On the consistency of arbitrary money-demand functions with the Sidrauski and the shopping-time models

This paper investigates which properties money-demand functions have to satisfy to be consistent with multidimensional extensions of Lucasí(2000) versions of the Sidrauski (1967) and the shopping-time models. We also investigate how such classes of models relate to each other regarding the rationalization of money demands. We conclude that money demand functions rationalizable by the shoppingtime model are always rationalizable by the Sidrauski model, but that the converse is not true. The log-log money demand with an interest-rate elasticity greater than or equal to one and the semi-log money demand are counterexamples.

O impacto das práticas ITIL na flexibilidade organizacional - evidências empíricas em uma empresa multinacional de TI

The present work has as main objective the identification and impact analysis for the practice ITIL in the organizational flexibility of a multinational IT company, being this study of quali-quantitative and exploratory nature. To achieve this objective, some theoretical studies on bureaucracy, organization flexibility, control, IT governance and ITIL were done, as a form to better understand the research problem. For analysis effect a set of eleven ITIL process was considered in this research ¿ service desk, incident management, problem management, change management, configuration management, release management, service level management, availability management, capacity management, continuity management and finally IT financial services management ¿ grouped in its two core areas ¿ service support and service delivery. Then a scale was constructed and validated, on the basis of theoretical models developed by Volberda (1997), Tenório (2002) and Golden and Powell (1999), to measure the flexibility related to each process comprising the ITIL core. The dimensions adopted to measure flexibility were: organization design task, managerial task, IT impact on work force, HR management, efficiency impact, sensitivity, versatility and robustness. The instrument used in research was a semi-structured interview, which was divided in two parts. The data collection was performed with ten interviewed people from an IT multinational company, based on convenience, some were managers and there were users, some were ITIL certified and others not. The statistic tests of t student and Wilcoxon non-parametric were adopted. The result of the research indicated that the ITIL service support area, for possessing greater operational focus, presents flexibility trend. The opposite was found for the service delivery area, which has greater tactical focus. The results also suggest that the change management discipline was the one that contributed for the most flexibility inside the company, followed by incident management discipline and the service desk function.

Improved combinations of parametric and nonparametric Regression estimators

This paper provides a systematic and unified treatment of the developments in the area of kernel estimation in econometrics and statistics. Both the estimation and hypothesis testing issues are discussed for the nonparametric and semiparametric regression models. A discussion on the choice of windowwidth is also presented.

Life Cycle Models, Heterogeneity of Initial Assets,and Wealth Inequality

Life cycle general equilibrium models with heterogeneous agents have a very hard time reproducing the American wealth distribution. A common assumption made in this literature is that all young adults enter the economy with no initial assets. In this article, we relax this assumption – not supported by the data - and evaluate the ability of an otherwise standard life cycle model to account for the U.S. wealth inequality. The new feature of the model is that agents enter the economy with assets drawn from an initial distribution of assets, which is estimated using a non-parametric method applied to data from the Survey of Consumer Finances. We found that heterogeneity with respect to initial wealth is key for this class of models to replicate the data. According to our results, American inequality can be explained almost entirely by the fact that some individuals are lucky enough to be born into wealth, while others are born with few or no assets.

Estudo do processo de combustão in-situ usando poços horizontais como produtores de óleo (Toe-to-Hell Air Injection)

The method "toe-to-heel air injection" (THAITM) is a process of enhanced oil recovery, which is the integration of in-situ combustion with technological advances in drilling horizontal wells. This method uses horizontal wells as producers of oil, keeping vertical injection wells to inject air. This process has not yet been applied in Brazil, making it necessary, evaluation of these new technologies applied to local realities, therefore, this study aimed to perform a parametric study of the combustion process with in-situ oil production in horizontal wells, using a semi synthetic reservoir, with characteristics of the Brazilian Northeast basin. The simulations were performed in a commercial software "STARS" (Steam, Thermal, and Advanced Processes Reservoir Simulator), from CMG (Computer Modelling Group). The following operating parameters were analyzed: air rate, configuration of producer wells and oxygen concentration. A sensitivity study on cumulative oil (Np) was performed with the technique of experimental design, with a mixed model of two and three levels (32x22), a total of 36 runs. Also, it was done a technical economic estimative for each model of fluid. The results showed that injection rate was the most influence parameter on oil recovery, for both studied models, well arrangement depends on fluid model, and oxygen concentration favors recovery oil. The process can be profitable depends on air rate

Padrões distintos de congruência climática em duas espécies invasoras de prosopis em zonas semi-áridas da América do Sul

Based on climate data and occurrence records, ecological niche models (ENM) are an important opportunity to identify areas at risk or vulnerable to biological invasion. These models are based on the assumption that there is a match between the climatic characteristic of native and invaded regions predicting the potential distribution of exotic species. Using new methods to measure niche overlap, we chose two exotic species fairly common in semi-arid regions of South America, Prosopis juliflora (Sw.) D.C. and Prosopis pallida (H. ; B. ex. Willd) HBK, to test the climate matching hypothesis. Our results indicate that both species occur with little niche overlap in the native region while the inverse pattern is observed in the invaded region on South America, where both species occur with high climatic overlap. Maybe some non-climate factor act limiting the spread of P. pallida on the native range. We believe that a founder effect can explain these similarities between species niche in the invaded region once the seeds planted in Brazil came from a small region on the Native range (Piura in Peru), where both species occur sympatric. Our hypothesis of a founder effect may be evident when we look at the differences between the predictions of the models built in the native and invaded ranges. Furthermore, our results indicate that P. juliflora shows high levels of climate matching between native and invaded ranges. However, conclusions about climate matching of P. pallida should be taken with caution. Our models based on climatic variables provide multiple locations suitable for occurrence of both species in regions where they still don t have occurrence records, including places of high interest for conservation.

Generalized linear mixed models for the genetic evaluation of binary reproductive traits: a simulation study

The objective of this study was to evaluate the use of probit and logit link functions for the genetic evaluation of early pregnancy using simulated data. The following simulation/analysis structures were constructed: logit/logit, logit/probit, probit/logit, and probit/probit. The percentages of precocious females were 5, 10, 15, 20, 25 and 30% and were adjusted based on a change in the mean of the latent variable. The parametric heritability (h²) was 0.40. Simulation and genetic evaluation were implemented in the R software. Heritability estimates (ĥ²) were compared with h² using the mean squared error. Pearson correlations between predicted and true breeding values and the percentage of coincidence between true and predicted ranking, considering the 10% of bulls with the highest breeding values (TOP10) were calculated. The mean ĥ² values were under- and overestimated for all percentages of precocious females when logit/probit and probit/logit models used. In addition, the mean squared errors of these models were high when compared with those obtained with the probit/probit and logit/logit models. Considering ĥ², probit/probit and logit/logit were also superior to logit/probit and probit/logit, providing values close to the parametric heritability. Logit/probit and probit/logit presented low Pearson correlations, whereas the correlations obtained with probit/probit and logit/logit ranged from moderate to high. With respect to the TOP10 bulls, logit/probit and probit/logit presented much lower percentages than probit/probit and logit/logit. The genetic parameter estimates and predictions of breeding values of the animals obtained with the logit/logit and probit/probit models were similar. In contrast, the results obtained with probit/logit and logit/probit were not satisfactory. There is need to compare the estimation and prediction ability of logit and probit link functions.

Latent heat loss of dairy cows in an equatorial semi-arid environment

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Random regression models using different functions to model test-day milk yield of Brazilian Holstein cows

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Experimental poisoning by Senecio brasiliensis in calves: quantitative and semi-quantitative study on changes in the hepatic extracellular matrix and sinusoidal cells

A matriz extracelular (MEC) desempenha um papel importante em lesões hepáticas crônicas e tem sido estudada em modelos de intoxicação experimental. em bovinos, no entanto, não há estudos específicos sobre a MEC hepática normal ou com lesões crônicas. Por isso, foi desenvolvido um modelo de intoxicação experimental hepático usando Senecio brasilliensis, uma planta que contém alcalóides pirrolizidínicos e causa lesão hepática dependente da dose. Cinco bezerros receberam por via oral, 0.38g/kg de folhas secas por 24 dias. Biópsias hepáticas foram obtidas a cada 15 dias durante 60 dias. Sinais clínicos de complicações digestivas surgiram da terceira semana do experimento. Um bezerro morreu aos 45 dias e os outros quatro foram avaliados até os 60 dias. As biópsias hepáticas foram processadas para microscopia óptica, imuno-histoquímica e microscopia eletrônica de transmissão. No trigésimo dia, as lesões hepáticas eram progessivas caracterizadas por vacuolização hepatocelular, necrose, apoptose, megalocitose, e fibrose centrolobular, pericelular e portal. Foram realizadas avaliações quantitativas e semi-quantitativas de componentes da MEC hepática antes e após o aparecimento das lesões. Foi realizada morfometria do colágeno total e do sistema de fibras elásticas. Colágeno total e colágenos tipos I e III aumentaram progressivamente em todos os locais do fígado. Mudanças na localização, quantidade e disposição do sistema de fibras elásticas foram também observadas. Houve um aumento significativo de células de Kupffer aos 30 dias e de células sinusoidais totais aos 45 e 60 dias. As lesões hepáticas neste experimento foram progressivas mesmo após a remoção da planta. Lesões de fibrose severa foram localizadas principalmente nos espaços porta, seguido por fibrose veno-oclusiva e pericelular. Os colágenos tipo I e tipo III foram observados no fígado normal e no fígado dos bezerros afetados, com predomínio do tipo I. Nos bezerros afetados o aumento do colágeno total e do sistema de fibras elásticas foi paralelo ao aumento no número das células sinusoidais.

Antiulcerogenic effect and cytotoxic activity of semi-synthetic crotonin obtained from Croton cajucara Benth.

Trans-dehydrocrotonin, the major diterpene isolated from the bark of Croton cajucara, has good antiulcerogenic activity which, however, is accompanied by toxic effects. on the basis of these results, a semi-synthetic crotonin, named 4SRC, was prepared to determine whether this substance has similar antiulcerogenic activity with lower or no toxicity. The natural crotonin was also isolated from the bark of C. cajucara but was not used due to the small amount obtained. The cytotoxic effect of semi-synthetic crotonin, expressed as cell viability, was assessed in (a) lung fibroblast cell line (V79) derived from Chinese hamsters, a system commonly used for cytotoxicity studies, and (b) rat hepatocytes isolated from male Wistar rats. After treatment, cell viability was determined by 3-(4,5-dimethyl-2-thiazolyl)-2,5-diphenyl-2H-tetrazolium bromide reduction (MTT reduction), total acid content and neutral red uptake assays. To evaluate V79 cell viability, different concentrations of semi-synthetic crotonin were incubated with the cells. To evaluate the antiulcerogenic effects of semi-synthetic crotonin (50, 100 and 200 mg/kg), we used the models of gastric ulcer induced by ethanol/HCl, stress, indomethacin/bethanechol, and ethanol in male Swiss mice and male Wistar rats. The substance had an IC50 = 500 muM in the neutral red uptake and MTT reduction tests and an IC50 = 200 muM in the nucleic acid content test. With regard to hepatocyte viability after treatment with semi-synthetic crotonin at different concentrations, semi-synthetic crotonin had an IC50 = 10-500 muM in the nucleic acid content and MTT reduction tests and an IC50 = 120 muM in the neutral red uptake test. In another experiment, V79 cells were incubated with the metabolites produced by hepatocytes treated with different concentrations of semi-synthetic crotonin. After a 4-h incubation, semi-synthetic crotonin had an IC50 = 500 muM in the MTT reduction and neutral red uptake tests and an IC50 = 370 muM in nucleic acid content test. The substance had significant antiulcerogenic activity in all models studied, suggesting the presence of a possible antisecretory effect combined with a cytoprotective effect. For this reason, the effect of semi-synthetic crotonin was also evaluated on biochemical parameters of gastric juice and gastric wall mucus, both obtained from pylorus-ligated mice. No significant differences were observed in these parameters between semi-synthetic crotonin-treated and control animals. The results obtained with semi-synthetic crotonin are promising, with a significant preventive effect against gastric ulcer induced by different agents. Our data also show that semi-synthetic crotonin was less toxic than dehydrocrotonin and that the cytotoxic effects decreases with the time that isolated hepatocytes were in culture. (C) 2003 Elsevier B.V. B.V. All rights reserved.

Methods to verify parameter equality in nonlinear regression models

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Fractional polynomial response surface models

Second-order polynomial models have been used extensively to approximate the relationship between a response variable and several continuous factors. However, sometimes polynomial models do not adequately describe the important features of the response surface. This article describes the use of fractional polynomial models. It is shown how the models can be fitted, an appropriate model selected, and inference conducted. Polynomial and fractional polynomial models are fitted to two published datasets, illustrating that sometimes the fractional polynomial can give as good a fit to the data and much more plausible behavior between the design points than the polynomial model. © 2005 American Statistical Association and the International Biometric Society.

Estimates of covariance functions for growth of Nelore cattle applying a parametric correlation structure to model within-animal correlations

A total of 20,065 weights recorded on 3016 Nelore animals were used to estimate covariance functions for growth from birth to 630 days of age, assuming a parametric correlation structure to model within-animal correlations. The model of analysis included fixed effects of contemporary groups and age of dam as quadratic covariable. Mean trends were taken into account by a cubic regression on orthogonal polynomials of animal age. Genetic effects of the animal and its dam and maternal permanent environmental effects were modelled by random regressions on Legendre polynomials of age at recording. Changes in direct permanent environmental effect variances were modelled by a polynomial variance function, together with a parametric correlation function to account for correlations between ages. Stationary and nonstationary models were used to model within-animal correlations between different ages. Residual variances were considered homogeneous or heterogeneous, with changes modelled by a step or polynomial function of age at recording. Based on Bayesian information criterion, a model with a cubic variance function combined with a nonstationary correlation function for permanent environmental effects, with 49 parameters to be estimated, fitted best. Modelling within-animal correlations through a parametric correlation structure can describe the variation pattern adequately. Moreover, the number of parameters to be estimated can be decreased substantially compared to a model fitting random regression on Legendre polynomial of age. © 2004 Elsevier B.V. All rights reserved.

Uso de polinômios segmentados para o estudo da curva de lactação de búfalos da raça Murrah e seus mestiços em sistema de criação semi-intensivo, no estado de São Paulo

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)