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Functional clustering of NPLs recovery curves 不良贷款回收曲线的功能聚类
IF 6.2 2区 经济学 Q1 ECONOMICS Pub Date : 2024-07-10 DOI: 10.1016/j.seps.2024.102018

The recovery performance of a portfolio of Non-Performing Loans can be measured in terms of recovery rate and liquidation time jointly through a “recovery curve” representative of recovery rates over time. When portfolio heterogeneity is very high, it is informative to estimate more than just one curve by dividing the portfolio into several homogeneous subsets, i.e. clusters, and calculating a recovery curve for each of them. The aim of this work is to estimate the optimal portfolio partition and the smoothed recovery curves of each cluster by means of non-parametric statistical learning techniques.

不良贷款组合的回收绩效可以通过代表不同时期回收率的 "回收曲线",从回收率和清算时间两个方面来衡量。当投资组合的异质性很高时,将投资组合划分为几个同质子集(即群组),并为每个子集计算一条回收曲线,就可以估算出不止一条曲线。这项工作的目的是通过非参数统计学习技术来估计最优投资组合分区和每个群组的平滑恢复曲线。
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引用次数: 0
Religious involvement in the context of public moral standards and sustainable social development – A case study of Polish voivodeships 公共道德标准和社会可持续发展背景下的宗教参与--波兰各省的案例研究
IF 6.2 2区 经济学 Q1 ECONOMICS Pub Date : 2024-07-09 DOI: 10.1016/j.seps.2024.102016
Katarzyna Pawlewicz, Adam Senetra

The manuscript analyzes the spatial distribution, relationships and statistical dependence between religious involvement vs. the observance of public moral norms, and between religious involvement vs. sustainable social development as the main criterion and based on indirect criteria such as demographics, education, social welfare, health, public security, housing, social engagement, and the labor market. The study was conducted in Polish voivodeships, which represent the highest level of territorial division, and data for analyses were obtained from public statistical databases. The phenomena were examined with the use of synthetic variables, whereas composite indicators were determined by Hellwig's method. The study revealed considerable variations in the magnitude of the examined phenomena across Polish regions and the absence of significant correlations between religious involvement vs. the observance of public moral norms and sustainable social development as the main criterion. High values of indirect criteria are associated with regional development. Positive relationships were also observed between religiosity and selected indirect criteria.

该手稿分析了宗教参与与遵守公共道德准则之间,以及宗教参与与社会可持续发展之间的空间分布、关系和统计依赖性,社会可持续发展是主要标准,也基于人口统计、教育、社会福利、卫生、公共安全、住房、社会参与和劳动力市场等间接标准。研究在代表最高级别领土划分的波兰各省进行,分析数据来自公共统计数据库。使用合成变量对现象进行了研究,而综合指标则是通过赫尔维格方法确定的。研究显示,波兰各地区所研究现象的严重程度存在很大差异,宗教参与与遵守公共道德准则和作为主要标准的社会可持续发展之间没有显著的相关性。间接标准的高值与地区发展相关。宗教信仰与选定的间接标准之间也存在正相关关系。
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引用次数: 0
Enhanced methodology to assess business research community serving extended realities movement 强化评估商业研究界服务于扩展现实运动的方法
IF 6.2 2区 经济学 Q1 ECONOMICS Pub Date : 2024-07-08 DOI: 10.1016/j.seps.2024.102015
Shahryar Sorooshian

Virtual, augmented, and mixed reality, known collectively as extended realities (XR), have the potential to transform businesses but research service is required. This report explores the productivity of XR-related in business research. This paper has enhanced the traditional bibliometric approach by integrating it with a mathematical supplement, Expedited Analytical Hierarchy Process (EAHP). This enhanced methodology allows for a nuanced evaluation of research service productivity and offers direction for future research efforts. Productivity is evaluated in terms of the effectiveness and efficiency of research results, so creating a bibliometrics index for commenting on research effectiveness and evaluating research efficiency criteria from a publication standpoint, the work added to the field. Analysis of the collected scientometrics data show the field is not yet optimally productive, leading to a call for increased focus on future research. Besides, the utilization of EAHP's systematics way to convert the data into a future research direction, with mixed reality found to require more attention than other XRs. A complementary literature analysis step highlights the practical application of XRs in business and the growing importance of the XR-owned worlds, metaverses. As a result, this study found evidence to argue that the services provided by the business research community are not optimally productive when dealing with the XR movement, and it calls for more attention to support businesses.

虚拟现实、增强现实和混合现实统称为 "扩展现实"(XR),具有改变企业的潜力,但需要研究服务。本报告探讨了商业研究中与 XR 相关的生产力。本文将传统的文献计量学方法与数学补充方法--加速分析层次过程(EAHP)相结合,对其进行了改进。这种增强型方法可以对研究服务的生产率进行细致入微的评估,并为今后的研究工作指明方向。生产力是根据研究成果的有效性和效率来评估的,因此,创建一个文献计量学指数来评论研究有效性,并从出版的角度评估研究效率标准,这项工作为该领域增添了新的内容。对收集到的科学计量学数据进行的分析表明,该领域的研究成果还未达到最佳状态,因此呼吁加强对未来研究的关注。此外,利用 EAHP 的系统学方法将数据转化为未来的研究方向,发现混合现实比其他 XR 更需要关注。补充性文献分析步骤强调了 XR 在商业中的实际应用,以及 XR 所拥有的世界(元世界)日益增长的重要性。因此,本研究发现有证据表明,在处理 XR 运动时,商业研究界提供的服务并没有达到最佳效果,因此需要更多关注以支持企业。
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引用次数: 0
Cross-Sectional and Spatial Panel Data Analysis of Territorial Economic Cohesion in the European Union Regions based on Convergence Approach: from 2 to 8 per cent? 基于趋同方法的欧盟地区领土经济凝聚力的横截面和空间面板数据分析:从 2%到 8%?
IF 6.2 2区 经济学 Q1 ECONOMICS Pub Date : 2024-07-06 DOI: 10.1016/j.seps.2024.102012
Fernando Isla-Castillo , Anna Garashchuk , Pablo Podadera-Rivera

From an economic, political and social standpoint, one of the most evident and visible features of today’s European Union as a supranational regional organization is its heterogeneity, where disparity seems to be the common denominator. This leads to the interest for measuring the territorial economic cohesion of the EU. From an eminently economic perspective, and working with the GDP per capita of the EU NUTS-2 regions for the period 2003-2021, this paper aims to provide evidence of a lack of territorial economic cohesion through a beta and sigma convergence methodology by applying cross-sectional and spatial panel data analysis.

The findings show that the speed of convergence depends mainly on the level of economic development, its cycles and the heterogeneity of the, which implies conditional convergence. Less developed regions show higher convergence speeds, which are also accentuated during recession periods. Greater heterogeneity among the regions also increases the convergence speed, while accentuating in the less developed regions. In general terms, the results reveal convergence speeds of the entire NUTS-2 regions between 7 and 11 per cent (much higher than 2 per cent under absolute convergence). Likewise, when considering spatial dependence, a reduction in convergence speeds between approximately 3 and 8 per cent is detected. Finally, the 29 vulnerable regions have been identified, with economic development and growth below the EU average mean, emphasizing the need to take the concerns of territorial economic cohesion into account.

从经济、政治和社会的角度来看,今天的欧盟作为一个超国家的区域组织,其最明显和最显著的特征之一就是其异质性,差异似乎是其共同点。这就引起了人们对衡量欧盟领土经济凝聚力的兴趣。本文从经济学的角度出发,以 2003-2021 年欧盟 NUTS-2 地区的人均 GDP 为研究对象,通过应用横截面和空间面板数据分析,采用贝塔和西格玛收敛方法,旨在提供缺乏地区经济凝聚力的证据。研究结果表明,收敛速度主要取决于经济发展水平、经济周期和异质性,这意味着有条件的收敛。欠发达地区的趋同速度较快,在经济衰退时期也更为明显。地区间更大的异质性也会提高收敛速度,而欠发达地区的收敛速度会更快。总体而言,结果显示整个 NUTS-2 地区的收敛速度在 7%至 11%之间(远高于绝对收敛下的 2%)。同样,在考虑空间依赖性时,发现收敛速度降低了约 3%至 8%。最后,确定了 29 个经济发展和增长低于欧盟平均水平的脆弱地区,强调了考虑地区经济凝聚力的必要性。
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引用次数: 0
Evaluation of mitigation initiatives for simultaneous air pollution and municipal solid waste systems: A System Dynamics Approach 评估同时处理空气污染和城市固体废物系统的缓解措施:系统动力学方法
IF 6.2 2区 经济学 Q1 ECONOMICS Pub Date : 2024-07-04 DOI: 10.1016/j.seps.2024.102010
Lorena Espinoza Pérez, Andrea Espinoza Pérez, Óscar C. Vásquez

Numerous policies have been implemented in the global effort to achieve sustainable development and improve the population’s quality of life, such as those to reduce air pollution or manage municipal solid waste (MSW). However, these policies were designed disregarding their simultaneous impact on human health and ecosystem in the same city. This study implements system dynamics methodology to simulate coexisting air pollution and MSW management systems, as well as their corresponding policies and decontamination plans, to investigate their influence on human health and ecosystem and to propose policy improvements based on the specific setting of the study. The case study corresponds to Temuco and Padre Las Casas (TPLC). Results show that TPLC requires an integrated policy approach that includes increasing the equipment replacement and advanced technologies for MSW management to achieve reductions in human health impacts by approximately 10%.

为实现可持续发展和提高人们的生活质量,全球实施了许多政策,如减少空气污染或管理城市固体废物(MSW)的政策。然而,这些政策的设计忽略了它们对同一城市中人类健康和生态系统的同步影响。本研究采用系统动力学方法,模拟共存的空气污染和城市固体废物管理系统及其相应的政策和净化计划,以研究它们对人类健康和生态系统的影响,并根据研究的具体环境提出政策改进建议。案例研究的对象是特木科和帕德雷拉斯卡萨斯(TPLC)。研究结果表明,特木科和帕德雷拉斯卡萨斯(TPLC)需要采用综合政策方法,包括增加设备更换和采用先进技术进行 MSW 管理,以实现将对人类健康的影响降低约 10%。
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引用次数: 0
A new approach for assessing the probability of museum opening choices and its spatial continuity 评估博物馆开放选择概率及其空间连续性的新方法
IF 6.2 2区 经济学 Q1 ECONOMICS Pub Date : 2024-07-02 DOI: 10.1016/j.seps.2024.102011

In the literature, several approaches and methods were applied for studying the visitors’ profile or the managerial performance and economic efficiency of the museums; however, none of them investigated the museums opening decisions. To this aim an innovative approach which combines multilevel multinomial ordered models and spatial correlation models, is introduced and some advances in logit data geostatistical modeling is proposed together with an extended form of regression kriging, called multilevel logit kriging. Thus, the variation of the probability of the museums opening decisions both at regional and provincial levels for some peculiar museums characteristics, as well as the effect of some specific regional/provincial key factors which might influence their regular/non regular opening are modeled, also with respect to different types of institution (private/public).

The ISTAT microdata concerning the Italian survey on the museums and cultural institutions, will be considered. The empirical findings will provide worthy advices for the development of suitable management policies.

在文献中,有几种方法和手段被用于研究参观者的概况或博物馆的管理绩效和经济效益;然而,没有一种方法和手段对博物馆的开放决策进行研究。为此,我们引入了一种结合多级多叉有序模型和空间相关模型的创新方法,并提出了 logit 数据地理统计建模的一些进展以及回归克里金法的扩展形式,即多级 logit 克里金法。因此,在地区和省级层面上,针对一些特殊的博物馆特征,博物馆开放决定的概率变化,以及可能影响博物馆定期/不定期开放的一些特定地区/省级关键因素的影响,都将被建模,而且还将针对不同类型的机构(私立/公立)。实证研究结果将为制定合适的管理政策提供有价值的建议。
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引用次数: 0
Sustainable propulsion technology selection in penultimate mile delivery using the FullEX-AROMAN method 使用 FullEX-AROMAN 方法在倒数第二英里运输中选择可持续推进技术
IF 6.2 2区 经济学 Q1 ECONOMICS Pub Date : 2024-07-02 DOI: 10.1016/j.seps.2024.102013
Sara Bošković , Libor Švadlenka , Stefan Jovčić , Vladimir Simic , Momčilo Dobrodolac , Akram Elomiya

Sustainable transport is the priority for future cities and society. It is necessary to make sustainable urban transport policies to mitigate the harmful effects of current transportation systems. One of the essential issues in making cities cleaner is the propulsion technology of light commercial vehicles (LCVs). Most of the LCVs are compressed natural gas (CNG) and diesel-powered. However, cleaner, sustainable power sources, such as hydrogen, hybrid, solar, and electric have appeared in the market. This paper addresses the selection of propulsion technology for LCVs up to 3.5 tones for the Czech Post vehicle fleet. In this study, three main pillars are considered: economic, socio-environmental, and technical. Czech Post currently uses CNG-powered vehicles to transport shipments in penultimate mile delivery. The integrated FullEX-alternative ranking order method accounting for the two-step normalization (AROMAN) approach selects the best sustainable propulsion technology for the Czech Post vehicle fleet. The FullEX method identifies the criteria weights, while the AROMAN method ranks propulsion technologies. The results of the integrated approach reveal that the best propulsion technology for penultimate mile delivery is electrically powered, followed by hydrogen, hybrid, and CNG. A comparative analysis with other multi-criteria decision-making methods is also performed. The results confirm that the electrically powered solution is the best. The sensitivity analysis is carried out. The FullEX-AROMAN shows high resilience.

可持续交通是未来城市和社会的当务之急。有必要制定可持续的城市交通政策,以减轻当前交通系统的有害影响。轻型商用车辆(LCV)的推进技术是实现城市清洁化的关键问题之一。大多数轻型商用车是以压缩天然气(CNG)和柴油为动力。然而,氢气、混合动力、太阳能和电动等更清洁、可持续的动力源已出现在市场上。本文探讨了捷克邮政车队 3.5 吨以下低重型车辆推进技术的选择问题。本研究考虑了三大支柱:经济、社会环境和技术。捷克邮政目前使用以压缩天然气为动力的车辆来运输倒数第二公里的货物。考虑到两步归一化(AROMAN)的综合 FullEX-备选排序法为捷克邮政车队选择了最佳的可持续推进技术。FullEX 方法确定了标准权重,而 AROMAN 方法则对推进技术进行了排序。综合方法的结果表明,倒数第二英里配送的最佳推进技术是电力驱动,其次是氢气、混合动力和压缩天然气。此外,还与其他多标准决策方法进行了比较分析。结果证实,电力驱动方案是最佳方案。进行了敏感性分析。FullEX-AROMAN 显示出很高的弹性。
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引用次数: 0
The development planning of the Italian Mezzogiorno: a statistical-mathematical analysis by a Real Business Cycle model 意大利中部地区的发展规划:通过实际商业周期模型进行的统计数学分析
IF 6.2 2区 经济学 Q1 ECONOMICS Pub Date : 2024-07-01 DOI: 10.1016/j.seps.2024.102022
R. Ferrentino, Luca Vota
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引用次数: 0
Validating Benfordness on contaminated data 在受污染数据上验证本福德性
IF 6.2 2区 经济学 Q1 ECONOMICS Pub Date : 2024-06-29 DOI: 10.1016/j.seps.2024.102008

Benford’s law is a mathematical model, very recurrent in practice for a wide variety of datasets, used to represent the frequencies of digits. A well-established usage of Benfordness statistical testing lies within investigations aimed to ascertain if balance sheet and income statement data are genuine. A typical, frustrating problem of Benfordness statistical tests on big, practical datasets is that they often provide p-valuessmaller than expected when the Benfordness null hypothesis is very realistic. A possible reason is that data are contaminated by some kind of noise. In this paper we propose the deconvolution approach to alleviate this issue, using both simulated and real data.

本福德定律是一个数学模型,在实践中经常用于表示数字的频率,适用于各种数据集。本福德统计检验的一个行之有效的用法是在旨在确定资产负债表和损益表数据是否真实的调查中使用。在大型实际数据集上进行本福德统计检验时,一个典型的、令人沮丧的问题是,当本福德虚假设非常现实时,它们提供的 p 值往往比预期的要小。一个可能的原因是数据受到了某种噪声的污染。在本文中,我们利用模拟数据和真实数据提出了去卷积法来缓解这一问题。
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引用次数: 0
How did Internet usage affect life satisfaction before and after COVID-19? Mediating effects and heterogeneity analysis COVID-19 前后,互联网使用情况如何影响生活满意度?中介效应和异质性分析
IF 6.2 2区 经济学 Q1 ECONOMICS Pub Date : 2024-06-29 DOI: 10.1016/j.seps.2024.102007
Ying Jiang , Yong Xie , Qinglong Shao

Digitalization has profoundly reshaped work modes and lifestyles and impacted individuals' life satisfaction. However, there has been limited research exploring this issue while comparing the effects before and during the COVID-19 pandemic. Furthermore, investigating heterogeneity across different socio-economic groups is crucial. This study uses data from the latest three waves of the European Social Survey in 2016, 2018, and 2020 to examine the influence of Internet usage on life satisfaction, unravel its underlying mechanisms, and conduct heterogeneity analysis with the fixed-effects ordered logit model and propensity score matching method. The empirical findings reveal the following: (a) Internet usage has significant and positive effects on life satisfaction, although the marginal effects of Internet usage decreases as respondents’ life satisfaction increases; (b) respondents with a “right” political tendency, higher levels of social interaction and trust, females, older individuals, higher income earners, those with lower education levels, better health conditions, and stronger religious beliefs tend to report higher life satisfaction; (c) work flexibility, work–life balance, and team engagement are identified as essential mediating factors in the relationship between Internet usage and life satisfaction; (d) Internet usage has had a significant and positive effect on life satisfaction since the outbreak of the COVID-19 pandemic, whereas this was not the case before the pandemic; and (e) the influence of Internet usage on life satisfaction is more pronounced among young, affluent communities, well-educated individuals, Eastern and Central Europeans, non-managers, and employees of central/local governments and private firms. This study underscores the rapid socio-economic transformation induced by digitalization in Europe and provides valuable insights on leveraging the Internet to improve individual life satisfaction in the post-pandemic era.

数字化深刻地重塑了工作模式和生活方式,影响了个人的生活满意度。然而,在比较 COVID-19 大流行之前和期间的影响时,对这一问题进行探讨的研究还很有限。此外,调查不同社会经济群体的异质性也至关重要。本研究利用 2016 年、2018 年和 2020 年最新三波欧洲社会调查的数据,考察互联网使用对生活满意度的影响,揭示其内在机制,并采用固定效应有序 Logit 模型和倾向得分匹配法进行异质性分析。实证研究结果如下(a) 互联网使用对生活满意度有显著的正向影响,但随着受访者生活满意度的提高,互联网使用的边际效应递减;(b) 政治倾向 "正确"、社会交往和信任度较高、女性、年龄较大、收入较高、教育水平较低、健康状况较好、宗教信仰较强的受访者倾向于报告较高的生活满意度;(c) 工作灵活性、工作与生活的平衡以及团队参与被认为是互联网使用与生活满意度之间关系的重要中介因素;(d) 自 COVID-19 大流行病爆发以来,互联网使用对生活满意度产生了显著的积极影响,而在大流行病爆发之前情况并非如此;(e) 互联网使用对生活满意度的影响在年轻人、富裕群体、受过良好教育的人、东欧和中欧人、非管理人员以及中央/地方政府和私营企业雇员中更为明显。这项研究强调了数字化在欧洲引发的快速社会经济转型,并为在后流行病时代利用互联网提高个人生活满意度提供了有价值的见解。
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引用次数: 0
期刊
Socio-economic Planning Sciences
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