workers maintained a consistent sleep-wake routine for 8-16 days after moving to a new shift. Proven means for accelerating this adaptation are currently not available. The ability to perform work also declines as the length of the work period increases but depending upon individual tasks. Physical conditioning improves mood and general well-being, but no strong evidence currently indicates that conditioning increases tolerance or adjustment to shift work.

Increased ambient temperature increases the stress of work, although studies do not address heat as a factor in adjustment to shift work. While lower nocturnal temperature would be assumed to reduce heat stress during night shifts, supporting data does not exist. Studies have not addressed the negative consequences of cold stress or of rotating from night to day shifts with added heat stress.

The proper use of short sleep periods either as preparation for or as a response to a shift change can ameliorate some effects of shift rotation. Data indicate that performance on 'graveyard' shifts can be maintained close to baseline levels following true prophylactic naps while performance may decline by up to 30% when such naps are not taken. While there is evidence that naps or even rest periods without sleep are beneficial in improving mood in normal young adults, these data do not apply to 'replacement' naps. Studies of interjected naps imply that such naps do reduce sleep debt but do not imply that such naps are more beneficial than longer sleep periods. Naps appear to be most advantageous when the accumulated sleep debt is least.     

Marital Violence: Impact on Children's Emotional Experiences, Emotional Regulation and Behaviors in a Post-Divorce/Separation Situation

This study examined the mediating effects of children's emotional experiences and regulation strategies on the relationship between marital violence and children's behavioral problems following divorce/separation. Findings indicated marital violence as reported by the mothers was associated with children's internalizing problems as measured by the Achenbach Behavior Checklist. Marital violence was also associated with children's reported experience of negative emotions, with sadness and anger emerging as statistical predictors of children's behavioral problems. A weak relationship was found between emotional regulation strategies and children's behavioral problems, with the exception that direct intervention and the range of strategies used by children were positively associated with behavioral problems. Children's reported anger was also found to mediate the relationship between marital violence and children's total behavioral problems. Implications of findings for treatment of children and adolescents from separated, conflicted homes are discussed.     

中国劳动收入份额的测算研究：1993-2008

 劳动收入份额的准确测算至关重要。本文首先从定义和数据两个方面剖析了劳动收入份额的测算问题,分析了其对测算结果准确性的影响。然后总结归纳了现有的基于测算问题的修正方法,并进行必要的方法评析。最后,借助于城镇和农村住户抽样调查与人口数据估算中国的OSPUE。在此基础上,利用资金流量表数据对1993－2008年中国劳动收入份额进行合理的估算与必要的修正,并进行相应的变动分析与国际比较。     

高铁时代西部大城市服务业发展路径调整--以南宁市为例

高铁对城市除了要素集聚等积极效应之外,也存在虹吸效应消极的一面,西部地区的大城市虽然在地区的优势明显,但高铁将产业要素资源配置拓展到更广阔的区域中,城市的区域竞争力随之升级。南宁在区域性交通枢纽地位确立,全面进入高铁时代的大背景下,服务业应从发展定位调整、产业空间布局优化、政策引导与配套设施等方面进行发展路径调整,从而使南宁市服务业发展能在高铁影响之下抓住机遇、赢得更多的发展空间。     

券商盈利空间的实证分析和策略研究

本文通过实证研究发现,在我国券商的三项主要业务中,自营及传统的委托理财业务,从中长期看是券商风险最大的业务;经纪业务是券商收入结构中的主要部分;投行业务虽然行业利润并不高,但却较为稳定,还有很大的拓展空间。目前我国券商的业务结构并不符合各项业务的上述特点,存在着风险与收益的不对称,因此券商需要重新调整业务结构、业务规模和赢利模式。业务调整的核心是:向以中介为特点的金融服务方向转型。政策上,应该创造有利于券商创新的公平合理的竞争环境。     

加快工业结构调整升级 推动河南经济发展方式转变

推进工业结构调整和优化升级,建立一个资源节约、环境友好、充分发挥人力资源和区域资源优势、能够在全球价值链位置上不断攀升的现代工业体系,是"十二五"时期河南省加快转变经济发展方式、实现可持续发展的首要任务。地方政府必须主动承担区域工业结构调整的重任,建立一个有利于工业结构调整升级的体制政策环境,在完善市场体制机制的基础上实现政府职能转换,切实提高自身推动结构调整升级的能力和动力,并要发挥引导和支持作用,提升企业转型升级的能力和内在动力,培育工业增长的新驱动力。