On testing the Phillips curves, the IS Curves, and the interaction between fiscal and monetary policies

Esta tese é composta por três ensaios sobre testes empíricos de curvas de Phillips, curvas IS e a interação entre as políticas fiscal e monetária. O primeiro ensaio ("Curvas de Phillips: um Teste Abrangente") testa curvas de Phillips usando uma especificação autoregressiva de defasagem distribuída (ADL) que abrange a curva de Phillips Aceleracionista (APC), a curva de Phillips Novo Keynesiana (NKPC), a curva de Phillips Híbrida (HPC) e a curva de Phillips de Informação Rígida (SIPC). Utilizamos dados dos Estados Unidos (1985Q1--2007Q4) e do Brasil (1996Q1--2012Q2), usando o hiato do produto e alternativamente o custo marginal real como medida de pressão inflacionária. A evidência empírica rejeita as restrições decorrentes da NKPC, da HPC e da SIPC, mas não rejeita aquelas da APC. O segundo ensaio ("Curvas IS: um Teste Abrangente") testa curvas IS usando uma especificação ADL que abrange a curva IS Keynesiana tradicional (KISC), a curva IS Novo Keynesiana (NKISC) e a curva IS Híbrida (HISC). Utilizamos dados dos Estados Unidos (1985Q1--2007Q4) e do Brasil (1996Q1--2012Q2). A evidência empírica rejeita as restrições decorrentes da NKISC e da HISC, mas não rejeita aquelas da KISC. O terceiro ensaio ("Os Efeitos da Política Fiscal e suas Interações com a Política Monetária") analisa os efeitos de choques na política fiscal sobre a dinâmica da economia e a interação entre as políticas fiscal e monetária usando modelos SVARs. Testamos a Teoria Fiscal do Nível de Preços para o Brasil analisando a resposta do passivo do setor público a choques no superávit primário. Para a identificação híbrida, encontramos que não é possível distinguir empiricamente entre os regimes Ricardiano (Dominância Monetária) e não-Ricardiano (Dominância Fiscal). Entretanto, utilizando a identificação de restrições de sinais, existe evidência que o governo seguiu um regime Ricardiano (Dominância Monetária) de janeiro de 2000 a junho de 2008.

Bias from ignoring price dispersion in demand estimation

Consumers often pay different prices for the same product bought in the same store at the same time. However, the demand estimation literature has ignored that fact using, instead, aggregate measures such as the “list” or average price. In this paper we show that this will lead to biased price coefficients. Furthermore, we perform simple comparative statics simulation exercises for the logit and random coefficient models. In the “list” price case we find that the bias is larger when discounts are higher, proportion of consumers facing discount prices is higher and when consumers are more unwilling to buy the product so that they almost only do it when facing discount. In the average price case we find that the bias is larger when discounts are higher, proportion of consumers that have access to discount are similar to the ones that do not have access and when consumers willingness to buy is very dependent on idiosyncratic shocks. Also bias is less problematic in the average price case in markets with a lot of bargain deals, so that prices are as good as individual. We conclude by proposing ways that the econometrician can reduce this bias using different information that he may have available.

Essays in applied econometrics

Using a unique dataset on Brazilian nominal and real yield curves combined with daily survey forecasts of macroeconomic variables such as GDP growth, inflation, and exchange rate movements, we identify the effect of surprises to the Brazilian interbank target rate on expected future nominal and real short rates, term premia, and inflation expectations. We find that positive surprises to target rates lead to higher expected nominal and real interest rates and reduced nominal and inflation term premia. We also find a strongly positive relation between both real and nominal term premia and measures of dispersion in survey forecasts. Uncertainty about future exchange rates is a particularly important driver of variations in Brazilian term premia.

Analysis of the four wave mixing effect (FWM) in a dispersion decreasing fiber (DDF) for a WDM system

We did a numerical investigation of the propagation of short light pulses in the region of 1.55 mu m and the conversion efficiency (CE) for the four wave mixing generation (FWM) of ordinary and dispersion decreasing fibers for use in wavelength division multiplexing (WDM) systems, Our simulations studies three different profiles, linear, hyperbolic. and constant, One conclude that for all the profiles there is decrease of the conversion efficiency with the increase in the channel separation. The hyperbolic profile present a higher efficiency of around 1000 above in magnitude compared with the others profiles at 0.2 nm of channel separation. We calculate the conversion efficiency versus the fiber length for the three profiles. The conversion efficiency for the hyperbolic profile is higher when compared to the constant and linear profiles. The other interesting point of the hyperbolic profile is that the increase of the CE in the beginning of the fiber does not show my oscillation in the CE value (log eta), which was observed for the constant and linear profiles. For all the profiles there is an increase of the conversion efficiency with the increase of the pump power. The compression factor C-i for the generated FWM signal at omega(3) was measured along the DDF's and the constant profile fibers. One can conclude that with the use of decreasing dispersion profile (DDF) fibers one can have a control of the (CE) conversion efficiency and the compression factor of the four wave mixing (FWM) generation in WDM systems. (c) 2005 Elsevier B.V. All rights reserved.

Rheological Properties of a Sodium Bentonite and Lactose Aqueous Dispersion

Aim of this paper is show the viscosity measure of a sodium bentonite-water-lactose mixture and your rheological behaviour. This analysis showed the formation of tridimensional structure type and formation of stratified silicate/lactose, this occurred due to different concentrations of organic products into mixture and due to a difference of rotation during viscosity measument. Formation of networks is a consequence of the attraction between the silicate layers in water-lactose mixture. In the present work aqueous solutions of lactose with concentration of 7%, 5%, 3%, 1% and 0% (wt %) were used.

Dynamics and Heterogeneity of Pb(II) Binding by SiO2 Nanoparticles in an Aqueous Dispersion

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Maturation and growth curves of Macrobrachium Carcinus (Linnaeus) (Crustacea, Decapoda, Palaemonidae) from Ribeira de Iguape River, southern Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Dispersion of Seeds of Tree Species by the Leaf-Cutting Ant Acromyrmex subterraneus molestans (Hymenoptera: Formicidae) in Vicosa, Minas Gerais State, Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Selection of surfactant compounds to enhance the dispersion of Beauveria bassiana

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Models for the analysis of growth curves for rearing tinamous (Rhynchotus rufescens) in captivity

Growth curves models provide a visual assessment of growth as a function of time, and prediction body weight at a specific age. This study aimed at estimating tinamous growth curve using different models, and at verifying their goodness of fit. A total number 11,639 weight records from 411 birds, being 6,671 from females and 3,095 from males, was analyzed. The highest estimates of a parameter were obtained using Brody (BD), von Bertalanffy (VB), Gompertz (GP,) and Logistic function (LG). Adult females were 5.7% heavier than males. The highest estimates of b parameter were obtained in the LG, GP, BID, and VB models. The estimated k parameter values in decreasing order were obtained in LG, GP, VB, and BID models. The correlation between the parameters a and k showed heavier birds are less precocious than the lighter. The estimates of intercept, linear regression coefficient, quadratic regression coefficient, and differences between quadratic coefficient of functions and estimated ties of quadratic-quadratic-quadratic segmented polynomials (QQQSP) were: 31.1732 +/- 2.41339; 3.07898 +/- 0.13287; 0.02689 +/- 0.00152; -0.05566 +/- 0.00193; 0.02349 +/- 0.00107, and 57 and 145 days, respectively. The estimated predicted mean error values (PME) of VB, GP, BID, LG, and QQQSP models were, respectively, 0.8353; 0.01715; -0.6939; -2.2453; and -0.7544%. The coefficient of determination (RI) and least square error values (MS) showed similar results. In conclusion, the VB and the QQQSP models adequately described tinamous growth. The best model to describe tinamous growth was the Gompertz model, because it presented the highest R-2 values, easiness of convergence, lower PME, and the easiness of parameter biological interpretation.

Fibra de crital fotônico: fundamentação e aplicações

The main purpose of this dissertation, consists of the study and analysis of the PBG (Photonic Band Gap )..tecnology incorporated in optical fiber structures. So, we'l1 present a complete PBG structure theory, and folowing this, we'l1 present also a chapter for convencional optical fiber, due to the need to construct the base theory of them, and latter a more complete work about photonic crystal fiber. Finaly, we'l1 show the results of the signals , dispersion, and obtained curves under the right dimensions according to the required signals, for convencional optical and photonic crystal fiber. Knowing that PBG crystals with low losses act as perfect mirrors for forbidden frequences and knowing that the persence of structures of PBG as substrates, brings some desirable characteristics such as spontaneous emition supression and superficial waves. We' 11 show according to these characteristics its applications in telecomunication. Therefore, the enphasis of this work is to show that the optical fibers are the only practible thing to integrate the enormous quantity of data and video at intemet' s market, developing, manipulating, changing, and multiplexing the optical fibers chanels in an area where we expect that the photonic crystals has an important hole, since the photonic crystals can be projected and made to avoid losses in the bands of certain wavelength which permits the increase in efficiency ofthe optical components projected with crystals. A sequence of this work would be the utilisation of the PBG structures in the new system of optical network without fiber developed by Bell laboratories of the lucent tecnology, last year using light rays for transmiting information through the air. The new system of optical networks without fiber will permit sending the data of 15 cd-rooms in less then one second, what represents 65 times more information than those transmitted through the actual radio frequences

Avaliação da capacidade de adsorção do CO2 em zeólita 12X com gases sintéticos e originados da pirólise do lodo de esgoto

This work depicts a study of the adsorption of carbon dioxide on zeolite 13X. The activities were divided into four stages: study batch adsorption capacity of the adsorbent with synthetic CO2 (4%), fixed bed dynamic evaluation with the commercial mixture of gases (4% CO2, 1.11% CO, 1 2% H2, 0.233% CH4, 0.1% C3, 0.0233% C4 argon as inert closing balance), fixed bed dynamic modeling and evaluation of the breakthrough curve of CO2 originated from the pyrolysis of sewage sludge. The sewage sludge and the adsorbent were characterized by analysis TG / DTA, SEM, XRF and BET. Adsorption studies were carried out under the following operating conditions: temperature 40 °C (for the pyrolysis of the sludge T = 600 °C), pressures of 0.55 to 5.05 bar (batch process), flow rate of the gaseous mixture between 50 - 72 ml/min and the adsorbent masses of 10, 15 and 20 g (fixed bed process). The time for the adsorption batch was 7 h and on the fixed bed was around 180 min. The results of this study showed that in batch adsorption process step with zeolite 13X is efficient and the mass of adsorbed CO2 increases with the increases pressure, decreases with temperature increases and rises due the increase of activation temperature adsorbent. In the batch process were evaluated the breakthrough curves, which were compared with adsorption isotherms represented by the models of Langmuir, Freündlich and Toth. All models well adjusted to the experimental points, but the Langmuir model was chosen in view of its use in the dynamic model does not have implications for adsorption (indeterminacy and larger number of parameters such as occurred with others) in solving the equation. In the fixed bed dynamic study with the synthetic gas mixture, 20 g of mass adsorbent showed the maximum adsorption percentage 46.7% at 40 °C temperature and 50 mL/min of flow rate. The model was satisfactorily fitted to the three breakthrough curves and the parameters were: axial dispersion coefficient (0.0165 dm2/min), effective diffusivity inside the particle (dm2/min 0.0884) and external transfer coefficient mass (0.45 dm/min). The breakthrough curve for CO2 in the process of pyrolysis of the sludge showed a fast saturation with traces of aerosols presents in the gas phase into the fixed bed under the reaction process

Recuperação e purificação de quitosanases usando adsorção em leito expandido com streamline DEAE com modelagem e simulação usando redes neurais

Expanded Bed Adsorption (EBA) is an integrative process that combines concepts of chromatography and fluidization of solids. The many parameters involved and their synergistic effects complicate the optimization of the process. Fortunately, some mathematical tools have been developed in order to guide the investigation of the EBA system. In this work the application of experimental design, phenomenological modeling and artificial neural networks (ANN) in understanding chitosanases adsorption on ion exchange resin Streamline® DEAE have been investigated. The strain Paenibacillus ehimensis NRRL B-23118 was used for chitosanase production. EBA experiments were carried out using a column of 2.6 cm inner diameter with 30.0 cm in height that was coupled to a peristaltic pump. At the bottom of the column there was a distributor of glass beads having a height of 3.0 cm. Assays for residence time distribution (RTD) revelead a high degree of mixing, however, the Richardson-Zaki coefficients showed that the column was on the threshold of stability. Isotherm models fitted the adsorption equilibrium data in the presence of lyotropic salts. The results of experiment design indicated that the ionic strength and superficial velocity are important to the recovery and purity of chitosanases. The molecular mass of the two chitosanases were approximately 23 kDa and 52 kDa as estimated by SDS-PAGE. The phenomenological modeling was aimed to describe the operations in batch and column chromatography. The simulations were performed in Microsoft Visual Studio. The kinetic rate constant model set to kinetic curves efficiently under conditions of initial enzyme activity 0.232, 0.142 e 0.079 UA/mL. The simulated breakthrough curves showed some differences with experimental data, especially regarding the slope. Sensitivity tests of the model on the surface velocity, axial dispersion and initial concentration showed agreement with the literature. The neural network was constructed in MATLAB and Neural Network Toolbox. The cross-validation was used to improve the ability of generalization. The parameters of ANN were improved to obtain the settings 6-6 (enzyme activity) and 9-6 (total protein), as well as tansig transfer function and Levenberg-Marquardt training algorithm. The neural Carlos Eduardo de Araújo Padilha dezembro/2013 9 networks simulations, including all the steps of cycle, showed good agreement with experimental data, with a correlation coefficient of approximately 0.974. The effects of input variables on profiles of the stages of loading, washing and elution were consistent with the literature

Oxidação úmida de fenóis com catalisadores de ferro suportado em argilominerais em reator de leito de lama (slurry)

The wet oxidation of organic compounds with CO2 and H2O has been demonstrated to be an efficient technique for effluent treatment. This work focuses on the synthesis, characterization and catalytic performance of Fe-MnO2/CeO2, K-MnO2/CeO2/ palygorskite and Fe/ palygorskite toward the wet oxidative degradation of phenol. The experiments were conducted in a sludge bed reactor with controlled temperature, pressure and stirring speed and sampling of the liquid phase. Experiments were performed on the following operating conditions: temperature 130 ° C, pressure 20.4 atm, catalyst mass concentration of 5 g / L initial concentration of phenol and 0.5 g / L. The catalytic tests were performed in a slurry agitated reactor provided with temperature, pressure and agitation control and reactor liquid sampling. The influences of iron loaded on the support (0.3; 7 and 10%, m/m) and the initial pH of the reactant medium (3.1; 6.8; 8.7) were studied. The iron dispersion on the palygorskite, the phase purity and the elemental composition of the catalyst were evaluated by X-Ray Difraction (XRD), Scanning Electron Microscopy (SEM) and X-Ray Flourescence (XRF). The use of palygorskite as support to increase the surface area was confirmed by the B.E.T. surface results. The phenol degradation curves showed that the Fe3+ over palygorskite when compared with the other materials tested has the best performance toward the (Total Organic carbonic) TOC conversion. The decrease in alkalinity of the reaction medium also favors the conversion of TOC. The maximum conversion obtained from the TOC with the catalyst 3% Fe / palygorskite was around 95% for a reaction time of 60 minutes, while reducing the formation of acids, especially acetic acid. With products obtained from wet oxidation of phenol, hydroquinone, p-benzoquinone, catechol and oxalic acid, identified and quantified by High Performance Liquid Chromatography was possible to propose a reaction mechanism of the process where the phenol is transformed into the homogeneous and heterogeneous phase in the other by applying a kinetic model, Langmuir-Hinshelwood type, with evaluation of kinetic constants of different reactions involved.

Dispersion capacity of Triatoma sherlocki, Triatoma juazeirensis and laboratory-bred hybrids

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)