和谐社会视野下的政治文化整合及路径选择

随着我国经济和政治体制改革的深入,政治文化领域形成了不同形式的政治亚文化。它们之间需要有一定程度的整合,以利于政治的稳定与和谐社会的建设。公众的政治参与是政治文化整合的现实考量,在一个政治系统中,政治文化的重要着眼点即是规范和引导公众有序的政治参与;道德理念是政治文化整合过程中的价值规范和内在支撑;成熟的公民文化是政治文化整合的目标,培养成熟公民、构建现代公民文化是构建和谐社会的必然要求和趋势。     

知识型员工主导需要及激励因素的研究

采用访谈和问卷调查结合的方法对290名知识型员工的主导需要与激励因素进行研究。结果显示:(1)薪酬福利、培训学习、能力发挥、职位晋升等需要是当前知识型员工的主导需要,这些因素在所有20项激励因素中排在前四位之内。(2)知识型员工认为最为重要的激励因素:薪酬福利、培训学习、能力发挥、职位晋升、公司前景等前五位因素,占所有激励因素的80%,其余15类因素所占比重只有20%。(3)随年薪水平的提高,知识型员工对薪酬福利的重视程度有不断降低的趋势,对职业发展的重视程度随年薪水平的提高而增加;(4)不同工作类型的知识型员工对激励因素的重视程度排序有所不同。     

中国核心通货膨胀的指数测算、分类特征与冲击传导

为了测算和分析我国核心通货膨胀指数，本文在动态因子模型分析框架下引入了时变因子载荷系数、随机扰动和异常值调整，构建了基于我国城市环比CPI的UCSVO模型和基于八大类城市环比CPI及消费支出权重的MUCSVO模型。研究发现：①UCSVO模型识别出的CPI异常变动时间点符合经济现实，由其测算得出的核心通货膨胀指数适用于我国通货膨胀的实时监测；②MUCSVO模型中共同的趋势成份因子及其载荷系数能体现宏观冲击与价格粘性的现实经济含义，价格粘性的差异是各大类核心通货膨胀指数对宏观冲击产生异质性响应的重要原因；③MUCSVO模型所测算的核心通货膨胀指数的分类权重与消费支出成正比、与波动性成反比，在测算分类以及总体核心通货膨胀指数的同时，还能准确反映各大类CPI的变化特征。     

基于自适应组LASSO估计的高维门限因子模型一致选择

门限因子模型设定载荷具有阈值型区制转换结构,可以同时刻画高维时间序列的共变性和区制转换特征。针对高维门限因子模型,本文基于自适应组LASSO技术给出了一种一致模型选择过程。这一模型选择过程将因子个数设定、门限效应推断纳入统一的分析框架,不仅解决了模型选择的一致性问题,还同时实现了模型选择误差的统一控制,这对于高维门限因子模型而言是非常重要的。理论研究和随机模拟结论表明本文给出的一致模型选择过程具有良好的大样本性质和有限样本表现。最后,本文将门限因子模型应用于我国金融市场分析,实证结果进一步验证了本文理论的有效性。     

System Estimation of Panel Data Models Under Long-Range Dependence

A general dynamic panel data model is considered that incorporates individual and interactive fixed effects allowing for contemporaneous correlation in model innovations. The model accommodates general stationary or nonstationary long-range dependence through interactive fixed effects and innovations, removing the necessity to perform a priori unit-root or stationarity testing. Moreover, persistence in innovations and interactive fixed effects allows for cointegration; innovations can also have vector-autoregressive dynamics; deterministic trends can be featured. Estimations are performed using conditional-sum-of-squares criteria based on projected series by which latent characteristics are proxied. Resulting estimates are consistent and asymptotically normal at standard parametric rates. A simulation study provides reliability on the estimation method. The method is then applied to the long-run relationship between debt and GDP. Supplementary materials for this article are available online.     

ICT投资、偏向性技术变化与全要素生产率

本文从偏向性技术变化视角出发,建立包含ICT资本、非ICT资本和劳动的平行三要素供给面方程系统模型,在要素增强型技术进步模式可变的条件下,分析我国工业ICT资本偏向性技术变化、ICT资本和非ICT资本偏向性技术变化一致性、ICT 资本偏向性技术变化和ICT资本深化一致性对全要素生产率(TFP)的影响。研究结果表明:2000—2016年,在我国ICT投资快速增长的背景下,ICT 资本对非ICT资本和劳动反而出现双重偏向性技术下滑,且ICT资本偏向性技术变化和ICT资本深化方向不一致,二者共同抑制了TFP提升;而ICT资本和非ICT资本偏向性技术变化一致性促进了TFP提升。据此,我国工业数字化转型中,应当通过提高ICT投资与数字技术发展路线的匹配度来扭转ICT资本偏向性技术下滑,并进一步提高偏向性技术变化一致性,同时增强ICT投资的技术适宜性,从而改善ICT资本偏向性技术变化与ICT资本深化的一致性。     

On Exact Statistical Properties of Multidimensional Indices Based on Principal Components,Factor Analysis,MIMIC and Structural Equation Models

Recent empirical literature has seen many multidimensional indices emerge as well-being or poverty measures, in particular indices derived from principal components and various latent variable models. Though such indices are being increasingly and widely employed, few studies motivate their use or report the standard errors or confidence intervals associated with these estimators. This paper reviews the different underlying models, reaffirms their appropriateness in this context, examines the statistical properties of resulting indices, gives analytical expressions of their variances and establishes certain exact relationships among them.      

Determining the number of factors with potentially strong within-block correlations in error terms

ABSTRACT

We develop methods to estimate the number of factors when error terms have potentially strong correlations in the cross-sectional dimension. The information criteria proposed by Bai and Ng (2002 Bai, J., Ng, S. (2002). Determining the number of factors in approximate factor models. Econometrica 70:191–221.[Crossref], [Web of Science ®] , [Google Scholar]) require the cross-sectional correlations between the error terms to be weak. Violation of this weak correlation assumption may lead to inconsistent estimates of the number of factors. We establish two data-dependent estimators that are consistent whether the error terms are weakly or strongly correlated in the cross-sectional dimension. To handle potentially strong cross-sectional correlations between the error terms, we use a block structure in which the within-block correlation may either be weak or strong, but the between-block correlation is limited. Our estimators allow imperfect knowledge and a moderate misspecification of the block structure. Monte-Carlo simulation results show that our estimators perform similarly to existing methods for cases in which the conventional weak correlation assumption is satisfied. When the error terms have a strong cross-sectional correlation, our estimators outperform the existing methods.     

金融发展和全要素生产率:一个文献回顾

全要素生产率增长是经济可持续增长的重要保证。金融发展理论及其跨国经验研究的一个基本结论是,全要素生产率与金融发展有着重要的联系。作为一个新兴的市场经济国家,中国同时经历了经济增长和以银行中介为主体的金融发展过程。已有中国经验研究文献表明,加快银行体系改革、推动金融发展应该成为中国提升全要素生产率的长期战略选择。     

生命周期评价和生命周期成本分析的整合方法研究

本文简要介绍了生命周期评价 (LCA)和生命周期成本分析 (LCCA)的理论框架 ,分析了生命周期评价和生命周期成本分析之间的差异、隔阂及引起隔阂的原因 ,着重介绍了将LCA和LCCA进行整合的两种软件PTLaser和TCAce及其设计原理。