货币政策反应函数渠道对金融周期影响时变机制的实证研究

在关于货币政策影响经济主体风险承担水平,进而影响金融周期波动机制的研究中,基于风险承担渠道的相关研究较为成熟.区别于以往相关研究多关注货币政策实际采取的立场,文章基于货币政策反应函数渠道探讨了数量型与价格型货币政策反应函数对金融周期波动影响的时变机制.滚动回归的实证结果显示:无论数量型货币政策规则还是价格型货币政策规则,货币政策对信贷波动反应的敏感性主要影响金融周期的波动,但在价格型货币政策规则下,基于信贷视角观察金融周期波动时,货币政策信贷敏感性与货币政策资产价格敏感性对金融周期影响差异较小;较之于价格型货币政策规则,货币政策对信贷波动反应的敏感性在数量型货币政策规则下,对金融周期波动的影响更显著,并在一定程度上表现出随时间扩大的趋势.文章的创新之处在于:强调了货币政策通过政策反应函数渠道而非以往研究中较多关注的狭义风险承担渠道影响金融周期波动的事实,并构建计量模型对货币政策反应函数渠道影响金融周期波动的时变机制进行了详细刻画.     

Translating cross-lagged effects into incidence rates and risk ratios: The case of psychosocial safety climate and depression

Longitudinal studies are the gold standard of empirical work and stress research whenever experiments are not plausible. Frequently, scales are used to assess risk factors and their consequences, and cross-lagged effects are estimated to determine possible risks. Methods to translate cross-lagged effects into risk ratios to facilitate risk assessment do not yet exist, which creates a divide between psychological and epidemiological work stress research. The aim of the present paper is to demonstrate how cross-lagged effects can be used to assess the risk ratio of different levels of psychosocial safety climate (PSC) in organisations, an important psychosocial risk for the development of depression. We used available longitudinal evidence from the Australian Workplace Barometer (N?=?1905) to estimate cross-lagged effects of PSC on depression. We applied continuous time modelling to obtain time-scalable cross effects. These were further investigated in a 4-year Monte Carlo simulation, which translated them into 4-year incident rates. Incident rates were determined by relying on clinically relevant 2-year periods of depression. We suggest a critical value of PSC?=?26 (corresponding to ?1.4 SD), which is indicative of more than 100% increased incidents of persistent depressive disorder in 4-year periods compared to average levels of PSC across 4 years.     

Approximation of the Bivariate Renewal Function

Recently, Kambo and his co-researchers (2012) proposed a method of approximation for evaluating the one-dimensional renewal function based on the first three moments. Their method is simple and elegant, which gives exact values for well-known distributions. In this article, we propose an analogous method for the evaluation of bivariate renewal function based on the first two moments of the variables and their joint moment. The proposed method yields exact results for certain widely used bivariate distributions like bivariate exponential distribution, bivariate Weibull distributions, and bivariate Pareto distributions. An illustrative example in the form of a two-dimensional warranty problem is considered and comparisons of our method are made with the results of other models.     

疲劳裂纹扩展试验裂纹图像采集系统

针对目前金属疲劳裂纹扩展检测方法存在效率低、操作繁琐、精度不高，不能实现实时性等缺点，文章提出了基 于机器视觉的裂纹检测方法。根据金属疲劳裂纹扩展试验过程中裂纹图像的采集要求，设计了摄像头位置可自动调整 的疲劳裂纹图像采集系统，包括摄像头安装运动装置，裂纹图像采集装置以及摄像头运动控制系统。图像采集装置由高 分辨率黑白面阵CCD摄像头、光学镜头，光源照明装置和图像采集卡组成，前3者安装在摄像头支架上，与摄像头运动 装置相连。摄像头运动装置中的X，Y，，Z轴运动机构由步进电机带动滚珠导轨机构。在基于ARM技术的运动控制系统 的控制下摄像头可沿X，Y，，Z轴作高精度直线运动，实现和试件之间精确位置的调整。实验结果表明，所设计的系统可 采集到疲劳裂纹扩展试验过程中高清晰度、高分辨率的试件裂纹图像，满足下一步裂绞尺寸计算的要求；摄像头运动定 位精度可达到0. 02 mm，满足精确的系统聚焦、位置调整、跟踪采集的要求。     

国家级教学名师的优秀品质及其养成

通过对5位国家级教学名师的自述报告进行三级编码和主题凝练，研究发现国家级教学名师作为教师队伍的杰出代表，在其专业发展过程中养成了许多优秀品质。例如：教学方面注重实践、考虑周全，师德方面以德施教、追求卓越，科研方面以教带研、实现创新。国家级教学名师优秀品质的养成通常经历了漫长而曲折的过程，不仅需要精神与物质力量的共同推动，还需要家庭、学校和社会各环境要素的相互促进，以及社会取向养成方式和个人取向养成方式的互相配合。深入探究国家级教学名师的优秀品质及其养成之道，可以为教师专业发展提供借鉴与启示。     

On the estimation of non linear functions in stochastic volatility models

Abstract

This paper focuses on the inference of suitable generally non linear functions in stochastic volatility models. In this context, in order to estimate the variance of the proposed estimators, a moving block bootstrap (MBB) approach is suggested and discussed. Under mild assumptions, we show that the MBB procedure is weakly consistent. Moreover, a methodology to choose the optimal length block in the MBB is proposed. Some examples and simulations on the model are also made to show the performance of the proposed procedure.     

Inference and optimal design of multiple constant-stress testing for generalized half-normal distribution under type-II progressive censoring

The generalized half-normal (GHN) distribution and progressive type-II censoring are considered in this article for studying some statistical inferences of constant-stress accelerated life testing. The EM algorithm is considered to calculate the maximum likelihood estimates. Fisher information matrix is formed depending on the missing information law and it is utilized for structuring the asymptomatic confidence intervals. Further, interval estimation is discussed through bootstrap intervals. The Tierney and Kadane method, importance sampling procedure and Metropolis-Hastings algorithm are utilized to compute Bayesian estimates. Furthermore, predictive estimates for censored data and the related prediction intervals are obtained. We consider three optimality criteria to find out the optimal stress level. A real data set is used to illustrate the importance of GHN distribution as an alternative lifetime model for well-known distributions. Finally, a simulation study is provided with discussion.     

Tests for time series of counts based on the probability-generating function

We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the empirical probability-generating function computed from the observations. Special emphasis is given to the popular models of integer autoregression and Poisson autoregression. The asymptotic properties of the proposed test statistics are studied under the null hypothesis as well as under alternatives. A Monte Carlo power study on bootstrap versions of the new methods is included as well as real-data examples.     

基于遗传算法的装备采购决策优化研究

在装备采购中，由于需求单位地域分布和担负的任务各不相同，对装备的品种、数量、时限要求也就不一样，如何使装备采购科学化、合理化，是一个涉及多变量、多目标的复杂系统问题。在综合考虑装备采购各项因素的基础上，构建多约束条件下的多目标模糊指派模型，提出了基于遗传算法的解决方案，最后通过案例进行仿真实验，验证该算法的可行性和有效性，解决了采用传统优化方法难以解决的装备采购优化决策问题。     

The quantile-based flattened logistic distribution: Some properties and applications

In this paper, the quantile-based flattened logistic distribution has been studied. Some classical and quantile-based properties of the distribution have been obtained. Closed form expressions of L-moments, L-moment ratios and expectation of order statistics of the distribution have been obtained. A quantile-based analysis concerning the method of matching L-moments estimation is employed to estimate the parameters of the proposed model. We further derive the asymptotic variance–covariance matrix of the matching L-Moments estimators of the proposed model. Finally, we apply the proposed model to simulated as well as two real life datasets and compare the fit with the logistic distribution.