不平等指数测算方法区分绝对性指标和相对性指标,绝对性指标受量纲原因,计算结果无法准确反映不平等程度.相对性指标避免单位对指数结果的影响,一般优于绝对性指标,但相对性指标计算方法众多,通过几何图解和横纵对比发现:第一,基尼系数和泰尔指数是相对性指标的两种重要方法;第二,基尼系数具有“厌恶不平等”性质,对低收入样本较为敏感,研究低收入不平等指数时,应选择泰尔指数;第三,泰尔指数无法体现收入位置变动现象,研究收入位置变动不平等指数时,应选择基尼系数.

笔者利用带资产泡沫的BGG模型研究了我国资产泡沫与经济波动的关系.首先介绍了带资产泡沫的BGG模型,形成了以企业净值、投资规模、资产泡沫为核心变量的系统;其次综合运用统计数据、计量工具和参考文献三种途径估计了模型的22个参数值;最后基于以上模型,分析了次贷危机前后我国经济的实际波动与模型数值模拟结果.数值模拟结果显示:存在泡沫的经济体比不存在泡沫的经济体波动更大;我国经济在次贷危机前后的波动特征符合超跌破裂方式的形态,即泡沫破裂时资产价格小于价值;盯住资产泡沫的货币政策可以防止经济大幅波动,但是其应对危机时期的负向产出波动比应对泡沫时期的正向产出波动的能力要弱;积极的财政政策可以降低不利冲击的影响幅度,但是过度的投资刺激会加大经济的波动.

石油在经济生产中发挥着重要作用,作为石油进口大国,通过建立石油期货以提高石油定价权和规避油价格波动风险,是我国期货市场一直努力的方向.其中,期货与现货之间的关系是期货定价、风险管理、套利等问题的基础,期货市场与现货市场之间的关系主要包括长期均衡关系、价格发现、波动溢出、条件相关性等方面,本文对石油期现货市场间的价格关系和波动关系等研究进行了总结和评述,以期对期现货之间关系提供较全面的了解.

对我国国债收益率曲线进行的静态实证分析表明,国债收益率曲线具有解释和预测作用.近三年我国国债收益率曲线数据的动态分析显示:第一,到期期限越长,波动性越小;第二,15年期是中国国债收益率曲线的一个关键期限;第三,影响国债收益率曲线变动有水平因子和斜率因子.国债收益率利差对经济的预测作用主要体现在投资方面,其中,15年减1年的利差拟合度最高.

以2001年4月至2008年10月期间的69只发行可转债的公司作为研究对象,以股权分置改革为分界点,并将其分为两个部分,运用事件研究法分别对这两部分可转债进行了研究。结果表明股改前可转债发行产生负的公告效应,而股改后可转债发行产生正的公告效应;通过对股票的累计异常收益率与公司的财务性指标多元回归,发现股改前后结果差别较大,这表明股改对可转债市场的发展有积极的推动意义。

本文以WTI为例,借助时间序列分析的多种计量方法,从长期均衡关系和引导关系两个方面对国际石油期货市场价格发现功能进行了实证分析。研究结果显示:期货价格和现货价格存在长期均衡关系,石油期货市场运行有效;期货价格和现货价格互为Granger意义上的因果关系,期货价格对现货价格具有更强的引导关系;在石油价格发现过程中,期货市场价格起主导作用。

Since 2004,international oil price goes up and down dramatically.Reflection on the reasons of the fluctuation is very important for the world economic growth and economic stability.This study mainly analyzes the reasons from three aspects that include underlying factors,long-term factors and short-term factors.The results indicate that scarcity,separated demand and supply,a small price elasticity of demand,gradually increased financial property constitute underlying causes of fluctuations;the role of Hotelling rule,crude oil reserve-production ratio,strong demand growth,a fragile balance of supply and demand are long-term causes of fluctuations;OPEC cutting production,oil stocks fluctuation,strategic factors,depreciation of the dollar,speculation factors are direct cause of short-term fluctuations.

We derive the optimal lower bound for the interpolation error for linear finite element on quasiuniform partitions of an interval.A simple application based on superconvergence theory is given.In particular,we derive two-sided discretization error bounds by means of the interpolation error.

Empirical examination on factor-endowment-determined comparative advantages of Chi- na is of great importance in theory and practice. This paper, taking the import and export of 2000, 2003, 2005 as a sample, sorts them scientifically according to factor endowment, and then locates the industries with comparative advantage in theory. Finally, it compares the consistence of the above two variables through Spearman rank correlation coefficient. The results show that the movement of capital-intensive and labor-power-capital intensive commodities can not be regarded as consistent with that predicted by theory for the lack of sufficient evidence, but the large amount of labor has sup- ported export a lot while there is a restriction on the import of labor-intensive commodities.

汇率改革以来,人民币不断升值,而与此同时中国的CPI指数持续走高,这一现象似乎有悖经济学理论。本文对造成这一现象的成因从贸易差额、实际汇率、国际资本流动、外汇储备等多角度进行了深入分析,并有针对性地提出了积极发展多边经贸关系、对企业加大扶持及对资本的国际流动严格监管等政策建议。

本文选取沪深两市在2003-2005年被实行退市风险警示的56家上市公司以及随机选取的56家正常公司进行研究,选取10个初始财务指标,在进行T检验的基础上,确定了7个财务指标作为判别模型中使用的解释变量。并利用基于神经网络—Logit回归的混合两阶段模型预测上市公司财务困境,结果显示,模型具有较强的判别能力。

考虑到数值求解三维可压缩核废料污染问题计算量大,利用块有限元逼近技术提出了交替方向有限元格式,将三维问题化为一系列一维问题逐次求解,大大降低了计算量.由于考虑的模型问题为可压缩且同时包含分子扩散和弥散的一般情形,这为误差分析带来困难,本文采用对误差方程进行差商(dt)处理的技巧,证明了格式的最优H1-模误差估计.

The transient behavior of a semiconductor device consists of a Poisson equation for the electric potential and of two nonlinear parabolic equations for the electron density and hole density.The electric potential equation is discretized by a mixed finite element method.The electron and hole density equations are treated by implicit-explicit multistep finite element methods.The schemes are very efficient.The optimal order error estimates both in time and space are derived.

An alternating-direction characteristic Galerkin method for 3-D compressible flow of contamination from nuclear waste in porous media is considered.Time-steping along the characteristics of hyperbolic part of the brine, radionuclide and heat equations is shown to result in smaller time-truncation errors than those resulting from standard methods. With an alternating-direction technique,a multidimensional problem can be solved as a series of one-dimensional problems. Optimal order H1-error estimates are derived.

A.D.P.I. Approximations for characteristic finite element methods for quasilinear Sobolev equations are presented. The procedures involve using an alternating direction preconditioned iterative method for approximately solving the linear equations arising at each timestep in a characteristic finite element method. Optimal order L2 -error estimates are obtained for the iterative methods. Quasi-optimal work estimates are obtained.

Efficient high order backward differentiation multistep time stepping Galerkin methods along characteristics for convection dominated diffusion problems are presented and analysised.An alternating direction preconditioned iterative metho d is used for approximately solving the linear equations arising at each timeste p in multistep Galerkin methods.Optimal order L 2 error estimates are obtai ned for the iterative method.Quasioptimal work estimates are obtained.