Durable Goods, Inter-Sectoral Linkages and Monetary Policy

Barsky, House and Kimball (2007) show that introducing durable goods into a sticky-price model leads to negative sectoral comovement of production following a monetary policy shock and, under certain conditions, to aggregate neutrality. These results appear to undermine sticky-price models. In this paper, we show that these results are not robust to two prominent and realistic features of the data, namely input-output interactions and limited mobility of productive inputs. When extended to allow for both features, the sticky-price model with durable goods delivers implications in line with VAR evidence on the effects of monetary policy shocks.

Le financement public de l’enseignement supérieur et ses impacts au Pérou : une analyse longitudinale (1993 – 2003)

Cette recherche porte sur le financement public de l’enseignement supérieur au Pérou et ses impacts dans une perspective longitudinale couvant la période 1993-2003. Cette période est importante parce qu’elle a été témoin, dans ce pays, de changements majeurs aux plans du financement public et de la configuration du système d’enseignement supérieur. La recherche consiste principalement dans des analyses secondaires de données pertinentes publiées par des organismes nationaux et internationaux. Les analyses sont structurées à partir d’un schéma d’inputs et outputs. On considère comme inputs les ressources financières et les ressources humaines, lesquelles comprennent les professeurs et les étudiants, et comme outputs les taux de diplomation (efficacité interne) et la demande de diplômés par le marché du travail (efficacité externe). La théorie de la dépendance de ressources sert de cadre pour interpréter les rapports entre le financement public et ses incidences sur les réponses institutionnels et ses conséquences. Dans la période retenue, le financement du secteur public a décru de 32% en raison d’un désengagement progressif de l’État. Une conséquence majeure de la diminution du financement public a été la croissance rapide du secteur privé de l’enseignement supérieur. En effet, alors qu’en 1993 il y avait 24 institutions privées d’enseignement supérieur, il y en avait, en 2003, 46 institutions. La baisse du financement public et la croissance du secteur privé d’enseignement supérieur ont eu des incidences sur la sélectivité des étudiants, sur le statut des professeurs, sur l’implication des universités en recherche et sur les taux de diplomation. Le taux de sélectivité dans le secteur public a augmenté entre 1993 et 2003, alors que ce taux a diminué, dans la même période, dans le secteur privé. Ainsi, le secteur public répond à la diminution du financement en restreignant l’accès à l’enseignement supérieur. Le secteur privé, par contre, diminue sa sélectivité compensant ainsi l’augmentation de la sélectivité dans le secteur public et, par le fait même, augmente sa part de marché. Également, tant dans le secteur public que dans le secteur privé, les professeurs sont engagés principalement sur une base temporaire, ce qui se traduit, particulièrement dans le secteur privé, dans un moindre engagement institutionnel. Enfin, les universités publiques et privées du Pérou font peu de recherche, car elles favorisent, pour balancer leurs budgets, la consultation et les contrats au détriment de la recherche fondamentale. Paradoxalement, alors que, dans le secteur privé, les taux de sélectivité des étudiants diminuent, leurs taux de diplomation augmentent plus que dans le secteur public. Enfin, les formations avec plus d’étudiants inscrits, tant dans le secteur public que privé, sont les moins coûteuses en infrastructure et équipements. Dès lors, la pertinence de la production universitaire devient problématique. Cette recherche révèle que les organisations universitaires, face à un environnement où les ressources financières deviennent de plus en plus rares, développent des stratégies de survie qui peuvent avoir des incidences sur la qualité et la pertinence de l’enseignement supérieur.

Development and Evaluation of Blind Identification Techniques for Nonlinear Systems

Identification and Control of Non‐linear dynamical systems are challenging problems to the control engineers.The topic is equally relevant in communication,weather prediction ,bio medical systems and even in social systems,where nonlinearity is an integral part of the system behavior.Most of the real world systems are nonlinear in nature and wide applications are there for nonlinear system identification/modeling.The basic approach in analyzing the nonlinear systems is to build a model from known behavior manifest in the form of system output.The problem of modeling boils down to computing a suitably parameterized model,representing the process.The parameters of the model are adjusted to optimize a performanace function,based on error between the given process output and identified process/model output.While the linear system identification is well established with many classical approaches,most of those methods cannot be directly applied for nonlinear system identification.The problem becomes more complex if the system is completely unknown but only the output time series is available.Blind recognition problem is the direct consequence of such a situation.The thesis concentrates on such problems.Capability of Artificial Neural Networks to approximate many nonlinear input-output maps makes it predominantly suitable for building a function for the identification of nonlinear systems,where only the time series is available.The literature is rich with a variety of algorithms to train the Neural Network model.A comprehensive study of the computation of the model parameters,using the different algorithms and the comparison among them to choose the best technique is still a demanding requirement from practical system designers,which is not available in a concise form in the literature.The thesis is thus an attempt to develop and evaluate some of the well known algorithms and propose some new techniques,in the context of Blind recognition of nonlinear systems.It also attempts to establish the relative merits and demerits of the different approaches.comprehensiveness is achieved in utilizing the benefits of well known evaluation techniques from statistics. The study concludes by providing the results of implementation of the currently available and modified versions and newly introduced techniques for nonlinear blind system modeling followed by a comparison of their performance.It is expected that,such comprehensive study and the comparison process can be of great relevance in many fields including chemical,electrical,biological,financial and weather data analysis.Further the results reported would be of immense help for practical system designers and analysts in selecting the most appropriate method based on the goodness of the model for the particular context.

Relations and Transductions Realized by Restarting Automata

Gegenstand der vorliegenden Arbeit ist die Analyse verschiedener Formalismen zur Berechnung binärer Wortrelationen. Dabei ist die Grundlage aller hier ausgeführten Betrachtungen das Modell der Restart-Automaten, welches 1995 von Jancar et. al. eingeführt wurde. Zum einen wird das bereits für Restart-Automaten bekannte Konzept der input/output- und proper-Relationen weiterführend untersucht, sowie auf Systeme von zwei parallel arbeitenden und miteinander kommunizierenden Restart-Automaten (PC-Systeme) erweitert. Zum anderen wird eine Variante der Restart-Automaten eingeführt, die sich an klassischen Automatenmodellen zur Berechnung von Relationen orientiert. Mit Hilfe dieser Mechanismen kann gezeigt werden, dass einige Klassen, die durch input/output- und proper-Relationen von Restart Automaten definiert werden, mit den traditionellen Relationsklassen der Rationalen Relationen und der Pushdown-Relationen übereinstimmen. Weiterhin stellt sich heraus, dass das Konzept der parallel kommunizierenden Automaten äußerst mächtig ist, da bereits die Klasse der proper-Relationen von monotonen PC-Systemen alle berechenbaren Relationen umfasst. Der Haupteil der Arbeit beschäftigt sich mit den so genannten Restart-Transducern, welche um eine Ausgabefunktion erweiterte Restart-Automaten sind. Es zeigt sich, dass sich insbesondere dieses Modell mit seinen verschiedenen Erweiterungen und Einschränkungen dazu eignet, eine umfassende Hierarchie von Relationsklassen zu etablieren. In erster Linie seien hier die verschiedenen Typen von monotonen Restart-Transducern erwähnt, mit deren Hilfe viele interessante neue und bekannte Relationsklassen innerhalb der längenbeschränkten Pushdown-Relationen charakterisiert werden. Abschließend wird, im Kontrast zu den vorhergehenden Modellen, das nicht auf Restart-Automaten basierende Konzept des Übersetzens durch Beobachtung ("Transducing by Observing") zur Relationsberechnung eingeführt. Dieser, den Restart-Transducern nicht unähnliche Mechanismus, wird im weitesten Sinne dazu genutzt, einen anderen Blickwinkel auf die von Restart-Transducern definierten Relationen einzunehmen, sowie eine obere Schranke für die Berechnungskraft der Restart-Transducer zu gewinnen.

Certified Rapid Solution of Parametrized Linear Elliptic Equations: Application to Parameter Estimation

We present a technique for the rapid and reliable evaluation of linear-functional output of elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly uniformly convergent reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N (optimally) selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs; and (iii) offline/online computational procedures — stratagems that exploit affine parameter dependence to de-couple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output and associated error bound — depends only on N (typically small) and the parametric complexity of the problem. The method is thus ideally suited to the many-query and real-time contexts. In this paper, based on the technique we develop a robust inverse computational method for very fast solution of inverse problems characterized by parametrized partial differential equations. The essential ideas are in three-fold: first, we apply the technique to the forward problem for the rapid certified evaluation of PDE input-output relations and associated rigorous error bounds; second, we incorporate the reduced-basis approximation and error bounds into the inverse problem formulation; and third, rather than regularize the goodness-of-fit objective, we may instead identify all (or almost all, in the probabilistic sense) system configurations consistent with the available experimental data — well-posedness is reflected in a bounded "possibility region" that furthermore shrinks as the experimental error is decreased.

Running Climate Models On The NERC Cluster Grid Using G-Rex

Compute grids are used widely in many areas of environmental science, but there has been limited uptake of grid computing by the climate modelling community, partly because the characteristics of many climate models make them difficult to use with popular grid middleware systems. In particular, climate models usually produce large volumes of output data, and running them usually involves complicated workflows implemented as shell scripts. For example, NEMO (Smith et al. 2008) is a state-of-the-art ocean model that is used currently for operational ocean forecasting in France, and will soon be used in the UK for both ocean forecasting and climate modelling. On a typical modern cluster, a particular one year global ocean simulation at 1-degree resolution takes about three hours when running on 40 processors, and produces roughly 20 GB of output as 50000 separate files. 50-year simulations are common, during which the model is resubmitted as a new job after each year. Running NEMO relies on a set of complicated shell scripts and command utilities for data pre-processing and post-processing prior to job resubmission. Grid Remote Execution (G-Rex) is a pure Java grid middleware system that allows scientific applications to be deployed as Web services on remote computer systems, and then launched and controlled as if they are running on the user's own computer. Although G-Rex is general purpose middleware it has two key features that make it particularly suitable for remote execution of climate models: (1) Output from the model is transferred back to the user while the run is in progress to prevent it from accumulating on the remote system and to allow the user to monitor the model; (2) The client component is a command-line program that can easily be incorporated into existing model work-flow scripts. G-Rex has a REST (Fielding, 2000) architectural style, which allows client programs to be very simple and lightweight and allows users to interact with model runs using only a basic HTTP client (such as a Web browser or the curl utility) if they wish. This design also allows for new client interfaces to be developed in other programming languages with relatively little effort. The G-Rex server is a standard Web application that runs inside a servlet container such as Apache Tomcat and is therefore easy to install and maintain by system administrators. G-Rex is employed as the middleware for the NERC1 Cluster Grid, a small grid of HPC2 clusters belonging to collaborating NERC research institutes. Currently the NEMO (Smith et al. 2008) and POLCOMS (Holt et al, 2008) ocean models are installed, and there are plans to install the Hadley Centre’s HadCM3 model for use in the decadal climate prediction project GCEP (Haines et al., 2008). The science projects involving NEMO on the Grid have a particular focus on data assimilation (Smith et al. 2008), a technique that involves constraining model simulations with observations. The POLCOMS model will play an important part in the GCOMS project (Holt et al, 2008), which aims to simulate the world’s coastal oceans. A typical use of G-Rex by a scientist to run a climate model on the NERC Cluster Grid proceeds as follows :(1) The scientist prepares input files on his or her local machine. (2) Using information provided by the Grid’s Ganglia3 monitoring system, the scientist selects an appropriate compute resource. (3) The scientist runs the relevant workflow script on his or her local machine. This is unmodified except that calls to run the model (e.g. with “mpirun”) are simply replaced with calls to "GRexRun" (4) The G-Rex middleware automatically handles the uploading of input files to the remote resource, and the downloading of output files back to the user, including their deletion from the remote system, during the run. (5) The scientist monitors the output files, using familiar analysis and visualization tools on his or her own local machine. G-Rex is well suited to climate modelling because it addresses many of the middleware usability issues that have led to limited uptake of grid computing by climate scientists. It is a lightweight, low-impact and easy-to-install solution that is currently designed for use in relatively small grids such as the NERC Cluster Grid. A current topic of research is the use of G-Rex as an easy-to-use front-end to larger-scale Grid resources such as the UK National Grid service.

A policy model for secure information flow

When a computer program requires legitimate access to confidential data, the question arises whether such a program may illegally reveal sensitive information. This paper proposes a policy model to specify what information flow is permitted in a computational system. The security definition, which is based on a general notion of information lattices, allows various representations of information to be used in the enforcement of secure information flow in deterministic or nondeterministic systems. A flexible semantics-based analysis technique is presented, which uses the input-output relational model induced by an attacker's observational power, to compute the information released by the computational system. An illustrative attacker model demonstrates the use of the technique to develop a termination-sensitive analysis. The technique allows the development of various information flow analyses, parametrised by the attacker's observational power, which can be used to enforce what declassification policies.

New opportunities for secure communication networks using shaped femtosecond laser pulses inducing filamentation processes in the atmosphere

The current study discusses new opportunities for secure ground to satellite communications using shaped femtosecond pulses that induce spatial hole burning in the atmosphere for efficient communications with data encoded within super-continua generated by femtosecond pulses. Refractive index variation across the different layers in the atmosphere may be modelled using assumptions that the upper strata of the atmosphere and troposphere behaving as layered composite amorphous dielectric networks composed of resistors and capacitors with different time constants across each layer. Input-output expressions of the dynamics of the networks in the frequency domain provide the transmission characteristics of the propagation medium. Femtosecond pulse shaping may be used to optimize the pulse phase-front and spectral composition across the different layers in the atmosphere. A generic procedure based on evolutionary algorithms to perform the pulse shaping is proposed. In contrast to alternative procedures that would require ab initio modelling and calculations of the propagation constant for the pulse through the atmosphere, the proposed approach is adaptive, compensating for refractive index variations along the column of air between the transmitter and receiver.

Can we really trust offshoring indices?

This paper argues that offshoring indices often measure something different than what we think they are. Using data from input-output tables of 21 European countries from 1995 to 2006 we decompose an offshoring index, distinguishing between a domestic (structural change) and an international component (imported inputs ratio). Regarding offshoring of business services, a large share of the index variation is driven by the domestic component. This is even more pronounced for overall service offshoring. In the case of material offshoring, by contrast, the international component drives the main variation of the indices. Our results therefore show that, regarding (business) services, the typical calculation of offshoring indices tends to over estimate the role of the imported inputs component, neglecting the role played by structural changes in the economy.

Cobrança pelo uso da água e o setor de saneamento no Estado de São Paulo

A partir dos objetivos propostos pelas políticas nacionais de saúde, ambientais e de saneamento básico buscou-se analisar os efeitos da cobrança pelo uso da água no setor de saneamento básico, visando identificar possíveis variações causadas por este instrumento econômico no acesso à água, na qualidade do produto ofertado e na qualidade do serviço prestado. Ainda, por se tratar de um serviço público, analisamos a performance técnica das empresas paulistas do setor de saneamento básico na prestação deste serviço por meio da metodologia Data Envelopment Analysis. Esta ferramenta resulta em um indicador de desempenho, com base na melhor relação input/output, ao estabelecer um ranking de eficiência médio a partir das práticas mais eficientes de cada unidade produtiva.

Geração de renda e ocupações na cadeia agroindustrial de castanha de caju no Rio Grande do Norte: o caso do sertão de Apodi

This work is part of the research group studying agribusiness chains, by characterizing agroindustrial chain of cashew nuts in Rio Grande do Norte, with special emphasis on Sertão de Apodi Citizenship Territory, showing their different flows and linkages and analyzes generating jobs and income in the production of this good, from the experience of COOPAPI, using as a methodology for analyzing the input-output matrix. And this is justified by the fact that Brazil is in the context as the world's fifth largest producer of cashew nuts and the production of this product focus in the Northeast, especially the Rio Grande do Norte, which is the second largest producer of region, behind only the state of Ceará, which is the largest producer in the country. Moreover, in recent years the state has increased its insertion in international markets this product, particularly the Mossoró-Assu Territory, which constitutes the largest producer in the state, particularly the municipality of Serra do Mel, which has an arrangement different yield, based on the model of integrated rural development, embodied in family farming. Nevertheless, the Sertão de Apodi Citizenship appear as the fourth among the Citizenship territories of Rio Grande do Norte in the ranking of the production of cashew nuts, but the prevailing model of Cooperatives in the Territory, based on the Solidarity Economy, i,e, different from the old cooperative, which is based on the precepts as patronage, with cooperative owners, favor, etc.., encourages scientific research. In this, after a careful analysis of data from field research, it was noticed that among the links in the chain, the production link is what generates the most jobs, while the processing link commands to generate income, but a portion meaningful occupations and income are generated outside the territory, especially out of state RN, denouncing the gap in supply of some specific demands within the chain

Controle de estoques de sal: uma inovação da quantificação e no gerenciamento dos recursos naturais da indústria mineral

The strengthening of the domestic industry in Brazil required the modernization, mechanization and expansion of salt production. Thereafter the production of sea salt started to be made in a process of continuous flow, where the product is constantly stored in yards, with daily movements in and out of salt. Thus far, the major bottleneck found in this production process is the control of production, because due to the large amount produced and variety of losses existing in the various stages of production there are not a regulated and safe way to control inventories with accuracy and speed demanded. In a typical case with a salt marsh company of Rio Grande do Norte state, salt produced is stored in two open courtyards and inventory control of salt made by carrying input / output relationship of salt in each storage yard. This work developed a conceptual model of inventory control, based on topography, adopting surveys into one of the courtyards of the company. There were 25 biweekly survey measurements over a year book to generate digital models representing the stock. For each measurement, results were compared with the values of inventory accounting provided by the salt marsh in order to identify existing losses and mark out the sales department on the actual stock available at each measurement date. Inventories calculated by the model indicated losses of 6,349 tonnes for the period of one year book and 3,279 tonnes for the period between harvests, when compared to the accounting control

Optimum design of microirrigation systems in sloping lands

When an area to be irrigated has a high slope gradient in the manifold line direction, an option is to use a tapered pipeline to economize on pipe costs and to keep pressure head variations within desired limits. The objective of this paper is to develop a linear optimization model to design a microirrigation system with tapered, downhill manifold lines, minimizing the equivalent annual cost of the hydraulic network and the annual pumping cost, and maximizing the emission uniformity previously established to the subunit. The input data are irrigation system layout, cost of all hydraulic network components, and electricity price. The output data are equivalent annual cost, pipeline diameter in each line of the system, pressure head in each node, and total operating pressure head. To illustrate its capability, the model is applied in a citrus orchard in Sao, Paulo State, Brazil, considering slopes of 3, 6, and 9%. The model proved to be efficient in the design of the irrigation system in terms of the emission uniformity desired.

Model to increase the lateral line length of drip irrigation systems

Non-pressure compensating drip hose is widely used for irrigation of vegetables and orchards. One limitation is that the lateral line length must be short to maintain uniformity due to head loss and slope. Any procedure to increase the length is appropriate because it represents low initial cost of the irrigation system. The hypothesis of this research is that it is possible to increase the lateral line length combining two points: using a larger spacing between emitters at the beginning of the lateral line and a smaller one after a certain distance; and allowing a higher pressure variation along the lateral line under an acceptable value of distribution uniformity. To evaluate this hypothesis, a nonlinear programming model (NLP) was developed. The input data are: diameter, roughness coefficient, pressure variation, emitter operational pressure, relationship between emitter discharge and pressure. The output data are: line length, discharge and length of the each section with different spacing between drippers, total discharge in the lateral line, multiple outlet adjustment coefficient, head losses, localized head loss, pressure variation, number of emitters, spacing between emitters, discharge in each emitter, and discharge per linear meter. The mathematical model developed was compared with the lateral line length obtained with the algebraic solution generated by the Darcy-Weisbach equation. The NLP model showed the best results since it generated the greater gain in the lateral line length, maintaining the uniformity and the flow variation under acceptable standards. It had also the lower flow variation, so its adoption is feasible and recommended.

Production structure of the services sector in countries at different development levels

Includes bibliography