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数量经济研究(2016年第7卷 第2期)

书 名: 数量经济研究(2016年第7卷 第2期)
英 文 名: The Journal of Quantitative Economics Vol.7 No.2 2016
作 者: 张屹山
I S B N: 978-7-5201-0097-7
关 键 词:  资本流动 货币政策 农村金融 数量经济研究
出版日期: 2016-12-01

中文摘要

《数量经济研究》是刊载经济学科最新研究论文的学术集刊。其内容涉及经济理论与方法研究、重大现实经济问题研究、金融市场与金融风险管理、微观经济计量与经济模拟等。该集刊坚持理论研究和实践研究相结合、定量分析和定性分析相结合,为数量经济学的理论与应用研究提供平台。集刊特别关注我国社会、经济等领域的重大学科前沿问题,以及结合中国的实际和现实问题进行深入分析、阐述和探索的高水平研究成果。

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CommonID:DIR_50004022,ID:8158220,SiteID:14,Type:chapter,Code:null,ParentId:0,InnerCode:303200,name:包含金融稳定因素的货币政策规则研究50002348,ShortName:,SubName:,EnTitle:Study on Monetary Policy Rules with Financial Stability Factor,EnShortTitle:,EnSubTitle:,Level:0,BookId:8157616,AbstractCH:

本文运用动态优化的方法,在总需求与总供给曲线的约束下,分别得到通货膨胀缺口以及通货膨胀缺口与产出缺口两种情形下中央银行的名义利率调整规则,发现相较于相机抉择型的货币政策规则,规则型的货币政策规则社会福利损失最小,是最优的货币政策选择。在此基础上,我们构建了中国金融稳定指数,并利用广义矩估计法对引入金融稳定因素的规则型线性利率规则进行了估计。结果表明,我国中央银行在执行货币政策时对金融稳定缺口的关注度不高,这是由于我国利率市场化程度还不高,货币政策对金融市场影响的传导渠道还不够畅通,因此在对金融市场进行调控时,中央银行更多的是采取行政手段进行干预,而随着我国利率市场化进程的不断加快,采用市场化的手段对金融市场进行调控和监管是未来金融市场稳定机制的关键。

,AbstractEN:

In this paper,under the constraints of the aggregate demand and the aggregate supply curve,we use the dynamic optimization method to get the nominal interest rate adjustment rules of the central bank with “the inflation gap” and “the inflation gap and output gap” respectively. The results show that compared with the discretionary rule,regular monetary policy rule loses smaller social welfare,which is the optimal monetary policy choice. On this basis,we construct the financial stability index and use the generalized moment method to estimate the regular linear interest rate rules which introduce financial stability factors. The results show that in the implementation of monetary policy,China’s central bank does not pay much attention on the financial stability gap,this is due to the amateur level of interest rate marketization in China,and the impact channels of monetary policy on the financial market is not smooth enough. Therefore,while carrying out financial market regulation,the central bank is more likely to take administrative methods to intervene,and as China’s interest rate marketization process continues to accelerate,using market-oriented methods to regulate financial markets is the key to future financial market stability mechanism.

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印重(1985-),男,吉林大学数量经济研究中心、商学院讲师,经济学博士,主要研究方向为宏观金融决策与风险管理。

"},"刘金全":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

刘金全(1964-),男,吉林大学数量经济研究中心、商学院教授,长江学者特聘教授,经济学博士,主要研究方向为宏观经济计量分析。

"},"张小宇":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

张小宇(1979-),男,吉林大学数量经济研究中心、商学院副教授,经济学博士,主要研究方向为宏观经济计量分析。

"},"Yin Zhong":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""},"Liu Jingquan":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""},"Zhang Xiaoyu":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""}},BookPublishDate:2016-12-01 00:00:00.0,SearchTitle:包含金融稳定因素的货币政策规则研究,ISBN:978-7-5201-0097-7,BookTitle:数量经济研究(2016年第7卷 第2期),BookStatus:7,AllowDownload:Y,BookVersionNum:null,researchorg:null,CopyRightDate:null,ExcellentPeriod:null,PrizeLevel:null,IsExcellence:null,ContentClass:null,IsDisabled:N,SearchTitle_2:包含金融稳定因素的货币政策规则研究,_RowNo:4
CommonID:DIR_50004043,ID:8158659,SiteID:14,Type:chapter,Code:null,ParentId:0,InnerCode:303201,name:突发事件对我国政府债务风险的影响评估:证据与展望,ShortName:,SubName:,EnTitle:On Evaluating How Unexpected Shocks Affect Government Debt Risk in China:Evidence and Outlook,EnShortTitle:,EnSubTitle:,Level:0,BookId:8157616,AbstractCH:

本文将突发事件影响纳入我国政府债务风险分析,首先通过理性预期检验、影响渠道和机制探索以及财政前瞻性管理假设前提下的简易逻辑趋势分析提供突发事件影响政府债务风险的经验性证据;据此基础在财政反应机制框架下,对预算内应对突发事件的有效财政后备进行考量,分析不同经济状态下这一财政前瞻性管理对政府债务风险的具体影响。研究结果表明,突发事件确是政府债务风险的一个影响因素,并存在财政调整渠道引致财政大幅波动,以及在金融危机类极端情形下的复杂渠道引导政府惯性预期两条路径影响政府债务风险;同时,应对突发事件的财政后备不会从根本上决定政府债务风险,并结合这一财政调整“储备渠道”尚未达到最优存量,我国目前处于“财政疲劳”特征初期的现实,政府在预算中增加投入用于突发事件的防范,尤其当经济处于非常态时将对控制政府债务风险、充分释放财政空间更具积极意义。

,AbstractEN:

Considering the fact that the government debt to GDP in China is relatively low and macro-economic control mainly rely on fiscal measures recently,this paper considers the impact of unexpected shocks on the government debt risk aiming to reduce government precautionary motive and release fiscal policy space. First,using some empirical analysis to demonstrate that unexpected events do affect government debt risk,including government debt risk rational expectation test,exploration effect channels and mechanisms and simple logic analysis under a financial prospective management assumption. Then,under the framework of the fiscal reaction mechanism,we analyze the valid fiscal reserves responding to emergencies,and then give a further analysis of the specific impact on government debt risk. The results show that unexpected shocks are a factor influencing government debt risk truly,and there are two paths emergencies affect government debt risk. Specifically,one is fiscal adjustment channel which causing the fiscal volatility,and the other is a relatively complex channel,such as the financial crisis,which can lead government expectation inertial. Moreover,fiscal reserves responding to emergencies within the budgetary system do not determine the government debt risk fundamentally,and considering the reality that China is in the early stage of “fiscal fatigue” and fiscal reserves,the “reserve channel” of fiscal adjustment,has not yet reached the optimal stock,so government should increase inputs to prevent unexpected shocks which is meaningful in terms of controlling government debt risk.

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庞晓波(1955-),男,吉林大学数量经济研究中心,吉林大学商学院教授、博士生导师,主要研究方向为宏观经济金融。

"},"李丹":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

李丹(1990-),女,吉林大学商学院博士研究生,主要研究方向为宏观经济金融。

"},"Pang Xiaobo":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""},"Li Dan":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""}},BookPublishDate:2016-12-01 00:00:00.0,SearchTitle:突发事件对我国政府债务风险的影响评估:证据与展望,ISBN:978-7-5201-0097-7,BookTitle:数量经济研究(2016年第7卷 第2期),BookStatus:7,AllowDownload:Y,BookVersionNum:null,researchorg:null,CopyRightDate:null,ExcellentPeriod:null,PrizeLevel:null,IsExcellence:null,ContentClass:null,IsDisabled:N,SearchTitle_2:突发事件对我国政府债务风险的影响评估:证据与展望,_RowNo:5
CommonID:DIR_50004053,ID:8159028,SiteID:14,Type:chapter,Code:null,ParentId:0,InnerCode:303202,name:短期资本流动、经济政策不确定性与恐慌指数,ShortName:,SubName:——基于时变分析框架下的研究,EnTitle:Short-term Capital Flow,Economic Policy Uncertainty and VIX,EnShortTitle:,EnSubTitle:—Evidence from a Time-varying Analysis Framework,Level:0,BookId:8157616,AbstractCH:

本文在时变分析框架内对我国的短期资本流动、经济政策不确定性以及恐慌指数之间的动态关系进行研究。基于滚动窗口拔靴方法的格兰杰因果检验的结果表明:短期资本流动与经济政策不确定性之间存在时变的格兰杰因果关系,而2015年“股灾”期间,投资者由于“羊群效应”,使得经济政策不确定性不是短期资本流动的格兰杰原因;短期资本流动是恐慌指数的单向格兰杰因果关系,而经济政策不确定性与恐慌指数之间存在双向的格兰杰因果关系。随后,我们建立TVP-VAR模型,并利用等时间间隔的脉冲响应函数以及时点脉冲响应函数分析了三个变量的动态调整路径。研究结果表明,近年来,我国经济政策对短期资本流动的影响由“被动调节”转为“主动引导”。此外,由于我国资本账户尚未完全开放,国际资本市场的金融恐慌对我国短期资本流动的影响较小。相反,由于我国经济不断发展,短期资本流动已经成为影响国际金融恐慌的重要原因。

,AbstractEN:

This paper indicates the dynamic relation among short-term capital flow,economic policy uncertainty and VIX under a time-varying analysis framework. The results of Granger Test based on rolling window Bootstrap method illustrates that there is time-varying granger relation between short-term capital flow and economic policy uncertainty. In addition,short-term capital flow granger causes VIX in one-way. However double-way Granger causality exits between economic policy uncertainty and VIX. Furthermore,we employ a newly proposed TVP-VAR model to investigate the three variables’ dynamic relation. The results show that China’s economic policy has changed its role from “have to adjust” to “initiative guidance”. Due to the capital account of China not completely open,the VIX has negligible impact on short-term capital flow.

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蔡一飞(1991-),男,东北师范大学经济学院硕士研究生,主要研究方向为宏观计量经济学、应用计量经济学。

"},"Cai Yifei":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""}},BookPublishDate:2016-12-01 00:00:00.0,SearchTitle:短期资本流动、经济政策不确定性与恐慌指数——基于时变分析框架下的研究,ISBN:978-7-5201-0097-7,BookTitle:数量经济研究(2016年第7卷 第2期),BookStatus:7,AllowDownload:Y,BookVersionNum:null,researchorg:null,CopyRightDate:null,ExcellentPeriod:null,PrizeLevel:null,IsExcellence:null,ContentClass:null,IsDisabled:N,SearchTitle_2:短期资本流动、经济政策不确定性与恐慌指数——基于时变分析框架下的研究,_RowNo:6
CommonID:DIR_50004066,ID:8159203,SiteID:14,Type:chapter,Code:null,ParentId:0,InnerCode:303203,name:财政、货币与世界经济冲击的时变特征检验,ShortName:,SubName:——基于TVP-VAR模型的实证分析50002363,EnTitle:A Test on the Time Varying Character of Fiscal,Monetary and World Economic Shock,EnShortTitle:,EnSubTitle:—Empirical Analysis Based on TVP-VAR Model,Level:0,BookId:8157616,AbstractCH:

美国次贷危机过后,世界各国经济发展迎来新一轮周期。目前,本轮经济周期正处于收缩阶段当中,但其特征较以往大为不同,具体表现为:经济增长动能不足,后危机时期经济复苏缓慢,经济收缩期延长,全球经济发展进入新一轮紧缩过程。此外,2012年伊始,我国宏观经济增速再次跌破8%,标着经济增速进入换挡期。基于此,本文采用TVP-VAR模型,从动态的角度研究了世界经济景气变动对我国实际产出增速的影响,并分析了当前宏观调控政策对熨平经济波动的有效性。研究结果表明,世界经济景气变动的影响仅具有短期效应,它是发达国家经济发展的必然趋势,而与我国经济转型的相关性较弱,因此,我们应该理性看待这一问题,仍把工作重心着力于自身发展。最后,就政策调控有效性的角度而言,选取货币政策熨平经济波动将面临远期福利成本约束,而财政政策刺激和适度的信贷供给先行一直是较为稳健的宏观调控手段。

,AbstractEN:

After American Subprime Crisis,various countries in the world have ushered in a new round of business cycle. Nowadays,this round of business cycle is under a constrictive stage,whose features are of great difference from ever before. For specific performance:economic growth is lack of source;economic recovery is very slow and the constrictive stage has been extended prominently. The global economic development steps into a new round of austerity. Moreover,at the beginning of 2012,Chinese economic growth fell below 8% again,which indicates the growth rate of Chinese economy has stepped into a new period. Based on this,we use TVP-VAR model to study the influence of the world economic climate change on the real output growth rate of our nation;and then,make an analysis on the validity of macro-control policies. The research shows that the impact of the world economic climate change only has a short-run effect,it is an irresistible trend of economic development in developed country,but has a weak correlation with Chinese economic transition. Therefore,we should treat this phenomenon with a rational perspective,focus on our own development. Finally,from the angle of policy regulation,monetary policies may face with high welfare costs,fiscal policies and the anticipated credit supply are still moderate controlling measures when taming economic fluctuations.

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刘达禹(1988-),男,吉林大学数量经济研究中心,吉林大学商学院讲师,主要研究方向为宏观经济计量分析。

"},"刘金全":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

刘金全(1964-),男,吉林大学数量经济研究中心,吉林大学商学院教授、博士生导师,长江学者,主要研究方向为宏观经济计量分析。

"},"张菀庭":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

张菀庭(1994-),女,吉林大学数量经济研究中心,吉林大学商学院博士研究生,主要研究方向为宏观经济计量分析。

"},"Liu Dayu":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""},"Liu Jinquan":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""},"Zhang Wanting":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""}},BookPublishDate:2016-12-01 00:00:00.0,SearchTitle:财政、货币与世界经济冲击的时变特征检验——基于TVP-VAR模型的实证分析,ISBN:978-7-5201-0097-7,BookTitle:数量经济研究(2016年第7卷 第2期),BookStatus:7,AllowDownload:Y,BookVersionNum:null,researchorg:null,CopyRightDate:null,ExcellentPeriod:null,PrizeLevel:null,IsExcellence:null,ContentClass:null,IsDisabled:N,SearchTitle_2:财政、货币与世界经济冲击的时变特征检验——基于TVP-VAR模型的实证分析,_RowNo:7
CommonID:DIR_50004080,ID:8159621,SiteID:14,Type:chapter,Code:null,ParentId:0,InnerCode:303204,name:基于主体行为的复杂经济建模计算及应用50002364,ShortName:,SubName:,EnTitle:Agent Behavior Based Complexity Economic Model and New Progress,EnShortTitle:,EnSubTitle:,Level:0,BookId:8157616,AbstractCH:

随着经济异常现象的频现、经济复杂性问题备受关注、传统经济理论的基本假设受到质疑的同时,经济复杂性理论异军突起。经济异常现象并非无迹可寻,微观主体行为的复杂性是诱发经济异常现象的根本原因。本文以微观主体行为为出发点,深入分析真实的关键行为特征,提出适于分析微观主体行为的经济模型,探索解决复杂经济的有效途径。

,AbstractEN:

The emergence of abnormal economic makes people pay more attention to the problem of economic complexity. The basic hypothesis of the traditional economic theory has been questioned,as the same time,the theory of economic complexity rise up. Abnormal economic phenomenon no longer mystery,the complexity of the microscopic agent behavior is the main reason of economic complexity. Bases on the microscopic agent behavior,this chapter analysis the key behavior characteristic deeply,puts forward the suitable economic model to analysis microscopic agent behavior,and explores the effective ways to solve the problem of economic complexity.

,KeyWords:356170,449269,356174,EKeyWords:356176,356177,356180,SubjectWords:,LiteratureId:8159505,Fileref:null,OrderFlag:0,IsLeaf:N,PubDate:null,FindDate:null,IssueDate:null,DocType:null,ProductSeries:null,Doi:null,InstanceID:0,MinNodeSearch:Y,XmlID:b120170101X20152422001_000_005,Prop1:null,Prop2:null,Prop3:null,prop4:null,AddUser:admin,AddTime:2017-04-17 11:42:37.0,ModifyUser:Admin,ModifyTime:2022-01-05 01:44:14.0,HitCount:13,ShowType:putong,LogoID:0,PdfID:8159635,DownCount:3,AuthorInfos:{"王一涵":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

王一涵(1983-),女,中国社会科学院金融研究所博士后,主要从事金融风险、计算实验、数量经济研究。

"},"王国成":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

王国成(1956-),男,中国社会科学院数量经济与技术经济研究所研究员,主要从事博弈论、实验经济学、数量经济研究。

"},"Wang Yihan":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""},"Wang Guocheng":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""}},BookPublishDate:2016-12-01 00:00:00.0,SearchTitle:基于主体行为的复杂经济建模计算及应用,ISBN:978-7-5201-0097-7,BookTitle:数量经济研究(2016年第7卷 第2期),BookStatus:7,AllowDownload:Y,BookVersionNum:null,researchorg:null,CopyRightDate:null,ExcellentPeriod:null,PrizeLevel:null,IsExcellence:null,ContentClass:null,IsDisabled:N,SearchTitle_2:基于主体行为的复杂经济建模计算及应用,_RowNo:8
CommonID:DIR_50004092,ID:8159954,SiteID:14,Type:chapter,Code:null,ParentId:0,InnerCode:303205,name:货币政策信贷渠道与商业银行风险分布效应50002365,ShortName:,SubName:,EnTitle:Monetary Policy Transmission and Risk Distribution Effect of Commercial Banks,EnShortTitle:,EnSubTitle:,Level:0,BookId:8157616,AbstractCH:

货币政策信贷渠道代表货币政策通过影响银行对私人部门的信用供给向真实经济体传导。在货币政策信贷渠道的放大机制下,货币政策对银行贷款供给的影响存在风险分布效应。同时商业银行最重要的资金来源是存款资金,由于银行信贷机制的影响,不同的存款准备金监管会对使货币政策的传导机制发生变化。本文通过带控制变量的面板TVP-VAR模型,验证了货币政策对商业银行贷款行为的冲击和由此产生的银行风险分布效应,以及存款准备金率对这种货币政策的风险分布效应的抑制作用。

,AbstractEN:

Monetary policy credit channel describes the way monetary policy transmits from private sector to real economy via bank credit supply. The effect of monetary policy on loan supplement has a risk distribution effect due to the magnifying mechanism of credit channel. As in commercial banks,deposit funds are considered the most important source of funds,deposit reserve regulations could affect monetary policy transmission mechanism enormously. A panel-data TVP-VAR model with controlled variables is established and used to estimate the distribution effect and the time-varying features of bank lending channel are studied with banks categorized according to their levels of soundness. Results show that banks with greater soundness are less impacted by interest rate changes while this impact is larger for banks with lower levels of soundness,while Deposit reserve ratio could restrain such distributional effects.

,KeyWords:356188,5661,356189,356192,EKeyWords:356193,5664,202520,335697,SubjectWords:,LiteratureId:8159791,Fileref:null,OrderFlag:0,IsLeaf:N,PubDate:null,FindDate:null,IssueDate:null,DocType:null,ProductSeries:null,Doi:null,InstanceID:0,MinNodeSearch:Y,XmlID:b120170101X20152422001_000_006,Prop1:null,Prop2:null,Prop3:null,prop4:null,AddUser:admin,AddTime:2017-04-17 11:42:37.0,ModifyUser:Admin,ModifyTime:2022-01-05 01:44:14.0,HitCount:11,ShowType:putong,LogoID:0,PdfID:8160001,DownCount:3,AuthorInfos:{"张丁育":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

张丁育(1989-),女,吉林财经大学讲师,研究方向为金融计量分析。

"},"Zhang Dingyu":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""}},BookPublishDate:2016-12-01 00:00:00.0,SearchTitle:货币政策信贷渠道与商业银行风险分布效应,ISBN:978-7-5201-0097-7,BookTitle:数量经济研究(2016年第7卷 第2期),BookStatus:7,AllowDownload:Y,BookVersionNum:null,researchorg:null,CopyRightDate:null,ExcellentPeriod:null,PrizeLevel:null,IsExcellence:null,ContentClass:null,IsDisabled:N,SearchTitle_2:货币政策信贷渠道与商业银行风险分布效应,_RowNo:9
CommonID:DIR_50004100,ID:8160211,SiteID:14,Type:chapter,Code:null,ParentId:0,InnerCode:303206,name:我国农村金融发展对农村消费影响的非线性效应分析50002369,ShortName:,SubName:,EnTitle:Analysis on the Nonlinear Characteristics of Rural Financial Development on Rural Consumption in China,EnShortTitle:,EnSubTitle:,Level:0,BookId:8157616,AbstractCH:

本文通过构建门限回归模型和分位数回归模型,从农村金融深度和宽度两个层面对我国农村金融发展和农村消费之间的非线性关系进行分析。结果表明,我国农村金融相关率较高,但较低的转化效率抑制了农村居民消费增长;当消费处于不同增速时,各金融服务对消费具有不同作用机制;长期存款和短期贷款主要通过提升居民的收入效应来促进消费,而保险对消费则主要表现为替代作用,但随着滞后期增加,该替代作用逐渐减弱。我们认为,通过发展农村金融促进消费增长,应有针对性地从降低居民预防性储蓄、适当放松信贷标准、优化农村金融环境等方面入手,释放农村居民消费潜力。

,AbstractEN:

In this paper,based on the threshold regression model and quantile regression model,we analysis the nonlinear relationship between rural financial development and rural consumption from two perspectives-the depth and width of rural finance. The results show that the correlation rate of rural finance in China is high,but the conversion efficiency is low,which is not conducive to the consumption growth of rural residents;When the consumption is in a different growth rate,the financial services have different mechanisms of action. Long-term deposits and short-term loans promote consumption by enhancing the income effect of residents;Insurance has a substitution effect on consumption,but this substitution effect is gradually weakened with the increase of the lag periods. We believe if we want to promote the growth of consumption by the development of rural finance,we should be targeted to reduce precautionary savings of residents,duly relax credit standards,optimize the rural financial environment and other aspects,so the potential of rural residents’ consumption can be released.

,KeyWords:38203,22990,356216,352117,EKeyWords:38214,22992,205962,352120,SubjectWords:,LiteratureId:8160129,Fileref:null,OrderFlag:0,IsLeaf:N,PubDate:null,FindDate:null,IssueDate:null,DocType:null,ProductSeries:null,Doi:null,InstanceID:0,MinNodeSearch:Y,XmlID:b120170101X20152422001_000_007,Prop1:null,Prop2:null,Prop3:null,prop4:null,AddUser:admin,AddTime:2017-04-17 11:42:38.0,ModifyUser:Admin,ModifyTime:2022-01-05 01:44:14.0,HitCount:13,ShowType:putong,LogoID:0,PdfID:8160239,DownCount:3,AuthorInfos:{"齐红倩":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

齐红倩(1962-),女,吉林大学数量经济研究中心,吉林大学商学院教授、博士生导师,主要研究方向为微观经济计量。

"},"李志创":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

李志创(1991-),男,吉林大学商学院博士研究生,主要研究方向为微观经济计量。

"},"Qi Hongqian":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""},"Li Zhichuang":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""}},BookPublishDate:2016-12-01 00:00:00.0,SearchTitle:我国农村金融发展对农村消费影响的非线性效应分析,ISBN:978-7-5201-0097-7,BookTitle:数量经济研究(2016年第7卷 第2期),BookStatus:7,AllowDownload:Y,BookVersionNum:null,researchorg:null,CopyRightDate:null,ExcellentPeriod:null,PrizeLevel:null,IsExcellence:null,ContentClass:null,IsDisabled:N,SearchTitle_2:我国农村金融发展对农村消费影响的非线性效应分析,_RowNo:10
CommonID:DIR_50004118,ID:13547518,SiteID:14,Type:chapter,Code:null,ParentId:0,InnerCode:303207,name:“一带一路”背景下边疆基础设施的增长效应估计,ShortName:,SubName:——以东北地区为例,EnTitle:The Growth Effects of Infrastructure Construction in the Border Area in China under the Background of “One Belt One Road”,EnShortTitle:,EnSubTitle:—Take the Northeast as an Example,Level:0,BookId:8157616,AbstractCH:

从近年来国家发布的重要文件来看,如何在国家“一带一路”战略背景下建设边疆逐渐成为政界、学界十分重视的议题。本文通过使用边疆地区九省区的省级面板数据和地市级面板数据,主要探讨铁路建设与公路建设是否拉动了边疆地区的经济增长,估计结果如下。第一,铁路建设的经济效应与公路建设的经济效应存在一定替代性,20世纪90年代以后,公路的影响越来越小,而铁路的影响越来越大。第二,铁路的增长效应有明显的异质性,以京哈铁路与沈大铁路为例,京哈铁路的通车对沿线城市的经济起到促进作用,而沈大铁路的通车却对沿线城市的经济起到了负面作用。第三,影响机制。京哈铁路的通车之所以有正向影响,是因为该铁路线连通了东北地区与北京,使得两地的要素流动更加便利,且铁路通车主要是通过影响固定资产投资来促进经济的;沈大铁路的通车之所以是负面的,在于该线没有出东北区域,且该线的通车使得东北地区的人口流动性更强,可能是因为沈大铁路的通车加速了东北地区的人口流出,进而对东北地区经济起到了负面作用。本文的结论对于今后边疆铁路建设与公路建设的区位布局,有一定参考价值。

,AbstractEN:

From the public documents recently released,it is an important issue that how to develop the border area in China under the background of “one belt one road”. This paper investigated the economic effects of railway and road construction to the border area in China,by using the province database and city database. The conclusions are that,(1)There exists substitution effect between railway’s economic influence and road’s.(2)The railway’s economic influence has obvious heterogenicity,which indicates that Jingha railway’s opening promotes economic growth the cities along the line whereas Shenda railway’s opening restrains economic growth the cities along the line.(3)The reason why the economic influence of Jingha railway is positive,is that this railway line links Beijing which is easy to capital and population flowing. And the reason why the economic influence of Shenda railway is negative,is that all this line does not link the city outside the Dongbei area.

,KeyWords:203670,5826,5174,5194,EKeyWords:31908,356221,89526,5295,SubjectWords:,LiteratureId:13547517,Fileref:null,OrderFlag:0,IsLeaf:N,PubDate:null,FindDate:null,IssueDate:null,DocType:null,ProductSeries:null,Doi:null,InstanceID:0,MinNodeSearch:Y,XmlID:b120170101X20152422001_000_008,Prop1:null,Prop2:null,Prop3:null,prop4:null,AddUser:admin,AddTime:2017-04-17 11:42:38.0,ModifyUser:null,ModifyTime:2022-01-05 01:44:14.0,HitCount:0,ShowType:putong,LogoID:0,PdfID:8160488,DownCount:1,AuthorInfos:{"王麒麟":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

王麒麟(1982-),男,中山大学粤港澳发展研究院副研究员,主要研究方向为宏观经济学、区域与城市经济学。

"},"Wang Qilin":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""}},BookPublishDate:2016-12-01 00:00:00.0,SearchTitle:“一带一路”背景下边疆基础设施的增长效应估计——以东北地区为例,ISBN:978-7-5201-0097-7,BookTitle:数量经济研究(2016年第7卷 第2期),BookStatus:7,AllowDownload:Y,BookVersionNum:null,researchorg:null,CopyRightDate:null,ExcellentPeriod:null,PrizeLevel:null,IsExcellence:null,ContentClass:null,IsDisabled:N,SearchTitle_2:“一带一路”背景下边疆基础设施的增长效应估计——以东北地区为例,_RowNo:11
CommonID:DIR_50004135,ID:8160846,SiteID:14,Type:chapter,Code:null,ParentId:0,InnerCode:303208,name:基于CWT方法的我国大豆期货市场价格发现功能及美中大豆期现货市场价格联动性分析50002371,ShortName:,SubName:,EnTitle:Based on the CWT Method an Analysis of the Price Discovery Function of Chinese Soybean Futures Market and the Price Linkage of US Soybean Futures Market and China’s Spot Market,EnShortTitle:,EnSubTitle:,Level:0,BookId:8157616,AbstractCH:

本文基于连续小波变换(CWT)方法运用小波能量谱对中国大豆期现货及美国大豆期货价格序列波动性进行分析,运用小波相干性和小波相位差对2011年9月至2016年5月我国大豆期货市场的价格发现功能及美中期现货市场联动性进行实证检验。实证结果表明:样本期内,中国大豆期现货价格及美国大豆期货价格序列均在中长期呈现显著的波动性;中国期现货价格的相关性及美国期货价格与中国现货价格的相关性均随时间周期的增加而增强,且相关区间逐渐扩大;由小波相位差分析可知,在中短期中国大豆期货价格能够引导现货价格,具备价格发现功能,但在长期现货价格往往超前于期货价格变动;在中短期美国大豆期货价格能够引导我国大豆现货价格变动,从长期看,美中期现货价格趋于均衡。在中短期中美大豆期货市场均具备对我国现货市场的价格发现功能。

,AbstractEN:

Based on the continuous wavelet transform method this paper analyzed the price series’ volatility of Chinese soybean futures and spot as well as the US soybean futures by the wavelet power spectrum,then made an empirical test for the Chinese soybean futures market price discovery function and the price linkage of US soybean futures market and Chinese spot market between September 2011 and May 2016. The empirical results show:in the sample period,Chinese soybean futures and spot and US soybean futures price series showed a significant volatility in the long-term;the relevance of Chinese soybean futures and spot price and the relevance of US futures price and Chinese spot price enhanced with time periods increased,and gradually expanded the relevant section;the wavelet phase-difference showed that in the short-term Chinese soybean futures price guides spot prices and has the price discovery function,but in the long-term,spot prices tends to lead futures prices to change;in the short-term US soybean futures prices can guide Chinese soybean spot price changes,and in the long-term the US soybean futures price and the Chinese soybean spot prices into equilibrium. In the short-term Chinese and US soybean futures markets have price discovery function for the spot market.

,KeyWords:356230,356232,356234,356235,356236,EKeyWords:356237,356238,356241,356242,356243,SubjectWords:,LiteratureId:8160617,Fileref:null,OrderFlag:0,IsLeaf:N,PubDate:null,FindDate:null,IssueDate:null,DocType:null,ProductSeries:null,Doi:null,InstanceID:0,MinNodeSearch:Y,XmlID:b120170101X20152422001_000_009,Prop1:null,Prop2:null,Prop3:null,prop4:null,AddUser:admin,AddTime:2017-04-17 11:42:38.0,ModifyUser:Admin,ModifyTime:2022-01-05 01:44:14.0,HitCount:5,ShowType:putong,LogoID:0,PdfID:8160875,DownCount:3,AuthorInfos:{"金春雨":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

金春雨(1965-),女,应用经济学博士后,吉林大学商学院教授,博士生导师,主要研究方向为金融计量与产业经济计量分析。

"},"王薇":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

王薇(1993-),女,吉林大学数量经济学硕士研究生,主要研究方向为产业经济计量分析。

"},"刘洋":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":null,"Blurb":"

刘洋(1991-),女,吉林大学数量经济学硕士研究生,主要研究方向为产业经济计量分析。

"},"Jin Chunyu":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""},"Wang Wei":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""},"Liu Yang":{"Address":"","Affiliation":"","Email":"","Role":null,"Photo":"","Blurb":""}},BookPublishDate:2016-12-01 00:00:00.0,SearchTitle:基于CWT方法的我国大豆期货市场价格发现功能及美中大豆期现货市场价格联动性分析,ISBN:978-7-5201-0097-7,BookTitle:数量经济研究(2016年第7卷 第2期),BookStatus:7,AllowDownload:Y,BookVersionNum:null,researchorg:null,CopyRightDate:null,ExcellentPeriod:null,PrizeLevel:null,IsExcellence:null,ContentClass:null,IsDisabled:N,SearchTitle_2:基于CWT方法的我国大豆期货市场价格发现功能及美中大豆期现货市场价格联动性分析,_RowNo:12
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