菲利普斯曲线在中国的有效性研究

从基本的菲利普斯曲线理论出发,提出了新的适应性预期模型,并以此为基础建立附加预期的菲利普斯曲线方程,进而估计出我国近年来的自然失业率水平,由此证明了菲利普斯曲线在我国的有效性,并描述了预期因素对实际通货膨胀水平的影响。最后结合实证分析结果提出解决我国通货膨胀和失业问题的建议,如保证货币政策的连贯性、加强信息披露、解决结构性失业问题等。     

An algorithmic approach to construct D-optimal saturated designs for logistic model

In this paper, locally D-optimal saturated designs for a logistic model with one and two continuous input variables have been constructed by modifying the famous Fedorov exchange algorithm. A saturated design not only ensures the minimum number of runs in the design but also simplifies the row exchange computation. The basic idea is to exchange a design point with a point from the design space. The algorithm performs the best row exchange between design points and points form a candidate set representing the design space. Naturally, the resultant designs depend on the candidate set. For gain in precision, intuitively a candidate set with a larger number of points and the low discrepancy is desirable, but it increases the computational cost. Apart from the modification in row exchange computation, we propose implementing the algorithm in two stages. Initially, construct a design with a candidate set of affordable size and then later generate a new candidate set around the points of design searched in the former stage. In order to validate the optimality of constructed designs, we have used the general equivalence theorem. Algorithms for the construction of optimal designs have been implemented by developing suitable codes in R.     

制造系统生产单元碳排放核算模型

制造业是我国国民经济的支柱产业，但也是环境污染物排放的主要来源、能源消耗主体和温室气体排放大户。制造系统高能耗、高物耗、高碳排放的加工过程是造成制造业碳排放量大的重要原因。生产单元作为制造系统的加工的主体，其碳排放量的核算是确定整个制造系统乃至制造业碳排放总量的关键。本文首先对生产单元的原材料、电能、辅助物料及废屑处理所引起的碳排放进行分析，确定生产单元的碳排放源；其次，产品合格率的不同会造成生产单元输入及输出的成品/半成品数量的差异，进而影响生产单元单位产品的碳排放量，在此基础上，综合考虑了原材料、电能、辅助物料及废屑处理的碳排放情况，构建了给定工艺流程下生产单元碳排放核算模型。最后，结合一汽车排气装置加工实例，分别核算加工过程中九个生产单元的碳排放量，验证了模型的可行性。     

初次收入分配对我国居民旅游消费影响研究

文章选取初次分配工资分配率、城镇居民基尼系数、各收入阶层旅游消费占比作为分析指标，经分析研究所得结论为：低、中收入阶层旅游消费占比与分配率负相关，分配率所代表的初次收入分配总量性影响对中收入阶层旅游消费影响较大，中、高收入阶层旅游消费占比都与城镇居民基尼系数正相关，其中城镇居民基尼系数代表的初次收入分配结构性影响对高收入阶层旅游消费影响较大；并针对各阶层的特殊性对各收入阶层旅游消费发展提出相应政策建议.     

在华外资法人银行经营发展动因研究——基于Orbis数据库的实证分析

利用从BVD公司的Orbis数据库获得的29家外资法人银行的资产资料，通过非平衡面板数据模型，对外资银行在我国经营发展的背后动因进行计量检验和分析。结果表明，中国的经济增长和外资银行母国对华非金融直接投资是促进在华外资法人银行资产规模扩大的主要因素，而母国和中国的双边贸易对外资银行资产规模的影响并不显著。     

Machine Learning Vasicek Model Calibration with Gaussian Processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.     

Gendered Leadership: The Effects of Female Development Agency Leaders on Foreign Aid Spending

This article examines the effects of gender on the leadership of bilateral development aid agencies, particularly their official development assistance (ODA) allocations toward gender‐related programming. Drawing on earlier research on gendered leadership, the article tests the hypothesis that female director generals (DGs) and ministers responsible for aid agencies will allocate more ODA than their male counterparts toward gender programming. This existing literature on gendered leadership is divided: some scholars argue that women and men have distinct leadership styles on account of their gender, while others argue that the only distinguishing factor is the institutional context in which they lead. Drawing on data collected on aid flows and agency leadership within the major Western aid donors of the Organisation for Economic Co‐operation and Development (OECD) Development Assistance Committee (DAC) over the period from 1995 through 2009, we use pooled time series analysis to examine the effects of gendered leadership on aid allocation. Our analysis reveals a tendency for female DGs and ministers to focus ODA on gender‐mainstreaming programs, while male DGs focus ODA on gender‐focused programs. We argue that these divergent priorities reflect the women's desire to reform gendered power structures within their respective aid agencies, and the men's desire to maintain existing gender power structures from which they benefit.     

Social Contexts and Coping Strategies of Foreign Wives in Korea: Using a Conceptual Framework of Social Identity Theory

This study aimed to address the social contexts of Korean society in which diverse social interactions of foreign wives take place and to identify coping strategies to construct positive social identities. Social identities are often reconstructed as a result of dynamic interactions with various situations. Using the conceptual framework of social identity theory, this study attempted to uncover the social contexts that shape foreign wives' social identities. This study, using the qualitative approach, selected nine Filipino and Vietnamese participants who were married to Korean men. The data were collected by in‐depth interviews, a focus group with three Vietnamese participants, field notes, participant observation, and photo documents. In the section on study findings, this study addressed Korean social contexts, in which Korean government has been providing a variety of multicultural policies and services for helping foreign wives successfully adapt to Korea. This study also found various forms of stereotypes and discrimination against foreign wives and presented their discrimination experiences. Diverse ways to cope with such negative experiences are presented in the last section. Given the findings, the researcher suggests that policies and programs should promote foreign wives' integration in Korean society.     

Aggregating classifiers via Rademacher–Walsh polynomials

Methods are proposed to combine several individual classifiers in order to develop more accurate classification rules. The proposed algorithm uses Rademacher–Walsh polynomials to combine M (≥2) individual classifiers in a nonlinear way. The resulting classifier is optimal in the sense that its misclassification error rate is always less than, or equal to, that of each constituent classifier. A number of numerical examples (based on both real and simulated data) are also given. These examples demonstrate some new, and far-reaching, benefits of working with combined classifiers.     

生产者货币计价决定因素的实证研究

利用12个发达国家和发展中国家的非平衡面板样本数据,对微观、宏观和其他因素对生产者货币计价(PCP)的影响进行实证研究,指出经济规模、市场份额、金融市场的发达程度、币值的对内稳定性和产品差异化程度是最主要的影响因素,而出口商的谈判能力、币值的对外稳定性等因素也对PCP的选择有一定影响。根据实证检验结果,对人民币作为贸易计价货币的条件进行评估,发现其优势在于我国的经济规模、出口商的市场份额及其谈判能力以及人民币汇率的相对稳定性; 劣势在于相对落后的金融市场、不可预期性较大的通货膨胀水平以及产品的差异化程度。