Respostas dinâmicas em sistemas distribuídos e decomposição forçada da superfície livre para um modelo acoplado Oceano-Atmosfera

O objetivo deste trabalho é a introdução e desenvolvimento de uma metodologia analítico-simbólica para a obtenção de respostas dinâmicas e forçadas (soluções homogêneas e não homogêneas) de sistemas distribuídos, em domínios ilimitados e limitados, através do uso da base dinâmica gerada a partir da resposta impulso. Em domínios limitados, a resposta impulso foi formulada pelo método espectral. Foram considerados sistemas com condições de contorno homogêneas e não homogêneas. Para sistemas de natureza estável, a resposta forçada é decomposta na soma de uma resposta particular e de uma resposta livre induzida pelos valores iniciais da resposta particular. As respostas particulares, para entradas oscilatórias no tempo, foram calculadas com o uso da fun»c~ao de Green espacial. A teoria é desenvolvida de maneira geral permitindo que diferentes sis- temas evolutivos de ordem arbitrária possam ser tratados sistematicamente de uma forma compacta e simples. Realizou-se simulações simbólicas para a obtenção de respostas dinâmicas e respostas for»cadas com equações do tipo parabólico e hiperbólico em 1D,2D e 3D. O cálculo das respostas forçadas foi realizado com a determinação das respostas livres transientes em termos dos valores iniciais das respostas permanentes. Foi simulada a decomposição da resposta forçada da superfície livre de um modelo acoplado oceano-atmosfera bidimensional, através da resolução de uma equação de Klein-Gordon 2D com termo não-homogêneo de natureza dinâmica, devido a tensão de cisalhamento na superfície do oceano pela ação do vento.

Ensaios em econometria aplicada

This thesis has three chapters. Chapter 1 explores literature about exchange rate pass-through, approaching both empirical and theoretical issues. In Chapter 2, we formulate an estate space model for the estimation of the exchange rate pass-through of the Brazilian Real against the US Dollar, using monthly data from August 1999 to August 2008. The state space approach allows us to verify some empirical aspects presented by economic literature, such as coe cients inconstancy. The estimates o ffer evidence that the pass-through had variation over the observed sample. The state space approach is also used to test whether some of the "determinants" of pass-through are related to the exchange rate pass-through variations observed. According to our estimates, the variance of the exchange rate pass-through, monetary policy and trade ow have infuence on the exchange rate pass-through. The third and last chapter proposes the construction of a coincident and leading indicator of economic activity in the United States of America. These indicators are built using a probit state space model to incorporate the deliberations of the NBER Dating Cycles Committee regarding the state of the economy in the construction of the indexes. The estimates o ffer evidence that the NBER Committee weighs the coincident series (employees in nonagricultural payrolls, industrial production, personal income less transferences and sales) di fferently way over time and between recessions. We also had evidence that the number of employees in nonagricultural payrolls is the most important coincident series used by the NBER to de fine the periods of recession in the United States.

The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity

We use the information content in the decisions of the NBER Business Cycle Dating Committee to construct coincident and leading indices of economic activity for the United States. We identify the coincident index by assuming that the coincident variables have a common cycle with the unobserved state of the economy, and that the NBER business cycle dates signify the turning points in the unobserved state. This model allows us to estimate our coincident index as a linear combination of the coincident series. We establish that our index performs better than other currently popular coincident indices of economic activity.

The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity

We use the information content in the decisions of the NBER Business Cycle Dating Committee to construct coincident and leading indices of economic activity for the United States. We identify the coincident index by assuming that the coincident variables have a common cycle with the unobserved state of the economy, and that the NBER business cycle dates signify the turning points in the unobserved state. This model allows us to estimate our coincident index as a linear combination of the coincident series. We establish that our index performs better than other currently popular coincident indices of economic activity.

The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity

We use the information content in the decisions of the NBER Business Cycle Dating Committee to construct coincident and leading indices of economic activity for the United States. We identify the coincident index by assuming that the coincident variables have a common cycle with the unobserved state of the economy, and that the NBER business cycle dates signify the turning points in the unobserved state. This model allows us to estimate our coincident index as a linear combination of the coincident series. We compare the performance of our index with other currently popular coincident indices of economic activity.

How does foreign capital participation affect brazilian companies' performance?: investigation of foreign direct investment's impact on host country

In this dissertation, we investigate the effect of foreign capital participations in Brazilians companies’ performance. To carry out this analysis, we constructed two sets of model based on EBITDA margin and return on equity. Panel data analysis is used to examine the relationship between foreign capital ownership and Brazilian firms’ performance. We construct a cross-section time-series sample of companies listed on the BOVESPA index from 2006 to 2010. Empirical results led us to validate two hypotheses. First, foreign capital participations improve companies’ performance up to a certain level of participation. Then, joint controlled or strategic partnership between a Brazilian company and a foreign investor provide high operating performance.

Determinantes do fluxo de fundos de investimento no Brasil

Nesse trabalho, procuramos identificar fatores sistemáticos que expliquem uma variação significativa nos fluxos destinados às diversas categorias de fundos de investimento brasileiros, a partir de análises de uma amostra de dados agregados de captações e resgates nesses produtos. O estudo buscou avaliar a existência de padrões de comportamento comuns aos investidores de fundos locais através da análise da migração de fluxos entre as diversas classes de fundos. Foram inicialmente tratados os fatores não comportamentais conhecidos que impactam o fluxo dos fundos, a variável dependente. Esses fatores conhecidos foram apurados através de uma revisão dos trabalhos acadêmicos dos mercados internacional e local. Após esse tratamento foi aplicado o método de decomposição de valores singulares (SVD - Singular Value Decomposition), com o objetivo de avaliarmos os efeitos comportamentais agrupados dos investidores. A decomposição em valores singulares sugere como principais fatores comuns comportamentos de entrada e saída de fundos em massa e migrações entre as classes de fundos de menor e as de maior risco, o que Baker e Wurgler (2007) chamaram de demanda especulativa, e que, segundo esses e outros autores pesquisados, poderia ser interpretada como uma proxy do sentimento dos investidores. Guercio e Tkac (2002) e Edelen et al. (2010), encontraram em suas pesquisas evidências da diferença de comportamento entre investidores de atacado e de varejo, o que foi detectado para a classes de fundos de Renda Variável no caso do presente estudo sobre o mercado brasileiro. O entendimento das variações na tolerância a risco dos investidores de fundos de investimento pode auxiliar na oferta de produtos mais compatíveis com a demanda. Isso permitiria projetar captações para os produtos com base nas características dessa oferta, o que também desenvolvemos nessa pesquisa para o caso das categorias de fundos Multimercado e Renda variável, através de um modelo de espaço de estados com sazonalidade determinística e inicialização SVD. O modelo proposto nesse trabalho parece ter conseguido capturar, na amostra avaliada (2005-2008), um comportamento que se manteve fora da amostra (2009-2011), validando, ao menos na amostra considerada, a proposta de extração dos componentes principais agregados do comportamento dos investidores de fundos brasileiros.

Previsão da estrutura a termo de taxa de juros aplicando o Filtro de Kalman ao modelo Vasicek: o caso brasileiro

Este trabalho tem o objetivo de testar a qualidade preditiva do Modelo Vasicek de dois fatores acoplado ao Filtro de Kalman. Aplicado a uma estratégia de investimento, incluímos um critério de Stop Loss nos períodos que o modelo não responde de forma satisfatória ao movimento das taxas de juros. Utilizando contratos futuros de DI disponíveis na BMFBovespa entre 01 de março de 2007 a 30 de maio de 2014, as simulações foram realizadas em diferentes momentos de mercado, verificando qual a melhor janela para obtenção dos parâmetros dos modelos, e por quanto tempo esses parâmetros estimam de maneira ótima o comportamento das taxas de juros. Os resultados foram comparados com os obtidos pelo Modelo Vetor-auto regressivo de ordem 1, e constatou-se que o Filtro de Kalman aplicado ao Modelo Vasicek de dois fatores não é o mais indicado para estudos relacionados a previsão das taxas de juros. As limitações desse modelo o restringe em conseguir estimar toda a curva de juros de uma só vez denegrindo seus resultados.

10 anos de MINUSTAH: uma avaliação de suas consequências políticas para o Brasil

A literatura Operações de Paz é farta de exemplos de análise de desempenho de uma operação. Essas análises observam o cumprimento do mandato, ou os efeitos no Estado hospedeiro. Mas poucos estudos, tratam das consequências dessa participação para os Estados que enviam tropas. Tentando ajudar a preencher essa lacuna, esta dissertação pretende entender se a participação e o protagonismo brasileiro na Missão das Nações Unidas para a Estabilização do Haiti - MINUSTAH ajudaram o Brasil a alcançar seus objetivos. Utilizando uma abordagem mista, foram analisados dados de contribuição de tropas, orçamentos, documentos oficiais e, por fim, foram realizadas 08 entrevistas com militares e especialistas civis. Com base no modelo de objetivos estatais aplicado, se estudou se a presença no Haiti permitiu ao Brasil sinalizar seus objetivos para a comunidade internacional, reformar suas instituições, as militares entre elas, e se havia necessidades orçamentárias para contribuir para a missão. As evidências analisadas levam a crer que o saldo da missão é misto. Embora alguns aspectos demonstrem definitivas melhorias, outros são irrelevantes ou sofrem com a manutenção da cultura militar antiquada.

Heritabilities and genetic correlations for reproductive traits in an F2 reciprocal cross chicken population

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

Um algoritmo para estimação de estado em alimentadores de distribuição de energia elétrica com base no método da soma de potências

Most algorithms for state estimation based on the classical model are just adequate for use in transmission networks. Few algorithms were developed specifically for distribution systems, probably because of the little amount of data available in real time. Most overhead feeders possess just current and voltage measurements at the middle voltage bus-bar at the substation. In this way, classical algorithms are of difficult implementation, even considering off-line acquired data as pseudo-measurements. However, the necessity of automating the operation of distribution networks, mainly in regard to the selectivity of protection systems, as well to implement possibilities of load transfer maneuvers, is changing the network planning policy. In this way, some equipments incorporating telemetry and command modules have been installed in order to improve operational features, and so increasing the amount of measurement data available in real-time in the System Operation Center (SOC). This encourages the development of a state estimator model, involving real-time information and pseudo-measurements of loads, that are built from typical power factors and utilization factors (demand factors) of distribution transformers. This work reports about the development of a new state estimation method, specific for radial distribution systems. The main algorithm of the method is based on the power summation load flow. The estimation is carried out piecewise, section by section of the feeder, going from the substation to the terminal nodes. For each section, a measurement model is built, resulting in a nonlinear overdetermined equations set, whose solution is achieved by the Gaussian normal equation. The estimated variables of a section are used as pseudo-measurements for the next section. In general, a measurement set for a generic section consists of pseudo-measurements of power flows and nodal voltages obtained from the previous section or measurements in real-time, if they exist -, besides pseudomeasurements of injected powers for the power summations, whose functions are the load flow equations, assuming that the network can be represented by its single-phase equivalent. The great advantage of the algorithm is its simplicity and low computational effort. Moreover, the algorithm is very efficient, in regard to the accuracy of the estimated values. Besides the power summation state estimator, this work shows how other algorithms could be adapted to provide state estimation of middle voltage substations and networks, namely Schweppes method and an algorithm based on current proportionality, that is usually adopted for network planning tasks. Both estimators were implemented not only as alternatives for the proposed method, but also looking for getting results that give support for its validation. Once in most cases no power measurement is performed at beginning of the feeder and this is required for implementing the power summation estimations method, a new algorithm for estimating the network variables at the middle voltage bus-bar was also developed

Genetic and environmental effects on sexual precocity traits in Nellore cattle

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Simulação da transferência de calor em amostras aquecidas por plasma

The processing of materials through plasma has been growing enough in the last times in several technological applications, more specifically in surfaces treatment. That growth is due, mainly, to the great applicability of plasmas as energy source, where it assumes behavior thermal, chemical and/or physical. On the other hand, the multiplicity of simultaneous physical effects (thermal, chemical and physical interactions) present in plasmas increases the complexity for understanding their interaction with solids. In that sense, as an initial step for the development of that subject, the present work treats of the computational simulation of the heating and cooling processes of steel and copper samples immersed in a plasma atmosphere, by considering two experimental geometric configurations: hollow and plane cathode. In order to reach such goal, three computational models were developed in Fortran 90 language: an one-dimensional transient model (1D, t), a two-dimensional transient model (2D, t) and a two-dimensional transient model (2D, t) which take into account the presence of a sample holder in the experimental assembly. The models were developed based on the finite volume method and, for the two-dimensional configurations, the effect of hollow cathode on the sample was considered as a lateral external heat source. The main results obtained with the three computational models, as temperature distribution and thermal gradients in the samples and in the holder, were compared with those developed by the Laboratory of Plasma, LabPlasma/UFRN, and with experiments available in the literature. The behavior showed indicates the validity of the developed codes and illustrate the need of the use of such computational tool in that process type, due to the great easiness of obtaining thermal information of interest

Um estudo sobre bullying entre escolares do ensino fundamental

This research, of quali-quatitative nature. had the aim of characterizing the phenomenon of bullying in two state public schools of Presidente Prudente-SP through the use of questionnaires applied to two hundred eighty-three Students of 5(th) and 8(th) grades. It was taken into consideration frequency. gender. most common places and ages of bullying prevalence. students' place of living. effects on the behavior and the feelings of the victim, as well as the opinion of the participants about facing the problem. The questionnaire used was based on studies of Elliot (1992) and Olweus (1991). The results were likely to characterize the dimensions of bullying in the studied reality, what allowed Lis to confirm its presence in the school environment. requesting more attention from the education professionals concerning the phenomenon.

Generalized partition function zeros of 1D spin models and their critical behavior at edge singularities

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)