Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change

This paper investigates whether or not multivariate cointegrated process with structural change can describe the Brazilian term structure of interest rate data from 1995 to 2006. In this work the break point and the number of cointegrated vector are assumed to be known. The estimated model has four regimes. Only three of them are statistically different. The first starts at the beginning of the sample and goes until September of 1997. The second starts at October of 1997 until December of 1998. The third starts at January of 1999 and goes until the end of the sample. It is used monthly data. Models that allows for some similarities across the regimes are also estimated and tested. The models are estimated using the Generalized Reduced-Rank Regressions developed by Hansen (2003). All imposed restrictions can be tested using likelihood ratio test with standard asymptotic 1 qui-squared distribution. The results of the paper show evidence in favor of the long run implications of the expectation hypothesis for Brazil.

A Framework supporting collaboration on the distributed design of integrated systems

The work described in this thesis aims to support the distributed design of integrated systems and considers specifically the need for collaborative interaction among designers. Particular emphasis was given to issues which were only marginally considered in previous approaches, such as the abstraction of the distribution of design automation resources over the network, the possibility of both synchronous and asynchronous interaction among designers and the support for extensible design data models. Such issues demand a rather complex software infrastructure, as possible solutions must encompass a wide range of software modules: from user interfaces to middleware to databases. To build such structure, several engineering techniques were employed and some original solutions were devised. The core of the proposed solution is based in the joint application of two homonymic technologies: CAD Frameworks and object-oriented frameworks. The former concept was coined in the late 80's within the electronic design automation community and comprehends a layered software environment which aims to support CAD tool developers, CAD administrators/integrators and designers. The latter, developed during the last decade by the software engineering community, is a software architecture model to build extensible and reusable object-oriented software subsystems. In this work, we proposed to create an object-oriented framework which includes extensible sets of design data primitives and design tool building blocks. Such object-oriented framework is included within a CAD Framework, where it plays important roles on typical CAD Framework services such as design data representation and management, versioning, user interfaces, design management and tool integration. The implemented CAD Framework - named Cave2 - followed the classical layered architecture presented by Barnes, Harrison, Newton and Spickelmier, but the possibilities granted by the use of the object-oriented framework foundations allowed a series of improvements which were not available in previous approaches: - object-oriented frameworks are extensible by design, thus this should be also true regarding the implemented sets of design data primitives and design tool building blocks. This means that both the design representation model and the software modules dealing with it can be upgraded or adapted to a particular design methodology, and that such extensions and adaptations will still inherit the architectural and functional aspects implemented in the object-oriented framework foundation; - the design semantics and the design visualization are both part of the object-oriented framework, but in clearly separated models. This allows for different visualization strategies for a given design data set, which gives collaborating parties the flexibility to choose individual visualization settings; - the control of the consistency between semantics and visualization - a particularly important issue in a design environment with multiple views of a single design - is also included in the foundations of the object-oriented framework. Such mechanism is generic enough to be also used by further extensions of the design data model, as it is based on the inversion of control between view and semantics. The view receives the user input and propagates such event to the semantic model, which evaluates if a state change is possible. If positive, it triggers the change of state of both semantics and view. Our approach took advantage of such inversion of control and included an layer between semantics and view to take into account the possibility of multi-view consistency; - to optimize the consistency control mechanism between views and semantics, we propose an event-based approach that captures each discrete interaction of a designer with his/her respective design views. The information about each interaction is encapsulated inside an event object, which may be propagated to the design semantics - and thus to other possible views - according to the consistency policy which is being used. Furthermore, the use of event pools allows for a late synchronization between view and semantics in case of unavailability of a network connection between them; - the use of proxy objects raised significantly the abstraction of the integration of design automation resources, as either remote or local tools and services are accessed through method calls in a local object. The connection to remote tools and services using a look-up protocol also abstracted completely the network location of such resources, allowing for resource addition and removal during runtime; - the implemented CAD Framework is completely based on Java technology, so it relies on the Java Virtual Machine as the layer which grants the independence between the CAD Framework and the operating system. All such improvements contributed to a higher abstraction on the distribution of design automation resources and also introduced a new paradigm for the remote interaction between designers. The resulting CAD Framework is able to support fine-grained collaboration based on events, so every single design update performed by a designer can be propagated to the rest of the design team regardless of their location in the distributed environment. This can increase the group awareness and allow a richer transfer of experiences among them, improving significantly the collaboration potential when compared to previously proposed file-based or record-based approaches. Three different case studies were conducted to validate the proposed approach, each one focusing one a subset of the contributions of this thesis. The first one uses the proxy-based resource distribution architecture to implement a prototyping platform using reconfigurable hardware modules. The second one extends the foundations of the implemented object-oriented framework to support interface-based design. Such extensions - design representation primitives and tool blocks - are used to implement a design entry tool named IBlaDe, which allows the collaborative creation of functional and structural models of integrated systems. The third case study regards the possibility of integration of multimedia metadata to the design data model. Such possibility is explored in the frame of an online educational and training platform.

Consolidação bancária e a performance dos bancos pequenos no Brasil

A indústria bancária brasileira foi transformada nas últimas décadas em meio a um fenômeno conhecido como consolidação, que marca uma concentração do mercado em poucas instituições. O objetivo do trabalho é testar empiricamente quais as causas desse processo no Brasil. As duas hipóteses testadas foram formuladas por Berger, Dick et al. (2007): a hipótese da eficiência indica que avanços tecnológicos melhoram a competitividade dos grandes em relação aos pequenos. Deste modo, os resultados dos pequenos são sacrificados por esse fator. Por outro lado, a hipótese da arrogância afirma que os administradores realizam fusões e aquisições pelos maiores bônus dos grandes conglomerados, mas as deseconomias de escala são superiores aos ganhos competitivos da tecnologia e, com o tempo, os pequenos passam a competir em vantagem. Modelos de dados em painel foram utilizados para testar se houve pressões competitivas durante o processo de consolidação. A conclusão foi de que a hipótese da eficiência explica melhor empiricamente o fenômeno brasileiro, assim como o norte-americano. A pressão para diminuição de receitas financeiras foi o fator determinante para que os bancos pequenos sofressem efeitos deletérios com o aumento do peso dos grandes na indústria.

Distribuição espacial de Toxoptera citricida (Kirkaldy) (Hemiptera: Aphididae) na cultura de citros

O estudo da distribuição espacial de pragas é fundamental para elaboração de planos de amostragem para o uso do manejo integrado de pragas. Para o afídeo Toxoptera citricida (Kirkaldy), estudou-se a distribuição espacial em talhões de pomares de citros comerciais de laranja-doce [Citrus sinensis (L.) Osbeck] da variedade Pêra, com 5; 9 e 15 anos de idade, durante o período de setembro de 2004 a abril de 2005. Foram realizadas 14 amostragens de número de T. citricida em intervalos aproximados de 15 dias entre as mesmas, utilizando-se de armadilhas adesivas de cor amarela (0,11 x 0,11 m) fixadas à planta, a 1,5 m de altura aproximadamente. As armadilhas foram distribuídas na área, a cada cinco plantas na linha, em linhas alternadas, totalizando 137 armadilhas no talhão com 5 anos, 140 no talhão com 9 anos e 80 no talhão com 15 anos. Os índices de dispersão utilizados foram: razão variância média (I), índice de Morisita (Idelta), coeficiente de Green (Cx) e expoente k da distribuição Binomial Negativa. O índice que melhor representou a agregação do pulgão foi o expoente k da distribuição Binomial Negativa, e a distribuição binomial negativa foi o modelo que melhor se ajustou aos dados. Através destas análises, verificou-se que a maioria das amostragens apresentou uma distribuição agregada da população de T. citricida.

ATIVIDADE MICROBIANA E PROPRIEDADES BIOQUÍMICAS do SOLO RESULTANTES da APLICAÇÃO DE GESSO AGRÍCOLA NA CULTURA do REPOLHO

Conselho Nacional do Desenvolvimento Científico e Tecnológico (CNPq)

Resistance of cattle of various genetic groups to the tick Rhipicephalus microplus and the relationship with coat traits

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Secagem de grãos de girassol em leito fixo e em leito de jorro

This work studies two methods for drying sunflower grains grown in the western region of Rio Grande do Norte, in the premises of the Instituto Federal de Educação, Ciência e Tecnologia do Rio Grande do Norte - IFRN - Campus Apodi. This initiative was made because of the harvested grain during the harvest, being stored in sheds without any control of temperature, humidity etc. Therewith, many physical, chemical and physiological characteristics are compromised and grains lose much quality for oil production as their germination power. Taking into account that most of the stored grain is used for replanting, the studied methods include drying of grains in a thin layer using an oven with air circulation (fixed bed) and drying in a spouted bed. It was studied the drying of grains in natura, i.e., newly harvested. The fixed bed drying was carried out at temperatures of 40, 50, 60 and 70°C. Experiments in spouted bed were performed based on an experimental design, 2² + 3, with three replications at the central point, where the independent variables were grains load (1500, 2000 and 2500 g) and the temperature of the inlet air (70, 80, and 90 °C), obtaining the drying and desorption equilibrium isotherms. Previously, the characteristic curves of the bed were obtained. Both in the fixed bed as in the spouted bed, drying and desorption curves were obtained by weighing the grains throughout the experiments and measurements of water activity, respectively. The grains drying in the spouted bed showed good results with significant reduction of processing time. The models of FICK and PAGE were fitted to the experimental data, models which will represent the drying of grains both in the fixed bed as in the spouted bed. The desorption curves showed no influence of the processing temperature in the hygroscopic characteristics of the grains. The models of GAB, OSWIN and LUIKOV could well represent the desorption isotherms

Resistance of beef cattle of two genetic groups to ectoparasites and gastrointestinal nematodes in the state of São Paulo, Brazil

The resistance to infestations by ectoparasites and infections by gastrointestinal nematodes was studied in 45 animals (males and females) of two genetic groups: purebred Nelore (NI, n=28) and Three-Cross (1/2 Angus+1/4 Canchim+1/4 Nelore - TC, n=17). The animals were monitored for 24months, during which they were left to graze in tropical pastures without receiving treatment for parasites. Each month the animals were examined for infestations by external parasites, to count the numbers of cattle ticks Rhipicephalus microplus with diameter greater than 4.5mm present on the left side, horn flies (Haematobia irritans) present in the lumbar region and botfly larvae (Dermatobia hominis) present on the entire body. The H. irritans counts were performed with the aid of digital photographs. At the time of examination, fecal samples were collected to count the eggs per gram (EPG) and to perform coprocultures, and peripheral blood samples were drawn to determine the packed cell volume (PCV) and to count the eosinophils. For statistical analysis, the count data were transformed into log10 (n+1), where n is the number of parasites. For PCV, significant effects (P<0.05) were found for collection month (CO), genetic group (GG) and gender (SX), with means and respective standard errors of 41.5±0.65% for the NI animals, 39.3±0.83% for the TC, 41.5±0.72% for the females and 39.3±0.77% for the males. Regarding the eosinophil counts, only the effect of sex was significant (P<0.01), with means and respective standard errors of 926.0±46.2/μL, for males and 1088.0±43.8/μL of blood, for females. The NI animals presented lower mean counts for all the external parasites compared to the TC animals (P<0.01). For ticks, the transformed means followed by standard errors for the NI and TC animals were 0.06±0.01 and 0.34±0.02, while for horn flies these were 0.92±0.05 and 1.36±0.06 and for botfly larvae they were 0.05±0.03 and 0.45±0.05, respectively. The average EPG values were only influenced by CO (P<0.01). The coprocultures revealed the presence of the following endoparasites: Haemonchus spp., Cooperia spp., Oesophagostomum spp. and Trichostrongylus spp., the last in smaller proportion. There were no significant differences between the genetic groups for the endoparasite loads, except for Cooperia spp., which were present in greater number (P<0.05) in the NI group. The results obtained in this experiment confirm previous findings of greater susceptibility of the Nelore breed to Cooperia spp. and high resistance to ectoparasites. © 2013 Elsevier B.V.

Dryinidae (Hymenoptera, Chrysidoidea) da estação ecológica de Jataí, Luiz Antônio, SP, Brasil

Pós-graduação em Agronomia (Entomologia Agrícola) - FCAV

Density, Refractive Index, Apparent Specific Volume, and Electrical Conductivity of Aqueous Solutions of Poly(ethylene glycol) 1500 at Different Temperatures

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Distribuição espacial do percevejo-marrom, Euschistus heros (Fabricius, 1798) (Heteroptera: Pentatomidae), na cultura da soja, utilizando geoestatística

Pós-graduação em Agronomia (Produção Vegetal) - FCAV

Genetic parameters and investigation of genotype x environment interactions in Nellore x Hereford crossbred for resistance to cattle ticks in different regions of Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Modelos lineares generalizados mistos e equações de estimação generalizadas para dados binário aplicados em anestesiologia veterinária

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Recent shift from forest to savanna burning in the Amazon Basin observed by satellite

The numbers of fires detected on forest, savanna and transition lands during the 2002-10 biomass burning seasons in Amazonia are shown using fire count data and co-located land cover classifications from the Moderate Resolution Imaging Spectroradiometer (MODIS). The ratio of forest fires to savanna fires has varied substantially over the study period, with a maximum ratio of 0.65:1 in 2005 and a minimum ratio of 0.27:1 in 2009, with the four lowest years occurring in 2007-10. The burning during the droughts of 2007 and 2010 is attributed to a higher number of savanna fires relative to the drought of 2005. A decrease in the regional mean single scattering albedo of biomass burning aerosols, consistent with the shift from forest to savanna burning, is also shown. During the severe drought of 2010, forest fire detections were lower in many areas compared with 2005, even though the drought was more severe in 2010. This result suggests that improved fire management practices, including stricter burning regulations as well as lower deforestation burning, may have reduced forest fires in 2010 relative to 2005 in some areas of the Amazon Basin.

Measurement of Direct Photons in Au plus Au Collisions at root s(NN)=200 GeV

We report the measurement of direct photons at midrapidity in Au + Au collisions at root s(NN) = 200 GeV. The direct photon signal was extracted for the transverse momentum range of 4 GeV/c < pT < 22 GeV/c, using a statistical method to subtract decay photons from the inclusive photon sample. The direct photon nuclear modification factor R-AA was calculated as a function of p(T) for different Au + Au collision centralities using the measured p + p direct photon spectrum and compared to theoretical predictions. R-AA was found to be consistent with unity for all centralities over the entire measured pT range. Theoretical models that account for modifications of initial direct photon production due to modified parton distribution functions in Au and the different isospin composition of the nuclei predict a modest change of R-AA from unity. They are consistent with the data. Models with compensating effects of the quark-gluon plasma on high-energy photons, such as suppression of jet-fragmentation photons and induced-photon bremsstrahlung from partons traversing the medium, are also consistent with this measurement.