Alliance evolutions over the course of short-term dynamic psychotherapy: A case study

Background: Alliance evolutions, i.e. ruptures and resolutions over the course of psychotherapy, have been shown to be important descriptive features in different forms of psychotherapy, and in particular in psychodynamic psychotherapy. This case study of a client presenting elements of adjustment disorder undergoing short-term dynamic psychotherapy is drawn from a systematic naturalistic study and aims at illustrating, on a session-by-session-level, the processes of alliance ruptures and resolutions, by comparing both the client's and the therapist's perspectives. Method: Two episodes of alliance evolution were more fully studied, in relation to the evolution of transference, as well as the client's defensive functioning and core conflictual theme. These concepts were measured by means of valid, reliable observer-rater methods, based on session transcripts: the Defense Mechanisms Rating Scales (DMRS) for defensive functioning and the Core Conflictual Relationship Theme (CCRT) for the conflicts. Alliance was measured after each session using the Helping Alliance questionnaire (HAq-II). Results: The results indicated that these episodes of alliance rupture and resolutions may be understood as key moments of the whole therapeutic process reflecting the client's main relationship stakes. Illustrations are provided based on the client's in-session processes and related to the alliance development over the course of the entire therapy.

Impact of a Cleft Lip and/or Palate on Maternal Stress and Attachment Representations.

Objective : The announcement, prenatally or at birth, of a cleft lip and/or palate represents a challenge for the parents. The purpose of this study is to identify parental working internal models of the child (parental representations of the child and relationship in the context of attachment theory) and posttraumatic stress disorder symptoms in mothers of infants born with a cleft. Method : The study compares mothers with a child born with a cleft (n  =  22) and mothers with a healthy infant (n  =  36). Results : The study shows that mothers of infants with a cleft more often experience insecure parental working internal models of the child and more posttraumatic stress symptoms than mothers of the control group. It is interesting that the severity or complexity of the cleft is not related to parental representations and posttraumatic stress disorder symptoms. The maternal emotional involvement, as expressed in maternal attachment representations, is higher in mothers of children with a cleft who had especially high posttraumatic stress disorder symptoms, as compared with mothers of children with a cleft having fewer posttraumatic stress disorder symptoms. Discussion : Mothers of children with a cleft may benefit from supportive therapy regarding parent-child attachment, even when they express low posttraumatic stress disorder symptoms.

Donor's and organ representations in liver, kidney, heart and lung transplantation : a qualitative longitudinal study

Purpose: Organ transplantation is a biological and psychological challenge and graft acceptance is an important achievement for patients. Patients' concerns toward the deceased donor and the organ may contribute to this process. Method: Forty-seven patients involved in heart (N=9), liver (N=8), lung (N=14) and kidney (N=16) transplantation participated in IRB-approved longitudinal semi-structured interviews: (T1) registered on the waiting-list, (T2) six months and (T3) twelve months after transplantation. Qualitative pattern analysis (QUAPA) was carried out on the verbatim transcripts and concerns about the donor and the organ were then analysed. Results: - Donor's representation: At T1, patients were reluctant to talk about the donor: 27% expressed culpability and 19% accepted the clause of anonymity. At T2, intense emotions were associated with the reminiscing about the donor and 45% highlighted the generosity of his/her act. In addition, heart, lung and kidney recipients were concerned about the donor's identity: 42% challenged the clause of anonymity. Liver recipients complained about anonymity, but could nevertheless cope with it. At T3, 47% of heart, lung and kidney recipients thought daily of the donor and 33% were still looking for information about him/her. Liver recipients rarely have thoughts about the donor. - Organ representation: At T1, organ descriptions were biomedical (49% of the interviewees) and more rarely, mainly heart candidates, referred to the symbolic meaning of the organ. After transplantation (T2-T3), function was underlined. Acceptance and organ integration were associated with post-operative outcomes (23%) and psychological well-being (45%). Some patients (32%) inferred the donor's personality from the organ quality and felt privileged having received an organ in such a good state. Conclusion: Donor's representations should be explored during the transplantation process as they play an important role in the psychological acceptance of the graft.

Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model

We analyze and quantify co-movements in real effective exchange rates while considering the regional location of countries. More specifically, using the dynamic hierarchical factor model (Moench et al. (2011)), we decompose exchange rate movements into several latent components; worldwide and two regional factors as well as country-specific elements. Then, we provide evidence that the worldwide common factor is closely related to monetary policies in large advanced countries while regional common factors tend to be captured by those in the rest of the countries in a region. However, a substantial proportion of the variation in the real exchange rates is reported to be country-specific; even in Europe country-specific movements exceed worldwide and regional common factors.

A Simple Characterization of Dynamic Completeness in Continuous Time

This paper investigates dynamic completeness of financial markets in which the underlying risk process is a multi-dimensional Brownian motion and the risky securities dividends geometric Brownian motions. A sufficient condition, that the instantaneous dispersion matrix of the relative dividends is non-degenerate, was established recently in the literature for single-commodity, pure-exchange economies with many heterogenous agents, under the assumption that the intermediate flows of all dividends, utilities, and endowments are analytic functions. For the current setting, a different mathematical argument in which analyticity is not needed shows that a slightly weaker condition suffices for general pricing kernels. That is, dynamic completeness obtains irrespectively of preferences, endowments, and other structural elements (such as whether or not the budget constraints include only pure exchange, whether or not the time horizon is finite with lump-sum dividends available on the terminal date, etc.)

Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas

We study the asymmetric and dynamic dependence between financial assets and demonstrate, from the perspective of risk management, the economic significance of dynamic copula models. First, we construct stock and currency portfolios sorted on different characteristics (ex ante beta, coskewness, cokurtosis and order flows), and find substantial evidence of dynamic evolution between the high beta (respectively, coskewness, cokurtosis and order flow) portfolios and the low beta (coskewness, cokurtosis and order flow) portfolios. Second, using three different dependence measures, we show the presence of asymmetric dependence between these characteristic-sorted portfolios. Third, we use a dynamic copula framework based on Creal et al. (2013) and Patton (2012) to forecast the portfolio Value-at-Risk of long-short (high minus low) equity and FX portfolios. We use several widely used univariate and multivariate VaR models for the purpose of comparison. Backtesting our methodology, we find that the asymmetric dynamic copula models provide more accurate forecasts, in general, and, in particular, perform much better during the recent financial crises, indicating the economic significance of incorporating dynamic and asymmetric dependence in risk management.

Values, Multiculturalism and Representations

The theory of values is underdeveloped within economics with very few theoretical models explaining how values are created and propagated through a population. Those models that do exist are limited in how well they explain the role of values and how they behave. This paper argues that the theory of values needs to be fundamentally rethought, incorporating basic ideas from psychology, anthropology and philosophy that have largely been ignored in the literature. The resulting model is applied to answer some fundamental issues surrounding the notion of multiculturalism.

Dynamic Relational Contracts under Complete Information

This paper considers a long-term relationship between two agents who both undertake a costly action or investment that together produces a joint benefit. Agents have an opportunity to expropriate some of the joint benefit for their own use. Two cases are considered: (i) where agents are risk neutral and are subject to limited liability constraints and (ii) where agents are risk averse, have quasi-linear preferences in consumption and actions but where limited liability constraints do not bind. The question asked is how to structure the investments and division of the surplus over time so as to avoid expropriation. In the risk-neutral case, there may be an initial phase in which one agent overinvests and the other underinvests. However, both actions and surplus converge monotonically to a stationary state in which there is no overinvestment and surplus is at its maximum subject to the constraints. In the risk-averse case, there is no overinvestment. For this case, we establish that dynamics may or may not be monotonic depending on whether or not it is possible to sustain a first-best allocation. If the first-best allocation is not sustainable, then there is a trade-off between risk sharing and surplus maximization. In general, surplus will not be at its constrained maximum even in the long run.

Time Varying Dimension Models

Time varying parameter (TVP) models have enjoyed an increasing popularity in empirical macroeconomics. However, TVP models are parameter-rich and risk over-fitting unless the dimension of the model is small. Motivated by this worry, this paper proposes several Time Varying dimension (TVD) models where the dimension of the model can change over time, allowing for the model to automatically choose a more parsimonious TVP representation, or to switch between different parsimonious representations. Our TVD models all fall in the category of dynamic mixture models. We discuss the properties of these models and present methods for Bayesian inference. An application involving US inflation forecasting illustrates and compares the different TVD models. We find our TVD approaches exhibit better forecasting performance than several standard benchmarks and shrink towards parsimonious specifications.

Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula

We investigate the dynamic and asymmetric dependence structure between equity portfolios from the US and UK. We demonstrate the statistical significance of dynamic asymmetric copula models in modelling and forecasting market risk. First, we construct “high-minus-low" equity portfolios sorted on beta, coskewness, and cokurtosis. We find substantial evidence of dynamic and asymmetric dependence between characteristic-sorted portfolios. Second, we consider a dynamic asymmetric copula model by combining the generalized hyperbolic skewed t copula with the generalized autoregressive score (GAS) model to capture both the multivariate non-normality and the dynamic and asymmetric dependence between equity portfolios. We demonstrate its usefulness by evaluating the forecasting performance of Value-at-Risk and Expected Shortfall for the high-minus-low portfolios. From back-testing, e find consistent and robust evidence that our dynamic asymmetric copula model provides the most accurate forecasts, indicating the importance of incorporating the dynamic and asymmetric dependence structure in risk management.

Representations and the Corruption of Goods

The traditional view of the economic agent is of an individual who is self-interested, rational and perceives the world “correctly”. However, there is a lot of experimental and other evidence that undermines this view of agents. It is argued that an attempt to model these agents properly requires the cognitive science idea of a mental representation- a mental state with content. It is shown that this idea gives economists resources to discuss critiques of economics by Sandel (2012) and Grant (2012). In particular, it allows us to think clearly about the notion of goods being “corrupted” by a change in context from a non-market to a market situation.

The behavioral relevance and top-down susceptibility of early, low level multisensory interactions in humans

Abstract (English)General backgroundMultisensory stimuli are easier to recognize, can improve learning and a processed faster compared to unisensory ones. As such, the ability an organism has to extract and synthesize relevant sensory inputs across multiple sensory modalities shapes his perception of and interaction with the environment. A major question in the scientific field is how the brain extracts and fuses relevant information to create a unified perceptual representation (but also how it segregates unrelated information). This fusion between the senses has been termed "multisensory integration", a notion that derives from seminal animal single-cell studies performed in the superior colliculus, a subcortical structure shown to create a multisensory output differing from the sum of its unisensory inputs. At the cortical level, integration of multisensory information is traditionally deferred to higher classical associative cortical regions within the frontal, temporal and parietal lobes, after extensive processing within the sensory-specific and segregated pathways. However, many anatomical, electrophysiological and neuroimaging findings now speak for multisensory convergence and interactions as a distributed process beginning much earlier than previously appreciated and within the initial stages of sensory processing.The work presented in this thesis is aimed at studying the neural basis and mechanisms of how the human brain combines sensory information between the senses of hearing and touch. Early latency non-linear auditory-somatosensory neural response interactions have been repeatedly observed in humans and non-human primates. Whether these early, low-level interactions are directly influencing behavioral outcomes remains an open question as they have been observed under diverse experimental circumstances such as anesthesia, passive stimulation, as well as speeded reaction time tasks. Under laboratory settings, it has been demonstrated that simple reaction times to auditory-somatosensory stimuli are facilitated over their unisensory counterparts both when delivered to the same spatial location or not, suggesting that audi- tory-somatosensory integration must occur in cerebral regions with large-scale spatial representations. However experiments that required the spatial processing of the stimuli have observed effects limited to spatially aligned conditions or varying depending on which body part was stimulated. Whether those divergences stem from task requirements and/or the need for spatial processing has not been firmly established.Hypotheses and experimental resultsIn a first study, we hypothesized that auditory-somatosensory early non-linear multisensory neural response interactions are relevant to behavior. Performing a median split according to reaction time of a subset of behavioral and electroencephalographic data, we found that the earliest non-linear multisensory interactions measured within the EEG signal (i.e. between 40-83ms post-stimulus onset) were specific to fast reaction times indicating a direct correlation of early neural response interactions and behavior.In a second study, we hypothesized that the relevance of spatial information for task performance has an impact on behavioral measures of auditory-somatosensory integration. Across two psychophysical experiments we show that facilitated detection occurs even when attending to spatial information, with no modulation according to spatial alignment of the stimuli. On the other hand, discrimination performance with probes, quantified using sensitivity (d'), is impaired following multisensory trials in general and significantly more so following misaligned multisensory trials.In a third study, we hypothesized that behavioral improvements might vary depending which body part is stimulated. Preliminary results suggest a possible dissociation between behavioral improvements andERPs. RTs to multisensory stimuli were modulated by space only in the case when somatosensory stimuli were delivered to the neck whereas multisensory ERPs were modulated by spatial alignment for both types of somatosensory stimuli.ConclusionThis thesis provides insight into the functional role played by early, low-level multisensory interac-tions. Combining psychophysics and electrical neuroimaging techniques we demonstrate the behavioral re-levance of early and low-level interactions in the normal human system. Moreover, we show that these early interactions are hermetic to top-down influences on spatial processing suggesting their occurrence within cerebral regions having access to large-scale spatial representations. We finally highlight specific interactions between auditory space and somatosensory stimulation on different body parts. Gaining an in-depth understanding of how multisensory integration normally operates is of central importance as it will ultimately permit us to consider how the impaired brain could benefit from rehabilitation with multisensory stimula-Abstract (French)Background théoriqueDes stimuli multisensoriels sont plus faciles à reconnaître, peuvent améliorer l'apprentissage et sont traités plus rapidement comparé à des stimuli unisensoriels. Ainsi, la capacité qu'un organisme possède à extraire et à synthétiser avec ses différentes modalités sensorielles des inputs sensoriels pertinents, façonne sa perception et son interaction avec l'environnement. Une question majeure dans le domaine scientifique est comment le cerveau parvient à extraire et à fusionner des stimuli pour créer une représentation percep- tuelle cohérente (mais aussi comment il isole les stimuli sans rapport). Cette fusion entre les sens est appelée "intégration multisensorielle", une notion qui provient de travaux effectués dans le colliculus supérieur chez l'animal, une structure sous-corticale possédant des neurones produisant une sortie multisensorielle différant de la somme des entrées unisensorielles. Traditionnellement, l'intégration d'informations multisen- sorielles au niveau cortical est considérée comme se produisant tardivement dans les aires associatives supérieures dans les lobes frontaux, temporaux et pariétaux, suite à un traitement extensif au sein de régions unisensorielles primaires. Cependant, plusieurs découvertes anatomiques, électrophysiologiques et de neuroimageries remettent en question ce postulat, suggérant l'existence d'une convergence et d'interactions multisensorielles précoces.Les travaux présentés dans cette thèse sont destinés à mieux comprendre les bases neuronales et les mécanismes impliqués dans la combinaison d'informations sensorielles entre les sens de l'audition et du toucher chez l'homme. Des interactions neuronales non-linéaires précoces audio-somatosensorielles ont été observées à maintes reprises chez l'homme et le singe dans des circonstances aussi variées que sous anes- thésie, avec stimulation passive, et lors de tâches nécessitant un comportement (une détection simple de stimuli, par exemple). Ainsi, le rôle fonctionnel joué par ces interactions à une étape du traitement de l'information si précoce demeure une question ouverte. Il a également été démontré que les temps de réaction en réponse à des stimuli audio-somatosensoriels sont facilités par rapport à leurs homologues unisensoriels indépendamment de leur position spatiale. Ce résultat suggère que l'intégration audio- somatosensorielle se produit dans des régions cérébrales possédant des représentations spatiales à large échelle. Cependant, des expériences qui ont exigé un traitement spatial des stimuli ont produits des effets limités à des conditions où les stimuli multisensoriels étaient, alignés dans l'espace ou encore comme pouvant varier selon la partie de corps stimulée. Il n'a pas été établi à ce jour si ces divergences pourraient être dues aux contraintes liées à la tâche et/ou à la nécessité d'un traitement de l'information spatiale.Hypothèse et résultats expérimentauxDans une première étude, nous avons émis l'hypothèse que les interactions audio- somatosensorielles précoces sont pertinentes pour le comportement. En effectuant un partage des temps de réaction par rapport à la médiane d'un sous-ensemble de données comportementales et électroencépha- lographiques, nous avons constaté que les interactions multisensorielles qui se produisent à des latences précoces (entre 40-83ms) sont spécifique aux temps de réaction rapides indiquant une corrélation directe entre ces interactions neuronales précoces et le comportement.Dans une deuxième étude, nous avons émis l'hypothèse que si l'information spatiale devient perti-nente pour la tâche, elle pourrait exercer une influence sur des mesures comportementales de l'intégration audio-somatosensorielles. Dans deux expériences psychophysiques, nous montrons que même si les participants prêtent attention à l'information spatiale, une facilitation de la détection se produit et ce toujours indépendamment de la configuration spatiale des stimuli. Cependant, la performance de discrimination, quantifiée à l'aide d'un index de sensibilité (d') est altérée suite aux essais multisensoriels en général et de manière plus significative pour les essais multisensoriels non-alignés dans l'espace.Dans une troisième étude, nous avons émis l'hypothèse que des améliorations comportementales pourraient différer selon la partie du corps qui est stimulée (la main vs. la nuque). Des résultats préliminaires suggèrent une dissociation possible entre une facilitation comportementale et les potentiels évoqués. Les temps de réactions étaient influencés par la configuration spatiale uniquement dans le cas ou les stimuli somatosensoriels étaient sur la nuque alors que les potentiels évoqués étaient modulés par l'alignement spatial pour les deux types de stimuli somatosensorielles.ConclusionCette thèse apporte des éléments nouveaux concernant le rôle fonctionnel joué par les interactions multisensorielles précoces de bas niveau. En combinant la psychophysique et la neuroimagerie électrique, nous démontrons la pertinence comportementale des ces interactions dans le système humain normal. Par ailleurs, nous montrons que ces interactions précoces sont hermétiques aux influences dites «top-down» sur le traitement spatial suggérant leur occurrence dans des régions cérébrales ayant accès à des représentations spatiales de grande échelle. Nous soulignons enfin des interactions spécifiques entre l'espace auditif et la stimulation somatosensorielle sur différentes parties du corps. Approfondir la connaissance concernant les bases neuronales et les mécanismes impliqués dans l'intégration multisensorielle dans le système normale est d'une importance centrale car elle permettra d'examiner et de mieux comprendre comment le cerveau déficient pourrait bénéficier d'une réhabilitation avec la stimulation multisensorielle.

Estimation of dynamic latent variable models using simulated nonparametric moments

Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Because conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. It is shown that as the number of simulations diverges, the estimator is consistent and a higher-order expansion reveals the stochastic difference between the infeasible GMM estimator based on the same moment conditions and the simulated version. In particular, we show how to adjust standard errors to account for the simulations. Monte Carlo results show how the estimator may be applied to a range of dynamic latent variable (DLV) models, and that it performs well in comparison to several other estimators that have been proposed for DLV models.

Dynamic stackelberg game with risk-averse players: optimal risk-sharing under asymmetric information

The objective of this paper is to clarify the interactive nature of the leader-follower relationship when both players are endogenously risk-averse. The analysis is placed in the context of a dynamic closed-loop Stackelberg game with private information. The case of a risk-neutral leader, very often discussed in the literature, is only a borderline possibility in the present study. Each player in the game is characterized by a risk-averse type which is unknown to his opponent. The goal of the leader is to implement an optimal incentive compatible risk-sharing contract. The proposed approach provides a qualitative analysis of adaptive risk behavior profiles for asymmetrically informed players in the context of dynamic strategic interactions modelled as incentive Stackelberg games.