QCD sum rules for the production of the X(3872) as a mixed molecule-charmonium state in B meson decay

We use QCD sum rules to calculate the branching ratio for the production of the meson X(3872) in the decay B -> X(3872)K, assumed to be a mixture between charmonium and exotic molecular vertical bar c (q) over bar vertical bar vertical bar q (c) over bar vertical bar states with J(PC) = 1(++). We find that in a small range for the values of the mixing angle, 5 degrees <= theta <= 13 degrees, we get the branching ratio B(B -> XK) = (1.00 +/- 0.68) x 10(-5), which is in agreement with the experimental upper limit. This result is compatible with the analysis of the mass and decay width of the mode J/psi(n pi) and the radiative decay mode J/psi gamma performed in the same approach. (C) 2011 Elsevier B.V. All rights reserved.

QCD sum rules study of the J(PC)=1(- -) charmonium Y mesons

We use QCD sum rules to test the nature of the recently observed mesons Y(4260), Y(4350) and Y(4660), assumed to be exotic four-quark (c (c) over barq (q) over bar) or (c (c) over bars (s) over bar) states with J(PC)= 1(--). We work at leading order in alpha(s), consider the contributions of higher dimension condensates and keep terms which are linear in the strange quark mass m(s). We find for the (c (c) over bars (s) over bar) state a mass in m(Y) = (4.65 +/- 0.10) GeV which is compatible with the experimental candidate Y (4660), while for the (c (c) over barq (q) over bar) state we find a mass in m(Y) = (4.49 +/- 0.11) GeV, which is still consistent with the mass of the experimental candidate Y(4350). With the tetraquark structure we are working we cannot explain the Y(4260) as a tetraquark state. We also consider molecular D(s0)(D) over bar (s)* and D(0)(D) over bar* states. For the D(s0)(D) over bar (s)* molecular state we get m(Ds0 (D) over bars*) = (4.42 +/- 0.10) GeV which is consistent, considering the errors, with the mass of the meson Y(4350) and for the D(0)(D) over bar* molecular state we get m(D0 (D) over bar*) = (4.27 +/- 0.10) GeV in excellent agreement with the mass of the meson Y(4260). (C) 2008 Elsevier B.V. All rights reserved.

QCD sum rules study of the meson Z(+)(4430)

We use QCD sum rules to study the recently observed meson Z(+)(4430), considered as a D*D-1 molecule with J(P) = 0(-). We consider the contributions of condensates up to dimension eight and work at leading order in alpha(s). We get m(Z) = (4.40 +/- 0.10) GeV in a very good agreement with the experimental value. We also make predictions for the analogous mesons Z(s) and Z(bb) considered as D-s*D-1 and B*B-1 molecules, respectively. For Z(s) we predict mZ(s) = (4.70 +/- 0.06) GeV, which is above the D-s* D-1 threshold, indicating that it is probably a very broad state and, therefore, difficult to observe experimentally. For Z(bb) we predict m(Zbb) = (10.74 +/- 0.12) GeV, in agreement with quark model predictions. (c) 2008 Elsevier B.V. All rights reserved.

rho D*D* vertex from QCD sum rules

We calculate the form factors and the coupling constant in the rho D*D* vertex in the framework of QCD sum rules. We evaluate the three point correlation functions of the vertex considering both rho and D* mesons off-shell. The form factors obtained are very different but give the same coupling constant: g rho D*D* = 6.60 +/- 0.31. This number is 50% larger than what we would expect from SU(4) estimates. (c) 2007 Elsevier B.V. All rights reserved.

"I like being under those rules here": Students Using the College Library

This presentation was offered as part of the CUNY Library Assessment Conference, Reinventing Libraries: Reinventing Assessment, held at the City University of New York in June 2014.

Regra de Taylor no Brasil e preços de ativos financeiros: 1999-2005

Esta dissertação tem o propósito de testar a hipótese de que o Banco Central do Brasil não considera os preços de ativos financeiros em sua função de reação da política monetária. A primeira parte é dedicada ao estudo da literatura atual sobre a relação entre política monetária e preços de ativos financeiros, na qual foram identificadas três correntes de pensamento distintas sobre o tema. Numa segunda etapa, são avaliados alguns modelos com base na estimativa proposta por Soares e Barbosa (2006), porém com a inserção de uma variável de preços de ações. Assim como em Dupor e Conley (2004), os resultados empíricos mostram que a inclusão dessa variável torna o hiato do produto não significativo.

Endogenous time-dependent rules and the costs of disinflation with imperfect credibility

This paper examines the output effects of monetary disinflation in a model with endogenous time-dependent pricing rules and imperfect credibility of the disinflation policy. We find that these features interact to generate an additional effect on top f the ones obtained with either endogenous time-dependent rules (Bonomo and Carvalho, 2003) or imperfect credibility (Ball, 1995) in isolation. This results in higher output costs of monetary disinflation.

Taylor principle and inflation stability in emerging market countriesw

The goal of this paper is to evaluate the validity of the Taylor principle for inflation control in 12 developing countries that use inflation targeting regimes: Brazil, Chile, Colombia, Hungary, Israel, Mexico, Peru, Philippines, Poland, South Africa, Thailand and Turkey. The test is based on a state-space model to determine when each country has followed the principle; then a threshold unit root test is used to verify if the stationarity of the deviation of the expected inflation from its target depends on compliance with the Taylor principle. The results show that such compliance leads to the stationarity of the deviation of the expected inflation from its target in all cases. Furthermore, in most cases, non-compliance with the Taylor principle leads to nonstationary deviation of the expected inflation.

Discricionariedade vs. comprometimento: a análise de regras ótimas num contexto de regime de metas de inflação

O objetivo desta dissertação é analisar as regras de condução da política monetária em modelos em que os agentes formam suas expectativas de forma racional (forward looking models), no contexto do regime de metas de inflação. As soluções ótimas de pré - comprometimento e discricionária são derivadas e aplicadas a um modelo macroeconômico para a economia brasileira e os resultados são também comparados com os obtidos pela adoção da regra de Taylor. A análise do comportamento do modelo sob diferentes regras é feita através da construção da fronteira do trede-oit da variância do hiato do produto e da inflação e da análise dinâmica frente a ocorrência de choques. A discussão referente à análise dinâmica do modelo é estendida para o caso onde a persistência dos choques é variada.

Term structure dynamics and no-arbitrage under the Taylor rule

A determinação da taxa de juros estrutura a termo é um dos temas principais da gestão de ativos financeiros. Considerando a grande importância dos ativos financeiros para a condução das políticas econômicas, é fundamental para compreender a estrutura que é determinado. O principal objetivo deste estudo é estimar a estrutura a termo das taxas de juros brasileiras, juntamente com taxa de juros de curto prazo. A estrutura a termo será modelado com base em um modelo com uma estrutura afim. A estimativa foi feita considerando a inclusão de três fatores latentes e duas variáveis ​​macroeconômicas, através da técnica Bayesiana da Cadeia de Monte Carlo Markov (MCMC).