907 resultados para Cointegration analysis with structural breaks


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The purpose of this thesis is to conduct empirical research in corporate Thailand in order to (1) validate the Spirit at Work Scale (2) investigate the relationships between individual spirit at work and three employee work attitudinal variables (job satisfaction, organisational identification and psychological well-being) and three organisational outcomes (in-role performance, organisational citizenship behaviours (OCB), and turnover intentions) (3) further examine causal relations among these organisational behaviour variables with a longitudinal design (4) examine three employee work attitudes as mediator variables between individual spirit at work and three organisational outcomes and (5) explore the potential antecedents of organisational conditions that foster employee experienced individual spirit at work. The two pilot studies with 155 UK and 175, 715 Thai samples were conducted for validation testing of the main measure used in this study: Spirit at Work Scale (Kinjerski & Skrypnek, 2006a). The results of the two studies including discriminant validity analyses strongly provided supportive evidence that Spirit at Work Scale (SAWS) is a sound psychometric measure and also a distinct construct from the three work attitude constructs. The final model of SAWS contains a total of twelve items; a three factor structure (meaning in work, sense of community, and spiritual connection) in which the sub-factors loaded on higher order factors and also had very acceptable reliability. In line with these results it was decided to use the second-order of SAWS model for Thai samples in the main study and subsequent analysis. The 715 completed questionnaires were received from the first wave of data collection during July - August 2008 and the second wave was conducted again within the same organisations and 501 completed questionnaires were received during March - April 2009. Data were obtained through 49 organisations which were from three types of organisations within Thailand: public organisations, for-profit organisations, and notfor-profit organisations. Confirmatory factor analysis of all measures used in the study and hypothesised model were tested with structural equation modelling techniques. The results were greatly supportive for the direct structural model and partially supportive for the fully mediated model. Moreover, there were different findings across self report and supervisor rating on performance and OCB models. Additionally, the antecedent conditions that fostered employees experienced individual spirit at work and the implications of these findings for research and practice are discussed.

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We investigate the integration of the European peripheral financial markets with Germany, France, and the UK using a combination of tests for structural breaks and return correlations derived from several multivariate stochastic volatility models. Our findings suggest that financial integration intensified in anticipation of the Euro, further strengthened by the EMU inception, and amplified in response to the 2007/2008 financial crisis. Hence, no evidence is found of decoupling of the equity markets in more troubled European countries from the core. Interestingly, the UK, despite staying outside the EMU, is not worse integrated with the GIPSI than Germany or France. © 2013 Elsevier B.V.

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This paper compares the UK/US exchange rate forecasting performance of linear and nonlinear models based on monetary fundamentals, to a random walk (RW) model. Structural breaks are identified and taken into account. The exchange rate forecasting framework is also used for assessing the relative merits of the official Simple Sum and the weighted Divisia measures of money. Overall, there are four main findings. First, the majority of the models with fundamentals are able to beat the RW model in forecasting the UK/US exchange rate. Second, the most accurate forecasts of the UK/US exchange rate are obtained with a nonlinear model. Third, taking into account structural breaks reveals that the Divisia aggregate performs better than its Simple Sum counterpart. Finally, Divisia-based models provide more accurate forecasts than Simple Sum-based models provided they are constructed within a nonlinear framework.

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This paper employs a Component GARCH in Mean model to show that house prices across a number of major US cities between 1987 and 2009 have displayed asset market properties in terms of both risk-return relationships and asymmetric adjustment to shocks. In addition, tests for structural breaks in the mean and variance indicate structural instability across the data range. Multiple breaks are identified across all cities, particularly for the early 1990s and during the post-2007 financial crisis as housing has become an increasingly risky asset. Estimating the models over the individual sub-samples suggests that over the last 20 years the financial sector has increasingly failed to account for the levels of risk associated with real estate markets. This result has possible implications for the way in which financial institutions should be regulated in the future.

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In this poster we presented our preliminary work on the study of spammer detection and analysis with 50 active honeypot profiles implemented on Weibo.com and QQ.com microblogging networks. We picked out spammers from legitimate users by manually checking every captured user's microblogs content. We built a spammer dataset for each social network community using these spammer accounts and a legitimate user dataset as well. We analyzed several features of the two user classes and made a comparison on these features, which were found to be useful to distinguish spammers from legitimate users. The followings are several initial observations from our analysis on the features of spammers captured on Weibo.com and QQ.com. ¦The following/follower ratio of spammers is usually higher than legitimate users. They tend to follow a large amount of users in order to gain popularity but always have relatively few followers. ¦There exists a big gap between the average numbers of microblogs posted per day from these two classes. On Weibo.com, spammers post quite a lot microblogs every day, which is much more than legitimate users do; while on QQ.com spammers post far less microblogs than legitimate users. This is mainly due to the different strategies taken by spammers on these two platforms. ¦More spammers choose a cautious spam posting pattern. They mix spam microblogs with ordinary ones so that they can avoid the anti-spam mechanisms taken by the service providers. ¦Aggressive spammers are more likely to be detected so they tend to have a shorter life while cautious spammers can live much longer and have a deeper influence on the network. The latter kind of spammers may become the trend of social network spammer. © 2012 IEEE.

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Quantitative analysis of solid-state processes from isothermal microcalorimetric data is straightforward if data for the total process have been recorded and problematic (in the more likely case) when they have not. Data are usually plotted as a function of fraction reacted (α); for calorimetric data, this requires knowledge of the total heat change (Q) upon completion of the process. Determination of Q is difficult in cases where the process is fast (initial data missing) or slow (final data missing). Here we introduce several mathematical methods that allow the direct calculation of Q by selection of data points when only partial data are present, based on analysis with the Pérez-Maqueda model. All methods in addition allow direct determination of the reaction mechanism descriptors m and n and from this the rate constant, k. The validity of the methods is tested with the use of simulated calorimetric data, and we introduce a graphical method for generating solid-state power-time data. The methods are then applied to the crystallization of indomethacin from a glass. All methods correctly recovered the total reaction enthalpy (16.6 J) and suggested that the crystallization followed an Avrami model. The rate constants for crystallization were determined to be 3.98 × 10-6, 4.13 × 10-6, and 3.98 × 10 -6 s-1 with methods 1, 2, and 3, respectively. © 2010 American Chemical Society.

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The importance of non-destructive techniques (NDT) in structural health monitoring programmes is being critically felt in the recent times. The quality of the measured data, often affected by various environmental conditions can be a guiding factor in terms usefulness and prediction efficiencies of the various detection and monitoring methods used in this regard. Often, a preprocessing of the acquired data in relation to the affecting environmental parameters can improve the information quality and lead towards a significantly more efficient and correct prediction process. The improvement can be directly related to the final decision making policy about a structure or a network of structures and is compatible with general probabilistic frameworks of such assessment and decision making programmes. This paper considers a preprocessing technique employed for an image analysis based structural health monitoring methodology to identify sub-marine pitting corrosion in the presence of variable luminosity, contrast and noise affecting the quality of images. A preprocessing of the gray-level threshold of the various images is observed to bring about a significant improvement in terms of damage detection as compared to an automatically computed gray-level threshold. The case dependent adjustments of the threshold enable to obtain the best possible information from an existing image. The corresponding improvements are observed in a qualitative manner in the present study.

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This thesis describes two newly sequenced B. longum subsp. longum genomes and subsequent comparative analysis with publicly available B. longum subsp. longum, B. longum subsp. infantis and B. longum subsp. suis genomes (Chapter 2). The acquired data revealed a closed pan-genome for this bifidobacterial species and furthermore facilitated the definition of the B. longum core genome. The comparative analysis also highlights differences in the potential metabolic abilities of all three sub-species. Interestingly, phylogenetic analysis of the B. longum core genome indicated the existence of a novel B. longum subspecies. Characterisation of restriction-modification systems from two B. longum subsp. longum strains is described in Chapter 3. These defence mechanisms limit the uptake of genetic material, which was successfully demonstrated for some of the identified systems. When these systems were by-passed by methylation of DNA prior to the transformation procedure, the resulting transformation efficiency of both B. longum subsp. longum strains was increased to a level that allowed for the generation of mutants via homologous recombination. Arabinoxylan metabolism by B. longum subsp. longum NCIMB 8809 was investigated in Chapter 4 of this thesis. Transcriptome analysis allowed the identification of a number of genes involved in the degradation, uptake and utilisation of arabinoxylan. Biochemical analysis revealed that three of the identified genes encode arabinofuranosidase activity. Phenotypic assessment of a number of insertion mutants in genes identified by the transcriptome analysis revealed the essential role of two of these enzymes in arabinoxylan metabolism, and a third enzyme in the metabolism of debranched arabinan. Furthermore, this investigation revealed that B. longum subsp. longum NCIMB 8809 does not completely degrade arabinoxylan, but utilises the arabinose substitutions only, while leaving the xylan backbone untouched.Finally, Chapter 5 outlines that B. longum subsp. longum NCIMB 8809 is capable of removing ferulic and p-coumaric acid substitutions that originate from arabinoxylan. Analysis of the genome sequence led to the identification of a candidate gene for this activity, which was subsequently cloned and expressed in E. coli. Biochemical analysis revealed that the enzyme, designated here as FaeA, is indeed capable of releasing both ferulic and p-coumaric acid from arabinoxylan. Furthermore, it is shown that a derivative of B. longum subsp. longum NCIMB 8809 carrying an insertion mutation in faeA had lost the ability to release ferulic and p-coumaric acid from arabinoxylan, and that growth of this mutant strain is negatively affected when cultivated on growth-limiting levels of arabinoxylan.

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Concrete solar collectors offer a type of solar collector with structural, aesthetic and economic advantages over current populartechnologies. This study examines the influential parameters of concrete solar collectors. In addition to the external conditions,the performance of a concrete solar collector is influenced by the thermal properties of the concrete matrix, piping network andfluid. Geometric and fluid flow parameters also influence the performance of the concrete solar collector. A literature review ofconcrete solar collectors is conducted in order to define the benchmark parameters from which individual parameters are thencompared. The numerical model consists of a 1D pipe flow network coupled with the heat transfer in a 3D concrete domain. Thispaper is concerned with the physical parameters that define the concrete solar collector, thus a constant surface temperature isused as the exposed surface boundary condition with all other surfaces being insulated. Results show that, of the parametersinvestigated, the pipe spacing, ps, concrete conductivity, kc, and the pipe embedment depth, demb, are among those parameterswhich have greatest effect on the collector’s performance. The optimum balance between these parameters is presented withrespect to the thermal performance and discussed with reference to practical development issues.

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In 2013 the European Commission launched its new green infrastructure strategy to make another attempt to stop and possibly reverse the loss of biodiversity until 2020, by connecting habitats in the wider landscape. This means that conservation would go beyond current practices to include landscapes that are dominated by conventional agriculture, where biodiversity conservation plays a minor role at best. The green infrastructure strategy aims at bottom-up rather than top-down implementation, and suggests including local and regional stakeholders. Therefore, it is important to know which stakeholders influence land-use decisions concerning green infrastructure at the local and regional level. The research presented in this paper served to select stakeholders in preparation for a participatory scenario development process to analyze consequences of different implementation options of the European green infrastructure strategy. We used a mix of qualitative and quantitative social network analysis (SNA) methods to combine actors’ attributes, especially concerning their perceived influence, with structural and relational measures. Further, our analysis provides information on institutional backgrounds and governance settings for green infrastructure and agricultural policy. The investigation started with key informant interviews at the regional level in administrative units responsible for relevant policies and procedures such as regional planners, representatives of federal ministries, and continued at the local level with farmers and other members of the community. The analysis revealed the importance of information flows and regulations but also of social pressure, considerably influencing biodiversity governance with respect to green infrastructure and biodiversity.

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This thesis is an investigation of structural brain abnormalities, as well as multisensory and unisensory processing deficits in autistic traits and Autism Spectrum Disorder (ASD). To achieve this, structural and functional magnetic resonance imaging (fMRI) and psychophysical techniques were employed. ASD is a neurodevelopmental condition which is characterised by the social communication and interaction deficits, as well as repetitive patterns of behaviour, interests and activities. These traits are thought to be present in a typical population. The Autism Spectrum Quotient questionnaire (AQ) was developed to assess the prevalence of autistic traits in the general population. Von dem Hagen et al. (2011) revealed a link between AQ with white matter (WM) and grey matter (GM) volume (using voxel-based-morphometry). However, their findings revealed no difference in GM in areas associated with social cognition. Cortical thickness (CT) measurements are known to be a more direct measure of cortical morphology than GM volume. Therefore, Chapter 2 investigated the relationship between AQ scores and CT in the same sample of participants. This study showed that AQ scores correlated with CT in the left temporo-occipital junction, left posterior cingulate, right precentral gyrus and bilateral precentral sulcus, in a typical population. These areas were previously associated with structural and functional differences in ASD. Thus the findings suggest, to some extent, autistic traits are reflected in brain structure - in the general population. The ability to integrate auditory and visual information is crucial to everyday life, and results are mixed regarding how ASD influences audiovisual integration. To investigate this question, Chapter 3 examined the Temporal Integration Window (TIW), which indicates how precisely sight and sound need to be temporally aligned so that a unitary audiovisual event can be perceived. 26 adult males with ASD and 26 age and IQ-matched typically developed males were presented with flash-beep (BF), point-light drummer, and face-voice (FV) displays with varying degrees of asynchrony and asked to make Synchrony Judgements (SJ) and Temporal Order Judgements (TOJ). Analysis of the data included fitting Gaussian functions as well as using an Independent Channels Model (ICM) to fit the data (Garcia-Perez & Alcala-Quintana, 2012). Gaussian curve fitting for SJs showed that the ASD group had a wider TIW, but for TOJ no group effect was found. The ICM supported these results and model parameters indicated that the wider TIW for SJs in the ASD group was not due to sensory processing at the unisensory level, but rather due to decreased temporal resolution at a decisional level of combining sensory information. Furthermore, when performing TOJ, the ICM revealed a smaller Point of Subjective Simultaneity (PSS; closer to physical synchrony) in the ASD group than in the TD group. Finding that audiovisual temporal processing is different in ASD encouraged us to investigate the neural correlates of multisensory as well as unisensory processing using functional magnetic resonance imaging fMRI. Therefore, Chapter 4 investigated audiovisual, auditory and visual processing in ASD of simple BF displays and complex, social FV displays. During a block design experiment, we measured the BOLD signal when 13 adults with ASD and 13 typically developed (TD) age-sex- and IQ- matched adults were presented with audiovisual, audio and visual information of BF and FV displays. Our analyses revealed that processing of audiovisual as well as unisensory auditory and visual stimulus conditions in both the BF and FV displays was associated with reduced activation in ASD. Audiovisual, auditory and visual conditions of FV stimuli revealed reduced activation in ASD in regions of the frontal cortex, while BF stimuli revealed reduced activation the lingual gyri. The inferior parietal gyrus revealed an interaction between stimulus sensory condition of BF stimuli and group. Conjunction analyses revealed smaller regions of the superior temporal cortex (STC) in ASD to be audiovisual sensitive. Against our predictions, the STC did not reveal any activation differences, per se, between the two groups. However, a superior frontal area was shown to be sensitive to audiovisual face-voice stimuli in the TD group, but not in the ASD group. Overall this study indicated differences in brain activity for audiovisual, auditory and visual processing of social and non-social stimuli in individuals with ASD compared to TD individuals. These results contrast previous behavioural findings, suggesting different audiovisual integration, yet intact auditory and visual processing in ASD. Our behavioural findings revealed audiovisual temporal processing deficits in ASD during SJ tasks, therefore we investigated the neural correlates of SJ in ASD and TD controls. Similar to Chapter 4, we used fMRI in Chapter 5 to investigate audiovisual temporal processing in ASD in the same participants as recruited in Chapter 4. BOLD signals were measured while the ASD and TD participants were asked to make SJ on audiovisual displays of different levels of asynchrony: the participants’ PSS, audio leading visual information (audio first), visual leading audio information (visual first). Whereas no effect of group was found with BF displays, increased putamen activation was observed in ASD participants compared to TD participants when making SJs on FV displays. Investigating SJ on audiovisual displays in the bilateral superior temporal gyrus (STG), an area involved in audiovisual integration (see Chapter 4), we found no group differences or interaction between group and levels of audiovisual asynchrony. The investigation of different levels of asynchrony revealed a complex pattern of results indicating a network of areas more involved in processing PSS than audio first and visual first, as well as areas responding differently to audio first compared to video first. These activation differences between audio first and video first in different brain areas are constant with the view that audio leading and visual leading stimuli are processed differently.

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The Questionnaire on the Frequency of and Satisfaction with Social Support (QFSSS) was designed to assess the frequency of and the degree of satisfaction with perceived social support received from different sources in relation to three types of support: emotional, informational, and instrumental. This study tested the reliability of the questionnaire scores and its criterion and structural validity. The data were drawn from survey interviews of 2042 Spanish people. The results show high internal consistency (values of Cronbach's alpha ranged from .763 to .952). The correlational analysis showed significant positive associations between QFSSS scores and measures of subjective well-being and perceived social support, as well as significant negative associations with measures of loneliness (values of Pearson's r correlation ranged from .11 to .97). Confirmatory factor analysis using structural equation modelling verified an internal 4-factor structure that corresponds to the sources of support analysed: partner, family, friends, and community (values ranged from .93 to .95 for the Goodness of Fit Index (GFI); from .95 to .98 for the Comparative Fit Index (CFI); and from .10 to .07 for the Root Mean Square Error of Approximation (RMSEA)). These results confirm the validity of the QFSSS as a versatile tool which is suitable for the multidimensional assessment of social support.

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Objectives: Because there is scientific evidence that an appropriate intake of dietary fibre should be part of a healthy diet, given its importance in promoting health, the present study aimed to develop and validate an instrument to evaluate the knowledge of the general population about dietary fibres. Study design: The present study was a cross sectional study. Methods: The methodological study of psychometric validation was conducted with 6010 participants, residing in ten countries from 3 continents. The instrument is a questionnaire of self-response, aimed at collecting information on knowledge about food fibres. For exploratory factor analysis (EFA) was chosen the analysis of the main components using varimax orthogonal rotation and eigenvalues greater than 1. In confirmatory factor analysis by structural equation modelling (SEM) was considered the covariance matrix and adopted the Maximum Likelihood Estimation algorithm for parameter estimation. Results: Exploratory factor analysis retained two factors. The first was called Dietary Fibre and Promotion of Health (DFPH) and included 7 questions that explained 33.94 % of total variance ( = 0.852). The second was named Sources of Dietary Fibre (SDF) and included 4 questions that explained 22.46% of total variance ( = 0.786). The model was tested by SEM giving a final solution with four questions in each factor. This model showed a very good fit in practically all the indexes considered, except for the ratio 2/df. The values of average variance extracted (0.458 and 0.483) demonstrate the existence of convergent validity; the results also prove the existence of discriminant validity of the factors (r2 = 0.028) and finally good internal consistency was confirmed by the values of composite reliability (0.854 and 0.787). Conclusions: This study allowed validating the KADF scale, increasing the degree of confidence in the information obtained through this instrument in this and in future studies.

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The present Thesis reports on the various research projects to which I have contributed during my PhD period, working with several research groups, and whose results have been communicated in a number of scientific publications. The main focus of my research activity was to learn, test, exploit and extend the recently developed vdW-DFT (van der Waals corrected Density Functional Theory) methods for computing the structural, vibrational and electronic properties of ordered molecular crystals from first principles. A secondary, and more recent, research activity has been the analysis with microelectrostatic methods of Molecular Dynamics (MD) simulations of disordered molecular systems. While only very unreliable methods based on empirical models were practically usable until a few years ago, accurate calculations of the crystal energy are now possible, thanks to very fast modern computers and to the excellent performance of the best vdW-DFT methods. Accurate energies are particularly important for describing organic molecular solids, since they often exhibit several alternative crystal structures (polymorphs), with very different packing arrangements but very small energy differences. Standard DFT methods do not describe the long-range electron correlations which give rise to the vdW interactions. Although weak, these interactions are extremely sensitive to the packing arrangement, and neglecting them used to be a problem. The calculations of reliable crystal structures and vibrational frequencies has been made possible only recently, thanks to development of some good representations of the vdW contribution to the energy (known as “vdW corrections”).

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This thesis aims to understand the behavior of a low-rise unreinforced masonry building (URM), the typical residential house in the Netherlands, when subjected to low-intensity earthquakes. In fact, in the last decades, the Groningen region was hit by several shallow earthquakes caused by the extraction of natural gas. In particular, the focus is addressed to the internal non-structural walls and to their interaction with the structural parts of the building. A simple and cost-efficient 2D FEM model is developed, focused on the interfaces representing mortar layers that are present between the non-structural walls and the rest of the structure. As a reference for geometries and materials, it has been taken into consideration a prototype that was built in full-scale at the EUCENTRE laboratory of Pavia (Italy). Firstly, a quasi-static analysis is performed by gradually applying a prescribed displacement on the roof floor of the structure. Sensitivity analyses are conducted on some key parameters characterizing mortar. This analysis allows for the calibration of their values and the evaluation of the reliability of the model. Successively, a transient analysis is performed to effectively subject the model to a seismic action and hence also evaluate the mechanical response of the building over time. Moreover, it was possible to compare the results of this analysis with the displacements recorded in the experimental tests by creating a model representing the entire considered structure. As a result, some conditions for the model calibration are defined. The reliability of the model is then confirmed by both the reasonable results obtained from the sensitivity analysis and the compatibility of the values obtained for the top displacement of the roof floor of the experimental test, and the same value acquired from the structural model.