Mesure de cohérence stéréoscopique : effet du vieillissement et du microstrabisme

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

Analyse de l'effet d'âge et du sexe sur l'utilisation des symboles graphiques

La suppléance à la communication (SC) est un moyen qui permet aux personnes qui ne peuvent pas communiquer par la parole de transmettre des informations à leur environnement et d'interagir de manière fonctionnelle avec lui. Le développement de la SC connaît des avancées importantes depuis quelques années, surtout avec l'avènement de nouvelles technologies. Toujours est-il qu'une compréhension plus approfondie des mécanismes qui sous-tendent l'utilisation de la SC reste primordiale. De plus, les relations qui existent entre l'utilisation du langage oral et de symboles graphiques sont peu explorées à ce jour. La présente étude fait partie d'un projet plus large visant donc à mieux explorer la nature des compétences nécessaires à une utilisation optimale de symboles graphiques dans la SC. Ainsi, et afin de mieux comprendre cette relation entre le langage oral et l'utilisation de symboles graphiques aussi bien en production qu'en compréhension, ainsi que pour mieux explorer l'effet d'âge et de genre, nous avons recruté 79 enfants (37 filles et 42 garçons), âgés entre 4;1 ans et 9;11ans, et qui présentent un développement typique du langage. L'étude du développement typique nous permet d'étudier certaines habiletés qui peuvent être difficiles à évaluer chez des enfants présentant des déficits sévères. Les sujets ont été répartis en 3 groupes selon leur âge: groupe 4-5 ans (n=26), groupe 6-7 ans (n=35) et groupe 8-9 ans (n=18). Plusieurs tâches ont été crées; celles-ci comprenaient des tâches de compréhension et de production, avec comme matériel des symboles graphiques, des objets ou des mots, qui étaient répartis au sein d'énoncés formés de trois, quatre, six ou huit éléments. Les résultats montrent tout d'abord deux profils distincts: chez les jeunes enfants, on observe une meilleure performance aux tâches d'interprétation par rapport aux tâches de production. Cependant, cette différence n'est plus évidente pour les groupes des plus âgés, et la distinction principale se situe alors au niveau de la différence de performance entre les tâches orales et les tâches symboliques au profit des premières. Par ailleurs, et conformément aux observations sur le développement du langage oral, la performance des filles est supérieure à celle des garçons à toutes les tâches, et cette différence semble disparaître avec l'âge. Enfin, nos résultats ont permis de montrer une amélioration plus marquée de la maîtrise du langage oral avec l'âge par comparaison à la maîtrise du traitement du symbole graphique. Par contre, l'interprétation et la production semblent être maîtrisées de manière similaire. Notre étude vient appuyer certains résultats rapportés dans la littérature, ainsi qu'élargir les connaissances surtout au niveau des liens qui existent entre la production et l'interprétation orale et symbolique en fonction de l'âge et du genre.

Effet de Streptococcus Suis sur la capacité de présentation antigénique de cellules dendritiques

Streptococcus suis est un important pathogène porcin et humain, causant méningites et septicémies. Des études suggèrent que S. suis dispose de facteurs de virulence, notamment sa capsule polysaccharidique (CPS), qui lui permettent de moduler les fonctions des cellules dendritiques (DCs), situées à l’interface entre l’immunité innée et adaptative. Les difficultés à développer un vaccin efficace suggèrent aussi une altération de la voie T dépendante. L’objectif général du projet était d’évaluer l’effet de S. suis sur l’activation des cellules T CD4+ ainsi que sur la capacité de présentation antigénique des DCs. Nous avons étudié dans un modèle murin in vivo la réponse T CD4+ mémoire lors d’infections primaire et secondaire. Une faible réponse mémoire centrale a été obtenue, suggérant que la réponse adaptative générée contre S. suis est limitée. Étant donné l’importance du complexe majeur d’histocompatibilité (MHC) de classe II dans la présentation antigénique, nous avons évalué in vitro et in vivo l’expression de ces molécules chez les DCs. Une modulation de l’expression du MHC-II par S. suis a été observée. L’analyse de la transcription de gènes impliqués dans la régulation transcriptionnelle et post-transcriptionnelle du MHC-II nous permet de suggérer que S. suis régule à la baisse la synthèse de nouvelles molécules et favorise leur dégradation lysosomale. Cette stratégie, dans laquelle la CPS ne jouerait qu’un rôle partiel, permettrait à S. suis d’échapper à la réponse adaptative T dépendante. Les résultats de cette étude fourniront de nouvelles perspectives dans la compréhension de la réponse adaptative lors de l’infection par S. suis.

Économie comportementale : retrouve-t-on un effet d’ancrage dans la LNH ?

De par leur nature scientifique, les sciences économiques visent, entre autre, à observer, qualifier, ainsi que quantifier des phénomènes économiques afin de pouvoir en dégager diverses prévisions. Ce mémoire se penche sur ces prévisions et, plus particulièrement, sur les facteurs pouvant biaiser les prévisionnistes au niveau comportemental en référant à l’effet d’ancrage, un biais propre à l’économie comportementale – une sous-discipline des sciences économiques. Il sera donc question de comprendre, par une analyse selon la discipline que représente l’économie comportementale, ce qui peut les affecter, avec un accent mis sur l’effet d’ancrage plus précisément. L’idée générale de ce dernier est qu’un agent peut être biaisé inconsciemment par la simple connaissance d’une valeur précédente lorsqu’il est demandé de faire une estimation ultérieure. De cette façon, une analyse des salaires des joueurs de la Ligne Nationale de Hockey (NHL) selon leurs performances passées et leurs caractéristiques personnelles, de 2007 à 2016, a été réalisée dans ce travail afin d’en dégager de possibles effets d’ancrage. Il est alors possible de constater que les directeurs généraux des équipes de la ligue agissent généralement de façon sensible et rationnelle lorsque vient le temps d’octroyer des contrats à des joueurs mais, néanmoins, une anomalie persiste lorsqu’on porte attention au rang auquel un joueur a été repêché. Dans un tel contexte, il semble pertinent de se référer à l’économie comportementale afin d’expliquer pourquoi le rang au repêchage reste une variable significative huit ans après l’entrée d’un joueur dans la NHL et qu’elle se comporte à l’inverse de ce que prévoit la théorie à ce sujet.

How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis.

This paper examines the implications of intergenerational transfers of time and money for labor supply and capital accumulation. Although intergenerational transfers of time in the form of grandparenting are as substantial as monetary transfers in the data, little is known about the role and importance of time transfers. In this paper, we calibrate an overlapping generations model extended to allow for both time and monetary transfers to the US economy. We use simulations to show that time transfers have important positive effects on capital accumulation and that these effects can be as significant as those of monetary transfers. However, while time transfers increase the labor supply of the young, monetary transfers produce an income effect that tends to decrease work effort. We also find that child care tax credits have little impact on parental time and money transfers, but that a universal child tax credit would increase the welfare of the rich while the poor would benefit from a means-tested program.

Information Sharing and the Stability of Cooperation in Research Joint Ventures.

The model studies information sharing and the stability of cooperation in cost reducing Research Joint Ventures (RJVs). In a four-stage game-theoretic framework, firms decide on participation in a RJV, information sharing, R&D expenditures, and output. An important feature of the model is that voluntary information sharing between cooperating firms increases information leakage from the RJV to outsiders. It is found that it is the spillover from the RJV to outsiders which determines the decision of insiders whether to share information, while it is the spillover affecting all firms which determines the level of information sharing within the RJV. RJVs representing a larger portion of firms in the industry are more likely to share information. It is also found that when sharing information is costless, firms never choose intermediate levels of information sharing : they share all the information or none at all. The size of the RJV is found to depend on three effects : a coordination effect, an information sharing effect, and a competition effect. Depending on the relative magnitudes of these effects, the size of the RJV may increase or decrease with spillovers. The effect of information sharing on the profitability of firms as well as on welfare is studied.

A Theoretical Comparison Between Integrated and Realized Volatilies

In this paper, we provide both qualitative and quantitative measures of the cost of measuring the integrated volatility by the realized volatility when the frequency of observation is fixed. We start by characterizing for a general diffusion the difference between the realized and the integrated volatilities for a given frequency of observations. Then, we compute the mean and variance of this noise and the correlation between the noise and the integrated volatility in the Eigenfunction Stochastic Volatility model of Meddahi (2001a). This model has, as special examples, log-normal, affine, and GARCH diffusion models. Using some previous empirical works, we show that the standard deviation of the noise is not negligible with respect to the mean and the standard deviation of the integrated volatility, even if one considers returns at five minutes. We also propose a simple approach to capture the information about the integrated volatility contained in the returns through the leverage effect.

Finance and Growth : Empirical Evidence from Developing Countries, 1960-1990

This paper examines the empirical relationship between financial intermediation and economic growth using cross-country and panel data regressions for 69 developing countries for the 1960-1990 period. The main results are : (i) financial development is a significant determinant of economic growth, as it has been shown in cross-sectional regressions; (ii) financial markets cease to exert any effect on real activity when the temporal dimension is introduced in the regressions. The paradox may be explained, in the case of developing countries, by the lack of an entrepreneurial private sector capable to transform the available funds into profitable projects; (iii) the effect of financial development on economic growth is channeled mainly through an increase in investment efficiency.

Investment Under Demand Uncertainty: the Newsboy Problem Revisited.

In this article we study the effect of uncertainty on an entrepreneur who must choose the capacity of his business before knowing the demand for his product. The unit profit of operation is known with certainty but there is no flexibility in our one-period framework. We show how the introduction of global uncertainty reduces the investment of the risk neutral entrepreneur and, even more, that the risk averse one. We also show how marginal increases in risk reduce the optimal capacity of both the risk neutral and the risk averse entrepreneur, without any restriction on the concave utility function and with limited restrictions on the definition of a mean preserving spread. These general results are explained by the fact that the newsboy has a piecewise-linear, and concave, monetary payoff witha kink endogenously determined at the level of optimal capacity. Our results are compared with those in the two literatures on price uncertainty and demand uncertainty, and particularly, with the recent contributions of Eeckhoudt, Gollier and Schlesinger (1991, 1995).

Explaining the Persistence of Commodity Prices

This paper extends the Competitive Storage Model by incorporating prominent features of the production process and financial markets. A major limitation of this basic model is that it cannot successfully explain the degree of serial correlation observed in actual data. The proposed extensions build on the observation that in order to generate a high degree of price persistence, a model must incorporate features such that agents are willing to hold stocks more often than predicted by the basic model. We therefore allow unique characteristics of the production and trading mechanisms to provide the required incentives. Specifically, the proposed models introduce (i) gestation lags in production with heteroskedastic supply shocks, (ii) multiperiod forward contracts, and (iii) a convenience return to inventory holding. The rational expectations solutions for twelve commodities are numerically solved. Simulations are then employed to assess the effects of the above extensions on the time series properties of commodity prices. Results indicate that each of the features above partially account for the persistence and occasional spikes observed in actual data. Evidence is presented that the precautionary demand for stocks might play a substantial role in the dynamics of commodity prices.

Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices

We provide a theoretical framework to explain the empirical finding that the estimated betas are sensitive to the sampling interval even when using continuously compounded returns. We suppose that stock prices have both permanent and transitory components. The permanent component is a standard geometric Brownian motion while the transitory component is a stationary Ornstein-Uhlenbeck process. The discrete time representation of the beta depends on the sampling interval and two components labelled \"permanent and transitory betas\". We show that if no transitory component is present in stock prices, then no sampling interval effect occurs. However, the presence of a transitory component implies that the beta is an increasing (decreasing) function of the sampling interval for more (less) risky assets. In our framework, assets are labelled risky if their \"permanent beta\" is greater than their \"transitory beta\" and vice versa for less risky assets. Simulations show that our theoretical results provide good approximations for the means and standard deviations of estimated betas in small samples. Our results can be perceived as indirect evidence for the presence of a transitory component in stock prices, as proposed by Fama and French (1988) and Poterba and Summers (1988).

Aggregations and Marginalization of GARCH and Stochastic Volatility Models

The GARCH and Stochastic Volatility paradigms are often brought into conflict as two competitive views of the appropriate conditional variance concept : conditional variance given past values of the same series or conditional variance given a larger past information (including possibly unobservable state variables). The main thesis of this paper is that, since in general the econometrician has no idea about something like a structural level of disaggregation, a well-written volatility model should be specified in such a way that one is always allowed to reduce the information set without invalidating the model. To this respect, the debate between observable past information (in the GARCH spirit) versus unobservable conditioning information (in the state-space spirit) is irrelevant. In this paper, we stress a square-root autoregressive stochastic volatility (SR-SARV) model which remains true to the GARCH paradigm of ARMA dynamics for squared innovations but weakens the GARCH structure in order to obtain required robustness properties with respect to various kinds of aggregation. It is shown that the lack of robustness of the usual GARCH setting is due to two very restrictive assumptions : perfect linear correlation between squared innovations and conditional variance on the one hand and linear relationship between the conditional variance of the future conditional variance and the squared conditional variance on the other hand. By relaxing these assumptions, thanks to a state-space setting, we obtain aggregation results without renouncing to the conditional variance concept (and related leverage effects), as it is the case for the recently suggested weak GARCH model which gets aggregation results by replacing conditional expectations by linear projections on symmetric past innovations. Moreover, unlike the weak GARCH literature, we are able to define multivariate models, including higher order dynamics and risk premiums (in the spirit of GARCH (p,p) and GARCH in mean) and to derive conditional moment restrictions well suited for statistical inference. Finally, we are able to characterize the exact relationships between our SR-SARV models (including higher order dynamics, leverage effect and in-mean effect), usual GARCH models and continuous time stochastic volatility models, so that previous results about aggregation of weak GARCH and continuous time GARCH modeling can be recovered in our framework.

Sector-Specific Training and Mobility in Germany

This article studies mobility patterns of German workers in light of a model of sector-specific human capital. Furthermore, I employ and describe little-used data on continuous on-the-job training occurring after apprenticeships. Results are presented describing the incidence and duration of continuous training. Continuous training is quite common, despite the high incidence of apprenticeships which precedes this part of a worker's career. Most previous studies have only distinguished between firm-specific and general human capital, usually concluding that training was general. Inconsistent with those conclusions, I show that German men are more likely to find a job within the same sector if they have received continuous training in that sector. These results are similar to those obtained for young U.S. workers, and suggest that sector-specific capital is an important feature of very different labor markets. In addition, they suggest that the observed effect of training on mobility is sensible to the state of the business cycle, indicating a more complex interaction between supply and demand that most theoretical models allow for.

Sector-Specific on-the-Job Training: Evidence from U.S. Data.

Using data from the National Longitudinal Survey of Youth (NLSY), we re-examine the effect of formal on-the-job training on mobility patterns of young American workers. By employing parametric duration models, we evaluate the economic impact of training on productive time with an employer. Confirming previous studies, we find a positive and statistically significant impact of formal on-the-job training on tenure with the employer providing the training. However, the expected net duration of the time spent in the training program is generally not significantly increased. We proceed to document and analyze intra-sectoral and cross-sectoral mobility patterns in order to infer whether training provides firm-specific, industry-specific, or general human capital. The econometric analysis rejects a sequential model of job separation in favor of a competing risks specification. We find significant evidence for the industry-specificity of training. The probability of sectoral mobility upon job separation decreases with training received in the current industry, whether with the last employer or previous employers, and employment attachment increases with on-the-job training. These results are robust to a number of variations on the base model.

The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model.

We examine the relationship between the risk premium on the S&P 500 index return and its conditional variance. We use the SMEGARCH - Semiparametric-Mean EGARCH - model in which the conditional variance process is EGARCH while the conditional mean is an arbitrary function of the conditional variance. For monthly S&P 500 excess returns, the relationship between the two moments that we uncover is nonlinear and nonmonotonic. Moreover, we find considerable persistence in the conditional variance as well as a leverage effect, as documented by others. Moreover, the shape of these relationships seems to be relatively stable over time.