Granger Causality Test of Urban-rural Income Gap and Employment of Rural Labor Forces——A Case Study of Shouguang City

Taking Shouguang City in Shandong Province as an example, this article researches the mutual relationship between urban-rural income and employment of rural labor forces, and conducting cointegration test and Granger causality test on the variable sequences using statistical data. The results show that the average annual income of rural labor forces influences the income per capita of rural residents, and there is a Granger causality relationship between the income per capita of rural residents and urban employees' average wage. Engaging in production concerning agriculture, forestry, animal husbandry and fishery makes the total income per capita in rural areas of Shouguang City higher than the average wage of urban residents in Shouguang City, even in Weifang City. The comparative advantage in terms of income causes the city to loose attraction to rural residents in Shouguang City. The comparative advantage drives more rural labor forces in Shouguang City to engage in primary industry, thereby greatly reducing the pressure of employment and transfer of rural labor forces. Finally important following measures are put forward to promote employment and on-the-spot transfer of rural labor forces: vigorously propel agricultural industrialization; increase rural residents' income; improve the living conditions for rural residents.

Rural Financial Development and Rural Economic Efficiency Improvement Based on Granger Causality Test

Based on the co-integration test theory,Financial Interrelation Ratio(FIR),level of financial efficiency(LFE),level of financial development(LFD) and other indices evaluating the rural financial development are selected by Granger Causality Test.The rural loan balance(RLB),rural deposit balance(RDB),total rural output(TRO),fixed assets investment(FAI),Financial Interrelation Ratio(FIR),economic efficiency(EE),level of financial efficiency(LFE),and level of financial development(LFD) in the years 1979-2007 are collected.Graphical method intuitively reflects the development trend and historical track of relevant indices;and Granger Causality Test verifies the relationship between rural financial development level and rural economic efficiency in the years 1979-2007.Result shows that rural financial development level has significant impact on rural economic growth,but rural economic growth has no significant impact on rural financial development;and rural financial development also has insignificant promotion impact on rural economic efficiency.Thus,conclusions are obtained.Although rural financial development has made certain contribution to the development of rural economy,this kind of contribution is only reflected in total quantity,but not efficiency.Therefore,government should further strengthen the promotion function of financial development for economic efficiency,and gradually establish a virtuous circle system for rural finance and economic development.

Research on the Relationship between Energy Minerals Exploitation and Economic Growth： Johansen Co-integration Analysis and Granger Causality Test

The purpose of this paper is to puts forward suggestions for the sustainable development of mineral resources by combining the benefit of economy from mineral resources with the introduction of concept of circular economic development.

Correlation analysis and causality test between Ludong-Huanghai block and South Japan

In this paper, we make a comparative analysis and correlation test for the seismic activities in the South Japan and the Ludong-Huanghai block （a secondary tectonic unit in the North China） and approach the relationship between the energy release processes of these two areas by using co-integration analysis and Granger causality test for the time series of random variables. The results show that the seismic activities in these two areas are correlative and synchronous to a certain extent, and their release series of cumulative strain energy are contemporaneously correlative. Both energy series are first-order difference stationary processes and there is secular and steady co-integration between them. We make a positive analysis on the first-order difference energy series through Granger causality test based on vector error correction （VEC） model and find there is unilateral Granger causality and prominent co-integration between the two energy release processes.

基于时变传染网络和分位数Granger因果检验的系统性风险传染研究

基于18个经济体760家金融机构SRISK系统性风险数据,采用时变参数向量自回归模型和广义方差分解法测度全球系统性风险的时变传染网络,进而采用分位数Granger因果检验考察各经济体对中国高分位段系统性风险的影响。研究结果表明,结合SRISK数据和时变传染网络能有效识别重大风险事件的发生;发达和新兴经济体均会产生风险净输出效应,且会通过直接输出或香港地区间接输出风险至中国内地;在全样本与2008年金融危机、欧债危机、中美贸易战和新冠疫情重大风险事件期间,中国皆为风险净溢入国且新冠疫情期间溢入效应达历史最高;美英两国在重大风险事件期间均对中国高分位段系统性风险产生显著影响,新冠疫情期间中国高分位段系统性风险遭受外部冲击的形势最为严峻。

Abnormal behavior detection by causality analysis and sparse reconstruction

A new approach for abnormal behavior detection was proposed using causality analysis and sparse reconstruction. To effectively represent multiple-object behavior, low level visual features and causality features were adopted. The low level visual features, which included trajectory shape descriptor, speeded up robust features and histograms of optical flow, were used to describe properties of individual behavior, and causality features obtained by causality analysis were introduced to depict the interaction information among a set of objects. In order to cope with feature noisy and uncertainty, a method for multiple-object anomaly detection was presented via a sparse reconstruction. The abnormality of the testing sample was decided by the sparse reconstruction cost from an atomically learned dictionary. Experiment results show the effectiveness of the proposed method in comparison with other state-of-the-art methods on the public databases for abnormal behavior detection.

Analysis of services trade and employment in China by co-integration and causality

This article describes a study by co-integration test and Granger causality test on the relationships between China's services trades and employment using the data of services trade from the WTO website and the employment data from China Statistic Yearbook for the years from 1982 to 2003. Co-integration test showed that 1% increase in export value and import value of services created respectively 0.205% and 0.068 7% more job opportunities in the service sector. Both export and import of services impacted positively on employment in service industry, and export did more than import. However, in the short run, the impacts of services export and import on employment in service industry were both very small, though positive; and the impacts of employment in service industry on both export and import of services were very big, but not stable. Granger causality test indicated that employment in service industry was a Granger cause of services export. The findings highlight the importance of facilitating services import and reducing import barriers, and suggest that the competitiveness of China's labor- intensive services trade can be exploited to boost services export and help employment in service sector, and that the structure of services trade should be optimized by shifting from labor-intensive to knowledge-and technology-intensive services thus to enhance China's competitiveness of services export.

Robust Parameter Identification Method of Adhesion Model for Heavy Haul Trains

A robust parameter identification method based on Kiencke model was proposed to solve the problem of the parameter identification accuracy being affected by the rail environment change and noise interference for heavy-duty trains. Firstly, a Kiencke stick-creep identification model was constructed, and the parameter identification task was transformed into a quadratic programming problem. Secondly, an iterative algorithm was constructed to solve the problem, into which a time-varying forgetting factor was added to track the change of the rail environment, and to solve the uncertainty problem of the wheel-rail environment. The Granger causality test was adopted to detect the interference, and then the weights of the current data were redistributed to solve the problem of noise interference in parameter identification. Finally, simulations were carried out and the results showed that the proposed method could track the change of the track environment in time, reduce the noise interference in the identification process, and effectively identify the adhesion performance parameters.

Causality between bank’s major activities and economic growth:evidences from Pakistan

Background:Banking is an important sector of Pakistan’s economy.It is general consideration that bank’s major activities saving and lending have positive impact on economic growth.So the aim of this study is to investigate this consideration and also investigate that either growth led deposits and credits,or deposit and credits led growth means the purpose of this study is to investigate the direction of this relationship.Methods:Johansen test of Co-integration and Granger Causality is employed by using time series data of Pakistan from 1961 to 2013.Results:The results show that two major activities of banking sector that are saving and lending don’t have any long run or short run causality towards economic growth so the general consideration of positive impact of these activities proved wrong in case of Pakistan.However there is unidirectional causality running from GDP growth to credit provided by banking sector which shows that economic prosperity or economic growth will have a major impact on lending activities of banks meaning that demand following hypothesis is true for Pakistan in case of GDP and Bank’s credit or we can say that growth led Bank’s credit in Pakistan.Conclusions:Hence Government and central bank should make policies by keeping this fact in consideration that bank’s two major activities that are saving and lending does not have impact on GDP growth.There might be other factors which influence economic growth of Pakistan more than banking sector these activities,which can be bank’s profitability,human resource,technology,infrastructure and other sectors of the economy.However GDP growth affects bank’s lending activities so during high economic growth year central bank and private bank’s management should introduce easy loans for businesses and industries and during poor economic growth years personal loan’s new schemes should be introduce by banks.

山西省能源消费和经济增长关系研究:基于Johansen协整检验和Granger因果关系检验

山西省是能源消费大省,认识经济增长与能源消费的内在关系,对于促进山西省经济社会可持续发展有重大意义。本文利用山西省1980～2010年能源消费总量和经济增长数据,通过Johansen检验发现两者为协整变量,且两者之间的长期均衡关系表明第t年的GDP和第t-1年的能源消费总量对第t年的能源消费有明显的影响。通过Granger因果关系检验发现GDP是能源消费总量的Granger原因,反之则不成立。提出转变经济增长方式、实施节能技术改造、完善能源法律与政策的建议。

CEEMD双层分解和Granger因果变量选择风电功率预测

针对风电功率时间序列具有高度随机波动性而无法精准预测的问题,提出一种基于完备集成经验模态分解(CEEMD)、Granger因果关系检验和长短时记忆网络的新型混合预测方法用于预测风电功率。首先,为研究风电功率和风速的隐性相关性,通过CEEMD算法对风电功率和风速时间序列分别进行序列分解,实现双层分解。其次,通过Granger因果关系方法对各风速分量与各风电功率分量进行因果关系检验,分析风电功率分量与各风速分量间的相关性,以此实现各风电功率分量的输入变量选择。最后,采用长短时记忆网络对各风电功率分量进行预测,并集成得到最终的风电功率预测结果。通过风电厂的实际数据进行了试验,并与多个应用广泛的经典模型进行对比,结果表明该方法的预测精度取得了大幅度提高,能够对风电功率实现精准预测。

The time‑varying causal relationship between the Bitcoin market and internet attention

The increasing attention on Bitcoin since 2013 prompts the issue of possible evidence for a causal relationship between the Bitcoin market and internet attention.Taking the Google search volume index as the measure of internet attention,time-varying Granger causality between the global Bitcoin market and internet attention is examined.Empirical results show a strong Granger causal relationship between internet attention and trading volume.Moreover,they indicate,beginning in early 2018,an even stronger impact of trading volume on internet attention,which is consistent with the rapid increase in Bitcoin users following the 2017 Bitcoin bubble.Although Bitcoin returns are found to strongly affect internet attention,internet attention only occasionally affects Bitcoin returns.Further investigation reveals that interactions between internet attention and returns can be amplified by extreme changes in prices,and internet attention is more likely to lead to returns during Bitcoin bubbles.These empirical findings shed light on cryptocurrency investor attention theory and imply trading strategy in Bitcoin markets.

ICA Based Identification of Time-Varying Linear Causal Model

Recently, several approaches have been proposed to discover the causality of the time-independent or fixed causal model. However, in many realistic applications, especially in economics and neuroscience, causality among variables might be time-varying. A time-varying linear causal model with non-Gaussian noise is considered and the estimation of the causal model from observational data is focused. Firstly, an independent component analysis(ICA) based two stage method is proposed to estimate the time-varying causal coefficients. It shows that, under appropriate assumptions, the time varying coefficients in the proposed model can be estimated by the proposed approach, and results of experiment on artificial data show the effectiveness of the proposed approach. And then, the granger causality test is used to ascertain the causal direction among the variables. Finally, the new approach is applied to the real stock data to identify the causality among three stock indices and the result is consistent with common sense.

Causalities between Price, Pond Area and Employment in Aquaculture Production

The role of aquaculture industry is becoming more prominent in order to supplement marine capture in meeting the food need for the growing Malaysian population. In an attempt to minimize depletion of marine fisheries, only traditional vessels are allowed to fish along the coastal area while bigger vessels are relegated to deep-sea fishing. During the 9th Malaysian Plan (2006-2010) aquaculture has been recognized as the engine of growth in the national food sector’s development strategy. Future fisheries policy is expected to focus more on aquaculture production, marketing and technological improvement as an alternative to marine capture. This paper investigates the causalities between the selected freshwater fish prices, aquaculture area and production. The study aspires to establish whether or not market price is a key contributor to a rise in the aquaculture area and production. Aquaculture firms comprising the individual culturists are generally motivated by the economic potential of the industry which is reflected in excess of price over cost of production. Our hypothesis is that government policy and initiation rather than prices had give rise to greater participation of culturists and hence augmented the level of employment. However, production increase has a negative implication on environment degradation. Thus there is a conflicting view as regards to the employment opportunity generated by aquaculture undertakings and the need for sustainable development arising from this growing industry. Multivariate time series analysis was used in this investigation.

基于Attention-ConvLSTM的出租车需求预测研究

准确合理的出租车需求预测能平衡乘客出行需要且缓解城市交通拥堵,但出租车需求是动态的,它会随着时间的周期性和空间的相关性变化而变化。使用神经网络的出租车需求预测模型广受关注,但目前大部分模型对需求数据的时空间特征提取有效性不足,缺乏筛选数据特征的能力,使得预测结果不够贴合现实情况。对此,本文提出AttConvLSTM预测模型。首先通过k-means聚类和Granger因果关系检验寻找与检验时空相关性,再结合影响需求的气候和节假日等外部因素,运用卷积长短期记忆网络(ConvLSTM)融合注意力机制捕获及评估时空间特征,对特征进行选择性注意,从而提高预测结果的精度与可靠性。最终选取纽约市出租车需求数据进行实验,结果表明该模型相比多种知名基线模型表现出更高的准确度和稳定性。

基于Granger-PSO-SVM的省域中长期电力负荷预测

电力负荷预测是电网调度、规划里必不可少的环节,准确的负荷预测对区域电网安全稳定的运行以及当地经济发展都具有重要意义。影响地区电力负荷的因素因地而异,针对区域特征选取相应的影响指标会获得更加精准的预测效果,因此本文先运用格兰杰因果检验提取影响因素,接着结合粒子群优化支持向量机模型对某省全社会用电量进行训练与预测。根据MAE检验结果,本文提出的组合预测模型Granger-PSO-SVM误差较小,对今后的省域中长期电力负荷预测有一定的借鉴意义。

我国牛肉价格波动影响因素研究——基于VAR模型的实证分析

为保证牛肉价格合理稳定、推动牛肉市场持续健康发展,文章基于2011年12月—2022年12月中国畜牧业月度数据,以内部传导和外部冲击为视角,选取玉米价格、生产者预期、犊牛价格、国家政策构建VAR模型,实证检验我国牛肉价格波动影响因素及程度。结果显示,玉米价格、生产者预期、犊牛价格、国家政策均可对牛肉价格造成影响。其中,玉米价格可通过内部传导机制对我国牛肉价格波动产生显著影响,且稳定贡献率在8%左右;国家政策可通过外部冲击机制对我国牛肉价格波动形成显著影响,贡献率为15%;前期牛肉价格可显著影响后期牛肉市场价格。因此,文章提出降低肉牛产业饲料成本、加大肉牛产业政府财政支持力度、完善牛肉价格波动市场监管体系的建议,以期为稳定牛肉价格、促进畜牧产业可持续发展提供参考。

农业生产性服务业与新型农业经营主体耦合协调关系的实证研究--以吉林省为例

在乡村振兴和农村产业融合大背景下,正确认识和处理农业生产性服务业和新型农业经营主体之间的协调发展关系具有重要意义。为明确农业生产性服务业与新型农业经营主体两系统的耦合协调关系,基于吉林省2010-2022年农业生产性服务业与新型农业经营主体的时间序列数据,运用协整分析、Granger因果检验和耦合协调模型分析农业生产性服务业与新型农业经营主体间的互动关系和动态耦合发展趋势。结果表明:吉林省农业生产性服务业与新型农业经营主体发展水平持续攀升,分别由0.284 9提升至0.837 9、0.100 1提升至0.994 1;农业生产性服务业与新型农业经营主体两系统存在着显著正相关的长期均衡关系,且互为格兰杰原因,即农业生产性服务业是有效促进新型农业主体发展的重要原因,新型农业经营主体是推动推动农业生产性服务业提升的重要动力;2010-2022年,吉林省农业生产性服务业与新型农业经营主体之间的耦合协调关系上升趋势明显,先后经历拮抗阶段(0.410 9)、勉强协调(0.517 9~0.572 0)、初级协调(0.637 4)、中级协调(0.735 8~0.773 8)、高度协调(0.843 1~0.870 9~0.916 6~0.914 7~0.914 8~0.915 3~0.915 7)的变化过程,目前两系统处于关系稳定的高水平耦合阶段。未来应通过促进农业生产性服务业与新型农业经营主体协调发展推进现代农业进程。

TESTING LINEAR AND NONLINEAR GRANGER CAUSALITY IN CSI300 FUTURES AND SPOT MARKETS BASED ON NEW CONCEPTS OF NONLINEAR POSITIVE/NEGATIVE SPILLOVER

supported by the National Natural Science Foundation of China under Grant Nos.71125005 70871108 and 70810107020;; Outstanding Talents Funds of Organization Department Beijing Committee of CPC

黑龙江省耕地非农化与经济发展的Granger因果关系研究

研究目的:分析黑龙江省耕地非农化过程的内在原因,以助于协调黑龙江省耕地非农化进程与经济发展的关系,使耕地保护工作与未来经济运行相一致。研究方法:运用Granger因果关系检验法,利用Eviews4.1软件分析。研究结果:城市化进程对耕地非农化进程的影响与经济增长对耕地非农化的影响并不一致,城市化进程对耕地非农化的影响更加显著。因此,要从根本上解决耕地非农化与经济发展之间的矛盾须将城市化作为切入点。