浅析陕西省财政收入与GDP关系

本文通过对陕西1998年到2012年财政收入和GDP的数据研究,首先建立财政收入同GDP之间的一元线性回归模型,然后对建立的模型进行经济意义检验、统计推断检验、计量经济学检验及因果关系检验。模型通过D.W.检验发现拟合度较好,最后建立合适的计量经济学模型,得出相关结论,并提出相应的建议。     

空间计量经济学培训

传统意义上,经济学家很少考虑空间要素对资源分配的影响．以及经济系统中独立个体（Agent）的行为。但是,随着空间计量经济学的出现．这一现象已经有了很大的改观。什么是空间计量经济学．空间计量经济学中的基本模型是怎样的,怎样应用这些模型？这些都是对空间计量经济学感兴趣的城市经济．     

我国房价波动与银行信贷的关系的实证研究

在百姓的眼中,住房问题始终是头等大事,它不仅关乎经济,而且还对社会稳定起到一定的影响。本文通过构建计量经济学模型,运用2012年9月至2014年9月的银行信贷和房地产价格指标等数据,使用ADF检验、johansen检验和格兰杰检验来研究房价波动与银行信贷的相互关系,以此希望为我国房地产产业、银行业甚至整个经济的健康可持续发展提供一些参考价值。     

计量经济学模型在经济研究中的应用综述

经济学的数学化和定量化是经济学迅速科学化的重要标志。本文主要以计量经济学分支学科的应用为着探讨点,通过分析计量经济学模型在中国经济研究中的现状分析与背景意义、最终提出启示与展望。     

SD法在城市需水量预测和水资源规划中的应用研究

运用系统动力学方法进行了水资源系统动态模拟和水资源规划研究.以秦皇岛市为例,建立了秦皇岛市水资源系统动力学模型,并将其应用于社会-经济-环境复杂系统背景下的水资源需求量预测、水系统动态模拟和策略分析中.该模型考虑了社会-经济-环境复杂系统内各要素间的相互作用和影响,历史检验和灵敏度分析结果表明,其稳定性和强壮性良好.运用该模型考察了不同经济发展模式下的水资源供需情况,通过对模型模拟运行结果的比较和分析,得到了适合该地区的水资源规划方案.     

各省消费对经济发展水平影响的实证分析

近年来,随着中国社会经济的快速发展,中国居民的消费水平也发生了很大变化。消费是社会总需求中最重要的组成部分,是刺激经济增长的主要途径,因此研究消费对发展水平的影响具有重要的经济意义。根据2015年中国31个省的相关截面数据,本文通过国内消费支出和人均可支配收入的比例反映出的经济发展水平作为因变量,以食品支出、衣着、医疗保健、住房支出作为研究影响经济发展水平的实证因素,运用最小二乘法进行实证研究,同时通过多重共线性检验、自相关性检验等计量经济学检验方法对模型进行检验,得到各因素对于消费的影响方向及大小,得到相关结论。     

黑龙江省现代服务业集聚与经济增长互动关系的实证研究

采用单位根检验、协整检验等计量经济学方法对2001—2011年黑龙江省13个地级城市面板数据进行实证研究,结果表明:现代服务业集聚与区域经济增长之间存在互为因果的负相关关系,即黑龙江省现代服务业集聚的专业化效应大于多样化效应,并对经济增长产生了抑制作用;政府过度干预尤其是直接投资能够加剧现代服务业集聚的专业化程度,继而加大现代服务业集聚对经济增长的抑制作用;同时,经济的增长要求区位熵下降,即要使现代服务业集聚能有效地促进经济增长,就必须实现代服务业集聚的多样化。     

我国旅游业发展与GDP关联性的实证分析

本文运用计量经济学的方法对1994—2011年的我国GDP与旅游业收入进行定量分析,通过平稳性检验得到二者为二阶单整序列,通过协整检验发现旅游业发展1%,GDP增加约0.89%的长期均衡关系,从模型分析和Granger检验结果表明短期内是我国GDP发展导致了旅游增长的单向Granger关系。     

农产品出口贸易对农民收入影响的研究

本文采用计量经济学模型,运用相关分析、协整分析、Granger因果检验等方法,研究了农产品出口对农民收入的影响。研究表明,农产品出口与农民收入存在正相关关系。Granger因果检验表明,农产品出口对农民收入有影响。本文结尾提出了一些增加农产品出口的相关的政策。     

居民生活用气量指标模型研究

论述了适用于居民生活用气量指标的数理统计学模型和计量经济学模型的理论基础、样本构成、建模过程以及各自的优点及存在的问题,提出应将数理统计学模型与计量经济学模型相结合,进行居民生活用气量指标的现状值评估、弹性分析、未来发展趋势预测。     

Forecasting construction tender price index in Hong Kong using vector error correction model

Reliable short‐ to medium‐term prediction of the tender price index (TPI) is crucial to construction stakeholders, and this has stimulated the interest of the research community to seek a more analytical method for TPI forecast. The purpose of this study is to establish an econometric model for accurately predicting the tender price movements based on a group of associated financial and macroeconomic variables. Applying Johansen’s method for multivariate cointegration analysis, the tender price was found to be cointegrated with the gross domestic product, construction output and building cost. A vector error correction (VEC) model imposing the cointegration restriction was then developed for the purpose of forecasting. The model was verified against various diagnostic statistical criteria and compared with the Box‐Jenkins and regression models. With a mean absolute percentage error for a three‐year ahead forecast at 2.9% level, the developed VEC model outperforms the Box‐Jenkins and regression models, and is proven to be efficient and reliable in forecasting the short‐ to medium‐term tender price movements. The model can assist estimators to predict the TPI pattern in advance, and it can also help the public sector in planning for the construction workload to improve the stability of the construction market. Although the VEC model developed focuses on the Hong Kong construction market, the econometric technique can be applied to modelling other economic variables.     

The choice of an input-output table embedded in regional econometric input-output models

In this paper, we investigate the role of input-output data sources in regional econometric input-output models. While there has been a great deal of experimentation focused on the accuracy of alternative methods for estimating regional inputoutput coefficients, little attention has been directed to the role of accuracy when the input-output system is nested within a broader accounting framework. The issues of accuracy were considered in two contexts, forecasting and impact analysis focusing on a model developed for the Chicago region. We experimented with three input-output data sources: observed regional data, national input-output, and randomly generated inputoutput coefficients. The effects of different sources of input-output data on regional econometric input-output models revealed that there are significant differences in results obtained in both forecast and impact analyses. The adjustment processes inherent in the econometric input-output system did not mask the differences imbedded in input-output tables derived from different data sources. Since applications of these types of models involve both impact and forecasting exercises, there should be strong motivation for basing the syste on the most accurate set of input-output accounts.     

市政项目管理中定额计价的造价影响因素分析

运用计量经济建模检验的基本原理,以使用定额计价编制的市政工程造价为依据,以20个样本数据为基础利用Eviews软件建立模型,根据检验结果分析了影响市政工程造价的因素,以期为市政建设投资成本控制提供科学依据。     

DOES MIGRATION EQUALISE REGIONAL UNEMPLOYMENT RATES? EVIDENCE FROM AUSTRALIA

Whether inter-regional migration equilibrates regional economic performance is a question which has received considerable attention in recent literature. The author examines that question, focusing upon regional unemployment rates and real wages within the context of a 24-hour equation econometric model of the interaction between regional wages, regional unemployment, and inter-regional migration in Australia. Used to solve for steady-state values of wage and unemployment differences, the model determined that the steady state involves non-zero unemployment rate differences and non-zero wage differences. The model is also used to investigate the stability of the equilibrating mechanism and to simulate the effects upon unemployment, migration, and wage rates of a shock to employment growth. The main findings are that inter-regional equilibrating forces are slow and do not help equalize regional unemployment rates or wages.     

Some limitations of regional econometric models

Conclusions Because of the many theoretical and statistical problems inherent in the construction of regional econometric models, I believe that considerable caution should be exercised by anyone who tries to use one of these models. I intentionally chose to emphasize the negative aspect of these models because I believe there is widespread misuse of econometrics and I fear that many people do not realize how tenuous the conclusions drawn from econometric models really are. This does not mean that I recommend the abandonment of econometric techniques in regional analysis. Instead, I wish to emphasize the weaknesses of regression analysis which are usually not treated by model builders.Regional models may be useful in providing short term forecasts and in assessing the immediate effects of policy decisions. The national econometric models have had limited successes in this area, and it is possible that regional econometric models will also serve in this area.However, given the structural problems of econometric models and the dubious forecasting properties of national models when compared with simple projections of time trends, I remain skeptical as to whether regional econometric models are worth building for structural analyses or as long term forecasting aides. Probably, the best reasons for employing regional econometric models in these capacities are that these models yield information which may be better than nothing at all and that there still are no better techniques available.This research was sponsored by a grant from the Economic Development Administration (project number OER-224-G-68-12). The conclusions found in this paper are not necessarily those of the Economic Development Administration.     

Land conversion and market equilibrium: insights from a simulated landscape

We specify a system of equations that fully reflects the supply and demand sides of the market for agricultural open space at equilibrium. Although simple, the system is exceedingly flexible and allows for household and parcel heterogeneity. We derive an empirical model directly from the structural equations and contrast this using a simulated landscape with the econometric specification most often found in the literature. We then show how the model can be used to project land-use change into the future and for policy simulation. Finally, we use the model to examine the impact of common land conservation policies in Europe.     

A state personal income tax simulation model

A simple econometric model of a state personal income tax is presented. The model is designed for economies subject to rapid population increase by means of a double log specification of an average tax schedule. Various tests are presented to validate the model. It is then incorporated into a full econometric model and the revenue and general equilibrium effects of two types of tax cut are considered. It is found that changes in state personal income tax rate schedules and deduction provisions have significant general equilibrium effects on open economies and these result in substantial induced revenue impacts.     

计量经济学方法在天然气需求模拟中的应用

大多数天然气需求的定量分析可划分为横断面法和时间序列法两种类型,而计量经济学方法则结合了以上两种方法的优点,能构造出比单独使用横截面数据或时间序列数据更为真实的行为方程。目前国外在天然气需求计量经济模型方面有了许多的理论分析成果,而我国还未认识到其在天然气需求模拟方面的应用意义。文章总结天然气需求计量经济学模型的一般形式和求解步骤,以期对计量经济学方法在天然气需求模拟中的合理应用提供借鉴。     

Toward a method of determining the impact of tourist expenditures on state tax revenues

This paper presents an econometric approach to analysis of the relationship between tourist expenditures and state tax revenues. Following earlier writers, a multiplicative tax production model is employed with number of tourists included as a proxy variable for tourist expenditures. Time-series and cross-section regressions are run for several tourist impacted categories of state tax. Data from Florida are used for the 1960–70 time period.The results indicate that the model performs well using ordinary least squares. Tourist elasticity estimates generated are used to compute hypothetical tax contributions. These appear to be reasonable, though no definitive statements about direct tax exportation can be made. The contribution of the paper is that it provides a beginning step toward econometric quantification of the tourist impact on state economies.The author wishes to thank Jon Silberman, Wayne Talley, and Tony Huggins for their help. Financial assistance was provided by the Old Dominion University Office of Research.     

An econometric model for forecasting regional population growth

"An econometric model for forecasting net migration and natural increase is proposed and then estimated using time-series data for Texas. The model is simulated five years out-of-sample and found to be quite accurate in forecasting future population growth. It outperforms simpler prediction methods, thus indicating that explicit modeling of net migration and natural increase is superior to modeling only total population."