A vector of quarters representation for bivariate time series

In this paper it is shown that several models for a bivariate nonstationary quarterly time series are nested in a vector autoregression with cointegration restrictions for the eight annual series of quarterly observations. Or, the Granger Representation Theorem is extended to incorporate, e.g., seasonal and periodic cointegration.     

Book reviews

Statistical Papers -     

Detecting seasonal unit roots in a structural time series model

In this paper, we propose to detect seasonal unit roots within the context of a structural time series model. Such a model is often found to be useful in practice. Using Monte Carlo simulations, we show that our method works well. We illustrate our approach for several quarterly macroeconomic time series variables.     

Hierarchy or co-operation: labour-management relations in church institutions

Aspects of industrial relations and internal co-ordination have been a major topic of empirical research in the German business enterprise sector. In contrast, there are practically no empirical investigations into labour-management relations in third sector institutions. The largest share of this sector in Germany is represented by the two Christian churches with presently about 900,000 employees. According to the notion of church officials, labour-management relations in these institutions are characterised by a specific normative concept which emphasises a trustful co-operation of all employees in the mission of the church. The major concern of our research project focused on the question whether the specific conditions of employment within church institutions favour more hierarchical or more co-operative forms of co-ordination and how employees and employee representatives perceive the ideal of the community of service (Dienstgemeinschaftsgedanke). The results of our research lead to the conclusion that church labour-management relations are characterised by a remarkable contrast between the participative or co-operative notion of the ideal of the community of service and present forms of hierarchical co-ordination inside church institutions.This article gives a selected overview of Beyer and Nutzinger (1991). The research was supported by the Hans-Böckler-Stiftung (Düsseldorf) and the University of Kassel.     

Compliance Versus Risk in Assessing Occupational Exposures

Assessments of occupational exposures to chemicals are generally based upon the practice of compliance testing in which the probability of compliance is related to the exceedance [γ, the likelihood that any measurement would exceed an occupational exposure limit (OEL)] and the number of measurements obtained. On the other hand, workers’ chronic health risks generally depend upon cumulative lifetime exposures which are not directly related to the probability of compliance. In this paper we define the probability of “overexposure” (θ) as the likelihood that individual risk (a function of cumulative exposure) exceeds the risk inherent in the OEL (a function of the OEL and duration of exposure). We regard θ as a relevant measure of individual risk for chemicals, such as carcinogens, which produce chronic effects after long-term exposures but not necessarily for acutely-toxic substances which can produce effects relatively quickly. We apply a random-effects model to data from 179 groups of workers, exposed to a variety of chemical agents, and obtain parameter estimates for the group mean exposure and the within- and between-worker components of variance. These estimates are then combined with OELs to generate estimates of γ and θ. We show that compliance testing can significantly underestimate the health risk when sample sizes are small. That is, there can be large probabilities of compliance with typical sample sizes, despite the fact that large proportions of the working population have individual risks greater than the risk inherent in the OEL. We demonstrate further that, because the relationship between θ and γ depends upon the within- and between-worker components of variance, it cannot be assumed a priori that exceedance is a conservative surrogate for overexposure. Thus, we conclude that assessment practices which focus upon either compliance or exceedance are problematic and recommend that employers evaluate exposures relative to the probabilities of overexposure.     

从胡文化“汉化”看生态环境的迁移对文化转型的影响

不同文化特质的形成 ,除受政治经济影响外 ,还受特定生态环境的制约。胡汉两大文化体系的差异 ,在很大程度上就是不同生态环境作用的结果。与此相应 ,文化的发展一旦脱离了与自身相适应的环境 ,就势必要出现势能上的劣势 ,并逐渐与异地文化相溶     

Current and Future Problems of Capital Accumulation in the Chinese Pension System

The decree establishing a uniform system of basic pensions for employees in municipal and private enterprises, published by the State Council on 16 July 1997, reflects the Chinese Government's ultimate choice in favour of a partly private funded scheme to cover future pension needs. This article examines the reasons which led to this choice and asks how easy or otherwise it will be to find the capital to finance it. The authors believe that the partly private scheme is more advantageous than other methods and is right for China. Many issues, however, remain the focus of lively debate. In particular, a realistic coordination of individual and group accumulation is needed in order to avoid shortfalls in capital formation and the dangers of inadequate benefit provision. To safeguard the subsistence needs of former workers in state-owned enterprises, a system of equalization at national level is needed, and problems continue over how future pension insurance funds should best be managed.