4 resultados para Vasicek interest rate model

em AMS Tesi di Dottorato - Alm@DL - Università di Bologna


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As land is developed, the impervious surfaces that are created increase the amount of runoff during rainfall events, disrupting the natural hydrologic cycle, with an increment in volume of runoff and in pollutant loadings. Pollutants deposited or derived from an activity on the land surface will likely end up in stormwater runoff in some concentration, such as nutrients, sediment, heavy metals, hydrocarbons, gasoline additives, pathogens, deicers, herbicides and pesticides. Several of these pollutants are particulate-bound, so it appears clear that sediment removal can provide significant water-quality improvements and it appears to be important the knowledge of the ability of stromwater treatment devices to retain particulate matter. For this reason three different units which remove sediments have been tested through laboratory. In particular a roadside gully pot has been tested under steady hydraulic conditions, varying the characteristics of the influent solids (diameter, particle size distribution and specific gravity). The efficiency in terms of particles retained has been evaluated as a function of influent flow rate and particles characteristics; results have been compared to efficiency evaluated applying an overflow rate model. Furthermore the role of particles settling velocity in efficiency determination has been investigated. After the experimental runs on the gully pot, a standard full-scale model of an hydrodynamic separator (HS) has been tested under unsteady influent flow rate condition, and constant solid concentration at the input. The results presented in this study illustrate that particle separation efficiency of the unit is predominately influenced by operating flow rate, which strongly affects the particles and hydraulic residence time of the system. The efficiency data have been compared to results obtained from a modified overflow rate model; moreover the residence time distribution has been experimentally determined through tracer analyses for several steady flow rates. Finally three testing experiments have been performed for two different configurations of a full-scale model of a clarifier (linear and crenulated) under unsteady influent flow rate condition, and constant solid concentration at the input. The results illustrate that particle separation efficiency of the unit is predominately influenced by the configuration of the unit itself. Turbidity measures have been used to compare turbidity with the suspended sediments concentration, in order to find a correlation between these two values, which can allow to have a measure of the sediments concentration simply installing a turbidity probe.

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This thesis focuses on two aspects of European economic integration: exchange rate stabilization between non-euro Countries and the Euro Area, and real and nominal convergence of Central and Eastern European Countries. Each Chapter covers these aspects from both a theoretical and empirical perspective. Chapter 1 investigates whether the introduction of the euro was accompanied by a shift in the de facto exchange rate policy of European countries outside the euro area, using methods recently developed by the literature to detect "Fear of Floating" episodes. I find that European Inflation Targeters have tried to stabilize the euro exchange rate, after its introduction; fixed exchange rate arrangements, instead, apart from official policy changes, remained stable. Finally, the euro seems to have gained a relevant role as a reference currency even outside Europe. Chapter 2 proposes an approach to estimate Central Bank preferences starting from the Central Bank's optimization problem within a small open economy, using Sweden as a case study, to find whether stabilization of the exchange rate played a role in the Monetary Policy rule of the Riksbank. The results show that it did not influence interest rate setting; exchange rate stabilization probably occurred as a result of increased economic integration and business cycle convergence. Chapter 3 studies the interactions between wages in the public sector, the traded private sector and the closed sector in ten EU Transition Countries. The theoretical literature on wage spillovers suggests that the traded sector should be the leader in wage setting, with non-traded sectors wages adjusting. We show that large heterogeneity across countries is present, and sheltered and public sector wages are often leaders in wage determination. This result is relevant from a policy perspective since wage spillovers, leading to costs growing faster than productivity, may affect the international cost competitiveness of the traded sector.

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Introduction: Nocturnal frontal lobe epilepsy (NFLE) is a distinct syndrome of partial epilepsy whose clinical features comprise a spectrum of paroxysmal motor manifestations of variable duration and complexity, arising from sleep. Cardiovascular changes during NFLE seizures have previously been observed, however the extent of these modifications and their relationship with seizure onset has not been analyzed in detail. Objective: Aim of present study is to evaluate NFLE seizure related changes in heart rate (HR) and in sympathetic/parasympathetic balance through wavelet analysis of HR variability (HRV). Methods: We evaluated the whole night digitally recorded video-polysomnography (VPSG) of 9 patients diagnosed with NFLE with no history of cardiac disorders and normal cardiac examinations. Events with features of NFLE seizures were selected independently by three examiners and included in the study only if a consensus was reached. Heart rate was evaluated by measuring the interval between two consecutive R-waves of QRS complexes (RRi). RRi series were digitally calculated for a period of 20 minutes, including the seizures and resampled at 10 Hz using cubic spline interpolation. A multiresolution analysis was performed (Daubechies-16 form), and the squared level specific amplitude coefficients were summed across appropriate decomposition levels in order to compute total band powers in bands of interest (LF: 0.039062 - 0.156248, HF: 0.156248 - 0.624992). A general linear model was then applied to estimate changes in RRi, LF and HF powers during three different period (Basal) (30 sec, at least 30 sec before seizure onset, during which no movements occurred and autonomic conditions resulted stationary); pre-seizure period (preSP) (10 sec preceding seizure onset) and seizure period (SP) corresponding to the clinical manifestations. For one of the patients (patient 9) three seizures associated with ictal asystole were recorded, hence he was treated separately. Results: Group analysis performed on 8 patients (41 seizures) showed that RRi remained unchanged during the preSP, while a significant tachycardia was observed in the SP. A significant increase in the LF component was instead observed during both the preSP and the SP (p<0.001) while HF component decreased only in the SP (p<0.001). For patient 9 during the preSP and in the first part of SP a significant tachycardia was observed associated with an increased sympathetic activity (increased LF absolute values and LF%). In the second part of the SP a progressive decrease in HR that gradually exceeded basal values occurred before IA. Bradycardia was associated with an increase in parasympathetic activity (increased HF absolute values and HF%) contrasted by a further increase in LF until the occurrence of IA. Conclusions: These data suggest that changes in autonomic balance toward a sympathetic prevalence always preceded clinical seizure onset in NFLE, even when HR changes were not yet evident, confirming that wavelet analysis is a sensitive technique to detect sudden variations of autonomic balance occurring during transient phenomena. Finally we demonstrated that epileptic asystole is associated with a parasympathetic hypertonus counteracted by a marked sympathetic activation.