Modelli non lineari statici e dinamici su dati microeconomici: analisi delle condizioni finanziarie delle famiglie italiane

The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.

Sviluppo di modelli motore e veicolo per l'analisi di strategie di controllo in applicazioni Software e Hardware In the Loop

This work describes the development of a simulation tool which allows the simulation of the Internal Combustion Engine (ICE), the transmission and the vehicle dynamics. It is a control oriented simulation tool, designed in order to perform both off-line (Software In the Loop) and on-line (Hardware In the Loop) simulation. In the first case the simulation tool can be used in order to optimize Engine Control Unit strategies (as far as regard, for example, the fuel consumption or the performance of the engine), while in the second case it can be used in order to test the control system. In recent years the use of HIL simulations has proved to be very useful in developing and testing of control systems. Hardware In the Loop simulation is a technology where the actual vehicles, engines or other components are replaced by a real time simulation, based on a mathematical model and running in a real time processor. The processor reads ECU (Engine Control Unit) output signals which would normally feed the actuators and, by using mathematical models, provides the signals which would be produced by the actual sensors. The simulation tool, fully designed within Simulink, includes the possibility to simulate the only engine, the transmission and vehicle dynamics and the engine along with the vehicle and transmission dynamics, allowing in this case to evaluate the performance and the operating conditions of the Internal Combustion Engine, once it is installed on a given vehicle. Furthermore the simulation tool includes different level of complexity, since it is possible to use, for example, either a zero-dimensional or a one-dimensional model of the intake system (in this case only for off-line application, because of the higher computational effort). Given these preliminary remarks, an important goal of this work is the development of a simulation environment that can be easily adapted to different engine types (single- or multi-cylinder, four-stroke or two-stroke, diesel or gasoline) and transmission architecture without reprogramming. Also, the same simulation tool can be rapidly configured both for off-line and real-time application. The Matlab-Simulink environment has been adopted to achieve such objectives, since its graphical programming interface allows building flexible and reconfigurable models, and real-time simulation is possible with standard, off-the-shelf software and hardware platforms (such as dSPACE systems).

Interferometria SAR per lo studio di movimenti e generazione di modelli digitali del terreno in Antartide

Satellite SAR (Synthetic Aperture Radar) interferometry represents a valid technique for digital elevation models (DEM) generation, providing metric accuracy even without ancillary data of good quality. Depending on the situations the interferometric phase could be interpreted both as topography and as a displacement eventually occurred between the two acquisitions. Once that these two components have been separated it is possible to produce a DEM from the first one or a displacement map from the second one. InSAR DEM (Digital Elevation Model) generation in the cryosphere is not a straightforward operation because almost every interferometric pair contains also a displacement component, which, even if small, when interpreted as topography during the phase to height conversion step could introduce huge errors in the final product. Considering a glacier, assuming the linearity of its velocity flux, it is therefore necessary to differentiate at least two pairs in order to isolate the topographic residue only. In case of an ice shelf the displacement component in the interferometric phase is determined not only by the flux of the glacier but also by the different heights of the two tides. As a matter of fact even if the two scenes of the interferometric pair are acquired at the same time of the day only the main terms of the tide disappear in the interferogram, while the other ones, smaller, do not elide themselves completely and so correspond to displacement fringes. Allowing for the availability of tidal gauges (or as an alternative of an accurate tidal model) it is possible to calculate a tidal correction to be applied to the differential interferogram. It is important to be aware that the tidal correction is applicable only knowing the position of the grounding line, which is often a controversial matter. In this thesis it is described the methodology applied for the generation of the DEM of the Drygalski ice tongue in Northern Victoria Land, Antarctica. The displacement has been determined both in an interferometric way and considering the coregistration offsets of the two scenes. A particular attention has been devoted to investigate the importance of the role of some parameters, such as timing annotations and orbits reliability. Results have been validated in a GIS environment by comparison with GPS displacement vectors (displacement map and InSAR DEM) and ICEsat GLAS points (InSAR DEM).

Calibrazione di modelli idrologici con algoritmi multiobiettivo

Traditional procedures for rainfall-runoff model calibration are generally based on the fit of the individual values of simulated and observed hydrographs. It is used here an alternative option that is carried out by matching, in the optimisation process, a set of statistics of the river flow. Such approach has the additional, significant advantage to allow also a straightforward regional calibration of the model parameters, based on the regionalisation of the selected statistics. The minimisation of the set of objective functions is carried out by using the AMALGAM algorithm, leading to the identification of behavioural parameter sets. The procedure is applied to a set of river basins located in central Italy: the basins are treated alternatively as gauged and ungauged and, as a term of comparison, the results obtained with a traditional time-domain calibration is also presented. The results show that a suitable choice of the statistics to be optimised leads to interesting results in real world case studies as far as the reproduction of the different flow regimes is concerned.

Gli esiti scolastici nelle scuole di secondo grado di Bologna: un'applicazione della teoria dei modelli a curva latente

Nella presente analisi si è avuta l’eccezionale disponibilità di dati longitudinali su molti individui (6000studenti frequentanti le scuole superiori bolognesi). Per ottenere un modello che al meglio spiegasse e riproducesse l’andamento degli esiti scolastici (promozione alla classe successiva) tenendo conto del percorso scolastico nel tempo, si è scelto il modello a curva latente condizionato. La variabile risposta è combinazione lineare dell’esito di fine anno (Promosso/Non promosso); riassume, per ogni studente/anno scolastico, classe frequentata ed esito finale. Le variabili esplicative sono state selezionate tra le informazioni disponibili per gli individui. Vengono presentati alcuni dati aggregati, poi descritti i dati individuali che entreranno nel modello, evidenziando la composizione degli studenti. La prima fase è la stima del modello logistico, con specificazione delle criticità, che hanno indotto alla scelta successiva del modello dipendente dal tempo. Dopo la descrizione della metodologia principale utilizzata, la teoria del conditionalLCM, e la selezione degli indicatori di fitting, viene delineata la procedura di stima, e raggiunto il modello ottimale. Le variabili significative per spiegare l’andamento delle promozioni individuali nel tempo risultano: cittadinanza (italiani con risultati significativamente migliori degli stranieri), sesso (ragazze con percorso scolastico mediamente migliore dei ragazzi: la differenza risulta però significativa soltanto negli istituti tecnici e professionali), tipologia di scuola frequentata (studenti del liceo con risultati significativamente migliori di chi frequenta altri tipi di istituto). I risultati risultano fortemente dipendenti dai dati impiegati, specie riguardo al limite territoriale. Precedenti analisi evidenziavano una forte differenziazione dei risultati scolastici tra studenti del nord e del sud Italia, oltre che tra studenti dei comuni maggiormente popolati e studenti dei comuni di provincia. Sarebbe interessante disporre di dati individuali analoghi a quelli qui utilizzati, ma riferiti all’intero territorio nazionale, oppure ad un zona maggiormente vasta dell’Italia, onde saggiare l’entità dell’influenza sul percorso scolastico,ed in particolare sulla regolarità, della differenza territoriale.

Studi su modelli supersimmetrici con N=1 in d=4

Si studiano modelli con supersimmetria globale N=1 in d=4, con e senza interazioni di gauge, con riferimento anche alla Gauge Mediation.

Italia e Francia nell'Ungheria di Trianon (1919-1939): due modelli di penetrazione politico-culturale

Italy and France in Trianon’s Hungary: two political and cultural penetration models During the first post-war, the Danubian Europe was the theatre of an Italian-French diplomatic challenge to gain hegemony in that part of the continent. Because of his geographical position, Hungary had a decisive strategic importance for the ambitions of French and Italian foreign politics. Since in the 1920s culture and propaganda became the fourth dimension of international relations, Rome and Paris developed their diplomatic action in Hungary to affirm not only political and economic influence, but also cultural supremacy. In the 1930, after Hitler’s rise to power, the unstoppable comeback of German political influence in central-eastern Europe determined the progressive decline of Italian and French political and economic positions in Hungary: only the cultural field allowed a survey of Italian-Hungarian and French-Hungarian relations in the contest of a Europe dominated by Nazi Germany during the Second World War. Nevertheless, the radical geopolitical changes in second post-war Europe did not compromise Italian and French cultural presence in the new communist Hungary. Although cultural diplomacy is originally motivated by contingent political targets, it doesn’t respect the short time of politics, but it’s the only foreign politics tool that guarantees preservations of bilateral relations in the long run.

Studio di espressione e funzione della PLCβ1 nucleare in modelli murini ed umani di cellule ematopoietiche mieloidi e linfoidi

The aims of this work were to investigate the role of nuclear Phospholipase C beta 1 (PI-PLCβ1) in human and mouse cell lines and to identify new binding partners of nuclear PI-PLCβ1 to further understand the functional network in which the enzyme acts. The intracellular distribution of PI-PLCβ1 was further investigated in human leukaemia cell lines (NB4, HL60, THP1, CEM, Jurkat, K562). With the exception of HL60, a high endogenous level of PI-PLCβ1 was detected in purified nuclei in each of the cell lines. We found that also in Ba/F3 pro-B cells overexpressing PI-PLCβ1b the protein localize within the nucleus. Although our data demonstrated that PI-PLCβ1b was not involved in cell proliferation and IGF-1 response as shown in other cell lines (FELC and Swiss 3T3), there was an effect on apoptosis. Activation of early apoptotic markers caspase-3 and PARP was delayed in PI-PLCβ1b overexpressing Ba/F3 cells treated with 5 gr/ml mitomycin C for 24h. We performed an antibody-specific immunoprecipitation on nuclear lysates from FELC-PLCβ1b cells. Mass spectrometry analysis (nano-ESI-Q-TOF) of co-immunoprecipitated proteins allowed for identification of 92 potential nuclear PI-PLCβ1b interactors. Among these, several already documented PI-PLCβ1b interacting partners (Srp20, LaminB, EF1α2) were identified, further validating our data. All the identified proteins were nuclear, mostly localized within the nuclear speckles. This evidence is particularly relevant as PI-PLCβ1 is known to localize in the same domains. Many of the identified proteins are involved in cell cycle, proliferation and transcriptional control. In particular, many of the proteins are components of the spliceosome multi-complex, strengthening the idea that PI-PLCβ1b is involved in mRNA processing and maturation. Future work will aim to better characterize the regulatory role of PI-PLCβ1b in mRNA splicing.