搜索结果: 91-105 共查到“知识库 数量经济学”相关记录802条 . 查询时间(0.387 秒)
零售商退出风险的供应链冲击与协调契约分析
零售商退出风险 供应链合作 供应链协调 数量折扣契约
2016/11/11
零售商退出会导致供应链合作关系的终止,冲击供应链合作运营的基础,供应链企业需要合作应对吗?本文以数量折扣契约下的协调供应链为研究框架,研究存在零售商退出风险时传统数量折扣契约的供应链运作,并构建改进契约下的供应链协调模型。通过理论推演与仿真分析发现,零售商退出风险对供应链运作可能造成巨大的冲击,同时也惊讶地发现,虽然数量折扣契约在冲击下不能协调运作,但运作效率非常高。建议契约调整成本不高的供应链可...
《企业会计准则第39号——公允价值计量》解读
公允价值计量 通用计量理论
2015/6/24
本文从计量角度考察会计计量与公允价值计量，以此为基础，从准则的结构安排、公允价值计量与会计目的的关系、虚拟性、对象物及其特殊类别、计量规程等方面，较为全面地解读了公允价值计量准则。
新西兰最新研发统计数据及其分析
新西兰 研发支出 统计分析
2014/10/11
近年来，新西兰全社会研发投入呈增长态势。2013 年 8 月，新西兰发布了《研发调查报告（2012）》。2012 年，新西兰研发支出为 26.25 亿新元，占 GDP 的比重为 1.27%，但在 OECD 国家中，比例偏低；研发经费主要来源企业、政府、高等院校、海外机构和其他群体，其中，政府和企业超过总投入的 80%；研发活动分为基础研究、应用研究和实验开发三大类，其中，应用研究支出首次超过 10...
Local Identification of Nonparametric and Semiparametric Models
Identification local identification nonparametric models asset pricing
2014/9/9
In parametric, nonlinear structural models, a classical sufficient condition for local identification, like Fisher (1966) and Rothenberg (1971), is that the vector of moment conditions is differentiab...
Dynamic Mechanism Design: A Myersonian Approach
Asymmetric information stochastic processes incentives mechanism design envelope theorems
2014/9/9
We study mechanism design in dynamic quasilinear environments where private information arrives over time and decisions are made over multiple periods. We make three contributions. First, we provide a...
The Elite Illusion: Achievement Effects at Boston and New York Exam Schools
Peer effects school choice deferred acceptance selective education
2014/9/10
Parents gauge school quality in part by the level of student achievement and a
school抯 racial and socioeconomic mix. The importance of school characteristics in the
housing market can be seen in the...
Efficiency in Games With Markovian Private Information
Repeated Bayesian games efficiency Markov chains
2014/9/10
We study repeated Bayesian games with communication and observable actions in which the players' privately known payoffs evolve according to an irreducible Markov chain whose transitions are independe...
可信性是计量经济学应用研究的重要问题，其核心在于实现经济理论、统计学、数学在实证研究中的科学结合。文章首先厘清计量经济学探索客观经济世界过程的本质特征，进而从模型的随机性设定、经济变量之间的因果关系识别以及模型的统计适切性评价等三个方面论述计量经济学应用研究的可信性来源。
Consistent Factor Estimation in Dynamic Factor Models with Structural Instability
Factor Estimation Dynamic Factor Models Structural Instability
2014/3/18
This paper considers the estimation of approximate dynamic factor models when there is temporal instability in the factor loadings. We characterize the type and magnitude of instabilities under which ...
我国通胀预期与通胀的动态关联性——基于宏观金融模型的研究
仿射无套利 宏观因子 潜在因子 通胀预期
2015/1/27
通胀预期问题已成为当前和下一阶段我国经济发展中必须关注的问题。本文对我国不同期限国债的名义和实际收益建立了含有宏观因子和潜在因子的仿射无套利模型,从通胀补偿中分解出了通胀预期。研究认为:分解出的短期和中期通胀预期与通胀率的动态关联性较强,而长期通胀预期和通胀率的动态关联性较弱;各期限通胀预期都不是理性预期,但中期和长期预期是适应性预期;发现CPI是影响通胀预期的最重要因素,其影响效果随着期限增加而...
How Non-linearity will Transform Information Systems
Complexity Nonlinearity Econophysics Rational Expectations Risk Business intelligence corporate performance management
2012/9/17
One “problem” with the 21st century world, particularly the economic and business worlds, is the phenomenal and increasing number of interconnections between economic agents (consumers, firms, banks, ...
Common Mistakes when Applying Computational Intelligence and Machine Learning to Stock Market modelling
Computational intelligence machine learning stock market equities automated stock tradin mistakes.
2012/9/17
For a number of reasons, computational intelligence and machine learning methods have been largely dismissed by the professional community. The reasons for this are numerous and ...
Second Order Multiscale Stochastic Volatility Asymptotics: Stochastic Terminal Layer Analysis & Calibration
Second Order Multiscale Stochastic Volatility Asymptotics Stochastic Terminal Layer Analysis Calibration
2012/9/14
Multiscale stochastic volatility models have been developed as an efficient way to capture the principle effects on derivative pricing and portfolio optimization ofrandomly varying volatility. The rec...
Wrong-way risk in credit and funding valuation adjustments
Wrong-way risk credit and funding valuation adjustments
2012/9/14
Wrong-way risk in counterparty and funding exposures is most dramatic in the situations of systemic crises and tails events. A consistent model of wrong- way risk (WWR) is developed here with the ...
Inverse Thinking in Economic Theory: A Radical Approach to Economic Thinking
Inverse Thinking in Economic Theory Radical Approach Economic Thinking
2012/9/14
T he seriousness of the curre nt crisis urgently demands new ec onomic thinking that breaks the austerity vs .deficit spending circle in economic policy. The core tenet of the paper is that th...