805 resultados para Granger causality.
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Previous studies have documented temporal attraction in perceived times of actions and their effects. While some authors argue that voluntary action is a necessary condition for this phenomenon, others claim that the causal relationship between action and effect is the crucial ingredient. In the present study, we investigate voluntary action and causality as the necessary and sufficient conditions for temporal binding. We used a variation of the launching effect proposed by Michotte, in which participants controlled the launch stimulus in some blocks. Volunteers reported causality ratings and estimated the interval between the two events. Our results show dissociations between causality ratings and temporal estimation. While causality ratings are not affected by voluntary action, temporal bindings were only found in the presence of both voluntary action and high causality. Our results indicate that voluntary action and causality are both necessary for the emergence of temporal binding.
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O trabalho está centrado no estudo do conflito existente entre teoria e prática no que concerne à relação existente entre valor de mercado de uma ação e seu valor patrimonial. Estudos de correlação, causalidade e evolução foram levados a efeito sobre séries de valores de 35 ações. Os resultados indicam que o valor patrimonial é um importante indicador da performance futura da ação.
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O objetivo deste estudo é propor a implementação de um modelo estatístico para cálculo da volatilidade, não difundido na literatura brasileira, o modelo de escala local (LSM), apresentando suas vantagens e desvantagens em relação aos modelos habitualmente utilizados para mensuração de risco. Para estimação dos parâmetros serão usadas as cotações diárias do Ibovespa, no período de janeiro de 2009 a dezembro de 2014, e para a aferição da acurácia empírica dos modelos serão realizados testes fora da amostra, comparando os VaR obtidos para o período de janeiro a dezembro de 2014. Foram introduzidas variáveis explicativas na tentativa de aprimorar os modelos e optou-se pelo correspondente americano do Ibovespa, o índice Dow Jones, por ter apresentado propriedades como: alta correlação, causalidade no sentido de Granger, e razão de log-verossimilhança significativa. Uma das inovações do modelo de escala local é não utilizar diretamente a variância, mas sim a sua recíproca, chamada de “precisão” da série, que segue uma espécie de passeio aleatório multiplicativo. O LSM captou todos os fatos estilizados das séries financeiras, e os resultados foram favoráveis a sua utilização, logo, o modelo torna-se uma alternativa de especificação eficiente e parcimoniosa para estimar e prever volatilidade, na medida em que possui apenas um parâmetro a ser estimado, o que representa uma mudança de paradigma em relação aos modelos de heterocedasticidade condicional.
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Pós-graduação em Agronomia (Energia na Agricultura) - FCA
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Purpose--The paper theoretically and empirically investigates the impact on human capital investment decisions and income growth of lowered life expectancy as a result of HIV/AIDS and other diseases. Design/methodology/approach--The theoretical model is a three-period overlapping generations model where individuals go through three stages in their life, namely, young, adult and old. The model extends existing theoretical models by allowing the probability of premature death to differ for individuals at different life stage, and by allowing for stochastic technological advances. The empirical investigation focuses on the effect of HIV/AIDS on life expectancy and on the role of health on educational investments and growth. We address potential endogeneity by using various strategies, such as controlling for country specific time-invariant unobservables and by using the male circumcision rate as an instrumental variable for HIV/AIDS prevalence. Findings--We show theoretically that an increased probability of premature death leads to less investment in human capital, and consequently slower growth. Empirically we show that HIV/AIDS has resulted in a substantial decline in life expectancy in African countries and these falling life expectancies are indeed associated with lower educational attainment and slower economic growth world wide. Originality/value--The theoretical and empirical findings reveal a causal link flowing from health to growth, which has been largely overlooked by the existing literature. The main implication is that health investments, that decrease the incidence of diseases like HIV/AIDS resulting on increases in life expectancy, through its complementarity with human capital investments lead to long run growth..
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A 21-year-old female with Fabry's disease (FD) presented acute psychotic symptoms such as delusions, auditory hallucinations and formal thought disorders. Since the age of 14, she had suffered from various psychiatric symptoms increasing in frequency and intensity. We considered the differential diagnoses of prodromal symptoms of schizophrenia and organic schizophrenia-like disorder. Routine examinations including cognitive testing, electroencephalography and structural magnetic resonance imaging revealed no pathological findings. Additional structural and functional imaging demonstrated a minor CNS involvement of FD, yet without functional limitations. In summary our examination results support the thesis that in the case of our patient a mere coincidence of FD and psychotic symptoms is more likely than a causal connection.
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This honors thesis project uses history and literature to analyze the role of the myth of chivalry in mystifying racial violence and oppression in the American South. The central claim is that the myth of chivalry¿ and particularly the exaltation of the white woman¿ is a myth system used to justify racial violence, oppress white womanhood, and allow white patriarchy to maintain political, social and economic dominance. This project traces the role of literature, especially Sir Walter Scott¿s historical romance, in developing the foundational myths of a southern society based in violence, racial hierarchy and gender inequality. It then follows the role of white womanhood in this myth¿ the restrictions on miscegenation, the exaltation of pure white femininity, and the violent actions performed in the name of southern women. With this historical baseline established, this study then explores three works of historical fiction that attempt to subvert this mythology by critiquing and demystifying the myth of chivalry, while also offering counter-narratives to popularized history. These works are Charles Chesnutt¿s 1901 novel The Marrow of Tradition¬, which analyzes the 1898 Wilmington N.C. race riot, Gwendolyn Brooks¿ 1960 poem ¿A Bronzeville Mother Loiters in Mississippi. Meanwhile, a Mississippi Mother Burns Bacon¿ and Lewis Nordan¿s 1993 novel Wolf Whistle, two works about Emmett Till¿s tragic murder in 1955. This study, then, illuminates the intersection of literature and mythology, revealing how literature is useful for both creating and subverting myth¿and revealing how authors undertake this task.
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Patients with schizophrenia spectrum disorders often maintain deviating views on cause-effect relationships, especially when positive and disorganization symptoms are manifest. Altered perceived causality is prominent in delusional ideation, in ideas of reference, and in the mentalizing ability (theory of mind [ToM]) of patients. Perceiving causal relationships may be understood either as higher order cognitive reasoning or as low-level information processing. In the present study, perception of causality was investigated as a low-level, preattentional capability similar to gestalt-like perceptual organization. Thirty-one patients (24 men and 7 women with mean age 27.7 years) and the same number of healthy control subjects matched to patients with respect to age and sex were tested. A visual paradigm was used in which 2 identical discs move, from opposite sides of a monitor, steadily toward and then past one another. Their coincidence generates an ambiguous, bistable percept (discs either "stream through" or "bounce off" one another). The bouncing perception, ie, perceived causality, is enhanced when auditory stimuli are presented at the time of coincidence. Psychopathology was measured using the Positive and Negative Syndrome Scale. It was found that positive symptoms were strongly associated with increased perceived causality and disorganization with attenuated perceived causality. Patients in general were not significantly different from controls, but symptom subgroups showed specifically altered perceived causality. Perceived causality as a basic preattentional process may contribute to higher order cognitive alterations and ToM deficiencies. It is suggested that cognitive remediation therapy should address both increased and reduced perception of causality.
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BACKGROUND Patients with Stevens-Johnson syndrome (SJS) or toxic epidermal necrolysis (TEN) are often exposed simultaneously to a few potentially culprit drugs. However, both the standard lymphocyte transformation tests (LTT) with proliferation as the assay end-point as well as skin tests, if done, are often negative. OBJECTIVE As provocation tests are considered too dangerous, there is an urgent need to identify the relevant drug in SJS/TEN and to improve sensitivity of tests able to identify the causative drug. METHODS Fifteen patients with SJS/TEN with the ALDEN score ≥ 6 and 18 drug-exposed controls were included. Peripheral blood mononuclear cells (PBMC) were isolated and cultured under defined conditions with drugs. LTT was compared to the following end-points: cytokine levels in cell culture supernatant, number of granzyme B secreting cells by ELISpot and intracellular staining for granulysin and IFNγ in CD3(+) CD4(+), CD3(+) CD8(+) and NKp46(+) cells. To further enhance sensitivity, the effect of IL-7/IL-15 pre-incubation of PBMC was evaluated. RESULTS Lymphocyte transformation tests was positive in only 4/15 patients (sensitivity 27%, CI: 8-55%). Similarly, with granzyme B-ELISpot culprit drugs were positive in 5/15 patients (sensitivity 33%, CI: 12-62%). The expression of granulysin was significantly induced in NKp46(+) and CD3(+) CD4(+) cells (sensitivity 40%, CI: 16-68% and 53%, CI: 27-79% respectively). Cytokine production could be demonstrated in 38%, CI: 14-68% and 43%, CI: 18-71% of patients for IL-2 and IL-5, respectively, and in 55%, CI: 23-83% for IFNγ. Pre-incubation with IL-7/IL-15 enhanced drug-specific response only in a few patients. Specificities of tested assays were in the range of 95 (CI: 80-99%)-100% (CI: 90-100%). CONCLUSIONS AND CLINICAL RELEVANCE Granulysin expression in CD3(+) CD4(+) , Granzyme B-ELISpot and IFNγ production considered together provided a sensitivity of 80% (CI: 52-96%) and specificity of 95% (80-99%). Thus, this study demonstrated that combining different assays may be a feasible approach to identify the causative drug of SJS/TEN reactions; however, confirmation on another group of patients is necessary.