530 resultados para Granger causalidade


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Failure to detect or account for structural changes in economic modelling can lead to misleading policy inferences, which can be perilous, especially for the more fragile economies of developing countries. Using three potential monetary policy instruments (Money Base, M0, and Reserve Money) for 13 member-states of the CFA Franc zone over the period 1989:11-2002:09, we investigate the magnitude of information extracted by employing data-driven techniques when analyzing breaks in time-series, rather than the simplifying practice of imposing policy implementation dates as break dates. The paper also tests Granger's (1980) aggregation theory and highlights some policy implications of the results.

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Crude oil markets witness growing disparity between the quality of crudes supplied and demanded in the market. The market share of low-quality crudes is increasing due to the depletion of old fields and increasing demand. This is unnerving the practitioners and affecting the relevance of the traditional benchmark crudes due to the lack of lower quality benchmarks (Montepeque, 2005). In this article, we apply Granger causality tests to study the price dependence of 32 crudes in order to establish which crudes drive other prices and which ones simply follow general market trends. Our results indicate that some of the old benchmarks are still relevant while others can be disregarded. Our results also interestingly show that the low-quality Mediterranean Russian Urals crude, introduced in the late 1990s, has emerged recently as a significant driver of global prices. © 2011 Taylor & Francis.

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A commonly held view is that creation of excessive domestic credit may lead to inflation problems, however, many economists uphold the possibility that, generous domestic credit under appropriate conditions will result in increases of output. This hypothesis is examined for Japan and Colombia for the period 1950-1993.^ Domestic credit theories are reviewed since the times of Thornton and Smith, until the recent times of Lewis, McKinnon, Stiglitz and of Japanese economists like K. Emi, Tachi R. and others. It is found that in Japan of the Post-War period, efficient financial markets and the decisive role of the government in orienting investment decisions seem to have influenced positively the effectiveness of domestic credit as an output-stimulating variable. On the contrary, in Colombia the absence of the above features seems to explain why domestic credit is not very effective as an output-stimulating variable.^ Multiple regression analyses show that domestic credit is a strong explanatory variable for output increases in Japan and a weak one for Colombia's case in the studied period. For Japan the correlation depicts a positive relationship between the two variables with a decreasing rate very similar to a typical production function. Moreover, the positive decreasing rate is confirmed if net domestic credit is used in the correlations. For Colombia a positive relationship is also found when accumulated domestic credit is used, but, if net domestic credit is the source of correlations, the positive decreasing rate is not obtained.^ Granger causality tests determined causality from domestic credit to output for Japan and no-causality for Colombia at the 1% significance level; the differences are explained by: (1) The low development level of the financial system in Colombia. (2) The nonexistence of consistent domestic credit policy to foster economic development. (3) The lack of an authoritative orientation in the allocation of financial resources and the nonexistence of long range industrialization programs in Colombia that could channel productively credit resources. For the system of equations relating domestic credit and exports, the Granger causality tests determined no-causality between domestic credit and exports for both Japan and Colombia also at the 1% significance level. ^

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Near infrared spectroscopy (NIRS) is an emerging non-invasive optical neuro imaging technique that monitors the hemodynamic response to brain activation with ms-scale temporal resolution and sub-cm spatial resolution. The overall goal of my dissertation was to develop and apply NIRS towards investigation of neurological response to language, joint attention and planning and execution of motor skills in healthy adults. Language studies were performed to investigate the hemodynamic response, synchrony and dominance feature of the frontal and fronto-temporal cortex of healthy adults in response to language reception and expression. The mathematical model developed based on granger causality explicated the directional flow of information during the processing of language stimuli by the fronto-temporal cortex. Joint attention and planning/ execution of motor skill studies were performed to investigate the hemodynamic response, synchrony and dominance feature of the frontal cortex of healthy adults and in children (5-8 years old) with autism (for joint attention studies) and individuals with cerebral palsy (for planning/execution of motor skills studies). The joint attention studies on healthy adults showed differences in activation as well as intensity and phase dependent connectivity in the frontal cortex during joint attention in comparison to rest. The joint attention studies on typically developing children showed differences in frontal cortical activation in comparison to that in children with autism. The planning and execution of motor skills studies on healthy adults and individuals with cerebral palsy (CP) showed difference in the frontal cortical dominance, that is, bilateral and ipsilateral dominance, respectively. The planning and execution of motor skills studies also demonstrated the plastic and learning behavior of brain wherein correlation was found between the relative change in total hemoglobin in the frontal cortex and the kinematics of the activity performed by the participants. Thus, during my dissertation the NIRS neuroimaging technique was successfully implemented to investigate the neurological response of language, joint attention and planning and execution of motor skills in healthy adults as well as preliminarily on children with autism and individuals with cerebral palsy. These NIRS studies have long-term potential for the design of early stage interventions in children with autism and customized rehabilitation in individuals with cerebral palsy.

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A mortalidade infantil é tida como um indicador sensível para descrever as condições de vida e de saúde de uma população, sendo, portanto, interpretada como a estimativa do risco de um nascido vivo morrer antes de completar o primeiro ano de vida. Esse indicador é considerado elevado quando atinge patamares superiores a 50/1.000 nascidos vivos, médios quando se encontra entre 20 e 49/1.000 e mais baixos quando está até 20/1.000. No Brasil, a Mortalidade Infantil tem evidenciado variações ao longo dos anos, e nas duas últimas décadas esse indicador tem sofrido um acentuado decréscimo, provavelmente devido à melhoria no acesso aos serviços de saúde, ao saneamento básico, redução da taxa de fecundidade, melhoria das condições de vida e implementação de tecnologias na atenção à saúde. O objetivo principal do estudo foi avaliar a tendência na mortalidade infantil no município de Garanhuns no período de 2003 a 2012, segundo áreas cobertas e não cobertas pela estratégia saúde da família. Foi realizado um estudo de série temporal, e para isso foram coletados os dados referentes aos nascidos vivos e óbitos de menores de 01 (um) ano através do Sistema de Informações de Atenção Básica – SIAB, nas áreas cobertas e não cobertas pela estratégia, a fim de estabelecer relação de possível causalidade entre a intervenção e o indicador. Os resultados foram apresentados em gráficos, com a curva da Mortalidade Infantil no município de Garanhuns entre os anos de 2003 e 2012 segmentado através das áreas cobertas e não cobertas pela estratégia saúde da família ao longo do mesmo período. Após a análise dos resultados, observou-se uma tendência de queda no coeficiente de mortalidade infantil tanto nas áreas cobertas pela estratégia saúde da família quanto nas áreas cobertas pelo PACS, e que não foi possível estabelecer isoladamente uma maior redução da mortalidade infantil em áreas cobertas pela estratégia. No entanto, os resultados das ações desenvolvidas pela estratégia saúde da família são consistentes e plausíveis de causar impacto no declínio da mortalidade infantil, sobretudo as ações voltadas para a saúde da mulher e da criança

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Psychology is a relatively new scientific branch and still lacks consistent methodological foundation to support its investigations. Given its immaturity, this science finds difficulties to delimit its ontological status, which spawnes several epistemological and methodological misconceptions. Given this, Psychology failed to demarcate precisely its object of study, leading, thus, the emergence of numerous conceptions about the psychic, which resulted in the fragmentation of this science. In its constitution, psychological science inherited a complex philosophical problem: the mind-body issue. Therefore, to define their status, Psychology must still face this problem, seeking to elucidate what is the mind, the body and how they relate. In light of the importance of this issue to a strict demarcation of psychological object, it was sought in this research, to investigate the mind-body problem in the Phenomenological Psychology of Edith Stein (1891-1942), phenomenologist philosopher who undertook efforts for a foundation of Psychology. For that, the discussion was subsidized from the contributions of the Philosophy of Mind and the support of the phenomenological method to the mind-body problem. From there, by a qualitative bibliographical methodology, it sought to examine the problem of research through the analysis of some philosophical-psychological philosopher's works, named: "Psychic Causality” (Kausalität Psychische, 1922) and “Introduction to Philosophy" (Einführung in die Philosophie, 1920). For this investigation, it was made, without prejudice to the discussion, a terminological equivalence between the terms mind and psyche, as the philosopher used the latter to refer to the object of Psychology. It sought to examine, therefore, how Stein conceived the psyche, the body and the relationship between them. Although it wasn't the focus of the investigation, it also took into account the spiritual dimension, as the philosopher conceived the human person as consisting of three dimensions: body, psyche and spirit. Given this, Stein highlighted the causal mechanism of the psyche, which is based on the variations of the vital force that emerges from the vital sphere. In relation to the corporeal dimension, the philosopher, following the analysis of Edmund Husserl (1859-1938), highlighted the dual aspect of the body, because it is at the same time something material (Körper) and also a linving body (Leib). On the face of it, it is understood that the psyche and the body are closely connected, so that it constitutes a dual-unit which is manifested in the Leib. This understanding of the problem psyche-mind/body provides a rich analysis of this issue, enabling the overcoming of some inconsistencies of the monistic and dualistic positions. Given this, it allows a strict elucidation of the Psychology object, contributing to the foundation of this science.

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Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

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Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

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Com o advento do século XX, o avanço tecnológico e o desenvolvimento nas mais diversas áreas do conhecimento acarretaram algumas mudanças na concepção do estudo da ciência. No paradigma vigente, existe na ciência política um constante comprometimento com a questão da inferência causal. O método experimental dispõe de capacidade indubitável para alegar relações de causalidade entre as variáveis de interesse. Apresenta-se, portanto, como um método pragmático para o aperfeiçoamento de teorias. Examinaremos, no presente estudo, as razões que têm suscitado o interesse crescente dos pesquisadores pela metodologia.

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Southwestern Africa's coastal marine mudbelt, a prominent Holocene sediment package, provides a valuable archive for reconstructing terrestrial palaeoclimates on the adjacent continent. While the origin of terrestrial inorganic material has been intensively studied, the sources of terrigenous organic material deposited in the mudbelt are yet unclear. In this study, plant wax derived n-alkanes and their compound-specific d13C in soils, flood deposits and suspension loads from regional fluvial systems and marine sediments are analysed to characterize the origin of terrestrial organic material in the southwest African mudbelt. Soils from different biomes in the catchments of the Orange River and small west coast rivers show on average distinct n-alkane distributions and compound-specific d13C values reflecting biome-specific vegetation types, most notably the winter rainfall associated Fynbos Biome of the southwestern Cape. In the fluvial sediment samples from the Orange River, changes in the n-alkane distributions and compound-specific d13C compositions reveal an overprint by local vegetation along the river's course. The smaller west coast rivers show distinct signals, reflecting their small catchment areas and particular vegetation communities. Marine surface sediments spanning a transect from the northern mudbelt (29°S) to St. Helena Bay (33°S) reveal subtle, but spatially coherent, changes in n-alkane distributions and compound-specific d13C, indicating the influence of Orange River sediments in the northern mudbelt, the increasing importance of terrigenous input from the adjacent western coastal biomes in the central mudbelt, and contributions from the Fynbos Biome to the southern mudbelt. These findings indicate the different sources of terrestrial organic material deposited in the mudbelt, and highlight the potential the mudbelt has to preserve evidence of environmental change from the adjacent continent.