64 resultados para dynamic factor models


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We show how, in general equilibrium models featuring increasing returns, imperfectcompetition and endogenous markups, changes in the scale of economic activity affectincome distribution across factors. Whenever final goods are gross-substitutes (gross-complements), a scale expansion raises (lowers) the relative reward of the scarce factoror the factor used intensively in the sector characterized by a higher degree of product differentiation and higher fixed costs. Under very reasonable hypothesis, our theory suggests that scale is skill-biased. This result provides a microfoundation for the secular increase in the relative demand for skilled labor. Moreover, it constitutes an important link among major explanations for the rise in wage inequality: skill-biased technical change, capital-skill complementarities and international trade. We provide new evidence on the mechanism underlying the skill bias of scale.

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A new parameter is introduced: the lightning potential index (LPI), which is a measure of the potential for charge generation and separation that leads to lightning flashes in convective thunderstorms. The LPI is calculated within the charge separation region of clouds between 0 C and 20 C, where the noninductive mechanism involving collisions of ice and graupel particles in the presence of supercooled water is most effective. As shown in several case studies using the Weather Research and Forecasting (WRF) model with explicit microphysics, the LPI is highly correlated with observed lightning. It is suggested that the LPI may be a useful parameter for predicting lightning as well as a tool for improving weather forecasting of convective storms and heavy rainfall.

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In this paper we try to analyze the role of fiscal policy in fostering a higher participation of the different production factors in the human capital production sector in the long-run. Introducing a tax on physical capital and differentiating both a tax on raw labor wage and a tax on skills or human capital we also attempt to present a way to influence inequality as measured by the skill premium, thus trying to relate the increase in human capital with the decrease in income inequality. We will do that in the context of a non-scale growth model.The model here is capable to alter the shares of private factors devoted to each of the two production sectors, final output and human capital, and affect inequality in a different way according to the different tax changes. The simulation results derived in the paper show how a human capital (skills) tax cut, which could be interpreted as a reduction in progressivity, ends up increasing both the shares of labor and physical capital devoted to the production of knowledge and decreasing inequality. Moreover, a raw labor wage tax decrease, which could also be interpreted as an increase in the progressivity of the system, increases the share of labor devoted to the production of final output and increases inequality. Finally, a physical capital tax decrease reduces the share of physical capital devoted to the production of knowledge and allows for a lower inequality value. Nevertheless, none of the various types of taxes ends up changing the share of human capital in the knowledge production, which will deserve our future attention

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Leakage detection is an important issue in many chemical sensing applications. Leakage detection hy thresholds suffers from important drawbacks when sensors have serious drifts or they are affected by cross-sensitivities. Here we present an adaptive method based in a Dynamic Principal Component Analysis that models the relationships between the sensors in the may. In normal conditions a certain variance distribution characterizes sensor signals. However, in the presence of a new source of variance the PCA decomposition changes drastically. In order to prevent the influence of sensor drifts the model is adaptive and it is calculated in a recursive manner with minimum computational effort. The behavior of this technique is studied with synthetic signals and with real signals arising by oil vapor leakages in an air compressor. Results clearly demonstrate the efficiency of the proposed method.

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In this paper we try to analyze the role of fiscal policy in fostering a higher participation of the different production factors in the human capital production sector in the long-run. Introducing a tax on physical capital and differentiating both a tax on raw labor wage and a tax on skills or human capital we also attempt to present a way to influence inequality as measured by the skill premium, thus trying to relate the increase in human capital with the decrease in income inequality. We will do that in the context of a non-scale growth model.The model here is capable to alter the shares of private factors devoted to each of the two production sectors, final output and human capital, and affect inequality in a different way according to the different tax changes. The simulation results derived in the paper show how a human capital (skills) tax cut, which could be interpreted as a reduction in progressivity, ends up increasing both the shares of labor and physical capital devoted to the production of knowledge and decreasing inequality. Moreover, a raw labor wage tax decrease, which could also be interpreted as an increase in the progressivity of the system, increases the share of labor devoted to the production of final output and increases inequality. Finally, a physical capital tax decrease reduces the share of physical capital devoted to the production of knowledge and allows for a lower inequality value. Nevertheless, none of the various types of taxes ends up changing the share of human capital in the knowledge production, which will deserve our future attention

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We consider the classical stochastic fluctuations of spacetime geometry induced by quantum fluctuations of massless nonconformal matter fields in the early Universe. To this end, we supplement the stress-energy tensor of these fields with a stochastic part, which is computed along the lines of the Feynman-Vernon and Schwinger-Keldysh techniques; the Einstein equation is therefore upgraded to a so-called Einstein-Langevin equation. We consider in some detail the conformal fluctuations of flat spacetime and the fluctuations of the scale factor in a simple cosmological model introduced by Hartle, which consists of a spatially flat isotropic cosmology driven by radiation and dust.

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A general scheme for devising efficient cluster dynamics proposed in a previous paper [Phys. Rev. Lett. 72, 1541 (1994)] is extensively discussed. In particular, the strong connection among equilibrium properties of clusters and dynamic properties as the correlation time for magnetization is emphasized. The general scheme is applied to a number of frustrated spin models and the results discussed.

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The influence of different parts of the interaction potential on the microscopic behavior of simple liquid metals is investigated by molecular dynamics simulation. The role of the soft-core repulsive, short-range attractive, and long-range oscillatory forces on the properties of liquid lithium close to the triple point is analyzed by comparing the results from simulations of identical systems but truncating the potential at different distances. Special attention is paid to dynamic collective properties such as the dynamic structure factors, transverse current correlation functions, and transport coefficients. It is observed that, in general, the effects of the short-range attractive forces are important. On the contrary, the influence of the oscillatory long-range interactions is considerably less, being the most pronounced for the dynamic structure factor at long wavelengths. The results of this work suggest that the influence of the attractive forces becomes less significant when temperature and density increase.

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We describe the use of dynamic combinatorial chemistry (DCC) to identify ligands for the stem-loop structure located at the exon 10-5'-intron junction of Tau pre-mRNA, which is involved in the onset of several tauopathies including frontotemporal dementia with Parkinsonism linked to chromosome 17 (FTDP-17). A series of ligands that combine the small aminoglycoside neamine and heteroaromatic moieties (azaquinolone and two acridines) have been identified by using DCC. These compounds effectively bind the stem-loop RNA target (the concentration required for 50% RNA response (EC(50)): 2-58 μM), as determined by fluorescence titration experiments. Importantly, most of them are able to stabilize both the wild-type and the +3 and +14 mutated sequences associated with the development of FTDP-17 without producing a significant change in the overall structure of the RNA (as analyzed by circular dichroism (CD) spectroscopy), which is a key factor for recognition by the splicing regulatory machinery. A good correlation has been found between the affinity of the ligands for the target and their ability to stabilize the RNA secondary structure.

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Angiogenesis is an important process in chronic inflammatory diseases. We observed that sera from patients with systemic vasculitis stimulated angiogenesis in an in vitro model using human umbilical vein endothelial cells cultured on a basement membrane (Matrigel) substrate. After 40% ammonium sulfate precipitation, angiogenic activity remained in the low molecular weight fraction and could be inactivated by heat. SDS-page of serum FPLC fractions exhibiting maximal angiogenic activity demonstrated two prominent species of 45 and 16-20 kD in patients' sera. These bands were much less apparent in sera obtained from control subjects. Amino-terminal sequencing of the 45-kD protein demonstrated that it was haptoglobin. Purified haptoglobin stimulated angiogenesis in a dose-dependent manner. The angiogenic activity of vasculitis patients' sera was partially inhibited by an antihaptoglobin antibody. Furthermore, serum haptoglobin levels in vasculitis patients correlated both with disease and angiogenic activity. Haptoglobin angiogenic activity was confirmed in two in vivo models using an implanted disc and a subcutaneous injection of basement membrane. Stimulation of angiogenesis is a newly recognized biological function of haptoglobin. The increased levels of haptoglobin found in chronic inflammatory conditions may play an important role in tissue repair. In systemic vasculitis, haptoglobin might also compensate for ischemia by promoting development of collateral vessels.

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The choice network revenue management (RM) model incorporates customer purchase behavioras customers purchasing products with certain probabilities that are a function of the offeredassortment of products, and is the appropriate model for airline and hotel network revenuemanagement, dynamic sales of bundles, and dynamic assortment optimization. The underlyingstochastic dynamic program is intractable and even its certainty-equivalence approximation, inthe form of a linear program called Choice Deterministic Linear Program (CDLP) is difficultto solve in most cases. The separation problem for CDLP is NP-complete for MNL with justtwo segments when their consideration sets overlap; the affine approximation of the dynamicprogram is NP-complete for even a single-segment MNL. This is in contrast to the independentclass(perfect-segmentation) case where even the piecewise-linear approximation has been shownto be tractable. In this paper we investigate the piecewise-linear approximation for network RMunder a general discrete-choice model of demand. We show that the gap between the CDLP andthe piecewise-linear bounds is within a factor of at most 2. We then show that the piecewiselinearapproximation is polynomially-time solvable for a fixed consideration set size, bringing itinto the realm of tractability for small consideration sets; small consideration sets are a reasonablemodeling tradeoff in many practical applications. Our solution relies on showing that forany discrete-choice model the separation problem for the linear program of the piecewise-linearapproximation can be solved exactly by a Lagrangian relaxation. We give modeling extensionsand show by numerical experiments the improvements from using piecewise-linear approximationfunctions.

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This paper describes the state of the art of secure ad hoc routing protocols and presents SEDYMO, a mechanism to secure a dynamic multihop ad hoc routing protocol. The proposed solution defeats internal and external attacks usinga trustworthiness model based on a distributed certification authority. Digital signatures and hash chains are used to ensure the correctness of the protocol. The protocol is compared with other alternatives in terms of security strength, energy efficiency and time delay. Both computational and transmission costs are considered and it is shown that the secure protocol overhead is not a critical factor compared to the high network interface cost.

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Durant la dècada dels 80 la DGA (Diputación General de Aragon), va engegar una xarxa d’assaigs experimentals. La major part d’aquests assaigs es troben a la vall de l’Ebre. Padró el 1992 publica les dades de creixement i aporta informació sobre el comportament clonal de cada assaig. Malgrat tot, la enorme desestructura dels assaigs dificultà, en el seu moment, l’anàlisi simultani de les dades. En el treball es proposa un reanàlisi de les dades de la xarxa de la DGA basat en l’ús de models mitxes, amb l’objecte d’interpretar patrons adaptatius i amb especial interès en la descripció de la interacció genotip-ambient. S’utilitzen el models de estabilitat de Shukla, regressions de Finlay-Wilkinson y Eberhart-Russell, AMMI a on el factor ambient és aleatori i el genotip fixe.

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Simulation is a useful tool in cardiac SPECT to assess quantification algorithms. However, simple equation-based models are limited in their ability to simulate realistic heart motion and perfusion. We present a numerical dynamic model of the left ventricle, which allows us to simulate normal and anomalous cardiac cycles, as well as perfusion defects. Bicubic splines were fitted to a number of control points to represent endocardial and epicardial surfaces of the left ventricle. A transformation from each point on the surface to a template of activity was made to represent the myocardial perfusion. Geometry-based and patient-based simulations were performed to illustrate this model. Geometry-based simulations modeled ~1! a normal patient, ~2! a well-perfused patient with abnormal regional function, ~3! an ischaemic patient with abnormal regional function, and ~4! a patient study including tracer kinetics. Patient-based simulation consisted of a left ventricle including a realistic shape and motion obtained from a magnetic resonance study. We conclude that this model has the potential to study the influence of several physical parameters and the left ventricle contraction in myocardial perfusion SPECT and gated-SPECT studies.

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La industria textil y de la confección ha experimentado en Galicia un muy notable proceso de expansión en las últimas décadas. Esta actividad se localiza de modo específico en determinadas localidades y espacios, donde se configuran sistemas productivos locales, mientras en el resto su presencia es más débil. Otra de las características del sector es el contraste existente entre dos modelos empresariales: el vinculado al grupo multinacional Inditex y aquel asociado a un grupo de empresas de menor entidad, pero de gran capacidad competitiva en los segmentos de calidad asociados al diseño. El presente análisis presenta como objetivos: presentar las estrategias empresariales de los dos mode los productivos existentes, individualizar aquellos factores de carácter socioeconómico y territorial que han favorecido el desarrollo de la actividad e identificar las principales implicaciones territoriales que el sector ha generado en aquellas localidades donde su presencia es más significativa.