Estimating Nonlinear DSGE Models by the Simulated Method of Moments

This paper studies the application of the simulated method of moments (SMM) for the estimation of nonlinear dynamic stochastic general equilibrium (DSGE) models. Monte Carlo analysis is employed to examine the small-sample properties of SMM in specifications with different curvature. Results show that SMM is computationally efficient and delivers accurate estimates, even when the simulated series are relatively short. However, asymptotic standard errors tend to overstate the actual variability of the estimates and, consequently, statistical inference is conservative. A simple strategy to incorporate priors in a method of moments context is proposed. An empirical application to the macroeconomic effects of rare events indicates that negatively skewed productivity shocks induce agents to accumulate additional capital and can endogenously generate asymmetric business cycles.

Caractérisation des états excités de complexes de nickel(II) par spectroscopie de réflectivité diffuse et d'absorption à température variable

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

Mise en place de l'expérience d'absorption transitoire femtoseconde et son application sur des dérivés du pérylène diimide

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

Essays on numerically efficient inference in nonlinear and non-Gaussian state space models, and commodity market analysis.

The first two articles build procedures to simulate vector of univariate states and estimate parameters in nonlinear and non Gaussian state space models. We propose state space speci fications that offer more flexibility in modeling dynamic relationship with latent variables. Our procedures are extension of the HESSIAN method of McCausland[2012]. Thus, they use approximation of the posterior density of the vector of states that allow to : simulate directly from the state vector posterior distribution, to simulate the states vector in one bloc and jointly with the vector of parameters, and to not allow data augmentation. These properties allow to build posterior simulators with very high relative numerical efficiency. Generic, they open a new path in nonlinear and non Gaussian state space analysis with limited contribution of the modeler. The third article is an essay in commodity market analysis. Private firms coexist with farmers' cooperatives in commodity markets in subsaharan african countries. The private firms have the biggest market share while some theoretical models predict they disappearance once confronted to farmers cooperatives. Elsewhere, some empirical studies and observations link cooperative incidence in a region with interpersonal trust, and thus to farmers trust toward cooperatives. We propose a model that sustain these empirical facts. A model where the cooperative reputation is a leading factor determining the market equilibrium of a price competition between a cooperative and a private firm

L'absorption des recours pour atteinte illicite prévus à la Charte des droits et libertés de la personne par le régime de responsabilité civile de droit commun

Dans une séquence d'arrêts rendus à partir de 1996, la Cour suprême du Canada établit que les recours pour « atteinte illicite » prévus à l'article 49 de la Charte des droits et libertés de la personne doivent être soumis au régime de responsabilité civile de droit commun. La Cour suprême indique à cette occasion que, pour qu’il y ait atteinte illicite à un droit, la violation de ce droit devra être qualifiée de fautive. Cette qualification pourra être démontrée par « la transgression d’une norme de conduite jugée raisonnable dans les circonstances selon le droit commun » ou, « comme c’est le cas pour certains droits », lorsqu’un comportement transgresse « […] une norme dictée par la Charte elle-même ». Dans le premier cas, la notion de faute absorbe la notion d’illicéité, alors que dans le deuxième cas elle se dissout dans l’illicite (ce qui en fait une faute objective in abstracto). Or, dans ce dernier cas, la Cour suprême du Canada, en 2008, dans l’arrêt Ciment du Saint-Laurent, a indiqué que la faute constitue une obligation de moyens, qui s’évalue selon le critère de la personne prudente et diligente. Il ne peut donc s’agir d’une obligation de résultats. Il serait donc maintenant difficile de concilier cette caractérisation de la faute avec la politique adoptée par la Cour suprême en matière de Charte. Puisque le texte de la Charte contient lui-même les conditions matérielles et formelles dans lesquelles il sera possible de conclure à l’existence d’une atteinte illicite, il serait souhaitable, aux fins d’assurer la cohérence du droit, que la méthode de convergence des recours entre le Code et la Charte soit délaissée afin de reconnaître la pleine autonomie matérielle des recours prévus à la Charte, ce qui, du même coup, aurait pour effet de ne pas dénaturer la notion de faute. De plus, alors que la Cour suprême établissait dans ces arrêts qu’une atteinte illicite ne comporte pas un préjudice en soi, l’auteure soutien que le dommage causé à un droit comporte toujours un préjudice inhérent, que le droit se doit de sanctionner.

STUDIES ON THE STRESS FLUCTUATIONS IN SHEARED STOKESIAN SUSPENSIONS USING CHAOS THEORY AND NONLINEAR DYNAMICS

The thesis report results obtained from a detailed analysis of the fluctuations of the rheological parameters viz. shear and normal stresses, simulated by means of the Stokesian Dynamics method, of a macroscopically homogeneous sheared suspension of neutrally buoyant non-Brownian suspension of identical spheres in the Couette gap between two parallel walls in the limit of vanishingly small Reynolds numbers using the tools of non-linear dynamics and chaos theory for a range of particle concentration and Couette gaps. The thesis used the tools of nonlinear dynamics and chaos theory viz. average mutual information, space-time separation plots, visual recurrence analysis, principal component analysis, false nearest-neighbor technique, correlation integrals, computation of Lyapunov exponents for a range of area fraction of particles and for different Couette gaps. The thesis observed that one stress component can be predicted using another stress component at the same area fraction. This implies a type of synchronization of one stress component with another stress component. This finding suggests us to further analysis of the synchronization of stress components with another stress component at the same or different area fraction of particles. The different model equations of stress components for different area fraction of particles hints at the possible existence a general formula for stress fluctuations with area fraction of particle as a parameter

Plasma Polymerised Organic Thin Films-A Study on the Structural, Electrical and Nonlinear Optical Properties for Possible Applications

This proposed thesis is entitled “Plasma Polymerised Organic Thin Films: A study on the Structural, Electrical, and Nonlinear Optical Properties for Possible Applications. Polymers and polymer based materials find enormous applications in the realm of electronics and optoelectronics. They are employed as both active and passive components in making various devices. Enormous research activities are going on in this area for the last three decades or so, and many useful contributions are made quite accidentally. Conducting polymers is such a discovery, and eversince the discovery of conducting polyacetylene, a new branch of science itself has emerged in the form of synthetic metals. Conducting polymers are useful materials for many applications like polymer displays, high density data storage, polymer FETs, polymer LEDs, photo voltaic devices and electrochemical cells. With the emergence of molecular electronics and its potential in finding useful applications, organic thin films are receiving an unusual attention by scientists and engineers alike. This is evident from the vast literature pertaining to this field appearing in various journals. Recently, computer aided design of organic molecules have added further impetus to the ongoing research activities in this area. Polymers, especially, conducting polymers can be prepared both in the bulk and in the thinfilm form. However, many applications necessitate that they are grown in the thin film form either as free standing or on appropriate substrates. As far as their bulk counterparts are concerned, they can be prepared by various polymerisation techniques such as chemical routes and electrochemical means. A survey of the literature reveals that polymers like polyaniline, polypyrrole, polythiophene, have been investigated with a view to studying their structural electrical and optical properties. Among the various alternate techniques employed for the preparation of polymer thin films, the method of plasma polymerisation needs special attention in this context. The technique of plasma polymerisation is an inexpensive method and often requires very less infra structure. This method includes the employment of ac, rf, dc, microwave and pulsed sources. They produce pinhole free homogeneous films on appropriate substrates under controlled conditions. In conventional plasma polymerisation set up, the monomer is fed into an evacuated chamber and an ac/rf/dc/ w/pulsed discharge is created which enables the monomer species to dissociate, leading to the formation of polymer thin films. However, it has been found that the structure and hence the properties exhibited by plasma polymerized thin films are quite different from that of their counterparts produced by other thin film preparation techniques such as electrochemical deposition or spin coating. The properties of these thin films can be tuned only if the interrelationship between the structure and other properties are understood from a fundamental point of view. So very often, a through evaluation of the various properties is a pre-requisite for tailoring the properties of the thin films for applications. It has been found that conjugation is a necessary condition for enhancing the conductivity of polymer thin films. RF technique of plasma polymerisation is an excellent tool to induce conjugation and this modifies the electrical properties too. Both oxidative and reductive doping can be employed to modify the electrical properties of the polymer thin films for various applications. This is where organic thin films based on polymers scored over inorganic thin films, where in large area devices can be fabricated with organic semiconductors which is difficult to achieve by inorganic materials. For such applications, a variety of polymers have been synthesized such as polyaniline, polythiophene, polypyrrole etc. There are newer polymers added to this family every now and then. There are many virgin areas where plasma polymers are yet to make a foray namely low-k dielectrics or as potential nonlinear optical materials such as optical limiters. There are also many materials which are not been prepared by the method of plasma polymerisation. Some of the materials which are not been dealt with are phenyl hydrazine and tea tree oil. The advantage of employing organic extracts like tea tree oil monomers as precursors for making plasma polymers is that there can be value addition to the already existing uses and possibility exists in converting them to electronic grade materials, especially semiconductors and optically active materials for photonic applications. One of the major motivations of this study is to synthesize plasma polymer thin films based on aniline, phenyl hydrazine, pyrrole, tea tree oil and eucalyptus oil by employing both rf and ac plasma polymerisation techniques. This will be carried out with the objective of growing thin films on various substrates such as glass, quartz and indium tin oxide (ITO) coated glass. There are various properties namely structural, electrical, dielectric permittivity, nonlinear optical properties which are to be evaluated to establish the relationship with the structure and the other properties. Special emphasis will be laid in evaluating the optical parameters like refractive index (n), extinction coefficient (k), the real and imaginary components of dielectric constant and the optical transition energies of the polymer thin films from the spectroscopic ellipsometric studies. Apart from evaluating these physical constants, it is also possible to predict whether a material exhibit nonlinear optical properties by ellipsometric investigations. So further studies using open aperture z-scan technique in order to evaluate the nonlinear optical properties of a few selected samples which are potential nonlinear optical materials is another objective of the present study. It will be another endeavour to offer an appropriate explanation for the nonlinear optical properties displayed by these films. Doping of plasma polymers is found to modify both the electrical conductivity and optical properties. Iodine is found to modify the properties of the polymer thin films. However insitu iodine doping is tricky and the film often looses its stability because of the escape of iodine. An appropriate insitu technique of doping will be developed to dope iodine in to the plasma polymerized thin films. Doping of polymer thin films with iodine results in improved and modified optical and electrical properties. However it requires tools like FTIR and UV-Vis-NIR spectroscopy to elucidate the structural and optical modifications imparted to the polymer films. This will be attempted here to establish the role of iodine in the modification of the properties exhibited by the films

Structure Absorption Spectra Correlation in a Series of 2,6-Dimethyl-4-arylpyrylium Salts

A combined experimental and theoretical study of the absorption spectra of a group of closely related pyrylium perchlorates 1-11 are presented. Minor changes in the position of the substituents lead to drastic changes in the absorption spectra in this series of compounds. We have attempted to explain the observed changes using the x,y-band notation developed by Balaban and co-workers. Absorption spectra of all compounds are compared with results from time-dependent density functional theory (TDDFT) and Zerner’s intermediate neglect of differential overlap (ZINDO/S) level calculations. Results of the calculations are in good agreement with experimental observations and an interesting correlation between Balaban’s notations and the MO transitions are obtained for simple derivatives. It is suggested that for more complex systems such as R- and â-naphthyl substituted systems, the empirical method is not appropriate.

Nonlinear Dynamics of Semiconductor LasersControl and Synchronization of Chaos:

Nonlinear dynamics of laser systems has become an interesting area of research in recent times. Lasers are good examples of nonlinear dissipative systems showing many kinds of nonlinear phenomena such as chaos, multistability and quasiperiodicity. The study of these phenomena in lasers has fundamental scientific importance since the investigations on these effects reveal many interesting features of nonlinear effects in practical systems. Further, the understanding of the instabilities in lasers is helpful in detecting and controlling such effects. Chaos is one of the most interesting phenomena shown by nonlinear deterministic systems. It is found that, like many nonlinear dissipative systems, lasers also show chaos for certain ranges of parameters. Many investigations on laser chaos have been done in the last two decades. The earlier studies in this field were concentrated on the dynamical aspects of laser chaos. However, recent developments in this area mainly belong to the control and synchronization of chaos. A number of attempts have been reported in controlling or suppressing chaos in lasers since lasers are the practical systems aimed to operated in stable or periodic mode. On the other hand, laser chaos has been found to be applicable in high speed secure communication based on synchronization of chaos. Thus, chaos in laser systems has technological importance also. Semiconductor lasers are most applicable in the fields of optical communications among various kinds of laser due to many reasons such as their compactness, reliability modest cost and the opportunity of direct current modulation. They show chaos and other instabilities under various physical conditions such as direct modulation and optical or optoelectronic feedback. It is desirable for semiconductor lasers to have stable and regular operation. Thus, the understanding of chaos and other instabilities in semiconductor lasers and their xi control is highly important in photonics. We address the problem of controlling chaos produced by direct modulation of laser diodes. We consider the delay feedback control methods for this purpose and study their performance using numerical simulation. Besides the control of chaos, control of other nonlinear effects such as quasiperiodicity and bistability using delay feedback methods are also investigated. A number of secure communication schemes based on synchronization of chaos semiconductor lasers have been successfully demonstrated theoretically and experimentally. The current investigations in these field include the study of practical issues on the implementations of such encryption schemes. We theoretically study the issues such as channel delay, phase mismatch and frequency detuning on the synchronization of chaos in directly modulated laser diodes. It would be helpful for designing and implementing chaotic encryption schemes using synchronization of chaos in modulated semiconductor laser

Optical absorption studies in ion implanted and amorphous semiconductors - Investigations in some tetrahedrally co-ordinated and chalcogenide materials

The thesis provides an overall review and introduction to amorphous semiconductors, followed by a brief discussion on the important structural models proposed for chalcogenide glasses and their electrical, optional and thermal properties. It also gives a brief description of the Physics of thin films, ion implantation and Photothermal Deflection Spectroscopy. A brief description of the experimental setup of a photothermal deflection spectrometer and the details of the preparation and optical characterization of the thin film samples. It deals with the employment of the subgap optional absorption measurement by PDS to characterize the defects, amorphization and annealing behavior in silicon implanted with B+ ions and the profiles of ion range and vacancy distribution obtained by the TRIM simulation. It reports the results of all absorption measurements by PDS in nitrogen implanted thin film samples of Ge-Se and As-Se systems

Ultrasonic measurement of the elastic constants of selected nonlinear optical /semiorganic crystals with orthorhombic symmetry

Ultrasonic is a good tool to investigate the elastic properties of crystals. It enables one to determine all the elastic constants, Poisson’s ratios, volume compressibility and bulk modulus of crystals from velocity measurements. It also enables one to demonstrate the anisotropy of elastic properties by plotting sections of the surfaces of phase velocity, slowness, group velocity, Young’s modulus and linear compressibility along the a-b, b-c and a-c planes. They also help one to understand more about phonon amplification and help to interpret various phenomena associated with ultrasonic wave propagation, thermal conductivity, phonon transport etc. Study of nonlinear optical crystals is very important from an application point of view. Hundreds of new NLO materials are synthesized to meet the requirements for various applications. Inorganic, organic and organometallic or semiorganic classes of compounds have been studied for several reasons. Semiorganic compounds have some advantages over their inorganic and inorganic counterparts with regard to their mechanical properties. High damage resistance, high melting point, good transparency and non-hygroscopy are some of the basic requirements for a material to be suitable for device fabrication. New NLO materials are being synthesized and investigation of the mechanical and elastic properties of these crystals is very important to test the suitability of these materials for technological applications

Tunable diode Laser Absorption Spectroscopy ,Nir Overtone and Life Studies of Some Organic Compound

The present work is mainly concentrated on setting up a NIR tunable diode laser absorption (TDLA) spectrometer for high-resolution molecular spectroscopic studies. For successfully recording the high-resolution tunable diode laser spectrum, various experimental considerations are to be taken into account like the setup should be free from mechanical vibrations, sample should be kept at a low pressure, laser should be in a single mode operation etc. The present experimental set up considers all these factors. It is to be mentioned here that the setting up of a high resolution NIR TDLA spectrometer is a novel experiment requiring much effort and patience. The analysis of near infrared (NIR) vibrational overtone spectra of some substituted benzene compounds using local mode model forms another part of the present work. An attempt is made to record the pulsed laser induced fluorescence/Raman spectra of some organic compounds. A Q-switched Nd:YAG laser is used as the excitation source. A TRIAX monochromator and CCD detector is used for the spectral recording. The observed fluorescence emission for carbon disulphide is centered at 680 nm; this is assigned as due to the n, p* transition. Aniline also shows a broad fluorescence emission centered at 725 nm, which is due to the p,p* transition. The pulsed laser Raman spectra of some organic compounds are also recorded using the same experimental setup. The calibration of the set up is done using the laser Raman spectra of carbon tetrachloride and carbon disulphide. The observed laser Raman spectra for aniline, o-chloroaniline and m-chlorotoluene show peaks characteristics of the aromatic ring in common and the characteristics peaks due to the substitutuent groups. Some new peaks corresponding to low-lying vibrations of these molecules are also assigned