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Journal of Systems Science and Information 2023年第5期11卷 604-621页

作者： Xiao CUI Mo YIN Kun GUO Yijing WANG School of Economics and Management University of Chinese Academy of SciencesBeijing 100190China Research Center on Fictitious Economy&Data Science Chinese Academy of ScienceBeijing 100190China

The bond market is an important market for investment and financing in China’s economic sectors,and also an important part of the monetary policy *** internal transmission of bond market is an important part of market interest rate transmission,which iscritical to the effectiveness of monetary ***,few scholars have studied the characteristics of interest rate transmission in *** in-depth study of the interest rate transmission mechanism and its dynamic evolution between different bond markets is conducive to clarify the pulse of transmission within Chinese bond market and to further unblock the transmission mechanism of monetary *** the perspective of system theory and based on the analysis method of granger causality complex network,this paper finds that the interest rate transmission among various varieties in China’s bond market is relatively *** bonds and CDB bonds are the two core bond varieties of interest rate transmission in the bond ***,this study concludes that the medium and long-term interest rate played a dominant role in the transmission of market interest rate during the easing phase of monetary policy,while the short-term interest rate played a dominant role in the transmission of market interest rate during the tightening phase of monetary *** paper also gives enlightenment and suggestions.

关键词： bond market interest rate transmission mechanism granger causality complex network

Insurance market density and economic growth in Eurozone countries:the granger causality approach

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Financial Innovation 2017年第1期3卷 214-237页

作者： Rudra P.Pradhan Saurav Dash Rana Pratap Maradana Manju Jayakumar Kunal Gaurav Vinod Gupta School of Management Indian Institute of TechnologyKharagpur 721302India KL University Andhra Pradesh 522502India

Background:This study examines the relationship between insurance market density(IMD)and economic ***:We employed granger causality technique in 19 Eurozone countries for the period *** use three different indicators of IMD,namely life insurance density,non-life insurance density,and total insurance *** particularly emphasize on whether granger causality runs between IMD and economic growth both ways,one way,or not at ***:Our empirical result recognizes the presence of both unidirectional and bidirectional causality between insurance market density and economic ***,these results are mostly non-uniform across Eurozone ***:This study holds important policy implications-economic policies should recognize the differences in the insurance market density and economic growth in order to maintain sustainable economic growth in the Eurozone.

关键词： Insurance market density Economic growth granger causality Eurozone countries

Study on the Intraday Pattern and the Dynamic Correlation Among Return,Volume and Open Interest——Evidence from Chinese Commodity Futures Markets

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Journal of Systems Science & Complexity 2015年第1期28卷 156-174页

作者： LIU Xiangli WANG Shouyang School of Finance Central University of Finance and Economics Academy of Mathematics and Systems Science Chinese Academy of Sciences

This paper uses minute by minute data series from Chinese commodity futures markets to study patterns of intraday effect and discovers the L pattern of absolute return and *** is different from stock market,which has a distinctive pattern of *** financial market microstructure theory,traders' psychology and trading mechanism are applied to explain *** this paper studies the factors that influence volatility of return and the lagged *** results show that there is a bilateral granger causality among any two of the absolute return,volume and open interest,and it is different from the empirical results of the stock market,in the sense that there is only a unilateral granger causal relationship from volume to absolute *** authors also analyze the dynamic relationship among these three *** empirical results tell that the influence of open interest on volatility of absolute return and volume is weak,and there is a strong correlation between absolute return and *** investment suggestions are offered from the analysis mentioned above.

关键词： granger causality high-frequency data intraday effect market microstructure vector autoregression.

A NEW APPROACH TO MODEL FINANCIAL MARKETS

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Journal of Systems Science & Complexity 2013年第3期26卷 432-440页

作者： XIE Haibin WANG Shouyang Research Center of Applied Finance University of International Business and Economics Academy of Mathematics and Systems Science Chinese Academy of Sciences

This paper deals with the problem of how to take full use of prices information to model financial markets.A range decomposition technique is proposed to decompose the returns into two *** is proved theoretically that these two components are bi-directional granger causality,which makes it convenient to establish a vector autoregressive model(VAR).Both simulations and empirical studies are performed,and the results are consistent with the theoretical *** range decomposition approach presented in this paper is more efficient in information employment and suggests a new framework to model financial markets.

关键词： granger causality range range decomposition VAR.

Changes of Effective Connectivity in the Alpha Band Characterize Differential Processing of Audiovisual Information in Cross-Modal Selective Attention

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Neuroscience Bulletin 2020年第9期36卷 1009-1022页

作者： Weikun Niu Yuying Jiang Xin Zhang Tianzi Jiang Yujin Zhang Shan Yu Brainnetome Center Institute of AutomationChinese Academy of SciencesBeijing 100190China National Laboratory of Pattern Recognition Institute of AutomationChinese Academy of SciencesBeijing 100190China Center for Excellence in Brain Science and Intelligence Technology Chinese Academy of SciencesBeijing 100190China University of Chinese Academy of Sciences Beijing 100049China

Cross-modal selective attention enhances the processing of sensory inputs that are most relevant to the task at *** differential processing could be mediated by a swift network reconfiguration on the macroscopic level,but this remains a poorly understood *** tackle this issue,we used a behavioral paradigm to introduce a shift of selective attention between the visual and auditory domains,and recorded scalp electroencephalographic signals from eight healthy *** changes in effective connectivity caused by the cross-modal attentional shift were delineated by analyzing spectral granger causality(GC),a metric of frequency-specific effective *** data-driven methods of pattern-classification and feature-analysis,we found that a change in the a band(12 Hz-15 Hz) of GC is a stable feature across different individuals that can be used to decode the attentional ***,auditory attention induces more pronounced information flow in the α band,especially from the parietal-occipital areas to the temporal-parietal areas,compared to the case of visual attention,reflecting a reconfiguration of interaction in the macroscopic brain network accompanying different *** results support the role of α oscillation in organizing the information flow across spatially-separated brain areas and,thereby,mediating cross-modal selective attention.

关键词： Human EEG Audiovisual selective attention granger causality Pattern classification

Theta Oscillations Support Prefrontal-hippocampal Interactions in Sequential Working Memory

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Neuroscience Bulletin 2024年第2期40卷 147-156页

作者： Minghong Su Kejia Hu Wei Liu Yunhao Wu Tao Wang Chunyan Cao Bomin Sun Shikun Zhan Zheng Ye Institute of Psychology Chinese Academy of SciencesBeijing 100101China Department of Psychology University of Chinese Academy of SciencesBeijing 100049China Department of Neurosurgery Center for Functional NeurosurgeryRuijin HospitalShanghai Jiao Tong University School of MedicineShanghai 200025China Institute of Neuroscience Center for Excellence in Brain Science and Intelligence TechnologyChinese Academy of SciencesShanghai 200031China

The prefrontal cortex and hippocampus may support sequential working memory beyond episodic memory and spatial *** stereoelectroencephalography(SEEG)study investigated how the dorsolateral prefrontal cortex(DLPFC)interacts with the hippocampus in the online processing of sequential *** patients with epilepsy(eight women,age 27.6±8.2 years)completed a line ordering task with SEEG recordings over the DLPFC and the *** showed longer thinking times and more recall errors when asked to arrange random lines clockwise(random trials)than to maintain ordered lines(ordered trials)before recalling the orientation of a particular ***,the ordering-related increase in thinking time and recall error was associated with a transient theta power increase in the hippocampus and a sustained theta power increase in the DLPFC(3–10 Hz).In particular,the hippocampal theta power increase correlated with the memory precision of line ***,theta phase coherences between the DLPFC and hippocampus were enhanced for ordering,especially for more precisely memorized ***,the theta band DLPFC→hippocampus influence was selectively enhanced for ordering,especially for more precisely memorized *** study suggests that theta oscillations may support DLPFC-hippocampal interactions in the online processing of sequential information.

关键词： Sequential working memory Hippocampus Dorsolateral prefrontal cortex Theta oscillations Stereoelectroencephalography(SEEG) Phase coherence granger causality

Relationship between electricity consumption and economic growth of Guangdong Province in China

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Frontiers in Energy 2012年第4期6卷 351-355页

作者： Lianhong LV Hong LUO Baoliu ZHANG Chinese Research Academy of Environmental Sciences Beijing 100012China

Guangdong is a electricity consumption （EC） province with the most and the fastest economic growth in China. However, there has long been a contradiction between electricity supply and demand in Guangdong and this trend may exist for a long time in the foreseeable future. Therefore, the research on the relation ship between EC and economic growth of Guangdong is of very important practical significance to the formulation of relevant policy. In this paper, the econometrics method of granger causality test and cointegration test is used to analyze the relationship between EC and economic growth of Guangdong from 1978 to 2010. The results indicate that there is unidirectional causality between the economic growth and the EC, and the growth of gross domestic product （GDP） and gross industrial output value （GIOV） is the impetus to promote the growth of installed capacity （ICAP） and the EC. Therefore, the appropriate restraint of excessive growth of power industry will not necessarily slow down economic growth. There has been a longterm stable equilibrium relationship between the EC and the economic growth. When the GDP and GIOV grows I unit respectively, the EC of Guangdong province will increase 0.97 and 0.64 unit respectively. The longterm marginal utility of the EC is more than 1.

关键词： co-integration granger causality electricityconsumption (EC) economic growth

Investigating the impact of the COVID-19 pandemic on crime incidents number in different cities

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Journal of Safety Science and Resilience 2022年第4期3卷 340-352页

作者： Miaomiao Hou Zhaolong Zeng Xiaofeng Hu Jinming Hu School of Information Technology and Cyber Security People’s Public Security University of ChinaBeijing 102628China

The COVID-19 pandemic is strongly affecting many aspects of human life and society around the *** investigate whether this pandemic also influences crime,the differences in crime incidents numbers before and during the pandemic in four large cities(namely Washington DC,Chicago,New York City and Los Angeles)are ***,the granger causal relationships between crime incident numbers and new cases of COVID-19 are also *** on that,new cases of COVID-19 with significant granger causal correlations are used to improve the crime prediction *** results show that crime is generally impacted by the COVID-19 pandemic,but it varies in different cities and with different crime *** types of crimes have seen fewer incidents numbers during the pandemic than *** granger causal correlations are found between the COVID-19 cases and crime incidents in these *** specifically,crime incidents numbers of theft in Washington DC,Chicago and New York City,fraud in Washington DC and Los Angeles,assault in Chicago and New York City,and robbery in Los Angeles and New York City,are significantly granger caused by the new case of *** results may be partially explained by the Routine Activity theory and Opportunity theory that people may prefer to stay at home to avoid being infected with COVID-19 during the pandemic,giving fewer chances for *** addition,involving new cases of COVID-19 as a variable can slightly improve the performance of crime prediction in terms of some specific types of *** study is expected to obtain deeper insights into the relationships between the pandemic and crime in different cities,and to provide new attempts for crime prediction during the pandemic.

关键词： COVID-19 pandemic Crime incidents numbers Crime prediction granger causality Long short-term memory network

Lane changing and congestion are mutually reinforcing?

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Communications in Transportation Research 2023年第1期3卷 140-149页

作者： Yang Gao David Levinson School of Civil Engineering The University of SydneySydney2006Australia

This study presents a comprehensive analysis of the relationship between congestion and lane changing,using vehicle trajectory data from the M1 motorway in *** establish a connection between the distribution of travel time and lane changing frequency and employ a Poisson process to describe the intensity of lane changing occurrences in different travel time *** an individual perspective,lane changing does not bring significant speed benefits in most cases,except when the speed range is between 45 and 50 km/*** a system perspective,the relationship between lane change rate and speed depends on the purpose of the lane *** merging,diverging,and lane restriction areas,for instance,mandatory lane changes *** most sections of the motorway,discretionary lane changes are motivated by the expectation of improving speed and/or ***,we demonstrate a mutual causality relationship between lane changing and congestion through the granger causality *** relationship is more pronounced in general areas during peak periods and contributes to the deterioration of the driving environment.

关键词： Lane changing Congestion Poisson process granger causality

Interaction Among Construction Investment,Other Investment and GDP in China

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Tsinghua Science and Technology 2004年第2期9卷 160-167页

作者：郑思齐刘洪玉 Institute of Real Estate Studies Tsinghua University Beijing 100084 China

With granger causality method, this paper examines the causal dynamics among three economic fundamentals: construction investment, other investment and the gross domestic product (GDP). Short-run and long-run interactive effects among these three time series are analyzed from 1981 to 2001. The empirical results show that construction investment has a stronger short-run effect on economic growth than other investment, and economic growth has a long-term effect on both construction and other investments. These findings indicate that construction investment is an important factor influencing short-term economic growth fluctuations, with its growth stimulating economic growth and its slumps leading to downside fluctuations. At the same time, invest-ment growth cannot be sustained without the support of the national economy. These empirical results have im-portant implications for economic policy makers in China.

关键词： interactive effect gross domestic product (GDP) construction investment cointegration granger causality error correction model