The Transmission of Monetary Policy in a Multi-Sector Economy

This paper constructs and estimates a sticky-price, Dynamic Stochastic General Equilibrium model with heterogenous production sectors. Sectors differ in price stickiness, capital-adjustment costs and production technology, and use output from each other as material and investment inputs following an Input-Output Matrix and Capital Flow Table that represent the U.S. economy. By relaxing the standard assumption of symmetry, this model allows different sectoral dynamics in response to monetary policy shocks. The model is estimated by Simulated Method of Moments using sectoral and aggregate U.S. time series. Results indicate 1) substantial heterogeneity in price stickiness across sectors, with quantitatively larger differences between services and goods than previously found in micro studies that focus on final goods alone, 2) a strong sensitivity to monetary policy shocks on the part of construction and durable manufacturing, and 3) similar quantitative predictions at the aggregate level by the multi-sector model and a standard model that assumes symmetry across sectors.

Structure et dynamique des communautés multi-espèces : le rôle de l’espace

Cette thèse porte sur le rôle de l’espace dans l’organisation et dans la dynamique des communautés écologiques multi-espèces. Deux carences peuvent être identifiées dans les études théoriques actuelles portant sur la dimension spatiale des communautés écologiques : l’insuffisance de modèles multi-espèces représentant la dimension spatiale explicitement, et le manque d’attention portée aux interactions positives, tel le mutualisme, en dépit de la reconnaissance de leur ubiquité dans les systèmes écologiques. Cette thèse explore cette problématique propre à l’écologie des communautés, en utilisant une approche théorique s’inspirant de la théorie des systèmes complexes et de la mécanique statistique. Selon cette approche, les communautés d’espèces sont considérées comme des systèmes complexes dont les propriétés globales émergent des interactions locales entre les organismes qui les composent, et des interactions locales entre ces organismes et leur environnement. Le premier objectif de cette thèse est de développer un modèle de métacommunauté multi-espèces, explicitement spatial, orienté à l’échelle des individus et basé sur un réseau d’interactions interspécifiques générales comprenant à la fois des interactions d’exploitation, de compétition et de mutualisme. Dans ce modèle, les communautés locales sont formées par un processus d’assemblage des espèces à partir d’un réservoir régional. La croissance des populations est restreinte par une capacité limite et leur dynamique évolue suivant des mécanismes simples de reproduction et de dispersion des individus. Ces mécanismes sont dépendants des conditions biotiques et abiotiques des communautés locales et leur effet varie en fonction des espèces, du temps et de l’espace. Dans un deuxième temps, cette thèse a pour objectif de déterminer l’impact d’une connectivité spatiale croissante sur la dynamique spatiotemporelle et sur les propriétés structurelles et fonctionnelles de cette métacommunauté. Plus précisément, nous évaluons différentes propriétés des communautés en fonction du niveau de dispersion des espèces : i) la similarité dans la composition des communautés locales et ses patrons de corrélations spatiales; ii) la biodiversité locale et régionale, et la distribution locale de l’abondance des espèces; iii) la biomasse, la productivité et la stabilité dynamique aux échelles locale et régionale; et iv) la structure locale des interactions entre les espèces. Ces propriétés sont examinées selon deux schémas spatiaux. D’abord nous employons un environnement homogène et ensuite nous employons un environnement hétérogène où la capacité limite des communautés locales évoluent suivant un gradient. De façon générale, nos résultats révèlent que les communautés écologiques spatialement distribuées sont extrêmement sensibles aux modes et aux niveaux de dispersion des organismes. Leur dynamique spatiotemporelle et leurs propriétés structurelles et fonctionnelles peuvent subir des changements profonds sous forme de transitions significatives suivant une faible variation du niveau de dispersion. Ces changements apparaissent aussi par l’émergence de patrons spatiotemporels dans la distribution spatiale des populations qui sont typiques des transitions de phases observées généralement dans les systèmes physiques. La dynamique de la métacommunauté présente deux régimes. Dans le premier régime, correspondant aux niveaux faibles de dispersion des espèces, la dynamique d’assemblage favorise l’émergence de communautés stables, peu diverses et formées d’espèces abondantes et fortement mutualistes. La métacommunauté possède une forte diversité régionale puisque les communautés locales sont faiblement connectées et que leur composition demeure ainsi distincte. Par ailleurs dans le second régime, correspondant aux niveaux élevés de dispersion, la diversité régionale diminue au profit d’une augmentation de la diversité locale. Les communautés locales sont plus productives mais leur stabilité dynamique est réduite suite à la migration importante d’individus. Ce régime est aussi caractérisé par des assemblages incluant une plus grande diversité d’interactions interspécifiques. Ces résultats suggèrent qu’une augmentation du niveau de dispersion des organismes permet de coupler les communautés locales entre elles ce qui accroît la coexistence locale et favorise la formation de communautés écologiques plus riches et plus complexes. Finalement, notre étude suggère que le mutualisme est fondamentale à l’organisation et au maintient des communautés écologiques. Les espèces mutualistes dominent dans les habitats caractérisés par une capacité limite restreinte et servent d’ingénieurs écologiques en facilitant l’établissement de compétiteurs, prédateurs et opportunistes qui bénéficient de leur présence.

Automating the product derivation process of multi-agent systems product lines

Agent-oriented software engineering and software product lines are two promising software engineering techniques. Recent research work has been exploring their integration, namely multi-agent systems product lines (MAS-PLs), to promote reuse and variability management in the context of complex software systems. However, current product derivation approaches do not provide specific mechanisms to deal with MAS-PLs. This is essential because they typically encompass several concerns (e.g., trust, coordination, transaction, state persistence) that are constructed on the basis of heterogeneous technologies (e.g., object-oriented frameworks and platforms). In this paper, we propose the use of multi-level models to support the configuration knowledge specification and automatic product derivation of MAS-PLs. Our approach provides an agent-specific architecture model that uses abstractions and instantiation rules that are relevant to this application domain. In order to evaluate the feasibility and effectiveness of the proposed approach, we have implemented it as an extension of an existing product derivation tool, called GenArch. The approach has also been evaluated through the automatic instantiation of two MAS-PLs, demonstrating its potential and benefits to product derivation and configuration knowledge specification.

Genetic parameter estimates for live weight and daily live weight gain obtained for Nellore bulls in a test station using different models

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

Multiple higgs and vector boson production beyond the standard model

If the electroweak symmetry breaking is originated from a strongly coupled sector, as for instance in composite Higgs models, the Higgs boson couplings can deviate from their Standard Model values. In such cases, at sufficiently high energies there could occur an onset of multiple Higgs boson and longitudinally polarised electroweak gauge boson (V L ) production. We study the sensitivity to anomalous Higgs couplings in inelastic processes with 3 and 4 particles (either Higgs bosons or V L 's) in the final state. We show that, due to the more severe cancellations in the corresponding amplitudes as compared to the usual 2 → 2 processes, large enhancements with respect to the Standard Model can arise even for small modifications of the Higgs couplings. In particular, we find that triple Higgs production provides the best multiparticle channel to look for these deviations. We briefly explore the consequences of multiparticle production at the LHC. © 2013 SISSA.

Estimativas de parâmetros genéticos para produção de leite em búfalas por modelos de repetibilidade, multi-característica e de regressão aleatória

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Resolvendo o problema dos sabores

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Conformal inflation from the Higgs

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The performance of single- and multi-proxy transfer functions (testate amoebae, bryophytes, vascular plants) for reconstructing mire surface wetness and pH

Peatlands are widely exploited archives of paleoenvironmental change. We developed and compared multiple transfer functions to infer peatland depth to the water table (DWT) and pH based on testate amoeba (percentages, or presence/absence), bryophyte presence/absence, and vascular plant presence/absence data from sub-alpine peatlands in the SE Swiss Alps in order to 1) compare the performance of single-proxy vs. multi-proxy models and 2) assess the performance of presence/absence models. Bootstrapping cross-validation showing the best performing single-proxy transfer functions for both DWT and pH were those based on bryophytes. The best performing transfer functions overall for DWT were those based on combined testate amoebae percentages, bryophytes and vascular plants; and, for pH, those based on testate amoebae and bryophytes. The comparison of DWT and pH inferred from testate amoeba percentages and presence/absence data showed similar general patterns but differences in the magnitude and timing of some shifts. These results show new directions for paleoenvironmental research, 1) suggesting that it is possible to build good-performing transfer functions using presence/absence data, although with some loss of accuracy, and 2) supporting the idea that multi-proxy inference models may improve paleoecological reconstruction. The performance of multi-proxy and single-proxy transfer functions should be further compared in paleoecological data.

An Economic Derivation on Trade Coefficients under the Framework of Multi-regional I-O Analysis

The gravity model, entropy model, potential type model and others like these have been adopted to formulate interregional trade coefficients under the framework of Multi-Regional I-O (MRIO) analysis. Since most of these models are based upon analogies in physics or on statistical principles, they do not provide a theoretical explanation from the view of a firm's or individual's rational and deterministic decision making. In this paper, according to the deterministic choice theory, not only is an alternative formulation of the trade coefficients presented, but also a discussion of an appropriate definition for purchasing prices indices. Since this formulation is consistent with the MRIO system, it can be employed as a useful model-building tool in multi-regional models such as the spatial CGE model.

Continuous multi-criteria methods for crop and soil conservation planning on La Colacha (Río Cuarto, Province of Cordoba, Argentina)

Agro-areas of Arroyos Menores (La Colacha) west and south of Rand south of R?o Cuarto (Prov. of Cordoba, Argentina) basins are very fertile but have high soil loses. Extreme rain events, inundations and other severe erosions forming gullies demand urgently actions in this area to avoid soil degradation and erosion supporting good levels of agro production. The authors first improved hydrologic data on La Colacha, evaluated the systems of soil uses and actions that could be recommended considering the relevant aspects of the study area and applied decision support systems (DSS) with mathematic tools for planning of defences and uses of soils in these areas. These were conducted here using multi-criteria models, in multi-criteria decision making (MCDM); first of discrete MCDM to chose among global types of use of soils, and then of continuous MCDM to evaluate and optimize combined actions, including repartition of soil use and the necessary levels of works for soil conservation and for hydraulic management to conserve against erosion these basins. Relatively global solutions for La Colacha area have been defined and were optimised by Linear Programming in Goal Programming forms that are presented as Weighted or Lexicographic Goal Programming and as Compromise Programming. The decision methods used are described, indicating algorithms used, and examples for some representative scenarios on La Colacha area are given.

Discrete Multi-Criteria Methods for lands use and conservation planning on La Colacha in Arroyos Menores (Río Cuarto, Province of Córdoba, Argentina)

The study area is La Colacha sub-basins from Arroyos Menores basins, natural areas at West and South of Río Cuarto in Province of Córdoba of Argentina, fertile with loess soils and monsoon temperate climate, but with soil erosions including regressive gullies that degrade them progressively. Cultivated gently since some hundred sixty years, coordinated action planning became necessary to conserve lands while keeping good agro-production. The authors had improved data on soils and on hydrology for the study area, evaluated systems of soil uses and actions to be recommended and applied Decision Support Systems (DSS) tools for that, and were conducted to use discrete multi-criteria models (MCDM) for the more global views about soil conservation and hydraulic management actions and about main types of use of soils. For that they used weighted PROMETHEE, ELECTRE, and AHP methods with a system of criteria grouped as environmental, economic and social, and criteria from their data on effects of criteria. The alternatives resulting offer indication for planning depending somehow on sub basins and on selections of weights, but actions for conservation of soils and water management measures are recommended to conserve the basins conditions, actually sensibly degrading, mainly keeping actual uses of the lands.

Midwifery-led antenatal care models: mapping a systematic review to an evidence-based quality framework to identify key components and characteristics of care

Background: Implementing effective antenatal care models is a key global policy goal. However, the mechanisms of action of these multi-faceted models that would allow widespread implementation are seldom examined and poorly understood. In existing care model analyses there is little distinction between what is done, how it is done, and who does it. A new evidence-informed quality maternal and newborn care (QMNC) framework identifies key characteristics of quality care. This offers the opportunity to identify systematically the characteristics of care delivery that may be generalizable across contexts, thereby enhancing implementation. Our objective was to map the characteristics of antenatal care models tested in Randomised Controlled Trials (RCTs) to a new evidence-based framework for quality maternal and newborn care; thus facilitating the identification of characteristics of effective care.

Methods: A systematic review of RCTs of midwifery-led antenatal care models. Mapping and evaluation of these models’ characteristics to the QMNC framework using data extraction and scoring forms derived from the five framework components. Paired team members independently extracted data and conducted quality assessment using the QMNC framework and standard RCT criteria.

Results: From 13,050 citations initially retrieved we identified 17 RCTs of midwifery-led antenatal care models from Australia (7), the UK (4), China (2), and Sweden, Ireland, Mexico and Canada (1 each). QMNC framework scores ranged from 9 to 25 (possible range 0–32), with most models reporting fewer than half the characteristics associated with quality maternity care. Description of care model characteristics was lacking in many studies, but was better reported for the intervention arms. Organisation of care was the best-described component. Underlying values and philosophy of care were poorly reported.

Conclusions: The QMNC framework facilitates assessment of the characteristics of antenatal care models. It is vital to understand all the characteristics of multi-faceted interventions such as care models; not only what is done but why it is done, by whom, and how this differed from the standard care package. By applying the QMNC framework we have established a foundation for future reports of intervention studies so that the characteristics of individual models can be evaluated, and the impact of any differences appraised.

Numerical simulations of the spine for patient-specific models of severe scoliosis

In silico methods, such as musculoskeletal modelling, may aid the selection of the optimal surgical treatment for highly complex pathologies such as scoliosis. Many musculoskeletal models use a generic, simplified representation of the intervertebral joints, which are fundamental to the flexibility of the spine. Therefore, to model and simulate the spine, a suitable representation of the intervertebral joint is crucial. The aim of this PhD was to characterise specimen-specific models of the intervertebral joint for multi-body models from experimental datasets. First, the project investigated the characterisation of a specimen-specific lumped parameter model of the intervertebral joint from an experimental dataset of a four-vertebra lumbar spine segment. Specimen-specific stiffnesses were determined with an optimisation method. The sensitivity of the parameters to the joint pose was investigate. Results showed the stiffnesses and predicted motions were highly depended on both the joint pose. Following the first study, the method was reapplied to another dataset that included six complete lumbar spine segments under three different loading conditions. Specimen-specific uniform stiffnesses across joint levels and level-dependent stiffnesses were calculated by optimisation. Specimen-specific stiffness show high inter-specimen variability and were also specific to the loading condition. Level-dependent stiffnesses are necessary for accurate kinematic predictions and should be determined independently of one another. Secondly, a framework to create subject-specific musculoskeletal models of individuals with severe scoliosis was developed. This resulted in a robust codified pipeline for creating subject-specific, severely scoliotic spine models from CT data. In conclusion, this thesis showed that specimen-specific intervertebral joint stiffnesses were highly sensitive to joint pose definition and the importance of level-dependent optimisation. Further, an open-source codified pipeline to create patient-specific scoliotic spine models from CT data was released. These studies and this pipeline can facilitate the specimen-specific characterisation of the scoliotic intervertebral joint and its incorporation into scoliotic musculoskeletal spine models.

On the importance function in splitting simulation

The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages in the simulation. Of vital importance to the efficiency of the method is the Importance Function (IF). This function governs the placement of the thresholds or surfaces at which the paths are split. We derive a characterisation of the optimal IF and show that for multi-dimensional models the natural choice for the IF is usually not optimal. We also show how nearly optimal splitting surfaces can be derived or simulated using reverse time analysis. Our numerical experiments illustrate that by using the optimal IF, one can obtain a significant improvement in simulation efficiency.