电子货币对泰勒规则影响的理论和实证研究——以中国为例的分析

文章通过一个理论模型分析了电子货币的产生对于泰勒规则的影响作用,进而以中国为例,使用1988至2007年的数据分别对电子货币产生前后两段时期的泰勒规则进行了拟合。研究发现,泰勒规则与我国货币政策具有较强的一致性,并且电子货币进入成熟阶段后泰勒规则的有效性比电子货币产生之前的阶段大为降低。结论认为,中国进入电子货币时代后的最优货币政策规则应当是以泰勒规则为基础,以多种中介目标为辅助性操作工具的政策规则。     

投资组合优化中的泰勒级数收敛性与展开点选择问题研究

研究了泰勒级数对效用函数的收敛条件,力求能够使得泰勒级数成为效用函数的合理近似,从而保证投资组合优化问题的近似解收敛于真实解,最终实现最大化期望效用的投资组合优化问题得以有效解决。在期望效用最大化的泰勒级数近似模型基础上,以HARA效用函数为背景,得到了收益率相对泰勒级数展开点的偏离程度决定了泰勒级数收敛性质的结论,进而提出了合理选择泰勒级数展开点以保证收敛性的方法,该方法意味着在收益率分布具有正偏度的情况下,以往通行的在收益率数学期望处展开泰勒级数的方法不具有合理性,上述分析结论通过数据分析得到了验证。     

基于DSGE模型的利率传导机制研究

动态随机一般均衡模型对中国的经济数据拟合较好,可用来分析中国的经济问题;利率作为中国货币政策的中介目标是适宜的,泰勒规则可以用来指导中国的货币政策实践;利率冲击通过影响资本投资价值进而投资而对产出产生影响,消费的传导作用相对较小。     

An implicit function based procedure for analyzing maximum likelihood estimates from nonidentically distributed data

A methodology is presented for gaining insight into properties — such as outlier influence, bias, and width of confidence intervals — of maximum likelihood estimates from nonidentically distributed Gaussian data. The methodology is based on an application of the implicit function theorem to derive an approximation to the maximum likelihood estimator. This approximation, unlike the maximum likelihood estimator, is expressed in closed form and thus it can be used in lieu of costly Monte Carlo simulation to study the properties of the maximum likelihood estimator.     

Modeling distances between humans using Taylor’s law and geometric probability

Taylor’s law states that the variance of the distribution of distance between two randomly chosen individuals is a power function of the mean distance. It applies to the distances between two randomly chosen points in various geometric shapes, subject to a few conditions. In Réunion Island and metropolitan France, at some spatial scales, the empirical frequency distributions of inter-individual distances are predicted accurately by the theoretical frequency distributions of inter-point distances in models of geometric probability under a uniform distribution of points. When these models fail to predict the empirical frequency distributions of inter-individual distances, they provide baselines against which to highlight the spatial distribution of population concentrations.     

一个数值积分公式

以函数Ｔａｙｌｏｒ展开式为基点，导出一个数值积分公式；并给出相应的误差公式；最后用实例展示公式使用程序及对公式的评估。     

New Indices of Money Supply and the Flexible Laurent Demand System

The article begins by surveying the existing results on the new Divisia monetary aggregates. Charts display the differences in behavior between the Divisia aggregates and the Federal Reserve's official simple-sum monetary aggregates. The article then compares system-wide fit for the simple-sum and Divisia monetary aggregates when used as data in the joint estimation of a system of demand equations. The demand system is derived from a new Laurent expansion approximation to the reciprocal indirect utility function. The Laurent expansion provides a better-behaved remainder term than that of the more commonly used Taylor series. The results favor the Divisia aggregates.     

如何正确看待现代管理中的"古典热"现象

依据泰罗、法约尔和韦伯管理理论的基本内容 ,总结出各自管理理论的精神实质。根据现代管理环境对管理的要求 ,分析评价了这些精神实质对现代管理的重要作用及意义。指出“回到泰罗去”,“重新认识法约尔”,“韦伯热”等“古典热”现象的本质是将泰罗、法约尔和韦伯管理理论的精神实质扬弃地应用于现代管理中     

预防性储蓄重要性的测算方法及其比较

 本文对西方预防性储蓄研究文献中预防性储蓄重要性的测算方法进行了详细总结和比较,对其在中国的应用和适用性也做了简要的介绍和讨论,以期起到抛砖引玉的作用。     

《复变函数》中研究性教学模式的实践与反思

数学教学的目的不仅是让学生获得数学知识,更重要的是教会学生掌握科学的思考方法,研究性学习作为一种新型的学习理念,突出的是自主性、开放性、实践性及过程性。