A habilidade preditiva e os impactos dos choques na política monetária e no câmbio: comparações entre modelos DSGE, VAR e BVAR estimados para o Brasil

Este artigo compara a habilidade preditiva foradaamostra de um modelo DSGE (DynamicStochastic General EquilibriumModel)Novo-Keynesiano, especificado e estimado para o Brasil, com a de um modelo Autorregressivo Vetorial (VAR) e com a de um modelo AutorregressivoVetorial Bayesiano (BVAR). O artigo inova em relação a outros trabalhos similares feitos para o Brasil (Castro et al. (2011) e Caetano e Moura (2013)), ao escolher uma especificação para o modelo DSGE que, ao permitir o uso de um conjunto de informação mais rico, tornou possível computar-se a habilidade preditiva do DSGE a partir de previsões que são,verdadeiramente,previsõesfora da amostra. Ademais, diferentemente de outros artigos que utilizaram dados brasileiros, avalia-se em que medida as respostas das variáveis aos choques na política monetária e no câmbio, obtidas pelo modelo DSGE, se assemelham àquelas de um BVAR estimado através de procedimentos bayesianos desenvolvidos de forma consistente. O modelo DSGE estimado é similar ao utilizado por Justiniano e Preston (2010) e Alpanda (2010). O modelo BVAR foi estimado utilizando uma metodologia semelhante à desenvolvida por Sims e Zha (1998), Waggoner e Zha (2003) e Ramírez, Waggoner e Zha (2007).Os resultados obtidos mostram que o modelo DSGE é capaz de gerar, para algumas variáveis, previsões competitivas em relação às dos outros modelos rivais VAR e BVAR. Além disso, as respostas das variáveis aos choques nas políticas monetária e cambial, nos modelos DSGE e BVAR, são bastante similares.

Multiple maternal origins of chickens: Out of the Asian jungles

Domestic chickens have long been important to human societies for food, religion, entertainment, and decorative uses, yet the origins and phylogeography of chickens through Eurasia remain uncertain. Here, we assessed their origins and phylogeographic hist

Transcription of multi-genre media archives using out-of-domain data

We describe our work on developing a speech recognition system for multi-genre media archives. The high diversity of the data makes this a challenging recognition task, which may benefit from systems trained on a combination of in-domain and out-of-domain data. Working with tandem HMMs, we present Multi-level Adaptive Networks (MLAN), a novel technique for incorporating information from out-of-domain posterior features using deep neural networks. We show that it provides a substantial reduction in WER over other systems, with relative WER reductions of 15% over a PLP baseline, 9% over in-domain tandem features and 8% over the best out-of-domain tandem features. © 2012 IEEE.

Characterization and deformation response of orthotropic fibre networks with auxetic out-of-plane behaviour

In the present paper, highly porous fibre networks made of 316L fibres, with different fibre volume fractions, are characterized in terms of network architecture, elastic constants and fracture energies. Elastic constants are measured using quasi-static mechanical and modal vibration testing, yielding local and globally averaged properties, respectively. Differences between quasi-static and dynamic elastic constants are attributed to through-thickness shear effects. Regardless of the method employed, networks show signs of material inhomogeneity at high fibre densities, in agreement with X-ray nanotomography results. Strong auxetic (or negative Poisson's ratio) behaviour is observed in the through-thickness direction, which is attributed to fibre kinking induced during processing. Measured fracture energies are compared with model predictions incorporating information about in-plane fibre orientation distribution, fibre volume fraction and single fibre work of fracture. Experimental values are broadly consistent with model predictions, based on the assumption that this energy is primarily associated with plastic deformation of individual fibres within a process zone of the same order as the inter-joint spacing. © 2013 Published by Elsevier Ltd. on behalf of Acta Materialia Inc. All rights reserved.

Entanglement degree of electron pairs out of Andreev reflection

We study the entanglement degree of electron pairs emitted from an s-wave Superconductor, which Couples to two normal leads via a single-level quantum dot. Within the framework of scattering matrix theory. the concurrence is used to quantify the entanglement. And the result shows that the entanglement degree is generally influenced by the initial separation of the two electrons in a Cooper pair and the normal transmission eigenvalues T-1, T-2. But it is only determined by the eigenvalues in the tunnelling limit, T-1. T-2 << 1, what is more. it is measurable. (C) 2008 Elsevier B.V. All rights reserved.

Diffractive Grating Based Out-of-Plane Coupling between Silicon Nanowire and Optical Fiber

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Burning a hole in the budget: tobacco spending and its crowd-out of other goods.

Smoking is an expensive habit. Smoking households spend, on average, more than $US1000 annually on cigarettes. When a family member quits, in addition to the former smoker's improved long-term health, families benefit because savings from reduced cigarette expenditures can be allocated to other goods. For households in which some members continue to smoke, smoking expenditures crowd-out other purchases, which may affect other household members, as well as the smoker. We empirically analyse how expenditures on tobacco crowd-out consumption of other goods, estimating the patterns of substitution and complementarity between tobacco products and other categories of household expenditure. We use the Consumer Expenditure Survey data for the years 1995-2001, which we complement with regional price data and state cigarette prices. We estimate a consumer demand system that includes several main expenditure categories (cigarettes, food, alcohol, housing, apparel, transportation, medical care) and controls for socioeconomic variables and other sources of observable heterogeneity. Descriptive data indicate that, comparing smokers to nonsmokers, smokers spend less on housing. Results from the demand system indicate that as the price of cigarettes rises, households increase the quantity of food purchased, and, in some samples, reduce the quantity of apparel and housing purchased.

Expression signatures of TP53 mutations in serous ovarian cancers.

BACKGROUND: Mutations in the TP53 gene are extremely common and occur very early in the progression of serous ovarian cancers. Gene expression patterns that relate to mutational status may provide insight into the etiology and biology of the disease. METHODS: The TP53 coding region was sequenced in 89 frozen serous ovarian cancers, 40 early stage (I/II) and 49 advanced stage (III/IV). Affymetrix U133A expression data was used to define gene expression patterns by mutation, type of mutation, and cancer stage. RESULTS: Missense or chain terminating (null) mutations in TP53 were found in 59/89 (66%) ovarian cancers. Early stage cancers had a significantly higher rate of null mutations than late stage disease (38% vs. 8%, p < 0.03). In advanced stage cases, mutations were more prevalent in short term survivors than long term survivors (81% vs. 30%, p = 0.0004). Gene expression patterns had a robust ability to predict TP53 status within training data. By using early versus late stage disease for out of sample predictions, the signature derived from early stage cancers could accurately (86%) predict mutation status of late stage cancers. CONCLUSIONS: This represents the first attempt to define a genomic signature of TP53 mutation in ovarian cancer. Patterns of gene expression characteristic of TP53 mutation could be discerned and included several genes that are known p53 targets or have been described in the context of expression signatures of TP53 mutation in breast cancer.

TRANSCENDING FACH: A SEARCH FOR IDENTITY INSIDE AND OUT OF MEZZO-SOPRANO REPERTOIRE

The German Fach system is a tool to classify voices in classical singing. This dissertation comprises three different programs that reflect my search for identity as a mezzo-soprano and my desire to transcend the limitations of Fach. The three programs, all presented at The Clarice Performing Arts Center, contain repertoire written for male and female voices thus allowing me to explore areas outside of the mezzo-soprano Fach, gain a better understanding of the Fach system and guide me as I strive to become a more mature performer. In my first program, I sang the role of Sesto, a role that was composed originally for a castrate, in the opera La Clemenza di Tito by W.A. Mozart. The Maryland Opera Studio production took place April 30, May 2,4&6,2003. Performing this gender-bending role provided an experience of physical behavior from the male view point along with the demands of coloratura singing. Program two (November 30,2004) contained the song cycle Dichterliebe by Robert Schumann and songs by Ludwig van Beethoven, Franz Schubert and Felix Mendelssohn, which are usually sung by male voices. This program experimented with extended range, tessitura and a gender-bending performance in the art song arena. 8 In program three (April 21 &23,2005), I sang the contralto role of Cornelia from Giulio Cesare in Egitto by George Frederic Handel. The role of Cornelia is psychologically complex, expressing emotions such as love, melancholy, rage, malice, joy and fear. To convey these emotions a voice needs warmth and darkness of quality. Although the range is close to that of the mezzo-soprano, Handel wrote Cornelia for contralto voice because he wanted a dark timbre and this role allowed me to develop my lower register and manage suitable ornamentations. The programs are documented in a digital format available on compact disc and are accompanied by the oral presentation at the defense of this dissertation.

Local likelihood smoothing of sample extremes

Trends in sample extremes are of interest in many contexts, an example being environmental statistics. Parametric models are often used to model trends in such data, but they may not be suitable for exploratory data analysis. This paper outlines a semiparametric approach to smoothing example extremes, based on local polynomial fitting of the generalized extreme value distribution and related models. The uncertainty of fits is assessed by using resampling methods. The methods are applied to data on extreme temperatures and on record times for the womens 3000m race.

We could make a meal out of nothing: contested explanations of inequalities in health

This paper reports on the qualitative findings from a comparative study of public health and lifestyles in South East England and Northern France, regions with similar geographic and economic characteristics. Data from health surveys showed that both countries had an increasing BMI with age, particularly in Northern France. This was despite the finding that the percentage eating fresh fruit and vegetable at least five days a week in Northern France increased with age (from well over 50% to over 90%) compared to around 50% to around 75% in South East England. Qualitative data on health inequalities and how they could be addressed were gathered by focus groups sampling from five tiers using the Townsend Index for comparability (14 in England with 106 participants overall; 13 in France with 143 participants). Both had about two thirds women participants, with a preponderance of middle aged and older people. There was a striking difference in the salience of diet between the two countries; in the French data it was raised only 14 times, whereas in England there were 165 occurrences, and these were often distinguished by their use of narrative. Older respondents contrasted the pressures on families today and the expense of fresh fruit and vegetables with their own childhood or childrearing, when cheap meals could be created using skills which have now been lost. These data therefore provide further evidence that providing food is a moral activity.