We review several methods to define and forecast classical business cycle turning points in Norway. In the paper we compare the Bry - Boschan rule (BB) with a Markov Switching model (MS), using alternative vintages of Norwegian Gross Domestic Product (GDP) as the business cycle indicator. The timing of business cycles depends on the vintage and the method used. BB provides the most reasonable definition of business cycles. The forecasting exercise, where the models are augmented with surveys or financial indicators, respectively, leads to the conclusion that the BB rule applied to density forecasts of GDP augmented with either the consumer confidence index or a financial conditions index provides the most timely predictions of peaks. For troughs, augmenting with surveys or financial indicators does not increase forecastability.
{"title":"Forecasting Recessions in Real Time","authors":"K. Aastveit, A. Jore, F. Ravazzolo","doi":"10.2139/ssrn.2446388","DOIUrl":"https://doi.org/10.2139/ssrn.2446388","url":null,"abstract":"We review several methods to define and forecast classical business cycle turning points in Norway. In the paper we compare the Bry - Boschan rule (BB) with a Markov Switching model (MS), using alternative vintages of Norwegian Gross Domestic Product (GDP) as the business cycle indicator. The timing of business cycles depends on the vintage and the method used. BB provides the most reasonable definition of business cycles. The forecasting exercise, where the models are augmented with surveys or financial indicators, respectively, leads to the conclusion that the BB rule applied to density forecasts of GDP augmented with either the consumer confidence index or a financial conditions index provides the most timely predictions of peaks. For troughs, augmenting with surveys or financial indicators does not increase forecastability.","PeriodicalId":108782,"journal":{"name":"ERN: Outlooks & Forecasting (Topic)","volume":"106 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-02-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123972631","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
M. Silgoner, Katharina Steiner, Julia Wörz, Christian Schitter
We investigate the impact of China as a global competitor on the trade performance of the ten Central, Eastern and Southeastern European EU Member States (CESEE-10) in the EU-15 market. The paper takes a comprehensive approach as we analyze export growth, export market shares, extensive and intensive margins and the dynamics in the number of joint trade links (Dynamic Trade Link Analysis) from 1995 to 2010. According to our findings, the most contested markets are those for capital goods and transport equipment. Overall, competition between CESEE-10 and China intensified as a result of their outstanding competitiveness and the continuous deepening of already existing trade relationships, while cutthroat competition has not materialized. While this suggests that the CESEE countries pursue a suitable export strategy, diversification of production toward promising new industries and markets remains essential, not least because the EU-15 market is projected to grow at a slower pace in the longer run. JEL Classification: F14, F15, O57
{"title":"Fishing in the Same Pool? Export Strengths and Competitiveness of China and CESEE in the EU-15 Market","authors":"M. Silgoner, Katharina Steiner, Julia Wörz, Christian Schitter","doi":"10.2139/ssrn.2269646","DOIUrl":"https://doi.org/10.2139/ssrn.2269646","url":null,"abstract":"We investigate the impact of China as a global competitor on the trade performance of the ten Central, Eastern and Southeastern European EU Member States (CESEE-10) in the EU-15 market. The paper takes a comprehensive approach as we analyze export growth, export market shares, extensive and intensive margins and the dynamics in the number of joint trade links (Dynamic Trade Link Analysis) from 1995 to 2010. According to our findings, the most contested markets are those for capital goods and transport equipment. Overall, competition between CESEE-10 and China intensified as a result of their outstanding competitiveness and the continuous deepening of already existing trade relationships, while cutthroat competition has not materialized. While this suggests that the CESEE countries pursue a suitable export strategy, diversification of production toward promising new industries and markets remains essential, not least because the EU-15 market is projected to grow at a slower pace in the longer run. JEL Classification: F14, F15, O57","PeriodicalId":108782,"journal":{"name":"ERN: Outlooks & Forecasting (Topic)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130957057","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The capital market in Poland is a very recent one, as it only dates back to 1991. To assess its development and functioning to date we have to compare it with other capital markets — both the mature ones, which have been operating for many years, as well as with others, which, like the Polish market, have a short history. In doing so we have to take into consideration the division of capital markets based on the principles of their operation that have developed there — such division distinguishes between the Anglo-Saxon and the German-Japanese models of the capital market. We also have to evaluate the prospects for the development of the Polish capital market — particularly in view of the globalisation of the economy and Poland‘s accession to the European Union. Since legal and technological barriers restricting transfer of capital between countries are being removed, capital markets in individual countries, Poland included, no longer form discrete and closed organisms that do not react to economic developments in other countries. The freedom of movement of capital resulting from international agreements, coupled with broad access to information and rapid development of electronics, telecommunications and information technology, have practically removed all obstacles to international movement of capital. In a dozen seconds or so you can transfer millions of dollars from the London Stock Exchange to the stoek markets in Warsaw or Tokyo.Another reason why the Polish capital market can be regarded as a global market is the fact that Poland became an OECD member in 1996, and the EU membership is a matter of near rather than distant future. Apart from benefits, this also entails requirements concerning easier access of foreign capital to the Polish market, but also the possibility of transfer of Polish capital to foreign markets.The models of functioning of the banking industry and the capital market as a whole are now being formed in Poland. The process is similar in both cases and we may expect that it will finally result in an intermediate model, based on both, the Anglo-Saxon and the German-Japanese experiences.
{"title":"Prospects and Forecasts for the Development of Polish Capital Market in the Wake of EU Accession","authors":"Jerzy P Gwizdala","doi":"10.2139/SSRN.2256167","DOIUrl":"https://doi.org/10.2139/SSRN.2256167","url":null,"abstract":"The capital market in Poland is a very recent one, as it only dates back to 1991. To assess its development and functioning to date we have to compare it with other capital markets — both the mature ones, which have been operating for many years, as well as with others, which, like the Polish market, have a short history. In doing so we have to take into consideration the division of capital markets based on the principles of their operation that have developed there — such division distinguishes between the Anglo-Saxon and the German-Japanese models of the capital market. We also have to evaluate the prospects for the development of the Polish capital market — particularly in view of the globalisation of the economy and Poland‘s accession to the European Union. Since legal and technological barriers restricting transfer of capital between countries are being removed, capital markets in individual countries, Poland included, no longer form discrete and closed organisms that do not react to economic developments in other countries. The freedom of movement of capital resulting from international agreements, coupled with broad access to information and rapid development of electronics, telecommunications and information technology, have practically removed all obstacles to international movement of capital. In a dozen seconds or so you can transfer millions of dollars from the London Stock Exchange to the stoek markets in Warsaw or Tokyo.Another reason why the Polish capital market can be regarded as a global market is the fact that Poland became an OECD member in 1996, and the EU membership is a matter of near rather than distant future. Apart from benefits, this also entails requirements concerning easier access of foreign capital to the Polish market, but also the possibility of transfer of Polish capital to foreign markets.The models of functioning of the banking industry and the capital market as a whole are now being formed in Poland. The process is similar in both cases and we may expect that it will finally result in an intermediate model, based on both, the Anglo-Saxon and the German-Japanese experiences.","PeriodicalId":108782,"journal":{"name":"ERN: Outlooks & Forecasting (Topic)","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123898753","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2012-07-01DOI: 10.1007/978-1-4614-8060-0_2
Kihwan Kim, Norman R. Swanson
{"title":"Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets","authors":"Kihwan Kim, Norman R. Swanson","doi":"10.1007/978-1-4614-8060-0_2","DOIUrl":"https://doi.org/10.1007/978-1-4614-8060-0_2","url":null,"abstract":"","PeriodicalId":108782,"journal":{"name":"ERN: Outlooks & Forecasting (Topic)","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132719983","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
A. Borin, Riccardo Cristadoro, R. Golinelli, G. Parigi
Assessing the global economic outlook is a fundamentally important task of international financial institutions, governments and central banks. In this paper we focus on the consequences of the rapid growth of emerging markets for monitoring and forecasting the global outlook. Our main results are that (i) the rise of the emerging countries has sharply altered the correlation of growth rates among the main economic areas; (ii) this is clearly detectable in forecasting equations as a structural break occurring in the 1990s; (iii) hence, inferences on global developments based solely on the industrialized countries are highly unreliable; (iv) the otherwise cumbersome task of monitoring many i?½ and less studied i?½ countries can be tackled by resorting to very simple bridge models (BM); (v) BM performance is in line with that of the most widely quoted predictions (WEO, Consensus) both before and during the recent crisis; (vi) for some emerging economies, BMs would have provided even better forecasts during the recent crisis.
{"title":"Forecasting World Output: The Rising Importance of Emerging Economies","authors":"A. Borin, Riccardo Cristadoro, R. Golinelli, G. Parigi","doi":"10.2139/ssrn.2030809","DOIUrl":"https://doi.org/10.2139/ssrn.2030809","url":null,"abstract":"Assessing the global economic outlook is a fundamentally important task of international financial institutions, governments and central banks. In this paper we focus on the consequences of the rapid growth of emerging markets for monitoring and forecasting the global outlook. Our main results are that (i) the rise of the emerging countries has sharply altered the correlation of growth rates among the main economic areas; (ii) this is clearly detectable in forecasting equations as a structural break occurring in the 1990s; (iii) hence, inferences on global developments based solely on the industrialized countries are highly unreliable; (iv) the otherwise cumbersome task of monitoring many i?½ and less studied i?½ countries can be tackled by resorting to very simple bridge models (BM); (v) BM performance is in line with that of the most widely quoted predictions (WEO, Consensus) both before and during the recent crisis; (vi) for some emerging economies, BMs would have provided even better forecasts during the recent crisis.","PeriodicalId":108782,"journal":{"name":"ERN: Outlooks & Forecasting (Topic)","volume":"355 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123246174","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Marcos Dal Bianco, Máximo Camacho, Gabriel Pérez-Quirós
We propose a fundamentals-based econometric model for the weekly changes in the euro-dollar rate with the distinctive feature of mixing economic variables quoted at different frequencies. The model obtains good in-sample fit and, more importantly, encouraging out-of-sample forecasting results at horizons ranging from one-week to one month. Specifically, we obtain statistically significant improvements upon the hard-to-beat random-walk model using traditional statistical measures of forecasting error at all horizons. Moreover, our model obtains a great improvement when we use the direction of change metric, which has more economic relevance than other loss measures. With this measure, our model performs much better at all forecasting horizons than a naive model that predicts the exchange rate as an equal chance to go up or down, with statistically significant improvements.
{"title":"Short-Run Forecasting of the Euro-Dollar Exchange Rate with Economic Fundamentals","authors":"Marcos Dal Bianco, Máximo Camacho, Gabriel Pérez-Quirós","doi":"10.2139/ssrn.2000677","DOIUrl":"https://doi.org/10.2139/ssrn.2000677","url":null,"abstract":"We propose a fundamentals-based econometric model for the weekly changes in the euro-dollar rate with the distinctive feature of mixing economic variables quoted at different frequencies. The model obtains good in-sample fit and, more importantly, encouraging out-of-sample forecasting results at horizons ranging from one-week to one month. Specifically, we obtain statistically significant improvements upon the hard-to-beat random-walk model using traditional statistical measures of forecasting error at all horizons. Moreover, our model obtains a great improvement when we use the direction of change metric, which has more economic relevance than other loss measures. With this measure, our model performs much better at all forecasting horizons than a naive model that predicts the exchange rate as an equal chance to go up or down, with statistically significant improvements.","PeriodicalId":108782,"journal":{"name":"ERN: Outlooks & Forecasting (Topic)","volume":"67 2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-02-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116656194","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper analyses the anchoring, i.e. stability, of long-term inflation expectations, as well as further moments of the distribution, as perceived by the professional forecasters in the euro area and the US. Evaluation is initially performed on the basis of sensitivity to innovations to observed inflation, short- and medium-term individual forecast news. News are defined in a subjective sense and derived from revisions to shorter-term fixed-target forecasts. The assessment tests for presence of non-linear effects, including regime changes during disinflation in the US in the 90s, and the recent financial crisis. Secondly, anchoring is evaluated in terms of level evolution, based on structural non-linear and non-Gaussian learning models, used to uncover the presence of common trend, underlying the long-term dynamics of inflation, individual expectations and uncertainty. The findings suggest relatively well-anchored expectations. As regards sensitivity, point expectations in the euro area are perfectly anchored. Although there is presence of non-stationary common process underlying individual expectations and inflation realisations, most forecasters project the ex-ante long-term considerably below trend inflation, a phenomenon documented and named here collective stabilisation bias. Long-term uncertainty proved unrelated to both level and changes in the inflation process. In the US there is higher sensitivity to the shorter term, which has diminished significantly after 1999, possibly contributing to stationarity in the underlying inflationary process and absence of collective bias. Both currency areas demonstrate remarkable resilience to shocks during the financial markets’ crisis.
{"title":"Are Long-Term Inflation Expectations Well-Anchored? Evidence from the Euro Area and the United States","authors":"Tsvetomira Tsenova","doi":"10.2139/ssrn.1860111","DOIUrl":"https://doi.org/10.2139/ssrn.1860111","url":null,"abstract":"This paper analyses the anchoring, i.e. stability, of long-term inflation expectations, as well as further moments of the distribution, as perceived by the professional forecasters in the euro area and the US. Evaluation is initially performed on the basis of sensitivity to innovations to observed inflation, short- and medium-term individual forecast news. News are defined in a subjective sense and derived from revisions to shorter-term fixed-target forecasts. The assessment tests for presence of non-linear effects, including regime changes during disinflation in the US in the 90s, and the recent financial crisis. Secondly, anchoring is evaluated in terms of level evolution, based on structural non-linear and non-Gaussian learning models, used to uncover the presence of common trend, underlying the long-term dynamics of inflation, individual expectations and uncertainty. The findings suggest relatively well-anchored expectations. As regards sensitivity, point expectations in the euro area are perfectly anchored. Although there is presence of non-stationary common process underlying individual expectations and inflation realisations, most forecasters project the ex-ante long-term considerably below trend inflation, a phenomenon documented and named here collective stabilisation bias. Long-term uncertainty proved unrelated to both level and changes in the inflation process. In the US there is higher sensitivity to the shorter term, which has diminished significantly after 1999, possibly contributing to stationarity in the underlying inflationary process and absence of collective bias. Both currency areas demonstrate remarkable resilience to shocks during the financial markets’ crisis.","PeriodicalId":108782,"journal":{"name":"ERN: Outlooks & Forecasting (Topic)","volume":"57 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129528853","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
It is widely known that agents confidence is closely linked to macroeconomic cycles. A confidence channel may therefore have a significant impact in accelerating and amplifying the transmission of shocks accross borders. We endeavor to find empirical proof of the existence of a confidence channel between G7 countries (and Spain). This paper centers around the concept of a contagion of confidence from “large countries” to “small countries”. I apply instrumental-variable regressions to OECD standardized Consumers and Business Confidence measures, in order to investigate the relationship between the confidence series of all G7 countries, and Spain. Macroeconomic variables are included in these regressions to control for domestic causes of confidence changes. We find that, even after having controlled for domestic macroeconomic causes of confidence level variations, the level of confidence of agents in large countries does have an influence on the level of confidence of agents in smaller countries.
{"title":"The Confidence Channel for the Transmission of Shocks","authors":"S. Fei","doi":"10.2139/ssrn.1742913","DOIUrl":"https://doi.org/10.2139/ssrn.1742913","url":null,"abstract":"It is widely known that agents confidence is closely linked to macroeconomic cycles. A confidence channel may therefore have a significant impact in accelerating and amplifying the transmission of shocks accross borders. We endeavor to find empirical proof of the existence of a confidence channel between G7 countries (and Spain). This paper centers around the concept of a contagion of confidence from “large countries” to “small countries”. I apply instrumental-variable regressions to OECD standardized Consumers and Business Confidence measures, in order to investigate the relationship between the confidence series of all G7 countries, and Spain. Macroeconomic variables are included in these regressions to control for domestic causes of confidence changes. We find that, even after having controlled for domestic macroeconomic causes of confidence level variations, the level of confidence of agents in large countries does have an influence on the level of confidence of agents in smaller countries.","PeriodicalId":108782,"journal":{"name":"ERN: Outlooks & Forecasting (Topic)","volume":"123 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121111587","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
I document the frequency and size of price adjustments using thirty years of monthly data covering both high- and low-inflation periods. Prices increase more frequently in smaller amounts when inflation is high, and less frequently but in larger amounts when inflation is low. A novel decomposition of the inflation rate shows that when inflation is high and volatile the frequency of price changes is more important for the variation in inflation than is the magnitude of price changes. When inflation is low and stable the magnitude of the price changes is more important. Monetary policy analysis assuming an exogenous probability of changing prices are thus subject to the Lucas critique.
{"title":"Inflation and Price Adjustments: Evidence from Norwegian Consumer Price Data 1975-2004","authors":"Fredrik Wulfsberg","doi":"10.2139/ssrn.1716744","DOIUrl":"https://doi.org/10.2139/ssrn.1716744","url":null,"abstract":"I document the frequency and size of price adjustments using thirty years of monthly data covering both high- and low-inflation periods. Prices increase more frequently in smaller amounts when inflation is high, and less frequently but in larger amounts when inflation is low. A novel decomposition of the inflation rate shows that when inflation is high and volatile the frequency of price changes is more important for the variation in inflation than is the magnitude of price changes. When inflation is low and stable the magnitude of the price changes is more important. Monetary policy analysis assuming an exogenous probability of changing prices are thus subject to the Lucas critique.","PeriodicalId":108782,"journal":{"name":"ERN: Outlooks & Forecasting (Topic)","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-11-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129145187","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper contributes to the literature on macroeconometric evaluation of active labour market policies (ALMP) by considering the regional effects on both the matching process and the job-seeker rate. We use an unique new data set on all Austrian job-seekers between 2001 to 2007 and apply GMM and Quasi-ML estimators to take into account both the simultaneity of ALMP and spatial interrelations between employment office districts. The results indicate that job schemes in the non-profit sector, wage subsidies, and apprenticeships cause particularly favourable effects on the regional matching function and the job-seeker rate.
{"title":"Macroeconometric Evaluation of Active Labour Market Policies in Austria","authors":"W. Dauth, Reinhard Hujer, Katja Wolf","doi":"10.2139/ssrn.1686528","DOIUrl":"https://doi.org/10.2139/ssrn.1686528","url":null,"abstract":"This paper contributes to the literature on macroeconometric evaluation of active labour market policies (ALMP) by considering the regional effects on both the matching process and the job-seeker rate. We use an unique new data set on all Austrian job-seekers between 2001 to 2007 and apply GMM and Quasi-ML estimators to take into account both the simultaneity of ALMP and spatial interrelations between employment office districts. The results indicate that job schemes in the non-profit sector, wage subsidies, and apprenticeships cause particularly favourable effects on the regional matching function and the job-seeker rate.","PeriodicalId":108782,"journal":{"name":"ERN: Outlooks & Forecasting (Topic)","volume":"4 4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116797155","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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