Study Design in Causal Models

The causal assumptions, the study design and the data are the elements required for scientific inference in empirical research. The research is adequately communicated only if all of these elements and their relations are described precisely. Causal models with design describe the study design and the missing‐data mechanism together with the causal structure and allow the direct application of causal calculus in the estimation of the causal effects. The flow of the study is visualized by ordering the nodes of the causal diagram in two dimensions by their causal order and the time of the observation. Conclusions on whether a causal or observational relationship can be estimated from the collected incomplete data can be made directly from the graph. Causal models with design offer a systematic and unifying view to scientific inference and increase the clarity and speed of communication. Examples on the causal models for a case–control study, a nested case–control study, a clinical trial and a two‐stage case–cohort study are presented.     

金融危机前后中国股市价量关系实证分析

为了研究金融危机爆发前后中国股票市场价格和成交量之间的关系,将上证指数分为金融危机之前和金融危机之后两个子时段,运用Granger因果检验初步探究二者关系,进而使用ARMA模型将交易量划分为不同的类型,并分别加入到GARCH模型中进行实证。研究发现:金融危机前后两时段的价量关系有相同之处,在量对价的解释程度方面也存在差异。     

“于是”的语篇关联用法浅析*

“于是”是现代汉语中常用的连词之一，有着独特的表现形式和语义功能。目前现代汉语语法学界关于“于是”性质的看法主要有两种，一种认为“于是”是顺承类关联成分，另一种认为“于是”是因果类关联成分。从实际语料出发，将现代汉语语篇中“于是”的用例分为三类，在查阅大量文献资料的基础上，对“于是”的语义功能进行了深入分析并对其不同用法产生的原因进行了探究。     

中国公路交通与经济发展关系的实证研究

基于时间序列数据,利用协整理论和Granger因果检验方法对公路交通与经济发展的关系进行实证研究。研究表明:1978~1991年两者之间不存在长期均衡发展和Granger因果关系;而1992~2005年中国公路交通与经济发展存在协整关系和双向因果关系。通过建立协整回归方程对未来中国公路交通发展进行数量方面的预测,并将预测结果与“十一五”交通部公路发展规划比较,从而提出合理规划公路交通发展的建议:“十一五”公路发展规划接近中国经济发展水平,但在一定程度上还不能满足经济发展水平的要求;将公路交通发展历程分为两个阶段的研究方法,揭示了不同阶段的内在逻辑关系和数量关系。结论认为:公路交通与经济发展应保持长期均衡并适度超前的发展战略,中国公路交通规划应超前2~3年为宜。     

接近歌德的天才思索——《浮士德》的艺术、哲学和宗教

歌德有他自己的哲学思想和神学思想。他是因果与宿命的二元论者。《浮士德》是他以艺术 (诗、戏剧 )、哲学、宗教三位一体的方式思考人类命运的天才成果 :人类的命运既是因果的 ,也是宿命的 ;既是自主的 ,也是他主的 ;既是乐观的 ,也是悲观的 ,最终是乐观的。这就是《浮士德》文本的核心思想。《浮士德》的艺术是象征。舍象征而他求 ,不可能真正进入《浮士德》     

Estimating the Effects of Residential Mobility: A Methodological Note

This article reviews the methodological challenges of estimating a causal association between mobility and children's cognitive, social, emotional, and physical development. Utilizing a comprehensive set of empirical articles published in the past 25 years that employ quantitative methods, it describes the limitations of previous studies and the innovative ways that researchers have attempted to deal with them. The concept of mobility is inconsistently operationalized along four dimensions: school versus residential, distance, timing, and frequency. Imprecise operationalization conflates different forms of mobility, which have differential effects on development. Attempts to estimate a causal association between mobility and development suffer from three sources of bias: selection, contextual shifts, and contemporaneous instigating events. (a) Methods that account for unobserved differences between mobile and nonmobile children have consistently shown smaller or even positive effects of mobility. (b) Moving can have a positive or negative effect on children's ecological contexts in ways that are systematically correlated with child development. (c) Moves are frequently catalyzed by changes in family structure and employment. The article concludes with recommendations for future research. Researchers should continue to engage fixed- and random-effect, matching, and instrumental variable techniques, each of which makes the question of causality explicit.     

金融危机前后内地与香港股市联动性及引导性变化的实证研究

运用协整关系检验、格兰杰因果关系检验和脉冲响应分析,从实证的角度对金融危机前后内地股市与香港股市的联动性及引导性等方面所发生的变化进行分析。结果表明,金融危机使得内地股市与香港股市的联动性得以增强,两地股市从原来的单向因果关系转变为双向因果关系,同时内地股市对香港股市的引导关系从原来的不明显变得极其显著。这些变化对处于一体化过程中的两地股市及正在走向国际化的内地股市具有重要的现实意义。     

外商直接投资与我国进出口关系的实证分析

运用协整分析和建立误差修正模型,对外商直接投资与我国进出口的关系进行经验分析的结果表明:我国出口与外商直接投资之间存在着长期稳定的均衡关系;外商直接投资与出口之间存在单方向的因果关系;进口与外商直接投资之间不存在明显的协整关系。     

Identification of vector AR models with recursive structural errors using conditional independence graphs

In canonical vector time series autoregressions, which permit dependence only on past values, the errors generally show contemporaneous correlation. By contrast structural vector autoregressions allow contemporaneous series dependence and assume errors with no contemporaneous correlation. Such models having a recursive structure can be described by a directed acyclic graph. We show, with the use of a real example, how the identification of these models may be assisted by examination of the conditional independence graph of contemporaneous and lagged variables. In this example we identify the causal dependence of monthly Italian bank loan interest rates on government bond and repurchase agreement rates. When the number of series is larger, the structural modelling of the canonical errors alone is a useful initial step, and we first present such an example to demonstrate the general approach to identifying a directed graphical model.     

刑法因果关系浅析

弄清了刑法的因果关系,即弄清了犯罪行为因果关系的本质,在确认犯罪问题上就能更好的判断一个人对其行为结果负什么样的刑事责任。同时刑法的因果关系也是一个争论最多的问题,对于因果关系的必然性与偶然性,条件说与原因说,都是现在中外刑法研究的重点问题之一。正确的区别及认识它们对于研究刑法因果关系有重要意义。