The encounter with the real and post-Soviet trauma : fantasy construction in Russian popular cinema /

This thesis examines the impact of the Soviet Union's collapse on the Russian Symbolic as represented through popular cinema of the post-Soviet period. The disintegration of the USSR in 1991 became one of the most traumatic experiences for many Russian people. The trauma of the collapse of the Soviet Union penetrated the everyday reality of the Russian Symbolic, leaving the traces-symptoms in different cultural fonns like literature, arts, television and cinema. Because popular culture usually reacts very quickly to any social, political and economical shifts in society, it is an excellent barometer for deeper changes in society. Focusing on postSoviet popular cinema, this thesis analyzes the symptoms of cultural and individual trauma occasioned by the momentous changes of the 1990's. This study is grounded in post-analytic theory of Jacques Lacan and its interpretation by Slavoj Zizek, which emphases the traumatic encounter with the Real as a "hard core" of our reality. According to this paradigm, a new chain of signifiers is structured around the traumatic breach in the Symbolic, initiating a process of fantasy construction to deal with consequences of trauma and, thus, to support our Symbolic order. This thesis examines three major fantasy constructions - drinking, traveling to a "happy land" and family reunion and money - in popular films by Alexander Rogozhkin, Yurij Mamin, Georgij Shengelia, Dmitrij Astrakhan, Valerij Todorovskij, Alexej Balabanov, Sergej Bodrov Jr. and Petr Buslov. According to Zizek, enjoyment underlies any fantasy constructions, and that is why after the intrusion of the Real every individual and culture should go through the process of fantasizing about some substitutes which can help to minimize the traumatic effect and which can lead to a partial enjoyment. By analyzing the fantasies about drinking, "happy land", reconstruction of the family bonds and money in Russian popular cinema since 1991, this thesis demonstrates how the traumatic engagement with the Real affected the everyday lives of Russian people, and how individuals tried to fill the gap, the lack, in the post-Soviet Symbolic and "return" the lost feeling of unity and plenitude.

A DYNAMIC FRAMEWORK FOR THE RELATIONS BETWEEN FOREIGN EXCHANGE RATES, SAVINGS AND INVESTMENTS

The Meese-Rogoff forecasting puzzle states that foreign exchange (FX) rates are unpredictable. Since one country’s macroeconomic conditions could affect the price of its national currency, we study the dynamic relations between the FX rates and some macroeconomic accounts. Our research tests whether the predictability of the FX rates could be improved through the advanced econometrics. Improving the predictability of the FX rates has important implications for various groups including investors, business entities and the government. The present thesis examines the dynamic relations between the FX rates, savings and investments for a sample of 25 countries from the Organization for Economic Cooperation and Development. We apply quarterly data of FX rates, macroeconomic indices and accounts including the savings and the investments over three decades. Through preliminary Augmented Dickey-Fuller unit root tests and Johansen cointegration tests, we found that the savings rate and the investment rate are cointegrated with the vector (1,-1). This result is consistent with many previous studies on the savings-investment relations and therefore confirms the validity of the Feldstein-Horioka puzzle. Because of the special cointegrating relation between the savings rate and investment rate, we introduce the savings-investment rate differential (SID). Investigating each country through a vector autoregression (VAR) model, we observe extremely insignificant coefficient estimates of the historical SIDs upon the present FX rates. We also report similar findings through the panel VAR approach. We thus conclude that the historical SIDs are useless in forecasting the FX rate. Nonetheless, the coefficients of the past FX rates upon the current SIDs for both the country-specific and the panel VAR models are statistically significant. Therefore, we conclude that the historical FX rates can conversely predict the SID to some degree. Specifically, depreciation in the domestic currency would cause the increase in the SID.

Certificate for Eight Shares of Capital Stock in Insurance Investments Limited

Certificate for 8 shares of capital stock in Insurance Investments Limited to Hamilton K. Woodruff, Aug. 12, 1929.

Certificate for Five and Four Fifths Shares of Capital Stock in Insurance Investments Limited

Certificate for 5 4/5 shares of capital stock in Insurance Investments Limited to Hamilton K. Woodruff, Jan. 15, 1930.