A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate

Ever since the appearance of the ARCH model [Engle(1982a)], an impressive array of variance specifications belonging to the same class of models has emerged [i.e. Bollerslev's (1986) GARCH; Nelson's (1990) EGARCH]. This recent domain has achieved very successful developments. Nevertheless, several empirical studies seem to show that the performance of such models is not always appropriate [Boulier(1992)]. In this paper we propose a new specification: the Quadratic Moving Average Conditional heteroskedasticity model. Its statistical properties, such as the kurtosis and the symmetry, as well as two estimators (Method of Moments and Maximum Likelihood) are studied. Two statistical tests are presented, the first one tests for homoskedasticity and the second one, discriminates between ARCH and QMACH specification. A Monte Carlo study is presented in order to illustrate some of the theoretical results. An empirical study is undertaken for the DM-US exchange rate.

Cooperative learning: learning to cooperate, cooperating to learn

This research project is an attempt to give arguments in favour of using cooperative learning activities in FL classrooms as an effective approach to learning. The arguments offered are presented from two different perspectives: the first one is based on the empirical study of three students working together to achieve a common goal. The second one is a compilation of the trainee teacher's experiences during her practicum periods in a high school regarding group work. This part is illustrated by some examples that emphasize that cooperative learning can facilitate learning, promote socialisation and increase students' self-esteem

Teacher strategies to elicit knowledge from students in the CLIL classroom: the purpose of questions in controlled patterns of teacher-student interaction

This Master Dissertation comprises two parts: a personal reflection and an empirical study. The personal reflection reviews the process of professionalization undergone by its author throughout the Master. The empirical study tackles teacher strategies to elicit knowledge from students in the CLIL classroom and more specifically the purpose of questions in controlled patterns of teacher-student interaction. The theories of relevant authors such as Vigotsky, Mercer and Tsui are used as a framework to analyze the data presented. The analysis shows the different strategies to elicit knowledge used by the teacher and the appropriateness of her questions in the analyzed interaction

The learning process as a cooperative task among teachers and students

This research project gathers several ideas and guidelines on professional improvement as a teacher. This study includes two empirical studies. The first one focuses mainly on the teacher's figure. It is meant to be a study of the several resources that the teacher uses in order to construct the student's knowledge in an English classroom context. The second empirical study focuses on the students. It is a study on how students learn cooperatively by analyzing their oral productions when working in small groups

E-governança i atenció ciutadana : la Generalitat de Catalunya en el context internacional. Informe de recerca (Vol.II)

Aquest estudi té com a objectiu principal analitzar les transformacions que s'esdevenen al voltant de la incorporació d'innovacions tecnològiques de l'entorn de les TIC en els processos d'atenció al ciutadà per part de les administracions públiques. Les transformacions que hem analitzat tenen a veure amb tres dimensions que hem considerat bàsiques. D'una banda, ens hem centrat en els canvis que es produeixen en la forma en què els ciutadans (com a principals, tot i que no únics, usuaris) i l'administració es relacionen entre sí. De l'altra hem analitzat les transformacions que s'esdevenen en el funcionament intern i en la pròpia organització de l'administració arran de les transformacions dels canals de comunicació amb els usuaris. Per últim, hem considerat els canvis en la forma de gestionar (dissenyar, planificar, organitzar i dur a terme) el canvi i la innovació, tenint en compte especialment els rols dels diferents actors (no només públics) que hi participen. La recerca es recolza en un ampli estudi empíric sobre la Generalitat de Catalunya i en un estudi compartiu internacional sobre el Quebec, Emillia-Romagna i Escòcia.

E-Governance and Citizen Information : The Generalitat of Catalonia in the International Context. Research report (synthesis document)

Aquest estudi té com a objectiu principal analitzar les transformacions que s'esdevenen al voltant de la incorporació d'innovacions tecnològiques de l'entorn de les TIC en els processos d'atenció al ciutadà per part de les administracions públiques. Les transformacions que hem analitzat tenen a veure amb tres dimensions que hem considerat bàsiques. D'una banda, ens hem centrat en els canvis que es produeixen en la forma en què els ciutadans (com a principals, tot i que no únics, usuaris) i l'administració es relacionen entre sí. De l'altra hem analitzat les transformacions que s'esdevenen en el funcionament intern i en la pròpia organització de l'administració arran de les transformacions dels canals de comunicació amb els usuaris. Per últim, hem considerat els canvis en la forma de gestionar (dissenyar, planificar, organitzar i dur a terme) el canvi i la innovació, tenint en compte especialment els rols dels diferents actors (no només públics) que hi participen. La recerca es recolza en un ampli estudi empíric sobre la Generalitat de Catalunya i en un estudi compartiu internacional sobre el Quebec, Emillia-Romagna i Escòcia.

Multivariate ARIMA Compositional Time Series Analysis

A compositional time series is obtained when a compositional data vector is observed atdifferent points in time. Inherently, then, a compositional time series is a multivariatetime series with important constraints on the variables observed at any instance in time.Although this type of data frequently occurs in situations of real practical interest, atrawl through the statistical literature reveals that research in the field is very much in itsinfancy and that many theoretical and empirical issues still remain to be addressed. Anyappropriate statistical methodology for the analysis of compositional time series musttake into account the constraints which are not allowed for by the usual statisticaltechniques available for analysing multivariate time series. One general approach toanalyzing compositional time series consists in the application of an initial transform tobreak the positive and unit sum constraints, followed by the analysis of the transformedtime series using multivariate ARIMA models. In this paper we discuss the use of theadditive log-ratio, centred log-ratio and isometric log-ratio transforms. We also presentresults from an empirical study designed to explore how the selection of the initialtransform affects subsequent multivariate ARIMA modelling as well as the quality ofthe forecasts

Anàlisi de freqüències de l'enquesta al professorat de la UOC. Informe preliminar.

Resultats parcials de l'enquesta al professorat de la UOC, en el marc del projecte de recerca "L'ús de continguts oberts a Internet en l'ensenyament universitari: un estudi empíric sobre les percepcions, actituds i pràctiques del professorat universitari respecte Wikipedia"

DIC.CAT. Dona, immigració i ciutadania: les dones marrquines com a generadores de ciutadania a Catalunya

DIC.CAT es centra en les contribucions a la ciutadania que realitzen les dones immigrants marroquines, sobre les quals recauen forts estereotips i imatges que, sovint, les vinculen a la passivitat i a la submissió. Partint d'aquest fet, el projecte analitza el paper d'aquetes dones com a generadores de noves formes de ciutadania a Catalunya, a partir de les seves accions en les esferes pública i privada. El projecte contribueix, d'una banda a ampliar el coneixement teòric sobre la noció de ciutadania, incorporant la dimensió del gènere i partint de la realitat multicultural actual; i de l'altra a aprofundir sobre el rol que estan exercint les doens marroquines estudiades, com agents actius de xsocialització i generadores de canvis en els formes d'exercir la ciutadania en la societat catalana. Destaquen les accions que desenvolupen des de la seva quotidianitat en relació a aspectes com el procés de reagrupació, la incorporació al mercat laboral, la transmissio de valores dins la familia, la relació amb la comunitat d'origen, les motivacions, aspiracions o els projectes professionals i personals propis. Alhora, el projecte vincula aquestes accions amb les que desenvolupen des dels espais públics en els que participen, especialment dins l'àmbit associatiu.

Summarization of specialized discourse: the case of medical articles in Spanish

In this article, we present the current state of our work on a linguistically-motivated model for automatic summarization of medical articles in Spanish. The model takes into account the results of an empirical study which reveals that, on the one hand, domain-specific summarization criteria can often be derived from the summaries of domain specialists, and, on the other hand, adequate summarization strategies must be multidimensional, i.e., cover various types of linguistic clues. We take into account the textual, lexical, discursive, syntactic and communicative dimensions. This is novel in the field of summarization. The experiments carried out so far indicate that our model is suitable to provide high quality summarizations.

Logistics-production, logistics-marketing and external integration: Their impact on performance

Highly competitive environments are leading companies to implement SupplyChain Management (SCM) to improve performance and gain a competitiveadvantage. SCM involves integration, co-ordination and collaborationacross organisations and throughout the supply chain. It means that SCMrequires internal (intraorganisational) and external (interorganisational)integration. This paper examines the Logistics-Production and Logistics-Marketing interfaces and their relation with the external integrationprocess. The study also investigates the causal impact of these internaland external relationships on the company s logistical service performance.To analyse this, an empirical study was conducted in the Spanish Fast MovingConsumer Goods (FMCG) sector.

Weighted Kernel regression

In the fixed design regression model, additional weights areconsidered for the Nadaraya--Watson and Gasser--M\"uller kernel estimators.We study their asymptotic behavior and the relationships between new andclassical estimators. For a simple family of weights, and considering theIMSE as global loss criterion, we show some possible theoretical advantages.An empirical study illustrates the performance of the weighted estimatorsin finite samples.

Supply chain management as a competitive advantage in the Spanish grocery sector

Adversarial relationships have long dominated business relationships,but Supply Chain Management (SCM) entails a new perspective. SCM requiresa movement away from arms-length relationships toward partnership stylerelations. SCM involves integration, co-ordination and collaborationacross organisations and throughout the supply chain. It means that SCMrequires internal (intraorganisational) and external (interorganisational)integration. This paper analyses the relationship between internal andexternal integration processes, their effect on firms performance andtheir contribution to the achievement of a competitive advantage.Performance improvements are analysed through costs, stock out and leadtime reductions. And, the achievement of a better competitive positionis measured by comparing the firm s performance with its competitors performance. To analyse this, an empirical study has been conducted inthe Spanish grocery sector.

Voto dual y abstención diferencial. Un estudio sobre el comportamiento electoral en Cataluña

En este trabajo se presentan los resultados de un estudio empírico sobre los motivos del cambio sistemático de resultados electorales que se da en Cataluña según el ámbito de la convocatoria electoral de que se trate. La hipótesis, contrastada positivamente con datos del período 1982-1993, es que la victoria del partido nacionalista de centro derecha en las elecciones autonómicas en un territorio donde vencen siempre los socialistas en las elecciones legislativas se debe a la combinación de los fenómenos del voto dual y del abstencionismo diferencial. La aproximación metodológica de la elección racional permite construir grupos de electores que tienen distintas percepciones del espacio en el que se dirime la competición política, hecho que les induce a un comportamiento electoral diferenciado. Combinando estos resultados con los obtenidos del análisis con datos socioestructurales agregados, se establece un cierto perfil de los votantes duales y de los abstencionistas diferenciales. Finalmente, se realiza una interpretación de los resultados de las elecciones catalanas de 1995 y 1999 a la luz de los resultados de este estudio.This article presents the results of an empirical study about the reasons of the systematic change in the electoral results in Catalonia according to the type of elections. The hypothesis, positively tested with data from the period 1982-1993, is that the victory of the nationalist centre-right party in the autonomous elections in a region where always wins the socialist party in general elections, is due to the combination of the dual vote and differential abstention phenomena. The rational choice methodological approach allow to construct groups of electors with different perceptions about the space in which the political race takes place, fact that induces them different electoral behaviour. In combining these results with those obtained from the analysis with aggregated social and structural data, it is defined a certain the profile of the dual voters and the differential non-voters. Finally, it is given an interpretation of the Catalan election results in 1995 and 1999 using as a clue the results of this study.

Eliciting preferences for collectively financed health programmes : the "willingness to assign" approach

Improving public involvement in health system decision making stands as a primary goal in health systems reform. However, still limited evidence is found on how best to elicit preferences for health care programs. This paper examines a contingent choice technique to elicit preferences among health programs so called, willingness to assign (WTAS): Moreover, we elicited contingents rankings as well as the willingness to pay extra taxes for comparative purposes. We argue that WTAS reveals relative ( monetary-based) values of a set of competing public programmes under a hypothetical healthcare budget assessment. Experimental evidence is reported from a delibertive empirical study valuing ten health programmes in the context of the Catalan Health Services. Evidence from a our experimental study reveals that perferences are internally more consistent and slightly less affected by "preference reversals" as compared to values revealed from the willingness to pay (WTP) extra taxes approach. Consistent with prior studies, we find that the deliberative approach helped to avoid possible misunderstandings. Interestingly, although programmes promoting health received the higher relative valuation, those promoting other health benefits also ranked highly