Pub Date : 2019-07-26DOI: 10.12660/BRE.V39N12019.76943
Cezar Santos, M. Weiss, G. Zimmermann
This paper develops a structural economic model of the residential sector of an economy. The model features households that are heterogeneous with regard to their income. Given their incomes, households decide how much to spend on a plethora of different goods that use electrical energy as an input. The price of energy is non-linear and depends on one's energy demand. The model parameters are disciplined using rich Brazilian consumption micro data at the household level. The data exhibits substantial heterogeneity of expenditures on electric appliances and energy across the different income deciles, and the model is able to capture these features. We use the calibrated model to perform a variety of counterfactuals. The results suggest that the impact of changes in prices and income varies substantially across income groups. We also study the adoption of a new technology. In particular, the introduction of more energy-efficient fluorescent light bulbs is especially helpful to poorer households, despite the bulbs' higher cost.
{"title":"Heterogeneity and the Energy Consumption of Brazilian Households: A Structural Analysis","authors":"Cezar Santos, M. Weiss, G. Zimmermann","doi":"10.12660/BRE.V39N12019.76943","DOIUrl":"https://doi.org/10.12660/BRE.V39N12019.76943","url":null,"abstract":"This paper develops a structural economic model of the residential sector of an economy. The model features households that are heterogeneous with regard to their income. Given their incomes, households decide how much to spend on a plethora of different goods that use electrical energy as an input. The price of energy is non-linear and depends on one's energy demand. The model parameters are disciplined using rich Brazilian consumption micro data at the household level. The data exhibits substantial heterogeneity of expenditures on electric appliances and energy across the different income deciles, and the model is able to capture these features. We use the calibrated model to perform a variety of counterfactuals. The results suggest that the impact of changes in prices and income varies substantially across income groups. We also study the adoption of a new technology. In particular, the introduction of more energy-efficient fluorescent light bulbs is especially helpful to poorer households, despite the bulbs' higher cost.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"42 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122864551","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 : 2019-07-26DOI: 10.12660/BRE.V39N12019.77132
Caio Almeida, Diego Brandão
We study the temporal structure of risk prices, risk exposures and expected market returns for Brazil assuming the economy follows a long run risks model. The model consists on an endowment economy where aggregate consumption and dividend growth contain predictable components, and a representative agent has Epstein-Zin recursive preferences with CES specification. We show that aggregate consumption in Brazil is sufficiently predictable to generate risk premia associated with Epstein-Zin preferences in excess of traditional compensations induced by power utility. Moreover, risk compensation is dominated by permanent shocks both in the short and long run, as Epstein-Zin preferences mitigate the price of temporary shocks' risk.
{"title":"Measuring Long Run Risks for Brazil","authors":"Caio Almeida, Diego Brandão","doi":"10.12660/BRE.V39N12019.77132","DOIUrl":"https://doi.org/10.12660/BRE.V39N12019.77132","url":null,"abstract":"We study the temporal structure of risk prices, risk exposures and expected market returns for Brazil assuming the economy follows a long run risks model. The model consists on an endowment economy where aggregate consumption and dividend growth contain predictable components, and a representative agent has Epstein-Zin recursive preferences with CES specification. We show that aggregate consumption in Brazil is sufficiently predictable to generate risk premia associated with Epstein-Zin preferences in excess of traditional compensations induced by power utility. Moreover, risk compensation is dominated by permanent shocks both in the short and long run, as Epstein-Zin preferences mitigate the price of temporary shocks' risk.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"58 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126673202","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 : 2019-07-26DOI: 10.12660/bre.v39n12019.76365
Caio Almeida, F. Cordeiro
We use the framework developed by Christensen (2017) and Hansen and Scheinkman (2009) to study the long-term interest rates in the US and Brazil. We apply a nonparametric estimator to US and Brazilian data to identify how the yield of a long-term zero-coupon bond responds to the initial state of the economy. Using a flexible specification for the state process leads to an interesting non-linear response of the yield to changes in the initial state. As a by-product of our work, we assess the performance of Christensen's estimator using Monte Carlo simulations based on two widely adopted asset pricing models (rare disasters and habit formation).
我们使用Christensen(2017)和Hansen and Scheinkman(2009)开发的框架来研究美国和巴西的长期利率。我们将非参数估计器应用于美国和巴西的数据，以确定长期零息债券的收益率如何响应经济的初始状态。在状态过程中使用灵活的规范会导致yield对初始状态变化的有趣的非线性响应。作为我们工作的副产品，我们使用基于两种广泛采用的资产定价模型(罕见灾害和习惯形成)的蒙特卡罗模拟来评估Christensen估计器的性能。
{"title":"Long-term Yields Implied by Stochastic Discount Factor Decompositions","authors":"Caio Almeida, F. Cordeiro","doi":"10.12660/bre.v39n12019.76365","DOIUrl":"https://doi.org/10.12660/bre.v39n12019.76365","url":null,"abstract":"We use the framework developed by Christensen (2017) and Hansen and Scheinkman (2009) to study the long-term interest rates in the US and Brazil. We apply a nonparametric estimator to US and Brazilian data to identify how the yield of a long-term zero-coupon bond responds to the initial state of the economy. Using a flexible specification for the state process leads to an interesting non-linear response of the yield to changes in the initial state. As a by-product of our work, we assess the performance of Christensen's estimator using Monte Carlo simulations based on two widely adopted asset pricing models (rare disasters and habit formation).","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"74 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117262465","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 : 2019-07-26DOI: 10.12660/BRE.V39N12019.78513
Margaret Leighton, Priscila Souza, Straub Stephane
This paper evaluates the effect of relaxing promotion criteria in early primary school on grade delay in later years. Exploiting variation in primary school repetition policies across Brazilian municipalities, we find that social promotion in junior primary years reduces grade delay, and that some of this reduction persists through the transition to senior primary school. Cohorts of twelve-year-old students who have been exposed to the social promotion policy since they were seven have almost 5 percentage points fewer members who are delayed a year or more in their studies than do similar cohorts who faced the threat of retention every year. We also find that, when the option is available, students sort across schools in response to the policy in a way consistent with negative selection into social promotion.
{"title":"Social Promotion in Primary School: Effects on Grade Progression","authors":"Margaret Leighton, Priscila Souza, Straub Stephane","doi":"10.12660/BRE.V39N12019.78513","DOIUrl":"https://doi.org/10.12660/BRE.V39N12019.78513","url":null,"abstract":"This paper evaluates the effect of relaxing promotion criteria in early primary school on grade delay in later years. Exploiting variation in primary school repetition policies across Brazilian municipalities, we find that social promotion in junior primary years reduces grade delay, and that some of this reduction persists through the transition to senior primary school. Cohorts of twelve-year-old students who have been exposed to the social promotion policy since they were seven have almost 5 percentage points fewer members who are delayed a year or more in their studies than do similar cohorts who faced the threat of retention every year. We also find that, when the option is available, students sort across schools in response to the policy in a way consistent with negative selection into social promotion.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"47 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123528306","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 : 2019-07-26DOI: 10.12660/BRE.V39N12019.73975
B. A. Ledo, Caio Matteucci de Andrade Lopes
This paper is based on the structural model proposed by Cohen and Einav [2007]to estimate the joint distribution of risk and risk aversion in the automobile insurancemarket. However, while they estimated the model for a single insurer in the Israelimarket, we estimated the model by considering the top ve insurers in the Brazilianmarket at the same time. This difference allowed us to capture the eect of competitionon the joint distribution of risk and risk aversion. A counterfactual exercise allowedus to verify that the insurer with the largest market share can implement the optimalcontract, while the others do not.
{"title":"Estimating Risk and Risk Aversion in the Automobile Insurance Market","authors":"B. A. Ledo, Caio Matteucci de Andrade Lopes","doi":"10.12660/BRE.V39N12019.73975","DOIUrl":"https://doi.org/10.12660/BRE.V39N12019.73975","url":null,"abstract":"This paper is based on the structural model proposed by Cohen and Einav [2007]to estimate the joint distribution of risk and risk aversion in the automobile insurancemarket. However, while they estimated the model for a single insurer in the Israelimarket, we estimated the model by considering the top ve insurers in the Brazilianmarket at the same time. This difference allowed us to capture the eect of competitionon the joint distribution of risk and risk aversion. A counterfactual exercise allowedus to verify that the insurer with the largest market share can implement the optimalcontract, while the others do not.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134297914","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 : 2019-07-26DOI: 10.12660/BRE.V39N12019.75504
Carlos Eduardo De Freitas, N. Paes
This paper presents a simulation of the economic impacts of the increase of the minimum age contained in the Proposal for Constitutional Amendment (PEC) no 287/2016. For that, an overlapping generations (OLG) model with 57 generations was built, including the transition rule. The results suggest that not increasing the minimum age for retirement is a very bad choice for society. The fiscal situation becomes unsustainable, and the expansion of social security expenditures, in combination with the reduction of the labor supply, leads the country to a scenario of a sharp fall in consumption and output per capita. The simulation with the new minimum retirement age of PEC no 287/2016 indicates that, although it is not the definitive solution to the Brazilian pension issue. The results of the model indicate that raising the minimum age avoids a very bad scenario, but does not seem to be even able to maintain the current level of output per capita. As a policy suggestion, although PEC no 287/2016 has not even been voted, the recommendation is that it represents a minimum level for the next pension reform.
本文模拟了第287/2016号修宪提案中提高最低年龄的经济影响。为此，建立了包含过渡规则的57代重叠代(OLG)模型。结果表明，不提高最低退休年龄对社会来说是一个非常糟糕的选择。财政状况变得不可持续，社会保障支出的扩大，加上劳动力供给的减少，导致该国出现人均消费和产出急剧下降的局面。新的最低退休年龄PEC no 287/2016的模拟表明，虽然它不是巴西养老金问题的最终解决方案。该模型的结果表明，提高最低年龄避免了一种非常糟糕的情况，但似乎甚至无法维持目前的人均产出水平。作为一项政策建议，尽管PEC no 287/2016甚至尚未投票，但建议它代表了下一次养老金改革的最低水平。
{"title":"The collapse of Brazilian Social Security: Macroeconomic impacts of the increase of the minimum age of PEC nº 287/2016 reform","authors":"Carlos Eduardo De Freitas, N. Paes","doi":"10.12660/BRE.V39N12019.75504","DOIUrl":"https://doi.org/10.12660/BRE.V39N12019.75504","url":null,"abstract":"This paper presents a simulation of the economic impacts of the increase of the minimum age contained in the Proposal for Constitutional Amendment (PEC) no 287/2016. For that, an overlapping generations (OLG) model with 57 generations was built, including the transition rule. The results suggest that not increasing the minimum age for retirement is a very bad choice for society. The fiscal situation becomes unsustainable, and the expansion of social security expenditures, in combination with the reduction of the labor supply, leads the country to a scenario of a sharp fall in consumption and output per capita. The simulation with the new minimum retirement age of PEC no 287/2016 indicates that, although it is not the definitive solution to the Brazilian pension issue. The results of the model indicate that raising the minimum age avoids a very bad scenario, but does not seem to be even able to maintain the current level of output per capita. As a policy suggestion, although PEC no 287/2016 has not even been voted, the recommendation is that it represents a minimum level for the next pension reform.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"143 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122565601","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 : 2019-01-04DOI: 10.12660/BRE.V38N22018.18997
Bruno Lund
There is evidence that jumps double the explanatory power of Campbell and Shiller (1991) excess bond returns’ regressions (Wright and Zhou, 2009), and options bring information about bond risk premia beyond that spanned by the yield curve (Joslin, 2007). In this paper I incorporate these features in a Gaussian Affine Term Structure Model (ATSM) in order to assess two questions: (1) what are the implications of incorporating jumps in an ATSM for option pricing, and (2) how jumps and options affect the bond risk-premia dynamics.The main findings are: (1) jump risk-premia is negative in a scenario of decreasing interest rates, and has a significant average magnitude of 1% to 2%, which means that, it explains 10% to 20% of the level of the yields; (2) the Gaussian model (A30) and the Gaussian model with constant intensity jumps (A30J) are the ones that best fit the option prices; and (3) the Gaussian model with constant intensity jumps estimated jointly with options (A30oJ) is the one that best identifies the risk premium.
{"title":"The Role of Jumps and Options in the Risk Premia of Interest\u0000 Rates","authors":"Bruno Lund","doi":"10.12660/BRE.V38N22018.18997","DOIUrl":"https://doi.org/10.12660/BRE.V38N22018.18997","url":null,"abstract":"There is evidence that jumps double the explanatory power of\u0000 Campbell and Shiller (1991) excess bond returns’ regressions (Wright and\u0000 Zhou, 2009), and options bring information about bond risk premia beyond\u0000 that spanned by the yield curve (Joslin, 2007). In this paper I incorporate\u0000 these features in a Gaussian Affine Term Structure Model (ATSM) in order to\u0000 assess two questions: (1) what are the implications of incorporating jumps\u0000 in an ATSM for option pricing, and (2) how jumps and options affect the bond\u0000 risk-premia dynamics.The main findings are: (1) jump\u0000 risk-premia is negative in a scenario of decreasing interest rates, and has\u0000 a significant average magnitude of 1% to 2%, which means that, it explains\u0000 10% to 20% of the level of the yields; (2) the Gaussian model (A30) and the\u0000 Gaussian model with constant intensity jumps (A30J) are the ones that best\u0000 fit the option prices; and (3) the Gaussian model with constant intensity\u0000 jumps estimated jointly with options (A30oJ) is the one that best identifies\u0000 the risk premium.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127733900","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 : 2019-01-04DOI: 10.12660/BRE.V38N22018.73437
Priscilla Albuquerque Tavares, V. Ponczek
In this paper, we provide evidence of the effects of teacher’s pay increases on students’ learning in the context of developing countries (Sao Paulo state public education). We explore the variation in teachers' pay, given by the rule of additional salaries by length of service (quinquennium rule). We observed each teacher's eligibility for salary increases and explored the differences in the teachers’ admission date throughout the year to calculate the exposure time of teachers treated at higher salaries. We employ a difference-in-differences strategy to control for unobserved characteristics of teachers belonging to different admission cohorts. Our results are in line with what is found in the international empirical literature: salary increases for incumbent teachers do not seem to affect their productivity and, therefore, are not capable of impacting student learning in basic education.
{"title":"Teacher Pay and Student Performance: Evidence from Brazil","authors":"Priscilla Albuquerque Tavares, V. Ponczek","doi":"10.12660/BRE.V38N22018.73437","DOIUrl":"https://doi.org/10.12660/BRE.V38N22018.73437","url":null,"abstract":"In this paper, we provide evidence of the effects of teacher’s pay increases on students’ learning in the context of developing countries (Sao Paulo state public education). We explore the variation in teachers' pay, given by the rule of additional salaries by length of service (quinquennium rule). We observed each teacher's eligibility for salary increases and explored the differences in the teachers’ admission date throughout the year to calculate the exposure time of teachers treated at higher salaries. We employ a difference-in-differences strategy to control for unobserved characteristics of teachers belonging to different admission cohorts. Our results are in line with what is found in the international empirical literature: salary increases for incumbent teachers do not seem to affect their productivity and, therefore, are not capable of impacting student learning in basic education.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"176 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126068616","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 : 2019-01-04DOI: 10.12660/BRE.V38N22018.75505
A. Lépine
This paper studies the effects of a government scholarship program for low-income college students in Brazil, the Prouni. In order to deal with selection effects, I use propensity score matching based on observable student characteristics and a proxy for previous student performance. The results are robust across different specifications, and suggest that students who received a scholarship perform better than comparable students and take less time to reach the final year of college. These effects are higher for students with full scholarships than for students with partial scholarships, and seem to be partially driven by a decrease in the proportion of students who work and an increase in time spent studying.
{"title":"Financial Aid and Student Performance in College: Evidence from\u0000 Brazil","authors":"A. Lépine","doi":"10.12660/BRE.V38N22018.75505","DOIUrl":"https://doi.org/10.12660/BRE.V38N22018.75505","url":null,"abstract":"This paper studies the effects of a government scholarship program for\u0000 low-income college students in Brazil, the Prouni. In order to deal with\u0000 selection effects, I use propensity score matching based on observable\u0000 student characteristics and a proxy for previous student performance. The\u0000 results are robust across different specifications, and suggest that\u0000 students who received a scholarship perform better than comparable students\u0000 and take less time to reach the final year of college. These effects are\u0000 higher for students with full scholarships than for students with partial\u0000 scholarships, and seem to be partially driven by a decrease in the\u0000 proportion of students who work and an increase in time spent\u0000 studying.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"94 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124736878","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 : 2019-01-04DOI: 10.12660/BRE.V38N22018.76136
Caio Almeida, P. Engel, João Valente
By analyzing a panel of macro data including both Emerging Markets (EM) and Advanced Economies (AE), we identify that an acceptable level of model uncertainty helps to explain the equity premium existing in all these markets. Model uncertainty aversion is in general higher for EMs than for AEs. In addition, the degree of cross-sectional heterogeneity across countries' estimates of model uncertainty aversion is smaller than the corresponding heterogeneity of the risk aversion estimates in a traditional CRRA preference. We also compute separate costs of model risk and uncertainty for these economies in terms of present consumption, and conclude that the most significant effects come from uncertainty.
{"title":"Risk Aversion or Model Uncertainty? An Empirical Cross-Sectional Analysis\u0000 Across Countries","authors":"Caio Almeida, P. Engel, João Valente","doi":"10.12660/BRE.V38N22018.76136","DOIUrl":"https://doi.org/10.12660/BRE.V38N22018.76136","url":null,"abstract":"By analyzing a panel of macro data including both Emerging Markets (EM)\u0000 and Advanced Economies (AE), we identify that an acceptable level of model\u0000 uncertainty helps to explain the equity premium existing in all these\u0000 markets. Model uncertainty aversion is in general higher for EMs than for\u0000 AEs. In addition, the degree of cross-sectional heterogeneity across\u0000 countries' estimates of model uncertainty aversion is smaller than the\u0000 corresponding heterogeneity of the risk aversion estimates in a traditional\u0000 CRRA preference. We also compute separate costs of model risk and\u0000 uncertainty for these economies in terms of present consumption, and\u0000 conclude that the most significant effects come from uncertainty.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122129568","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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