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.     

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.     

美好抑或悲哀:旅游演艺的文化真实性研究

文化是旅游演艺的灵魂,旅游演艺即为通过对真实的地域文化进行抽离、截取、裁剪等艺术性加工所形成的具有舞台美感的旅游表演,并使真实的文化转变成舞台上的文化。由于利益诉求不同,旅游演艺相关各方对于文化真实性的关注角度存在一定差异。旅游演艺在对地域文化进行艺术加工的同时,也在对地域文化进行着解构与重构。地域文化真实性在解构与重构过程中发生改变,也使得旅游演艺相关各方对文化真实性产生了不一样的理解。尽管地域文化真实性因旅游演艺的介入而发生变化这一客观事实引起了一定的悲哀性慨叹,但总体而言旅游演艺重构或生产"新文化"这一过程既是美好的现实,更是美好的"真实",另外,这类"新文化"同样值得尊重,其是地域文化变迁过程中的真实性存在。     

制度风险的法律维度: 突破非物质文化遗产保护的瓶颈

以风险理论审视非物质文化遗产的现行法律制度,根据风险产生根源不同,非物质文化遗产保护的制度风险会表现为制度运转失灵风险、制度功能偏差风险和公平性缺失风险。化解制度风险,形成制度风险的维度,不可基于同一个标准,而是需要在大的框架之下论及制度风险的法律管控,需要有针对性地创构"建立私权,善用公权"的多元法律控制体系,并在体系内引入技术规制,创设"非物质文化遗产权",推动民间习惯法与法律制度、公法与私法的互动式发展。     

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.     

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.     

Humor and satire in politics: Introducing cultural sociology to the field

The landscape of political humor and satire is changing rapidly, and it is becoming an increasingly relevant aspect of our culture. Although scholars have been actively trying to capture this change, majority of the existing frameworks for understanding humor and satire in politics still reduce these phenomena to mere genres or rhetoric tools. In addition, they provide insufficient accounts concerning the reception of humor and satire, and neglect to interpret and explain what they communicate. In the article, a general understanding of humor and satire outside of a political context, followed by an overview of studies discussing humor and satire in politics through their applications in social movements, as leadership tools, and through their manifestations in mass media has been presented. Lastly, a cultural sociological perspective to the field has been introduced. It has been argued that approaching humor and satire in politics through a structural hermeneutic method of the Strong Program will enable us to recognize and treat political humor and satire as autonomous and complex cultural systems which carry an internal power to move people.     

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.     

论政治冲突的功能

政治冲突的功能理论是政治冲突与整合理论的重要组成部分。由于目前对政治冲突与整合理论的研究非常少,所以作为它的重要组成部分的功能理论研究更为鲜见。本文在历史与逻辑相统一的理论框架下,结合前人的相关论述,特别是重点围绕马克思与L·科塞的观点,对政治冲突的功能:负功能和正功能进行了比较系统地分析。     

乡约的诸属性及其文化原理认识

乡约是传统社会乡民基于一定的地缘和血缘关系,为某种共同目的而设立的生活规则及组织。乡约最初形成于中国,后传播至朝鲜半岛、日本和越南,成为东亚社会共同的法律文化传统。传统中国的乡约有其时空性、价值性和法律性。乡约不是国法,但在乡民的实际生活中发挥着法的作用,是中国传统社会秩序构造链中的重要一环,其内贯一极二元主从式多样化的文化原理,与传统中国社会的结构和文化理念相契合。近代以来,乡约总体上呈现出消解的趋势,但至今仍有各种流变形式,认真对待,合理改造,必有益于中国类型法治社会的建立。