计量经济分析 = Econometric analysis

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.

Forecasting, Structural Time Series Models and the Kalman Filter

Green identity, green living? The role of pro-environmental self-identity in determining consistency across diverse pro-environmental behaviours

Impacts of pollution on coastal and marine ecosystems including coastal and marine fisheries and approach for management: a review and synthesis.

Transport and climate change: a review

An activity-based approach is used to analyse one specific short-trip purpose that has persistently frustrated transport analysts trying to induce more walk, cycle or public transport based trips. This study of the journey-to-school trip is motivated by a general consensus that, to effect a more sustainable transport system, there is a necessity to reduce car use (especially for short trips). Resistance to modal transfer from cars has been shown to be embedded in various psycho-social obstacles which are not readily teased out in orthodox econometric studies of travel demand. We report on an empirical study which fuses psychometric (construction of coping scales) and econometric analyses (logit analysis) in an attempt to uncover the psychological and sociological factors influencing modal choice, as well as the usual range of economic and demographic factors.

Encouraging Walking: The Case of Journey-to-school Trips in Compact Urban Areas

Tourism development and natural capital

https://epub.wu.ac.at/4116/1/suicidegreece_ss&m_final_epub.pdf

The impact of fiscal austerity on suicide: On the empirics of a modern Greek tragedy

This paper offers a pragmatic, principally economic perspective on the body of work analysing the genesis and development of urban ‘gay villages’. The Soho Gay Village in central London is presented as a case study. Its evolution and principal features are considered in the light of the existing corpus of research into gay agglomerations and the documented experiences of some other urban gay villages in England. It is suggested that, even with differing historical roots and widely differing levels and forms of municipal support, a recurrent developmental pattern seems to be discernible. This is characterised by an urban area in decline progressing through several broad stages of economic enterprise denoted by: sexual and legal liminality; gay male social and recreational opportunities; a widening service-sector business base; and, ultimately, the assimilation of the area into the fashionable mainstream.

Sexual Dissidence, Enterprise and Assimilation: Bedfellows in Urban Regeneration

This study explores the empirical relationships between GHG emissions and an extensive range of business performance measures for UK FTSE-350 listed firms over the first decade or so of such reporting. Despite the popular and policy generated environmental imperatives over this perioddalong with growing evidence of the corporate added-value of having an ‘environmental conscience’, voluntary disclosure of emissions has been slow to adopt by firms. The leading contribution is to present clear evidence of a non-linear relationship, initially increasing with firm performance and then decreasing. An extensive pattern of non-reporting of emissions is also observed over time, and prior literature has introduced questions of endogeneity existing between firm performance and emissions. Steps are taken to ensure confidence/robustness of the results to these concerns. Accordingly, a two-stage (Heckman-type) selection model is used to analyse the emissions-performance nexus conditional upon the firm choosing to report (i.e. treating the choice to report as being endogenously determined with firm performance). From thisdin addition to confirming the robustness of the non-linear relationshipdit can be observed that the decision to report emissions is not directly influenced by wider social/ governance disclosure attitudes of a firm, thus suggesting that firms disassociate environmental responsibility from social responsibility.

/pdf/voluntary-disclosure-greenhouse-gas-emissions-and-business-jdu0h37hw8.pdf

Alan Collins

Papers

Encouraging Walking: The Case of Journey-to-school Trips in Compact Urban Areas

Tourism development and natural capital

The impact of fiscal austerity on suicide: On the empirics of a modern Greek tragedy

Sexual Dissidence, Enterprise and Assimilation: Bedfellows in Urban Regeneration

Voluntary disclosure, greenhouse gas emissions and business performance: assessing the first decade of reporting