Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models

Inference, quantile forecasting and model comparison for an asymmetric double smooth transition heteroskedastic model is investigated. A Bayesian framework in employed and an adaptive Markov chain Monte Carlo scheme is designed. A mixture prior is proposed that alleviates the usual identifiability problem as the speed of transition parameter tends to zero, and an informative prior for this parameter is suggested, that allows for reliable inference and a proper posterior, despite the non-integrability of the likelihood function. A formal Bayesian posterior model comparison procedure is employed to compare the proposed model with its two limiting cases: the double threshold GARCH and symmetric ARX GARCH models. The proposed methods are illustrated using both simulated and international stock market return series. Some illustrations of the advantages of an adaptive sampling scheme for these models are also provided. Finally, Bayesian forecasting methods are employed in a Value-at-Risk study of the international return series. The results generally favour the proposed smooth transition model and highlight explosive and smooth nonlinear behaviour in financial markets.     

论信息传递在课堂生态系统中的作用

课堂生态是一种由教师、学生和课堂教学环境所构成的特殊的课堂教学生态系统,在这种生态系统中,教师与学生之间、师生与教学环境之间存在着信息流。信息流只有通过传递才能体现其价值,发挥其作用。信息传递使课堂生态系统产生了调节机制,有利于提高课堂教学质量。     

White Mothers,Brown Children: Ethnic Identification of Maori‐European Children in New Zealand

Studies of multiethnic families often assume the ethnic identification of children with the minority group results from the minority parent. This study examines an alternate view that mainstream parents also play an important role in transmitting minority ethnicity. It explores this argument using data from New Zealand on the ethnic labels mothers assign to their Maori‐European children. It finds that European mothers are just as disposed as Maori mothers to designate their child as Maori, either exclusively or in combination. Two explanations, grounded in ethnic awareness and gendered inheritance, are proposed. Although neither satisfactorily predicts maternal designation decisions, the readiness of European mothers to identify their child as Maori underscores their role in diffusing Maori ethnicity.     

Child,Parent, and Situational Correlates of Familial Ethnic/Race Socialization

This study examines child, parent, and situational correlates of familial ethnic/race socialization using nationally representative data gathered as part of the Early Childhood Longitudinal Study, Kindergarten Class of 1998 – 1999 (ECLS‐K). The ECLS‐K sample (N = 18,950) includes White, Black, Hispanic, Asian, Native Hawaiian/Pacific Islander, American Indian, and multiracial kindergarteners, with survey data available at the child, parent/guardian, teacher, and school level. We find that child correlates such as race and gender, parent correlates such as education and warmth of parent‐child relationship, and situational correlates such as percent of minorities at the child’s school and cultural event participation influence how often family members discuss children’s ethnic/racial heritage with them. We advocate for continued research of contextualized family dynamics.     

Family Involvement and Holocaust Salience among Offspring and Grandchildren of Holocaust Survivors

The present research focuses on family involvement reported by offspring and grandchildren of Holocaust survivors (OHS and GHS, respectively). Study 1 included a convenience sample of 75 participants, divided into 2 groups (36 OHS and 39 comparisons). Study 2 included a convenience sample of 92 dyads of OHS and GHS. Both samples completed the Family Involvement Questionnaire and the Holocaust Salience Scale. In line with the hypotheses, Study 1 found that, relative to comparisons, OHS presented greater familial involvement. Only OHS with strong family involvement showed higher Holocaust salience than comparisons. Study 2 showed higher familial involvement among OHS as compared to GHS, and significant parent-child correlations. The results show that family involvement is related to intergenerational transmission of the trauma, especially among OHS. Yet, among OHS and GHS, parents’ and children’s family involvement were associated. The theoretical and practical implications of these findings are discussed.     

传导机制·行为反应:兼论我国财政政策的有效性

财政政策的有效性取决于传导机制,尤其是传导机制中微观主体的反应及其行为调整,财政政策工具的有效性是体制约束、微观主体数量、消费倾向、预算约束、信息传递效率与政策工具作用时间的函数。在此基础上,我们重新解释了积极财政政策失灵的原因,并对稳健的财政政策工具选择问题进行了初步探索。     

近代英美烟草公司在华广告本土化战略初探

英美烟公司是近代在中国烟草市场垄断多年的外资企业,在近半个世纪的生产经营中,这个公司的产品一直占中国卷烟市场总销售量的50%-80%左右,究其原因,其最突出的一点就是广告传播本土化战略的运用。文章从这一点入手,分析其实施此战略的原因、表现及效果,以期让我们更清楚地看出近代国外资本对中国进行经济掠夺的手段,并对今天我国企业学习西方的广告传播战略有所借鉴。     

区域文化传播的核心竞争力分析

文章首次尝试将经济学的核心竞争力理论运用到区域文化传播范畴内进行研究。文章分析了区域文化传播核心竞争力的形成,重点区分了区域文化传播的核心竞争力的几个特征,并对如何通过核心竞争力实现文化的有效传播提出了几点探索性的建议。     

踏歌在少数民族舞蹈中的传承

踏歌是在中国古代各民族中广泛流传的一种自娱性舞蹈,也是古代文化的活化石。这种舞蹈在古代分布在三个区域:黄河流域、长江中下游和西南地区,如今,踏歌在内陆腹地销声匿迹后,却在西南的少数民族地区世代相传,仍然盛行。通过对踏歌的特征、文化传播带和在民族舞蹈中的遗存的论述,以揭示踏歌的历史作用与文化内涵。