Nonlinear mixture autoregressive model: economic applications

The aim of this dissertation is to model economic variables by a mixture autoregressive (MAR) model. The MAR model is a generalization of linear autoregressive (AR) model. The MAR -model consists of K linear autoregressive components. At any given point of time one of these autoregressive components is randomly selected to generate a new observation for the time series. The mixture probability can be constant over time or a direct function of a some observable variable. Many economic time series contain properties which cannot be described by linear and stationary time series models. A nonlinear autoregressive model such as MAR model can a plausible alternative in the case of these time series. In this dissertation the MAR model is used to model stock market bubbles and a relationship between inflation and the interest rate. In the case of the inflation rate we arrived at the MAR model where inflation process is less mean reverting in the case of high inflation than in the case of normal inflation. The interest rate move one-for-one with expected inflation. We use the data from the Livingston survey as a proxy for inflation expectations. We have found that survey inflation expectations are not perfectly rational. According to our results information stickiness play an important role in the expectation formation. We also found that survey participants have a tendency to underestimate inflation. A MAR model has also used to model stock market bubbles and crashes. This model has two regimes: the bubble regime and the error correction regime. In the error correction regime price depends on a fundamental factor, the price-dividend ratio, and in the bubble regime, price is independent of fundamentals. In this model a stock market crash is usually caused by a regime switch from a bubble regime to an error-correction regime. According to our empirical results bubbles are related to a low inflation. Our model also imply that bubbles have influences investment return distribution in both short and long run.

Perinatal mortality and maternal health in rural China

Background and context Since the economic reforms of 1978, China has been acclaimed as a remarkable economy, achieving 9% annual growth per head for more than 25 years. However, China's health sector has not fared well. The population health gains slowed down and health disparities increased. In the field of health and health care, significant progress in maternal care has been achieved. However, there still remain important disparities between the urban and rural areas and among the rural areas in terms of economic development. The excess female infant deaths and the rapidly increasing sex ratio at birth in the last decade aroused serious concerns among policy makers and scholars. Decentralization of the government administration and health sector reform impacts maternal care. Many studies using census data have been conducted to explore the determinants of a high sex ratio at birth, but no agreement has been so far reached on the possible contributing factors. No study using family planning system data has been conducted to explore perinatal mortality and sex ratio at birth and only few studies have examined the impact of the decentralization of government and health sector reforms on the provision and organization of maternal care in rural China. Objectives The general objective of this study was to investigate the state of perinatal health and maternal care and their determinants in rural China under the historic context of major socioeconomic reforms and the one child family planning policy. The specific objectives of the study included: 1) to study pregnancy outcomes and perinatal health and their correlates in a rural Chinese county; 2) to examine the issue of sex ratio at birth and its determinants in a rural Chinese county; 3) to explore the patterns of provision, utilization, and content of maternal care in a rural Chinese county; 4) to investigate the changes in the use of maternal care in China from 1991 to 2003. Materials and Methods This study is based on a project for evaluating the prenatal care programme in Dingyuan county in 1999-2003, Anhui province, China and a nationwide household health survey to describe the changes in maternal care utilization. The approaches used included a retrospective cohort study, cross sectional interview surveys, informant interviews, observations and the use of statistical data. The data sources included the following: 1) A cohort of pregnant women followed from pregnancy up to 7 days after birth in 20 townships in the study county, collecting information on pregnancy outcomes using family planning records; 2) A questionnaire interview survey given to women who gave birth between 2001 and 2003; 3) Various statistical and informant surveys data collected from the study county; 4) Three national household health interview survey data sets (1993-2003) were utilized, and reanalyzed to described the changes in maternity care utilization. Relative risks (RR) and their confidence intervals (CI) were calculated for comparison between parity, approval status, infant sex and township groups. The chi-square test was used to analyse the disparity of use of maternal care between and within urban and rural areas and its trend across the years in China. Logistic regression was used to analyse the factors associated with hospital delivery in rural areas. Results There were 3697 pregnancies in the study cohort, resulting in 3092 live births in a total population of 299463 in the 20 study townships during 1999-2000. The average age at pregnancy in the cohort was 25.9 years. Of the women, 61% were childless, 38% already had one child and 0.3% had two children before the current pregnancy. About 90% of approved pregnancies ended in a live birth while 73% of the unapproved ones were aborted. The perinatal mortality rate was 69 per thousand births. If the 30 induced abortions in which the gestational age was more than 28 weeks had been counted as perinatal deaths, the perinatal mortality rate would have been as high as 78 per thousand. The perinatal mortality rate was negatively associated with the wealth of the township. Approximately two thirds of the perinatal deaths occurred in the early neonatal period. Both the still birth rate and the early neonatal death rate increased with parity. The risk of a stillbirth in a second pregnancy was almost four times that for a first pregnancy, while the risk of early neonatal deaths doubled. The early neonatal mortality rate was twice as high for female as for male infants. The sex difference in the early neonatal mortality rate was mainly attributable to mortality in second births. The male early neonatal mortality rate was not affected by parity, while the female early neonatal mortality rate increased dramatically with parity: it was about six times higher for second births than for first births. About 82% early neonatal deaths happened within 24 hours after birth, and during that time, girls were almost three times more likely to die than boys. The death rate of females on the day of birth increased much more sharply with parity than that of males. The total sex ratio at birth of 3697 registered pregnancies was 152 males to 100 females, with 118 and 287 in first and second pregnancies, respectively. Among unapproved pregnancies, there were almost 5 live-born boys for each girl. Most prenatal and delivery care was to be taken care of in township hospitals. At the village level, there were small private clinics. There was no limitation period for the provision of prenatal and postnatal care by private practitioners. They were not permitted to provide delivery care by the county health bureau, but as some 12% of all births occurred either at home or at private clinics; some village health workers might have been involved. The county level hospitals served as the referral centers for the township hospitals in the county. However, there was no formal regulation or guideline on how the referral system should work. Whether or not a woman was referred to a higher level hospital depended on the individual midwife's professional judgment and on the clients' compliance. The county health bureau had little power over township hospitals, because township hospitals had in the decentralization process become directly accountable to the township government. In the township and county hospitals only 10-20% of the recurrent costs were funded by local government (the township hospital was funded by the township government and the county hospital was funded by the county government) and the hospitals collected user fees to balance their budgets. Also the staff salaries depended on fee incomes by the hospital. The hospitals could define the user charges themselves. Prenatal care consultations were however free in most township hospitals. None of the midwives made postnatal home visits, because of low profit of these services. The three national household health survey data showed that the proportion of women receiving their first prenatal visit within 12 weeks increased greatly from the early to middle 1990s in all areas except for large cities. The increase was much larger in the rural areas, reducing the urban-rural difference from more than 4 times to about 1.4 times. The proportion of women that received antenatal care visits meeting the Ministry of Health s standard (at least 5 times) in the rural areas increased sharply from 12% in 1991-1993 to 36% in 2001-2003. In rural areas, the proportion increase was much faster in less developed areas than in developed areas. The hospital delivery rate increased slightly from 90% to 94% in urban areas while the proportion increased from 27% to 69% in rural areas. The fastest change was found to be in type 4 rural areas, where the utilization even quadrupled. The overall difference between rural and urban areas was substantially narrowed over the period. Multiple logistic regression analysis shows that time periods, residency in rural or urban areas, income levels, age group, education levels, delivery history, occupation, health insurance and distance from the nearest health care facilities were significantly associated with hospital delivery rates. Conclusions 1. Perinatal mortality in this study was much higher than that for urban areas as well as any reported rate from specific studies in rural areas of China. Previous studies in which calculations of infant mortality were not based on epidemiological surveys have been shown to underestimate the rates by more than 50%. 2. Routine statistics collected by the Chinese family planning system proved to be a reliable data source for studying perinatal health, including still births, neonatal deaths, sex ratio at birth and among newborns. National Household Health Survey data proved to be a useful and reliable data source for studying population health and health services. Prior to this research there were few studies in these areas available to international audiences. 3.Though perinatal mortality rate was negatively associated with the level of township economic development, the excess female early neonatal mortality rate contributed much more to high perinatal mortality rate than economic factors. This was likely a result of the role of the family planning policy and the traditional preferences for sons, which leads to lethal neglect of female newborns and high perinatal mortality. 4. The selective abortions of female foetuses were likely to contribute most to the high sex ratio at birth. The underreporting of female births seemed to have played a secondary role. The higher early neonatal mortality rate in second-born as compared to first-born children, particularly in females, may indicate that neglect or poorer care of female newborn infants also contributes to the high sex ratio at birth or among newborns. Existing family planning policy proved not to effectively control the steadily increased birth sex ratio. 5. The rural-urban gap in service utilization was on average significantly narrowed in terms of maternal healthcare in China from 1991 to 2003. This demonstrates that significant achievements in reducing inequities can be made through a combination of socio-economic development and targeted investments in improving health services, including infrastructure, staff capacities, and subsidies to reduce the costs of service utilization for the poorest. However, the huge gap which persisted among cities of different size and within different types of rural areas indicated the need for further efforts to support the poorest areas. 6. Hospital delivery care in the study county was better accepted by women because most of women think delivery care was very important while prenatal and postnatal care were not. Hospital delivery care was more systematically provided and promoted than prenatal and postnatal care by township hospital in the study area. The reliance of hospital staff income on user fees gave the hospitals an incentive to put more emphasis on revenue generating activities such as delivery care instead of prenatal and postnatal care, since delivery care generated much profits than prenatal and postnatal care . Recommendations 1. It is essential for the central government to re-assess and modify existing family planning policies. In order to keep national sex balance, the existing practice of one couple one child in urban areas and at-least-one-son a couple in rural areas should be gradually changed to a two-children-a-couple policy throughout the country. The government should establish a favourable social security policy for couples, especially for rural couples who have only daughters, with particular emphasis on their pension and medical care insurance, combined with an educational campaign for equal rights for boys and girls in society. 2. There is currently no routine vital-statistics registration system in rural China. Using the findings of this study, the central government could set up a routine vital-statistics registration system using family planning routine work records, which could be used by policy makers and researchers. 3. It is possible for the central and provincial government to invest more in the less developed and poor rural areas to increase the access of pregnant women in these areas to maternal care services. Central government together with local government should gradually provide free maternal care including prenatal and postnatal as well as delivery care to the women in poor and less developed rural areas. 4. Future research could be done to explore if county and the township level health care sector and the family planning system could be merged to increase the effectiveness and efficiency of maternal and child care. 5. Future research could be done to explore the relative contribution of maternal care, economic development and family planning policy on perinatal and child health using prospective cohort studies and community based randomized trials. Key words: perinatal health, perinatal mortality, stillbirth, neonatal death, sex selective abortion, sex ratio at birth, family planning, son preference, maternal care, prenatal care, postnatal care, equity, China

Pocket Statistics 2011

A compact selection of statistics on the social security programmes administered by the Kela. Including both tables and charts, the Pocket statistics presents key data on the benefits provided by the Kela, supplemented by selected data about programmes administered by other organizations. Most of the data is updated to the end of 2010, with some of the presentations extending into 2011.

Arrested Drunk Drivers : Trends, social background, recidivism and mortality

The aim of this study was to examine the trends, incidence and recidivism of drunken driving during a 20-year period (1988 - 2007) using the data on all suspected drunken driving in this period. Furthermore, the association between social background and drunken driving, and the mortality of drunk drivers were studied by using administrative register data provided by Statistics Finland. The study was completely register-based. In 1989 - 1991, every year 30,000 drivers were suspected of drunken driving, but the number fell to less than 20,000 by 1994, during the economic recession. The changes in the arrest incidence of the youngest age groups were especially pronounced, most of all in the age group of 18 - 19-year olds. Even though the incidence among youth decreased dramatically, their incidence rate was still twice that of the general population aged 15 - 84 years. Drunken driving was associated with a poor social background among youth and working-aged men and women. For example, a low level of education, unemployment, divorce, and parental factors in youth were associated with a higher risk of being arrested for drunken driving. While a low income was related to more drunken driving among working-aged people, the effect among young persons was the opposite. Every third drunk driver got rearrested during a 15-year period, whereas the estimated rearrest rate was 44%. Findings of drugs only or in combination with alcohol increased the risk of rearrest. The highest rearrest rates were seen among drivers who were under the influence of amphetamines or cannabis. Also male gender, young age, high blood alcohol concentration, and arrest during weekdays and in the daytime predicted rearrest. When compared to the general population, arrested drunk drivers had significant excess mortality. The greatest relative differences were seen in alcohol-related causes of death (including alcohol diseases and alcohol poisoning), accidents, suicides and violence. Also mortality due to other than alcohol-related diseases was elevated among drunk drivers. Drunken driving was associated with multiple factors linked to traffic safety, health and social problems. Social marginalization may expose a person to harmful use of alcohol and drunken driving, and the associations are seen already among the youth. Recidivism is common among drunk drivers, and driving under the influence of illicit and/or medicinal drugs is likely to indicate worse substance abuse problems, judging from the high rearrest rates. High alcohol-related mortality in this population shows that drunken driving is clearly an indicator of alcohol abuse. More effective measures of preventing alcohol-related harms are needed, than merely preventing convicted drunk drivers from driving again.

Hyperbolisen geometrian puolitasomalli

Tutkin Pro Gradu työssäni hyperbolista geometriaa puolitasomallin kautta. Tutkielman päätuloksena on osoittaa, että pari (H,dH) on polkumetrinen avaruus. Aloitan tutkielman käsittelemällä puolitasomallia yleisesti. Määrittelen peruskäsitteitä kuten puolitasomallin joukon H ja kaksi eri tyyppistä hyperbolista suoraa. Toisessa luvussa lähden tutkimaan joukkoa nimeltä Riemannin kuula. Kyseinen joukko on oleellinen puolitasomallin tarkastelun kannalta. Riemannin kuulan tarkastelu vie luontevasti tutkimaan Möbius-kuvauksia, jotka säilyttävät hyperbolisen pituuden puolitasomallissa. Nämä kuvaukset ovat tärkeitä kun käsittelen hyperbolista pituutta ja etäisyyttä. Neljännessä luvussa siirryn tarkastelemaan kaaren pituutta kompleksitasossa. Esittelen polun pituuden käsitteen polkuintegraalin avulla. Viidennessä luvussa siirryn tutkimaan kaaren pituutta joukossa H ja määrittelen hyperbolisen pituuden käsitteen. Kuudennessa luvussa esittelen metriikan käsitteen. Tämän lisäksi määrittelen käsitteen polkumetrinen avaruus. Viimeisessä luvussa todistan, että pari (H,dH) on polkumetrinen avaruus. Samalla määrittelen hyperbolisen etäisyyden dH.

Valaistusyhtälö

Tässä tietokonegrafiikan alan tutkielmassa tutkitaan annetun kohteen tai maailman valaistuksen määrittämistä laskennallisesti. Ilmiöt kuvataan fysikaalisesti ja valaistusta mallinnetaan ilmiöitä kuvaavilla yhtälöillä. Yhtälöiden ratkaisu perustuu valonsäteiden etenemisen ja sironnan laskennalliseen seurantaan. Näin johdettua matemaattista mallia tutkitaan ja yhtälöiden ratkaisut muotoillaan tietokoneella laskettavaan muotoon. Lopuksi ohjelmoidaan esiteltyä teoriaa hyödyntävä numeerinen ratkaisija ja esitellään käytetyt menetelmät ja tulokset. Valaistuksen matemaattista mallintamista lähestytään fysikaaliselta pohjalta. Aluksi esitellään valon luonnetta ja yhteyttä sähkömagneettiseen säteilyyn ja ihmisen näköjärjestelmään. Tämän jälkeen paneudutaan valonsäteiden heijastumiseen ja sirontaan ja yleistetään klassiset ideaaliset sirontamallit huomioimaan pinnan hienorakenne sirontajakaumilla. Tutkittu ongelma muotoillaan matemaattisiksi yhtälöiksi jotka ratkaistaan analyyttisesti. Ratkaisu osoittautuu intuitiiviseksi: valaistus saadaan laskemalla valonlähteistä emittoituvan valon kaikkien kertalukujen heijastukset. Analyyttinen ratkaisu muotoillaan rekursiiviseksi ja ratkaistaan todennäköisyyslaskentaan perustuvalla Monte Carlo -integroinnilla, jonka suppenemista nopeutetaan tärkeysotannalla. Numeerinen ratkaisu osoitetaan odotusarvoisesti harhattomaksi ja ratkaisun virheen osoitetaan puolittuvan laskentapisteiden määrän nelinkertaistuessa. Käytettävä todennäköisyyslaskenta esitellään pääpiirteittäin. Numeerinen ratkaisumenetelmä on stokastista säteenseurantaa yleistävä polunseuranta. Maailma määritellään kolmioverkkona ja pintojen normaalit annetaan kolmioiden kärkipisteissä. Kolmioista muodostetaan kuvaus tasopinnalle, josta voidaan tarvittaessa lukea esimerkiksi pinnan tarkemmat normaalit, sirontaominaisuudet tai absorptiospektri. Numeerisen ratkaisun eniten aikaa vievä osuus on valonsäteen seuraavan osumapisteen selvitys maailman pintojen välillä. Ratkaisua nopeutetaan tallentamalla maailman kolmiot tehokkaaseen tietorakenteeseen, kd-puuhun, joka mahdollistaa valonsäteen ja suurten kolmiojoukkojen nopeat leikkaustarkistukset. Kd-puun ajatus ja toteutus esitellään työssä lyhyesti. Lopuksi esitellään ratkaisun eri vaiheet ja teoria käytännössä ja nähdään konkreettisesti eri menetelmien merkitys numeerisen ratkaisijan tuottamaan kuvaan. Lisäksi esitellään tehokas prioriteettijonoon perustuva adaptiivinen menetelmä kuvaan jääneen kohinan pienentämiseksi tutkimalla näytteistyksen otoskeskihajonnan ja keskiarvon suhdetta kuvapisteittäin.

On the fundamentals of coherence theory

In the thesis I study various quantum coherence phenomena and create some of the foundations for a systematic coherence theory. So far, the approach to quantum coherence in science has been purely phenomenological. In my thesis I try to answer the question what quantum coherence is and how it should be approached within the framework of physics, the metatheory of physics and the terminology related to them. It is worth noticing that quantum coherence is a conserved quantity that can be exactly defined. I propose a way to define quantum coherence mathematically from the density matrix of the system. Degenerate quantum gases, i.e., Bose condensates and ultracold Fermi systems, form a good laboratory to study coherence, since their entropy is small and coherence is large, and thus they possess strong coherence phenomena. Concerning coherence phenomena in degenerate quantum gases, I concentrate in my thesis mainly on collective association from atoms to molecules, Rabi oscillations and decoherence. It appears that collective association and oscillations do not depend on the spin-statistics of particles. Moreover, I study the logical features of decoherence in closed systems via a simple spin-model. I argue that decoherence is a valid concept also in systems with a possibility to experience recoherence, i.e., Poincaré recurrences. Metatheoretically this is a remarkable result, since it justifies quantum cosmology: to study the whole universe (i.e., physical reality) purely quantum physically is meaningful and valid science, in which decoherence explains why the quantum physical universe appears to cosmologists and other scientists very classical-like. The study of the logical structure of closed systems also reveals that complex enough closed (physical) systems obey a principle that is similar to Gödel's incompleteness theorem of logic. According to the theorem it is impossible to describe completely a closed system within the system, and the inside and outside descriptions of the system can be remarkably different. Via understanding this feature it may be possible to comprehend coarse-graining better and to define uniquely the mutual entanglement of quantum systems.

Vakuutustoiminnan sijoitusriskit

Riskiteorian klassisessa vararikkomallissa mallinnetaan ainoastaan yhtiön kassavirtaa, jossa tapahtuvaa tappiota kuvataan kunakin vuonna satunnaismuuttujilla Q, joiden oletetaan olevan toisistaan riipumattomia ja noudattavan samaa todennäköisyyslakia. Yhtiön tulkitaan olevan vararikossa mikäli Q:den summa ylittää jonain hetkenä yhtiön alkupääoman. Klassisessa vararikkomallissa rahan arvo on siis sama kaikkina ajanhetkinä. Todellisuudessa raha kasvaa korkoa ja vakuutusyhtiö harjoittaa myös riskillistä sijoitustoimintaa, jonka tulos vaikuttaa merkittävästi yhtiön kunkin hetkisen pääoman määrään. Tässä tutkielmassa vararikkomalliin lisätään yhtiön kunkin vuoden sijoitustuottoja kuvaavat satunnaismuuttujat M, jotka täytyy Q:den tapaan olettaa riippumattomiksi sekä samoin jakautuneiksi. Tämäkään malli ei kuvaa todellisen yhtiön tilannetta kovin hyvin, mutta on kuitenkin hieman realistisempi kuin klassinen malli. Yhtiön alkupääoman sekä tarkastelujakson pituuden täytyy lisäksi olettaa lähestyvän ääretöntä. Tällöin on mahdollista muodostaa ns. implisiittistä uusiutumisteoriaa hyödyntäen asymptoottisia tuloksia yhtiön vararikkotodennäköisyydelle.