农村人力资本与经济增长关系的实证分析

运用协整理论和格兰杰因果检验方法研究我国农村人力资本与农村产出增长的关系,以验证在我国是否存在"农村人力资本陷阱"。协整检验结果表明,我国农村经济增长和人力资本之间存在着长期稳定的均衡关系。格兰杰检验结果表明,我国农村经济增长和人力资本之间存在单向格兰杰因果关系:人力资本增长是引起农村经济增长的格兰杰原因,而农村经济增长并未带来人力资本的增长。     

重庆市旅游产业发展与经济增长实证分析

为了研究重庆市旅游产业与经济增长之间的关系,利用重庆市1997--2010年的统计数据,采用计量经济学中的单位根检验、协整理论和Granger的因果关系检验等方法对旅游产业和经济增长进行分析。研究结果表明：重庆市经济增长与旅游总收入、入境旅游收入之间不仅存在长期正向均衡关系,也具有短期动态调整关系。同时,Granger因果检验表明重庆经济增长与旅游总收入以及入境旅游之间存在一定的关系。     

基于动态VECM的我国铜期货的价格发现功能研究

通过采用ADF检验、协整性检验及Granger因果检验对近年来上海铜期货市场的价格发现功能进行全面深入的动态实证分析,表明铜期货价格具有良好的价格发现功能。通过动态向量误差修正模型(vector error correc-tion model,VECM)检验,铜现货市场和期货市场价格波动相关性趋于加强,但呈现出非线性规律,说明企业在进行套期保值决策时能以期货价格波动作为决策依据之一,但不能对期货价格波动反应过度,致使套期保值行为失当,需要综合分析外部市场环境和期货市场运行规律,做出全面科学的套期保值决策。     

休谟的经验论真的摆脱了矛盾吗?

休谟用印象和观念的区分克服以前的经验论者在经验来源问题上的矛盾。这一区分是以肯定过去、现在和未来的经验之间的相似性为前提的。然而,休谟对因果关系的怀疑又否定了过去和未来的经验之间的相似性,这与他的经验论的根本前提相矛盾。他或者坚持他的理论前提而放弃对因果关系的怀疑,或者坚持对因果关系的怀疑而放弃他的理论前提。正是这样的矛盾启发了康德,他在哲学史上第一次提出了"休谟问题",并用过去和未来事件的连续性的先验图式解决之。     

Turning Points, Bottlenecks, and the Fallacies of Counterfactual History

Arguments for historical turning points are sometimes put forward as a principled argument against causal determinism of the course of world history; sometimes as clever curiosities and flights of imagination. I will attempt to show that the logic of turning-point arguments does not disprove historical causality but, on the contrary, depends on belief in causality. Sometimes, this is only an implicit belief in the clichés of folk historiography; occasionally, a serious sociology is explicitly invoked. In either case, there is a tendency to misperceive how historical causality works through broadly-based processes that are not easily stopped or drastically diverted by particular events.     

Interest rate determination in India: domestic and external factors

This paper examines the determinants of interest rates in India in the post-reform period in the context of a model that takes into account both domestic and external factors. The short- and long-run behavior of interest rates (commercial paper rate, 3-month Treasury bill rate, 12-month Treasury bill rate) is studied. The empirical results are robust across interest rates and indicate the existence of a cointegrating relationship between real interest rates, real government expenditure, real money supply, foreign interest rates and the forward premium. The estimations also show that movements in interest rates are Granger caused by both domestic and external factors.     

休谟因果观探析

一般认为,休谟既然把因果观念看成是人心习惯联想的产物,那么他也就否定了客观的因果关系的存在。事实上,休谟通过对因果性问题的考察,意在寻找因果观念产生的基础,以及人心产生因果观念的心理学机制。他既没有否定客观的因果关系的存在,也未否认因果推论在实践中的作用。休谟其实是要对本体问题进行“悬置”,排斥形而上学,认为它非人类的认识能力所为。休谟意在认识论层次上探讨哲学问题。对休谟的误解一般来自对本体论和认识论两个层次的混淆。     

对于"非完全决定论"的解析

普遍的因果性原理是一种设定,因果性是自然秩序的表现方式,必然性是这种秩序的核心,它是科学存在的前提,也是因果观念合理性的基础.在自然中寻找因果必然性是科学的主要任务之一.在实际的科学研究中,必然性是自然律的理想和极限,它总是未完成的,它引导着科学探索的方向.决定论是错误地表达因果必然性的方式,本质上是一个悖论."非完全决定论"的主张是一种概念的混淆.     

Financial development and economic growth: The Egyptian experience

This paper examines the causal relationship between financial development and economic growth in Egypt during the period 1960–2001 within a trivariate vector autoregressive (VAR) framework (investment being the additional variable). We employ four different measures of financial development and apply Granger causality tests using the cointegration and vector error-correction (VEC) methodology. Our results strongly support the view that financial development and economic growth are mutually causal, that is, causality is bi-directional. Furthermore, we find that financial development causes economic growth through both increasing resources for investment and enhancing efficiency. These findings suggest the need to accelerate the financial reforms that the Egyptian government launched in 1991 and to improve the efficiency of the financial system to stimulate saving/investment and, consequently, long-term economic growth.     

基于ECM模型的城镇居民收入与消费问题的实证研究——以杭州为例

本文根据协整理论与误差修正模型,利用1978-2007年度数据以杭州市为例对城镇居民收入与消费的协整关系进行了实证分析。结果表明:杭州市城镇居民家庭的人均消费与收入之间存在单向长期稳定的因果关系,即人均可支配收入变动是影响人均消费变动的原因,而人均消费变动不是影响人均可支配收入变动的原因。因此,从长期来看,要刺激城镇居民消费来拉动经济增长,必须增加城镇居民的可支配收入。