人民币汇率失衡及贸易壁垒对我国出口行业影响异质性研究

贸易摩擦、新冠疫情使我国经济贸易面临严峻挑战,人民币汇率波动及贸易壁垒将常态化地影响我国出口贸易.在加快形成以国内大循环为主体、国内国际双循环相互促进的新发展格局背景下,文章基于HS分类原则,选取WTO等机构的贸易数据,通过构建BEER模型测算了人民币汇率失衡程度;通过建立固定效应面板模型研究了人民币汇率失衡及贸易壁垒双因素对我国出口行业影响的异质性.研究表明:人民币汇率失衡对我国出口贸易整体上具有显著负向影响,非关税壁垒对我国出口贸易整体上具有显著正向影响;关税和非关税构成的贸易壁垒与人民币汇率失衡双因素对我国出口贸易具有显著抑制作用,并对不同出口行业的影响存在异质性;人民币汇率失衡与非关税壁垒双因素对大多行业均具有显著负向影响,人民币汇率失衡与关税壁垒双因素对不同行业影响的正负效应及程度大小有异质性.因此,建议通过运行逆周期因子等完善人民币汇率自我修正机制;通过引导出口企业了解使用外汇衍生品等促进外汇衍生品市场运行机制的健全;通过加强"海外仓"建设及深耕RCEP框架下的东盟十国市场等实施出口行业差异化贸易策略;通过提升自主科技创新能力等加快出口行业产业转型升级,推动双循环,实现我国出口贸易高质量发展.     

Statistical testing strategies for assessing treatment efficacy and marker accuracy in phase III trials

When a candidate predictive marker is available, but evidence on its predictive ability is not sufficiently reliable, all‐comers trials with marker stratification are frequently conducted. We propose a framework for planning and evaluating prospective testing strategies in confirmatory, phase III marker‐stratified clinical trials based on a natural assumption on heterogeneity of treatment effects across marker‐defined subpopulations, where weak rather than strong control is permitted for multiple population tests. For phase III marker‐stratified trials, it is expected that treatment efficacy is established in a particular patient population, possibly in a marker‐defined subpopulation, and that the marker accuracy is assessed when the marker is used to restrict the indication or labelling of the treatment to a marker‐based subpopulation, ie, assessment of the clinical validity of the marker. In this paper, we develop statistical testing strategies based on criteria that are explicitly designated to the marker assessment, including those examining treatment effects in marker‐negative patients. As existing and developed statistical testing strategies can assert treatment efficacy for either the overall patient population or the marker‐positive subpopulation, we also develop criteria for evaluating the operating characteristics of the statistical testing strategies based on the probabilities of asserting treatment efficacy across marker subpopulations. Numerical evaluations to compare the statistical testing strategies based on the developed criteria are provided.     

How do countries choose their monetary policy frameworks?

This paper investigates the determinants of countries’ choices of monetary policy framework. A brief narrative focused on groupings of countries motivates an econometric analysis which draws on previous work on the determinants of exchange rate regimes, bringing in standard factors as well as the trade networks of potential anchor currency blocs and the financial market depth that are emphasised in the narrative. The model turns out to be able to predict three quarters of countries’ choices, and there is no obvious systematic pattern in the errors. The results have important implications for how countries should choose their monetary policy frameworks.     

汇率货币模型的非线性协整关系检验——基于深度GRU神经网络

本文采用深度门控循环单元（GRU）神经网络探讨三种汇率货币模型（弹性价格、前瞻性和实际利率差模型）的非线性协整关系。GRU技术在深度学习中具有智能记忆、自主学习和强逼近能力等优点。为此，本文运用该技术对6组典型浮动汇率制国别数据进行了非线性Johansen协整检验。结果表明，汇率与宏观经济基本面之间存在非线性协整关系，从而说明了货币模型在非线性条件下的有效性，以及先进的深度学习工具在检验经济理论中的优势。     

储层岩石矿物成分对酸蚀裂缝导流能力的影响

储层岩石矿物成分是酸压改造效果影响因素之一。研究认为，在储层岩石矿物成分中易溶物的含量及分布方式决定了酸蚀裂缝导流能力大小，易溶蚀物的含量越多，岩石溶蚀速率越快。室内测试了不同溶蚀速率下的灰岩和白云岩的酸蚀裂缝导流能力，研究了岩石溶蚀速率、易溶蚀物含量对酸蚀裂缝导流能力的影响，对酸压工艺设计方案提出了指导性建议。研究结果表明，储层岩石溶蚀速率与酸蚀裂缝导流能力增加倍比存在抛物线关系，易溶蚀物占30%40% 时酸蚀裂缝导流能力保持较好。     

The residual effect of a growth-decay mechanism and the distributions of covariance structures

The product of two independent or dependent scalar normal variables, sums of products, sample covariances, and general bilinear forms are considered. Their distributions are shown to belong to a class called generalized Laplacian. A growth-decay mechanism is also shown to produce such a generalized Laplacian. Sets of necessary and sufficient conditions are derived for bilinear forms to belong to this class. As a generalization, the distributions of rectangular matrices associated with multivariate normal random vectors are also discussed.     

在位相空间中求解外力含时的受迫量子谐振子

运用广义线性量子变换理论 ,在位相空间中通过算子的代数运算求解外力含时的受迫谐振子 ,给出了演化算子、演化算子矩阵元和波函数的表示式 .     

我国高校文科学报的“当代化”论

高校文科学报的“当代化”是相对于时下盛行的“现代化”而言的。它是根据我国高校文科学报的发生及其发展历程的阶段性特征 ,以及“当代化”所蕴涵的人类文明进程的阶段性定位和“与时俱进”的时代性体现的科学内涵而提出来的。“当代化”具有现实性和求真性的鲜明特征 ,对于 2 1世纪我国高校文科学报的发展是一种求真务实的选择。     

缩小城乡差距统筹城乡发展问题研究

笔者系统总结了我国城乡差距、城乡关系失调的具体表现,并进一步分析了城乡发展差距过大对国民经济和社会发展的影响以及统筹城乡发展的现实意义,继而从改革城乡分治的管理体制,加快城镇化进程,推动城乡联动的工业化路线等方面提出了统筹城乡发展的对策建议。     

Kernel Estimation of Rate Function for Recurrent Event Data

Abstract.  Recurrent event data are largely characterized by the rate function but smoothing techniques for estimating the rate function have never been rigorously developed or studied in statistical literature. This paper considers the moment and least squares methods for estimating the rate function from recurrent event data. With an independent censoring assumption on the recurrent event process, we study statistical properties of the proposed estimators and propose bootstrap procedures for the bandwidth selection and for the approximation of confidence intervals in the estimation of the occurrence rate function. It is identified that the moment method without resmoothing via a smaller bandwidth will produce a curve with nicks occurring at the censoring times, whereas there is no such problem with the least squares method. Furthermore, the asymptotic variance of the least squares estimator is shown to be smaller under regularity conditions. However, in the implementation of the bootstrap procedures, the moment method is computationally more efficient than the least squares method because the former approach uses condensed bootstrap data. The performance of the proposed procedures is studied through Monte Carlo simulations and an epidemiological example on intravenous drug users.