A Contrastive Study of Hard Times and the Two Versions from the Perspective of Textual Cohesion

Cohesion is the semantic concept of discourse. And the key to coherence of discourse is to use various cohesive devices rationally. Due to the different ways of thinking between China and the West, English and Chinese have great difficulties in textual cohesion. In order to better carry out translation practice, it is necessary to understand the cohesive devices of the text. Both English and Chinese use cohesive devices, but they are different. The complicated work of English-Chinese translation is the treatment of cohesive devices and the quality of the translation depends on the proper handling of the cohesive devices. This paper is based on a book cohesion in English by Halliday and Hasan in 1976, whose research methods are comparative analysis and descriptions. Choosing the works hard times of Charles Dickens, a famous British critic of the 19th century as well as Foreign Language Teaching and Research Press Mu Run and China Books Publishing House Wu Sujun two versions as the research object. By analyzing the differences between English and Chinese texts, the author tries to find out the reasons for the differences and hopes to provide some help for English-Chinese translation

A power-law coupled three-form dark energy model

We consider a field theory model of coupled dark energy which treats dark energy as a three-form field and dark matter as a spinor field. By assuming the effective mass of dark matter as a power-law function of the three-form field and neglecting the potential term of dark energy, we obtain three solutions of the autonomous system of evolution equations, including a de Sitter attractor, a tracking solution and an approximate solution. To understand the strength of the coupling, we confront the model with the latest Type Ia Supernova (SN Ia), Baryon Acoustic Oscillations (BAO) and Cosmic Microwave Backround (CMB) radiation observations, with the conclusion that the combination of these three databases marginalized over the present dark matter density parameter $\Omega_{m0}$ and the present three-form field $\kappa X_{0}$ gives stringent constraints on the coupling constant, $-0.017< \lambda <0.047$ ($2\sigma$ confidence level), by which we give out the model applicable parameter range.Comment: 16 pages, 5 figures, refernces added, Eur. Phys. J. C (2018

Decomposing Time Effect on Valuation and Choice

Intertemporal choice, defined as tradeoffs consumers make between the costs of waiting and the benefits of larger reward size, is an important and ubiquitous effect in marketing. Individuals’ perception of time has been shown to impact intertemporal choice. Event markers are demarcations that cut time duration into intervals and make time discrete rather than continuous. Event markers impact individuals’ decision making, such that a large number of event markers make individuals perceive the future to be far away. Therefore, when faced with an intertemporal choice, they take a Small-Sooner (SS) reward rather than waiting for a Large-Later (LL) reward. The current paper demonstrates that not only can the number of event markers impact intertemporal choice, but also the characteristics of event markers, namely salience, controllability, and connecting trend changes of event markers can influence intertemporal choice. These characteristics are especially relevant when individuals are making a judgement or a decision for their future. Seven studies conducted provide evidence of these upstream effects on time perception and show that individuals in the following situations will prefer an immediate smaller reward over a larger reward in the future: 1) when they have past events salient in their mind, 2) when they feel low internal controllability, and believe in fatalism related to their futures, and 3) when they believe the passage of time from the past to the future follows a trend which may reverse at any time and thus is full of changes. The underlying process and boundary conditions along with implications for consumers and marketers are discussed

ESSAYS ON MACROECONOMIC UNCERTAINTY: NEW EVIDENCE FROM CHINA

This dissertation is a collection of three essays about uncertainty and conducts a country-specific study based on China. In Chapter 1, I investigate the impact of US uncertainty shocks on China\u27s macroeconomy with a focus on the dynamic response of investment. Using a structural vector autoregression model, I find that the wait-and-see mechanism of aggregate investment in the face of heightened US uncertainty disappears in China. Robust evidence confirms that the increase in state-owned enterprises\u27 investment in response to heightened uncertainty explains this puzzle, while private-owned enterprises\u27 investment decreases as expected. I apply regime-dependent local projections to link uncertainty shocks with credit regimes to explore whether the impact of US uncertainty shocks on investment in China has varied over time in connection with the states of bank loans. The empirical results support a positive response of state-owned enterprises\u27 investment to increased US uncertainty during the tightening of medium- and long-term bank loans but a negative reaction when short-term bank loans are tightening. Finally, I show that economic policy uncertainty conveying political signals leads to a decline in state-owned enterprises\u27 investment. Overall, this paper provides richer empirical evidence on the investment-uncertainty nexus. In Chapter 2, I examine the time-varying responses of monetary policy to uncertainty shocks in China. Based on China\u27s monetary policy regimes identified by the narrative approach to identify China\u27s monetary policy regimes, the rolling sample VAR confirms the time-varying patterns of distinct monetary policy instruments in coping with uncertainty shocks. The time-varying parameters VAR further shows that heightened uncertainty leads to a persistent decline in the policy rate and money supply, suggesting that the interest rate is a more effective monetary policy instrument in response to uncertainty shocks. I finally investigate the state-dependent impulse responses to monetary policy shocks under low and high levels of uncertainty and find that money supply instrument is less effective during the high uncertainty periods while the efficacy of interest rate instrument won\u27t be weakened by the increasing uncertainty. Overall, the empirical findings support the on-going transformation of China\u27s monetary policy from the quantity-based to the price-based policy rule. In Chapter 3, I explore the cross-country economic policy uncertainty (EPU) spillovers in time and frequency domains, with a focus on how China\u27s EPU influences EPU in other countries. The time-domain analysis shows that China is a net receiver of global EPU but has stronger outward spillovers during the global financial crisis. The connectedness network demonstrates that China only plays a minor role in the transmission network of global EPU. The frequency-domain results further uncover that international spillovers of China\u27s EPU are mainly driven by short-term spillovers. However, during the global financial crisis, the medium-term and long-term spillovers temporarily dominate compared to the short-term spillovers. Overall, the empirical results have important policy implications because economic policy uncertainty arising abroad might have domestic consequences through international spillovers channel

Poly[μ-(5,5′-diazenediylditetra­zolido)-dicaesium]

The asymmetric unit of the title compound, [Cs2(C2N10)]n, comprises a Cs+ cation, and one-half of a 5,5′-diazenediylditetra­zolide anion. The Cs+ cation is six-coordinated by N atoms from six 5,5′-diazenediylditetra­zolide ligands. Each 5,5′-diazenediylditetra­zolide ligand is surrounded by 12 Cs+ cations, coordinating through ten N atoms. The Cs+ cations are arranged in a chain along the a-axis direction with a Cs⋯Cs separation of 4.4393 (10) Å. Such coordination leads to the formation of the three-dimensional framework