912 resultados para Impulse response function
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The present work seeks to investigate the dynamics of capital account liberalization and its impact on short run capital flows to Brazil in the period of 1995-2002, considering different segments such as the monetary, derivative and equity markets. This task is pursued by developing a comparative study of financial flows and examining how it is affected by the uncovered interest parity, country risk and the legislation on portfolio capital flows. The empirical framework is based on a vector autoregressive (VAR) analysis using impulse-response functions, variance decomposition and Granger causality tests. In general terms the results indicate a crucial role played by the uncovered interest parity and the country risk to explain portfolio flows, and a less restrictive (more liberalized) legislation is not significant to attract such flows.
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O objetivo desse artigo é analisar o impacto da política fiscal sobre diversas variáveis macroeconômicas dos EUA. A metodologia do trabalho empírico baseia-se em um modelo VAR estrutural que incorpora fatores latentes (FAVAR) e para o qual desenvolve-se um esquema de identificação específico. Visto que os fatores são estimados por principal components, estes aproximam-se muito das séries observadas de produção industrial e taxa de juros. Como será visto, este resultado é de fundamental importância para a hipótese de identificação e a escolha dos instrumentos do modelo VAR. Por meio das funções de resposta ao impulso analisa-se os efeitos de um aumento do gasto do governo sobre variáveis de produto e consumo e, por sua vez, corroborando a hipótese de que tanto o PIB quanto as despesas de consumo das famílias aumentam depois desse choque exógeno. Em particular esse efeito sobre o consumo também é verificado quando separamos os indivíduos em várias classes de acordo com renda. Olhando cuidadosamente no entanto pode-se perceber que um aumento no gasto público possui mais impacto sobre os consumidores de renda mais baixa. Ou seja, é provável que por estarem sujeitas a restrições de crédito, as classes mais baixas tem mais dificuldade em suavizar o consumo após um choque agregado.
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Neste trabalho investigamos as propriedades em pequena amostra e a robustez das estimativas dos parâmetros de modelos DSGE. Tomamos o modelo de Smets and Wouters (2007) como base e avaliamos a performance de dois procedimentos de estimação: Método dos Momentos Simulados (MMS) e Máxima Verossimilhança (MV). Examinamos a distribuição empírica das estimativas dos parâmetros e sua implicação para as análises de impulso-resposta e decomposição de variância nos casos de especificação correta e má especificação. Nossos resultados apontam para um desempenho ruim de MMS e alguns padrões de viés nas análises de impulso-resposta e decomposição de variância com estimativas de MV nos casos de má especificação considerados.
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Esta tese se dedica ao estudo de modelos de fixação de preços e suas implicações macroeconômicas. Nos primeiros dois capítulos analiso modelos em que as decisões das firmas sobre seus preços praticados levam em conta custos de menu e de informação. No Capítulo 1 eu estimo tais modelos empregando estatísticas de variações de preços dos Estados Unidos, e concluo que: os custos de informação são significativamente maiores que os custos de menu; os dados claramente favorecem o modelo em que informações sobre condições agregadas são custosas enquanto que as idiossincráticas têm custo zero. No Capítulo 2 investigo as consequências de choques monetários e anúncios de desinflação usando os modelos previamente estimados. Mostro que o grau de não-neutralidade monetária é maior no modelo em que parte da informação é grátis. O Capítulo 3 é um artigo em conjunto com Carlos Carvalho (PUC-Rio) e Antonella Tutino (Federal Reserve Bank of Dallas). No artigo examinamos um modelo de fixação de preços em que firmas estão sujeitas a uma restrição de fluxo de informação do tipo Shannon. Calibramos o modelo e estudamos funções impulso-resposta a choques idiossincráticos e agregados. Mostramos que as firmas vão preferir processar informações agregadas e idiossincráticas conjuntamente ao invés de investigá-las separadamente. Este tipo de processamento gera ajustes de preços mais frequentes, diminuindo a persistência de efeitos reais causados por choques monetários.
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The produced water is a byproduct formed due to production of petroleum and carries with it a high amount of contaminants such as oil particles in suspension, organic compounds and metals. Thus, these latter pollutants are very difficult to treat because of its high solubility in water. The objective of this work is to use and evaluate a microemulsioned system to remove metals ( K , Mg , Ba , Ca , Cr , Mn , Li , Fe ) of synthetic produced water. For the extraction of metals, it was used a pseudoternary diagram containing the following phases: synthetic produced water as the aqueous phase (AP), hexane as organic phase (OP), and a cosurfactant/surfactant ratio equal to four (C/S = 4) as the third phase, where the OCS (saponified coconut oil) was used as surfactant and n-butanol as cosurfactant. The synthetic produced water was prepared in a bench scale and the region of interest in the diagram for the removal of metals was determined by experimental design called. Ten points located in the phase Winsor II were selected in an area with a large amount of water and small amounts of reagents. The samples were analyzed in atomic absorption spectrometer, and the results were evaluated through a statistical assesment, allowing the efficiency analysis of the effects and their interactions. The results showed percentages of extraction above 90% for the metals manganese, iron, chromium, calcium, barium and magnesium, and around 45% for metals lithium and potassium. The optimal point for the simultaneous removal of metals was calculated using statistical artifact multiple response function (MR). This calculation showed that the point of greatest extraction of metals occurs was the J point, with the composition [72% AP, 9% OP, 19% C/S], obtaining a global extraction percentage about 80%. Considering the aspects analyzed, the microemulsioned system has shown itself to be an effective alternative in the extraction of metals on synthetic produced water remediation
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Continuing development of new materials makes systems lighter and stronger permitting more complex systems to provide more functionality and flexibility that demands a more effective evaluation of their structural health. Smart material technology has become an area of increasing interest in this field. The combination of smart materials and artificial neural networks can be used as an excellent tool for pattern recognition, turning their application adequate for monitoring and fault classification of equipment and structures. In order to identify the fault, the neural network must be trained using a set of solutions to its corresponding forward Variational problem. After the training process, the net can successfully solve the inverse variational problem in the context of monitoring and fault detection because of their pattern recognition and interpolation capabilities. The use of structural frequency response function is a fundamental portion of structural dynamic analysis, and it can be extracted from measured electric impedance through the electromechanical interaction of a piezoceramic and a structure. In this paper we use the FRF obtained by a mathematical model (FEM) in order to generate the training data for the neural networks, and the identification of damage can be done by measuring electric impedance, since suitable data normalization correlates FRF and electrical impedance.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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The dynamics of the AFM-atomic force microscope follows a model based in a Timoshenko cantilever beam with a tip attached at the free end and acting with the surface of a sample. General boundary conditions arise when the tip is either in contact or non-contact with the surface. The governing equations are given in matrix conservative form subject to localized loads. The eigenanalysis is done with a fundamental matrix response of a damped second-order matrix differential equation. Forced responses are found by using a Galerkin approximation of the matrix impulse response. Simulations results with harmonic and pulse forcing show the filtering character and the effects of the tip-sample interaction at the end of the beam. © 2012 American Institute of Physics.
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This paper presents a new approach for damage detection in Structural Health Monitoring (SHM) systems, which is based on the Electromechanical Impedance (EMI) principle and Autoregressive (AR) models. Typical applications of EMI in SHM are based on computing the Frequency Response Function (FRF). In this work the procedure is based on the EMI principle but the results are determined through the coefficients of AR models, which are computed from the time response of PZT transducers bonded to the monitored structure, and acting as actuator and sensors at the same time. The procedure is based on exciting the PZT transducers using a wide band chirp signal and getting its time response. The AR models are obtained in both healthy and damaged conditions and used to compute statistics indexes. Practical tests were carried out in an aluminum plate and the results have demonstrated the effectiveness of the proposed method. © 2012 IEEE.
Digital filtering of oscillations intrinsic to transmission line modeling based on lumped parameters
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A correction procedure based on digital signal processing theory is proposed to smooth the numeric oscillations in electromagnetic transient simulation results from transmission line modeling based on an equivalent representation by lumped parameters. The proposed improvement to this well-known line representation is carried out with an Finite Impulse Response (FIR) digital filter used to exclude the high-frequency components associated with the spurious numeric oscillations. To prove the efficacy of this correction method, a well-established frequency-dependent line representation using state equations is modeled with an FIR filter included in the model. The results obtained from the state-space model with and without the FIR filtering are compared with the results simulated by a line model based on distributed parameters and inverse transforms. Finally, the line model integrated with the FIR filtering is also tested and validated based on simulations that include nonlinear and time-variable elements. © 2012 Elsevier Ltd. All rights reserved.
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Includes bibliography
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This paper presents a novel time domain approach for Structural Health Monitoring (SHM) systems based on Electromechanical Impedance (EMI) principle and Principal Component Coefficients (PCC), also known as loadings. Differently of typical applications of EMI applied to SHM, which are based on computing the Frequency Response Function (FRF), in this work the procedure is based on the EMI principle but all analysis is conducted directly in time-domain. For this, the PCC are computed from the time response of PZT (Lead Zirconate Titanate) transducers bonded to the monitored structure, which act as actuator and sensor at the same time. The procedure is carried out exciting the PZT transducers using a wide band chirp signal and getting their time responses. The PCC are obtained in both healthy and damaged conditions and used to compute statistics indexes. Tests were carried out on an aircraft aluminum plate and the results have demonstrated the effectiveness of the proposed method making it an excellent approach for SHM applications. Finally, the results using EMI signals in both frequency and time responses are obtained and compared. © The Society for Experimental Mechanics 2014.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)