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Empirical Analysis of ARCH Family Models on Oil Price Fluctuations

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Applied Mathematics 2021年第4期12卷 280-286页

作者： shichang shen School of Mathematics and Statistics Qinghai Nationalities University Xining China

This paper selects the daily data of national oil prices from January 2, 2014 to February 28, 2019, establishes an ARMA (2, 0) model, and tests its residuals for ARCH effects. Finally, the TARCH (1, 1) model is determ... 详细信息

关键词： Oil Price ARMA Family Model Leverage Effect

Research on the Influence of Population Structure on Economic Growth: Based on the Provincial Panel Data Model

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Journal of Applied Mathematics and Physics 2021年第5期9卷 941-946页

作者： shichang shen Jianmei shen School of Mathematics and Statistics Qinghai Nationalities University Xining China

In recent years, the international environment and conditions of China’s economic development have undergone profound and complex changes, but in the middle and long term, China’s economy has been maintaining a stable medium-high speed development. It is remarkable that population changes bring about changes in economic development;especially the aging of the population has a particularly significant impact on economic growth. Therefore, based on the inter-provincial panel data of 31 provinces and municipalities from 2011 to 2019, this paper mainly studies the impact of population change on economic growth by establishing a solid fixed effect model. The results show that there is a long-term equilibrium relationship between population structure and economic growth, and population structure has a significant positive impact on economic development. In addition, there are regional differences in the positive and significant relationship between the two.

关键词： Population Change Economic Growth Fixed Effects

Research on the Relationship between Chinese Express Delivery Industry and Economic Development Based on PVAR Model

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Open Journal of Statistics 2021年第2期11卷 329-336页

作者： shichang shen Jianmei shen School of Mathematics and Statistics Qinghai Nationalities University Xining China

Based on the panel vector autoregressive model (PVAR) and the panel data of China’s 31 provinces from 2010 to 2019, this paper conducts a quantitative analysis on the dynamic balance relationship between China’s express business volume and economic development status in recent 10 years. The results show that: Firstly, there is a long-term equilibrium relationship between the development level of express industry and the economic development level;Secondly, the relationship between them presents regional heterogeneity (that is, the East, Centre and the West show different characteristics);Finally, in the short term, the development of express delivery industry and economic development can well drive each other, but in the long term, this trend is not obvious, and the economic impact of express delivery industry has a certain lag.

关键词： Express Industry Economic Development PVAR Regional Effect

ARIMA Model in the Application of Shanghai and shenzhen Stock Index

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Applied Mathematics 2016年第3期7卷 171-176页

作者： shichang shen Yue shen School of Mathematics and Statistics Qinghai Nationlities University Xining China School of Statistics and Mathematics Zhongnan University of Economics and Law Wuhan China

In the paper, based on the data of Shanghai and shenzhen 300 stock index in 2011, the ARIMA model was established by using Eviews 6, and the historical trend of stock price was found out. The model was used to provide... 详细信息

关键词： Time Series ARIMA Stock Price Prediction

The Matching Uniqueness of A Graphs

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Applied Mathematics 2015年第8期6卷 1189-1192页

作者： shichang shen School of Mathematics and Statistics Qinghai Nationalities University Xining China

In the paper, We discussed the matching uniqueness of graphs with degree sequence . The necessary and sufficient conditions for and its complement are matching unique are given.

关键词： Graph Matching Polynomial Matching Uniqueness

Empirical Research on the Relationship between Education Poverty Alleviation and Rural Revitalization—Spatial Panel Simultaneous Equation Model Based on Provincial Panel Data

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Open Journal of Applied Sciences 2023年第11期13卷 2032-2046页

作者： Ningning Li shichang shen College of Mathematics and Statistics Qinghai Minzu University Xining China

On the basis of using entropy weight method to measure China’s education poverty alleviation and rural revitalization evaluation indicators, using the panel data of 30 provinces in China (excluding Xizang, Hong Kong, Macao and Taiwan) from 2012 to 2021, a spatial panel simultaneous equation model is constructed based on adjacency matrix, geographical distance matrix and economic geographical distance matrix deeply study the interaction mechanism and spatial spillover effects between education poverty alleviation and rural revitalization through the generalized spatial three-stage least squares method (GS3SLS). The results indicate that there is a significant spatial spillover effect and a positive spatial correlation between education poverty alleviation and rural revitalization, and there is a significant interactive effect between the two variables, while promoting each other positively. Therefore, the government should clarify the deep relationship between education poverty alleviation and rural revitalization based on the current background, and better consolidate and expand the effective connection between the achievements of education poverty alleviation and rural revitalization.

关键词： Education Poverty Alleviation Rural Revitalization Entropy Weight Method Space Panel Simultaneous Equation Model GS3SLS

The Structural Relationship between Chinese Money Supply and Inflation Based on VAR Model

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Applied Mathematics 2019年第7期10卷 578-587页

作者： shichang shen Xiaoyi Dong School of Mathematics and Statistics Qinghai Nationalities University Xining China

With the development of economy, more and more attention is paid to the relationship between money supply and inflation in the economic field. This paper chooses consumer price index (CPI) as an important index to measure the level of inflation, by choosing between January 2008 and March 2019 money in circulation M0, narrow measure M1, broad measure M2, consumer price index CPI monthly data as sample, building a vector autoregressive (VAR) model and using econometric methods of impulse response function and variance decomposition, and finally characterizes money in circulation M0, narrow measure M1, broad measure M2 and the relationship between consumer price index CPI and different sizes of the impact of inflation in the money supply relationship.

关键词： Money Supply The VAR Model Inflation

The Influence of China Demographic Structure on Social Security Expenditure—Based on Panel Data Model

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Open Journal of Statistics 2018年第3期8卷 556-561页

作者： shichang shen Ying Wu School of Mathematics and Statistics Qinghai Nationalities University Xining China

Based on the panel data of 31 provinces and municipalities inChinafrom 1998 to 2016, this paper studies the effect of demographic structure on social security expenditure inChinaby using entity fixed effect regression model. The results show that there is a long-term co-integration relationship between population aging and social security expenditure in the demographic structure, and there is a positive correlation between population aging and social security expenditure. And the different cross-sectional effects in 31 regions of China reflect the difference between population aging and social security expenditure in different regions of China.

关键词： Population Aging Social Security Expenditure Entity Fixed Effect Regression Model

Empirical Analysis of Commercial Housing Sales Based on EARCH(1,1) Model

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Open Journal of Statistics 2019年第2期9卷 299-307页

作者： shichang shen Chao Feng School of Mathematics and Statistics Qinghai Nationalities University Xining China

Since the 1980s, China’s commercial housing market has shown an unprecedented rapid development, and the commercial houses still has a high price. This paper studies the sales rate of commercial housing sales to find an appropriate model, and it analyzes the volatility of the commercial housing market to describe the sustainable development of the commercial housing market. By selecting month data of China’s commercial housing sales from January 2006 to October 2018, this paper uses EViews7.2 and the ARMA Model as the tool in order to establish EARCH(1,1) through the method of quantitative analysis. It is found that the yield of commercial housing sales has obvious cluster, asymmetry and leverage effect, and the impact of adverse news on the commercial housing market is more significant than the impact of favorable news.

关键词： Sales Volume of Commercial Housing ARMA Model EARCH Model Leverage Effect