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。     

Identifying Latent Structures in Panel Data

This paper provides a novel mechanism for identifying and estimating latent group structures in panel data using penalized techniques. We consider both linear and nonlinear models where the regression coefficients are heterogeneous across groups but homogeneous within a group and the group membership is unknown. Two approaches are considered—penalized profile likelihood (PPL) estimation for the general nonlinear models without endogenous regressors, and penalized GMM (PGMM) estimation for linear models with endogeneity. In both cases, we develop a new variant of Lasso called classifier‐Lasso (C‐Lasso) that serves to shrink individual coefficients to the unknown group‐specific coefficients. C‐Lasso achieves simultaneous classification and consistent estimation in a single step and the classification exhibits the desirable property of uniform consistency. For PPL estimation, C‐Lasso also achieves the oracle property so that group‐specific parameter estimators are asymptotically equivalent to infeasible estimators that use individual group identity information. For PGMM estimation, the oracle property of C‐Lasso is preserved in some special cases. Simulations demonstrate good finite‐sample performance of the approach in both classification and estimation. Empirical applications to both linear and nonlinear models are presented.     

Using Panel Data to Understand the Dynamics of Human Behavior in Response to Flooding

Insights into the dynamics of human behavior in response to flooding are urgently needed for the development of effective integrated flood risk management strategies, and for integrating human behavior in flood risk modeling. However, our understanding of the dynamics of risk perceptions, attitudes, individual recovery processes, as well as adaptive (i.e., risk reducing) intention and behavior are currently limited because of the predominant use of cross-sectional surveys in the flood risk domain. Here, we present the results from one of the first panel surveys in the flood risk domain covering a relatively long period of time (i.e., four years after a damaging event), three survey waves, and a wide range of topics relevant to the role of citizens in integrated flood risk management. The panel data, consisting of 227 individuals affected by the 2013 flood in Germany, were analyzed using repeated-measures ANOVA and latent class growth analysis (LCGA) to utilize the unique temporal dimension of the data set. Results show that attitudes, such as the respondents’ perceived responsibility within flood risk management, remain fairly stable over time. Changes are observed partly for risk perceptions and mainly for individual recovery and intentions to undertake risk-reducing measures. LCGA reveal heterogeneous recovery and adaptation trajectories that need to be taken into account in policies supporting individual recovery and stimulating societal preparedness. More panel studies in the flood risk domain are needed to gain better insights into the dynamics of individual recovery, risk-reducing behavior, and associated risk and protective factors.     

贸易开放对中国水环境污染影响的实证研究

文章基于2004-2013年中国31个省市的面板数据,采用动态面板模型和差分GMM估计方法,分别选取化学需氧量排放和氨氮排放作为水环境污染的有机污染物和无机污染物的排放指标,对贸易开放的结构效应引致的中国水环境污染排放进行了实证研究.研究结果表明,经济增长的规模和技术效应是影响水环境污染排放的主要因素,直接结构效应对中国水污染排放的影响不显著,贸易开放的结构效应也在一定程度上加剧了中国水环境污染的排放.通过引入贸易开放的相关交叉项进一步对决定贸易结构效应的比较优势来源进行识别,结果发现,对于中国水环境污染排放并不存在所谓的“污染天堂效应”和“要素禀赋效应”.贸易的结构效应会导致西部经济欠发达地区的水污染排放降低,而对中东部经济相对发达地区,贸易的结构效应会引致其水污染排放量的增大和排放强度的加剧.     

信息化在“四化”发展中的贡献度研究——基于中国省际面板数据

构建“四化”发展水平指标体系,基于2006-2013年中国省际面板数据,运用全局主成分分析法得出“四化”发展水平得分,在此基础上,对“四化”耦合发展互动关系进行计量分析.结果显示:“四化”之间存在长期均衡的协整关系;信息化对于农业现代化边际贡献度为0.231 8,弱于工业化的边际贡献;信息化对于城镇化的边际贡献度为0.702 3,强于工业化对城镇化的贡献;信息化对于工业化的边际贡献不显著.基于实证分析结果,提出加强城镇信息化建设和提升城镇化人口素质的政策建议.     

我国居民文化消费影响因素探析

运用我国1983—2012年的数据,通过实证分析考察了可支配收入、教育水平、金融发展和政府文化事业支出对我国居民文化消费的影响。长期均衡分析结果表明,教育水平和金融发展对我国居民文化消费具有显著的促进作用;教育水平提高1%,居民文化消费增加0.454%;金融机构信贷提高1%,居民文化消费增加0.363%;可支配收入和政府文化事业支出对居民文化消费的影响不显著。脉冲响应分析结果表明,可支配收入冲击对居民文化消费的影响在短期由正向转为负向,教育水平冲击和金融发展冲击对居民文化消费短期具有正向影响,政府文化事业支出冲击对居民文化消费短期具有负面影响。根据实证分析的结论,文章提出了扩大我国居民文化消费的政策建议。     

The Comparison of Performances of Widely Used Cointegration Tests

The aim of this study is to compare performances of commonly cointegration tests used in literature in terms of their empirical power and type I error probabilty for various sample sizes. As a result of the study, it has been found that some tests are not appropriate in testing cointegration in terms of empirical power and type I error probability. As a result of simulation study, λ_max test for any values of ρ and sample sizes have been found most appropriate test in conclusion.     

空间面板杜宾模型的Bootstrap Wald-COMFAC检验研究

将共同因子约束(COMFAC)的Wald检验问题引入到空间面板模型中,讨论空间面板杜宾模型与空间面板误差模型的识别问题。蒙特卡洛模拟表明:在有限样本下,基于渐近临界值的Wald检验有着良好的检验功效,但存在着较为严重的尺度扭曲。进一步采用残差Bootstrap方法,在不损失检验功效的前提下,能够显著地降低检验的尺度扭曲。因此,残差Bootstrap方法是更为有效的检验方法。     

互联网驱动产业结构高级化效应分析

经济新常态下,互联网已经成为中国经济转型升级的重要引擎。基于中国2003—2013年30个省市(区)的省级面板数据,实证分析互联网发展对中国产业结构高级化影响效应。研究结果表明:在静态上,互联网发展对产业结构升级具有显著的正向影响;互联网发展对产业结构高级化的溢出效应表现出地区差异;产业结构高级化受其前一期的显著影响,表明产业结构高级化进程具有显著的惯性。