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货币供给内生性、外生性与M2退势平稳——M2动态增长路径分析
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作者 徐伟康 《兰州商学院学报》 CSSCI 2010年第1期72-78,共7页
本文发现M2是一个退势平稳过程,而非单位根过程。尽管M2具有较强的内生性,但同时也受外生货币政策因素冲击或影响。内生因素和外生因素共同作用使M2围绕一条稳态增长路径上下波动;并且M2偏离稳态增长路径会造成产出波动。于是本文利用2... 本文发现M2是一个退势平稳过程,而非单位根过程。尽管M2具有较强的内生性,但同时也受外生货币政策因素冲击或影响。内生因素和外生因素共同作用使M2围绕一条稳态增长路径上下波动;并且M2偏离稳态增长路径会造成产出波动。于是本文利用2000年至2007年的M2月度数据,分别建立SARMA模型和含月度虚拟变量的组合模型,对这条动态增长路径进行拟合。利用2008年的最新数据评价模型的预测能力时,我们发现M2仍然处在这条动态增长路径上。 展开更多
关键词 货币供应量 内生性 外生性 退平稳 稳态增长
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河南农民收入的退势时序模型 被引量:2
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作者 刘荣利 《乡镇经济》 2009年第2期86-89,共4页
河南农村居民实际人均收入自改革开放以来持续增长,然而期间存在结构性断点,其在不同的历史阶段具有明显不同的波动特征。针对非平稳的收入时间序列,通过引入时间虚拟变量并充分利用残差的自相关特性,建立了改进的退势模型,不仅能够较... 河南农村居民实际人均收入自改革开放以来持续增长,然而期间存在结构性断点,其在不同的历史阶段具有明显不同的波动特征。针对非平稳的收入时间序列,通过引入时间虚拟变量并充分利用残差的自相关特性,建立了改进的退势模型,不仅能够较好拟合历史数据并对未来收入变动趋势进行预测,而且改进模型的残差中不再存在任何可以利用的信息。 展开更多
关键词 农民收入 时间序列 退平稳 河南 预测
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一类随机微分动力系统的转移概率密度函数的研究
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作者 蔡利娇 黄东卫 +1 位作者 郭永峰 谭建国 《应用数学进展》 2020年第6期852-861,共10页
本文探究了一类随机动力系统转移概率密度函数的求解及其有效性问题。首先,提出了一种计算简便、精度较高的数值模拟方法,用于得到FPK (Fokker-Planck-Kolmogorov)方程的近似解。其次,通过比较该近似解与系统的精确解,我们发现此模拟方... 本文探究了一类随机动力系统转移概率密度函数的求解及其有效性问题。首先,提出了一种计算简便、精度较高的数值模拟方法,用于得到FPK (Fokker-Planck-Kolmogorov)方程的近似解。其次,通过比较该近似解与系统的精确解,我们发现此模拟方法的相对误差保持在2 &#215;10(−3)以内,误差基本在10(−3)以内。最后,通过比较由近似解得到的状态变量出现在某一稳态区域的概率和系统离散后的相图,我们得出此模拟方法可以有效地描述系统的性态。因此,它是求解系统FPK方程的一种有效算法。 展开更多
关键词 FPK方程 转移概率密度函数 平稳势 广义平稳 MATHEMATICA
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Analysis of stochastic characteristics of the Benue River flow process 被引量:1
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作者 Martins Y. OTACHE Mohammad BAKIR 李致家 《Chinese Journal of Oceanology and Limnology》 SCIE CAS CSCD 2008年第2期142-151,共10页
Stochastic characteristics of the Benue River streamflow process are examined under conditions of data austerity. The streamflow process is investigated for trend, non-stationarity and seasonality for a time period of... Stochastic characteristics of the Benue River streamflow process are examined under conditions of data austerity. The streamflow process is investigated for trend, non-stationarity and seasonality for a time period of 26 years. Results of trend analyses with Mann-Kendall test show that there is no trend in the annual mean discharges. Monthly flow series examined with seasonal Kendall test indicate the presence of positive change in the trend for some months, especially the months of August, January, and February. For the stationarity test, daily and monthly flow series appear to be stationary whereas at 1%, 5%, and 10% significant levels, the stationarity alternative hypothesis is rejected for the annual flow series. Though monthly flow appears to be stationary going by this test, because of high seasonality, it could be said to exhibit periodic stationarity based on the seasonality analysis. The following conclusions are drawn: (1) There is seasonality in both the mean and variance with unimodal distribution. (2) Days with high mean also have high variance. (3) Skewness coefficients for the months within the dry season period are greater than those of the wet season period, and seasonal autocorrelations for streamflow during dry season are generally larger than those of the wet season. Precisely, they are significantly different for most of the months. (4) The autocorrelation functions estimated "over time" are greater in the absolute value for data that have not been deseasonalised but were initially normalised by logarithmic transformation only, while autocorrelation functions for i = 1, 2 365 estimated "over realisations" have their coefficients significantly different from other coefficients. 展开更多
关键词 TREND stationarity SEASONALITY over time over realisation STOCHASTIC SKEWNESS
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Financial Education and the Evaluation of Financial Education Effectiveness
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作者 CHEN Ying FANG Yun 《International English Education Research》 2016年第12期9-11,共3页
Nowadays, most people' s financial literacy is not high enough in face with the rapid development of economic situation.And currently the popularity of financial education is in a state of scarcity.Thus many countrie... Nowadays, most people' s financial literacy is not high enough in face with the rapid development of economic situation.And currently the popularity of financial education is in a state of scarcity.Thus many countries have taken measures to make financial education more effective. Financial education can not only help financial consumers make wise choice, but also beneficial to the smooth operation of market economy.To some degree, it can also avoid financial crisis.This article introduces the content of financial education and the basic situation of financial education in some developed countries in the first place, and then describes the evaluation of its effectives to raise people' s awareness of financial education and to emphasize the necessity of the evaluation of its effectiveness. 展开更多
关键词 Financial education Financial literacy EVALUATION EFFECTIVENESS
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On Financial Transfer Payment System from the Public Service Equalization Perspective
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作者 Jingxin Huang 《International Journal of Technology Management》 2015年第7期13-15,共3页
equalization of public services is not only conducive to the promotion of social justice; it maintains social stability and national unity, but also helps to promote the coordinated development of economy and society.... equalization of public services is not only conducive to the promotion of social justice; it maintains social stability and national unity, but also helps to promote the coordinated development of economy and society. States should give full play to the role of taxation mechanisms to actively promote the use of transfer payments to the equalization of basic public services. In this paper, we focus on China' s current system of transfer payments problems and we should deepen mode of transfer payment system' s equalization of basic public services under the trend of design. 展开更多
关键词 Equalization of Public Services Financial Transfer Payment System
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