Testing covariance stationarity

In this paper, we show that the widely used stationarity tests such as the KPSS test have power close to size in the presence of time-varying unconditional variance. We propose a new test as a complement of the existing tests. Monte Carlo experiments show that the proposed test possesses the following characteristics: (i) In the presence of unit root or a structural change in the mean, the proposed test is as powerful as the KPSS and other tests; (ii) In the presence a changing variance, the traditional tests perform badly whereas the proposed test has high power comparing to the existing tests; (iii) The proposed test has the same size as traditional stationarity tests under the null hypothesis of stationarity. An application to daily observations of return on US Dollar/Euro exchange rate reveals the existence of instability in the unconditional variance when the entire sample is considered, but stability is found in subsamples.

As Mudanças Organizacionais e seus Gestores nas Empresas na Era da Informação

In the past, the changes made in organizations were from decisions made by senior administrators and were implemented through authority and power. This sort of change doesn¿t work today because at a time when knowledge is one of the main tools for development, senior administrators need the participation of employees who directly handle strategic information for the company, having the necessary data for the conception, planning and execution of changes. Companies have begun to realize that the use of their own competent staff is the way to implement faster and more efficient strategic maneuvers. Which means, for a successful change, the whole process has to involve their employees. They have to develop efficient methods, such as, techniques for analysis, problem solution, team work, system modeling, change in attitudes and behavior, and management of the organizations culture. These methods define the professional profile of those responsible for the change. Today, each administrator must have the necessary qualifications, knowledge, and competence to identify the need for an organizational change and its introduction. In truth, each administrator is responsible for the structural change in his area and the standardization of his services.

Por que as reformas permanecem?: a trajetória gradualista de mudanças no setor de infraestrutura rodoviária no Brasil entre 1985-2010

Esta tese oferece uma explicação para a existência de políticas governamentais que não alcançam estabilidade após conjunturas críticas que afetam seu equilíbrio, enfocando a gestão da infraestrutura rodoviária no Brasil. A política do setor entrou em crise financeira e institucional em meados da década de 70, que se acentuou na década de 80, pressionando os Governos democráticos a perseguiram uma agenda de reformas que envolviam a revisão dos mecanismos de financiamento e investimento públicos, a mudança estrutural dos órgãos e competências do setor e a parceria com o mercado, através de políticas de concessões rodoviárias. Através de estudos de caso dos Governos da Nova República entre os anos de 1985 e 2010, a pesquisa responde o porquê de as reformas intentadas no setor apresentarem uma seqüência de falhas e sucesso parciais, proporcionando novos desequilíbrios e tentativas de reforma. Por intermédio do referencial teórico do institucionalismo, demonstramos que as transformações institucionais ocorridas no Brasil a partir do fim da década de 70 contribuíram para a configuração de um setor mais pluralista e sob menor autonomia dos órgãos setoriais, levando a contradições institucionais com as quais os sucessivos Governos lidaram sob dilemas estratégicos entre manter a governabilidade política e perseguir um bom desempenho. Esta interação entre um setor competitivo e estratégias políticas conduziu a um equilíbrio desarticulado, que sacrifica o desempenho setorial e demanda permanentes agendas de reformas.

Influência da composição do grupo (turma escolar), entre crianças da primeira serie do 1. grau, sobre a estrutura sócio-afetiva

Neste estudo discutem-se as influências da forma de composição do grupo (turma escolar), entre crianças da primeira série do 1º Grau, em função da maturidade necessária à aprendizagem da leitura e da escrita, relativamente à estrutura e mudança da estrutura sócio-afetiva. O problema teve origem no questionamento em torno do valor da prática e suas possíveis influências sobre o desenvolvimento social da criança que, por volta dos sete anos de idade - coincidindo com a entrada para a escola - é mais fortemente incrementado. O suporte teórico do estudo é dado pela Teoria de Campo de Kurt Lewin. O percentual de indicações positivas (PIP) , o percentual de indicações negativas (PIN) , o destaque da posição sociométrica (D), a qualidade do destaque (Qd) , e a mudança das posições sociométricas dos indivíduos nos grupos (MPS) , - constituiram-se em indicadores da variável composição do grupo. Do estudo realizado conclui-se que as formas homogênea e heterogênea de composição do grupo influenciaram de maneira não significativamente diferente em relação à estrutura e a mudança da estrutura sócio-afetiva do grupo, sendo, portanto, injustificada a prática da homogeneização das classes escolares em relação a estes aspectos.

Testing covariance stationarity

In this paper, we show that the widely used stationarity tests such as the KPSS test has power close to size in the presence of time-varying unconditional variance. We propose a new test as a complement of the existing tests. Monte Carlo experiments show that the proposed test possesses the following characteristics: (i) In the presence of unit root or a structural change in the mean, the proposed test is as powerful as the KPSS and other tests; (ii) In the presence a changing variance, the traditional tests perform badly whereas the proposed test has high power comparing to the existing tests; (iii) The proposed test has the same size as traditional stationarity tests under the null hypothesis of covariance stationarity. An application to daily observations of return on US Dollar/Euro exchange rate reveals the existence of instability in the unconditional variance when the entire sample is considered, but stability is found in sub-samples.

Essays on economic growth

A fundamental question in development economics is why some economies are rich and others poor. To illustrate the income per capita gap across economies consider that the average gross domestic product (GDP) per capita of the richest 10 percent of economies in the year 2010 was a factor of 40-fold that of the poorest 10 percent of economies. In other words, the average person in a rich economy produces in just over 9 days what the average person in a poor economy produces in an entire year. What are the factors that can explain this difference in standard of living across the world today? With this in view, this dissertation is a conjunction of three essays on the economic growth field which we seek a possible responses to this question. The first essay investigates the existence of resource misallocation in the Brazilian manufacturing sector and measures possible distortions in it. Using a similar method of measurement to the one developed by Hsieh and Klenow (2009) and firm-level data for 1996-2011 we find evidence of misallocation in the manufacturing sector during the observed period. Moreover, our results show that misallocation has been growing since 2005, and it presents a non-smooth dynamic. Significantly, we find that the Brazilian manufacturing sector operates at about 50% of its efficient product. With this, if capital and labor were optimally reallocated between firms and sectors we would obtain an aggregate output growth of approximately 110-180% depending on the mode in which the capital share is measured. We also find that the economic crisis did not have a substantial effect on the total productivity factor or on the sector's misallocation. However, small firms in particular seem to be strongly affected in a global crisis. Furthermore, the effects described would be attenuated if we consider linkages and complementarity effects among sectors. Despite Brazil's well-known high tax burden, there is not evidence that this is the main source of resource misallocation. Moreover, there is a distinct pattern of structural change between the manufacturing sectors in industrialized countries and those in developing countries. Therefore, the second essay demonstrate that this pattern differs because there are some factors that distort the relative prices and also affect the output productivity. For this, we present a multi-sector model of economic growth, where distortions affect the relative prices and the allocation of inputs. This phenomenon imply that change of the production structure or perpetuation of the harmful structures to the growth rate of aggregate output. We also demonstrate that in an environment with majority decision, this distortion can be enhanced and depends on the initial distribution of firms. Furthermore, distortions in relative prices would lead to increases in the degree of misallocation of resources, and that imply that there are distinct patterns of structural changes between economies. Finally, the calibrated results of the framework developed here converge with the structural change observed in the firm-level data of the Brazilian manufacturing sector. Thereafter, using a cross-industry cross-country approach, the third essay investigates the existence of an optimal level of competition to enhance economic growth. With that in mind, we try to show that this optimal level is different from industrialized and under development economies due to the technology frontier distance, the terms of trade, and each economy's idiosyncratic characteristics. Therefore, the difference in competition industry-country level is a channel to explain the output for worker gap between countries. The theoretical and empirical results imply the existence of an inverted-U relationship between competition and growth: starting for an initially low level of competition, higher competition stimulates innovation and output growth; starting from a high initial level of competition, higher competition has a negative effect on innovation and output growth. Given on average industries in industrialized economies present higher competition level. With that if we control for the terms of trade and the industry-country fixed effect, if the industries of the developing economy operated under the same competition levels as of the industrialized ones, there is a potential increase of output of 0.2-1.0% per year. This effect on the output growth rate depends on the competition measurement used.

Relation among optical, thermal and thermo-optical properties and niobium concentration in tellurite glasses

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Cooperação técnica internacional: aportes teóricos

Induzidos por uma mudança estrutural na dinâmica da sociedade internacional, muitos municípios, por meio do exercício da chamada paradiplomacia ou diplomacia federativa, vêm elaborando instrumentos de gestão municipal para captar recursos via experiências de Cooperação Técnica Internacional (CTI). Nesse contexto, o objetivo deste artigo é mapear conceitualmente o fenômeno de CTI, visando a facilitar sua compreensão e suas consequências práticas para a sociedade brasileira.

Ensino Fundamental de 9 anos: estamos preparados para implantá-lo?

A revisão da história do desenvolvimento da educação brasileira ao longo do séc. XX permite-nos observar que grande parte das alternativas implantadas com o intuito de resolver os problemas de democratização, acesso e permanência do aluno em uma escola de qualidade foram suplantadas por políticas de caráter econômico e financeiro que acabavam preterindo os aspectos pedagógicos. Com base nesta constatação, entendemos que a atual proposição de ampliação do Ensino Fundamental de 8 para 9 anos representa uma nova oportunidade para a revisão deste procedimento histórico no âmbito da sociedade brasileira. Tendo em vista que o prazo proposto para adequação de todas as escolas à lei é 2010, realizou-se uma investigação junto a 2 (dois) Núcleos Regionais de Ensino, 8 (oito) Secretarias Municipais de Educação e 12 (doze) escolas vinculadas a estes órgãos, localizadas em diferentes cidades e regiões do estado do Paraná-Brasil, com o objetivo de investigar como a referida proposta chegou às escolas, bem como de que forma as mesmas estão se preparando para este processo. Para tanto, foram realizadas entrevistas junto a representantes dos núcleos e secretarias e também, junto aos diretores e professores das escolas. Pode-se constatar que muito pouco se sabe acerca da proposta de Implantação do Ensino Fundamental de 9 anos e que pairam muitas dúvidas e preocupações sobre se a proposta não consiste somente em mais uma mudança política e estrutural, se não significa, apenas, uma antecipação da alfabetização que poderá prejudicar as crianças. Assim sendo, parece ficar evidente a precocidade da implantação de forma ampla e generalizada, antes que sejam garantidas as condições de preparação das respectivas escolas e professores.

Crystallographic and spectroscopic characterization of a molecular hinge: Conformational changes in bothropstoxin I, a dimeric Lys49 phospholipase A2 homologue

Bothropstoxin I(BthTX-I) from the venom of Bothrops jararacussu is a myotoxic phospholipase A2 (PLA2) homologue which, although catalytically inactive due to an Asp49-->Lys substitution, disrupts the integrity of lipid membranes by a Ca2+-independent mechanism, the crystal structures of two dimeric farms of BthLTX-I which diffract X-rays eo resolutions of 3.1 and 2.1 Angstrom have been determined, the monomers in both structures are related by an almost perfect twofold axis of rotation and the dimer interfaces are defined by contacts between the N-terminal alpha-helical regions and the tips of the beta-wings of partner monomers. Significant differences in the relative orientation of the monomers in the two crystal forms results in open and closed dimer conformations, Spectroscopic Investigations of BthTX-I in solution have correlated these conformational differences with changes in the intrinsic fluorescence emission of the single tryptophan residues located at the dimer interface, the possible relevance of this structural transition in the Ca2+-independent membrane damaging activity is discussed. (C) 1998 Wiley-Liss, Inc.

Characterization of BaTi1-xZrxO3 thin films obtained by a soft chemical spin-coating technique

Single-phase perovskite structure BaZrxTi1-xO3 (BZT) (0.05less than or equal toxless than or equal to0.25) thin films were deposited on Pt-Ti-SiO2-Si substrates by the spin-coating technique. The structural modifications in the thin films were studied using x-ray diffraction and micro-Raman scattering techniques. Lattice parameters calculated from x-ray data indicate an increase in lattice (a axis) with the increasing content of zirconium in these films. Such Zr substitution also result in variations of the phonon mode wave numbers, especially those of lower wave numbers, for BaZrxTi1-xO3 thin films, corroborate to the structural change caused by the zirconium doping. on the other hand, Raman modes persist above structural phase transition, although all optical modes should be Raman inactive in the cubic phase. The origin of these modes must be interpreted as a function of a local breakdown of the cubic symmetry, which could be a result of some kind of disorder. The BZT thin films exhibited a satisfactory dielectric constant close to 181-138, and low dielectric loss tan delta<0.03 at the frequency of 1 kHz. The leakage current density of the BZT thin films was studied at elevated temperatures and the data obey the Schottky emission model. Through this analysis the Schottky barrier height values 0.68, 1.39, and 1.24 eV were estimated to the BZT5, BZT15, and BZT25 thin films, respectively. (C) 2004 American Institute of Physics.

Laser weld: microstructure and corrosion study of Ag-Pd-Au-Cu alloy of the dental application

The laser Welding process was introduced into dentistry by the end of the 1980s, resulting on a great impulse to that area with the development of cheaper and smaller equipment, using simpler technique. This allowed greater use of that process on the confection of prostheses compared to the brazing process since the heat source for that process is a concentrated light beam of high power, which minimizes distortion problems on the prosthetic pieces. Ag-Pd-Au-Cu alloy used on the confection of dental implant prostheses was observed before and after subjection to the laser welding process. The microstructure was analyzed with the. use of optic microscopy and the corrosion resistance was studied by the traditional electrochemical techniques and by electrochemical impedance, under environmental conditions simulating the aggressiveness found in the mouth cavity. A structural change was detected on the weld area, which presented a refined microstructure deriving from the high-speed cooling. The base metal out of the weld area presented a fusion coarse microstructure. The electrochemical essays showed differences on the potentiodynamic polarization behavior in both weld and metal base areas, indicating superior corrosion resistance in the weld area. The impedance spectra were characterized by capacitive distorted components, presenting linear impedance in the low frequencies area. (C) 2002 Elsevier B.V. B.V. All rights reserved.

The role of hydration on the mechanism of allosteric regulation: In situ measurements of the oxygen-linked kinetics of water binding to hemoglobin

We report here the first direct measurements of changes in protein hydration triggered by a functional binding. This task is achieved by weighing hemoglobin (Hb) and myoglobin films exposed to an atmosphere of 98%, relative humidity during oxygenation. The binding of the first oxygen molecules to Hb tetramer triggers a change in protein conformation, which increases binding affinity to the remaining empty sites giving rise to the appearance of cooperative phenomena. Although crystallographic data have evidenced that this structural change increases the protein water-accessible surface area, isobaric osmotic stress experiments in aqueous cosolutions have shown that water binding is linked to Hb oxygenation. Now we show that the differential hydration between fully oxygenated and fully deoxygenated states of these proteins, determined by weighing protein films with a quartz crystal microbalance, agree with the ones determined by osmotic stress in aqueous cosolutions, from the linkage between protein oxygen affinity and water activity. The agreements prove that the changes in water activity brought about by adding osmolytes to the buffer solution shift biochemical equilibrium in proportion to the number of water molecules associated with the reaction. The concomitant kinetics of oxygen and of water binding to Hb have been also determined. The data show that the binding of water molecules to the extra protein surface exposed on the transition from the low-affinity T to the high-affinity R conformations of hemoglobin is the rate-limiting step of Hb cooperative reaction. This evidences that water binding is a crucial step on the allosteric mechanism regulating cooperative interactions, and suggests the possibility that environmental water activity might be engaged in the kinetic control of some important reactions in vivo.

On the interaction of small molecules with hemoproteins: Sperm whale myoglobin

The spin label TEMPO does not show a binding to myoglobin molecule in solution. This is probably due to the fact that this protein does not have a hydrophobic pocket large enough to accommodate the TEMPO molecule. In the crystal the spin label is bound and two kinds of spectra are observed: one isotropic and the other anisotropic. The anisotropic site is probably an intermolecular one. The correlation time for the label in the crystal is very sensitive to temperature showing a transition near 30 °C. This change can be explained as a result of the conformational change observed for myoglobin near this temperature: the motion of the spin label becomes more restricted below this temperature. Change in hydration is the probable cause of this structural change. The changes in the EPR spectra of the anisotropic label suggest that it is bound near the first layers of protein in the crystal. © 1985 Societá Italiana di Fisica.

Evolution of the fractal structure during sintering of SnO2 compacted sol-gel powder

The structural evolution during sintering of compacted SnO2 sol-gel powder was investigated using nitrogen adsorption isotherm analysis. Results show that for sintering temperatures up to 400°C the samples have a fractal pore size distribution. As the sintering temperature increases, a structural rearragement occurs, allowing an increase of the efficiency of particle packing and the reduction of fractality. Above 400°C, the pore size growth associated with grain coalescence is the main structural change observed as the sintering temperature increases. © 1995.