Fiscal policy in Brazil: from counter-cyclical response to crisis

The main goal of this article is to identify the dynamic effects of fiscal policy on output in Brazil from 1997 to 2014, and, more specifically, to estimate those effects when the output falls below its potential level. To do so, we estimate VAR (vector autoregressive) models to generate impulse-response functions and causality/endogeneity tests. Our most remarkable results indicate the following channel of economic policy in Brazil: to foster output, government spending increases causing increases in both tax rates and revenue and the short-term interest rate. A fiscal stimulus via spending seems efficient for economic performance as well as monetary policy; however, the latter operates pro-cyclically in the way we defined here, while the former is predominantly countercyclical. As the monetary shock had a negative effect on GDP growth and GDP growth responded positively to the fiscal shock, it seems that the economic policy has given poise to growth with one hand and taken it with the other one. The monetary policy is only reacting to the fiscal stimuli. We were not able to find any statistically significant response of the output to tax changes, but vice versa seems work in the Brazilian case.

Estudo de técnicas de análise modal operacional em sistemas sujeitos a excitações aleatórias com a presença de componente harmônico

A metodologia tradicional de identificação de parâmetros na análise modal de estruturas é realizada a partir de sinais medidos de força de entrada e de movimento de resposta da estrutura em condições laboratoriais controladas. Entretanto, quando é necessária a obtenção dos parâmetros modais de estruturas de máquinas em operação, as condições para controlar e medir a excitação nestas situações impossibilita a realização da análise modal tradicional. Neste caso, o teste modal é realizado utilizando somente dados de resposta do sistema. A Análise Modal Operacional (AMO) é um método de extração modal em que nenhuma excitação artificial necessita ser aplicada ao sistema, utilizando-se a própria excitação operacional como entrada para medição da resposta do sistema. A técnica clássica de Análise Modal Operacional NExT considera, para isso, que a excitação operacional do sistema seja um ruído branco. Esta técnica faz a consideração de que as funções de correlação obtidas de estruturas podem ser consideradas como funções de resposta ao impulso e então métodos tradicionais de identificação modal no domínio do tempo podem ser empregados. Entretanto, caso a excitação operacional contenha componentes harmônicos que se sobressaiam, estes podem ser confundidos como modos naturais do sistema. Neste trabalho é demonstrada que através da função densidade de probabilidade da banda estreita contendo o pico de um modo, é possível identifica-lo como natural ou operacional (proveniente da excitação operacional da estrutura). É apresentada também uma modificação no método de identificação modal Exponencial Complexa Mínimos Quadrados (LSCE), passando a considerar sinais harmônicos de freqüências conhecidas presentes na excitação operacional, em um ensaio utilizando a técnica NExT. Para validação desses métodos, utiliza-se um modelo teórico de parâmetros modais conhecidos analiticamente e como estudo de caso experimental, um sistema formado por uma viga bi-apoiada suportando um motor elétrico com desbalanceamento de massa.

A new method for the estimation of the reverberation time from measured room impulse responses with application to Italian opera houses

The Schroeder's backward integration method is the most used method to extract the decay curve of an acoustic impulse response and to calculate the reverberation time from this curve. In the literature the limits and the possible improvements of this method are widely discussed. In this work a new method is proposed for the evaluation of the energy decay curve. The new method has been implemented in a Matlab toolbox. Its performance has been tested versus the most accredited literature method. The values of EDT and reverberation time extracted from the energy decay curves calculated with both methods have been compared in terms of the values themselves and in terms of their statistical representativeness. The main case study consists of nine Italian historical theatres in which acoustical measurements were performed. The comparison of the two extraction methods has also been applied to a critical case, i.e. the structural impulse responses of some building elements. The comparison underlines that both methods return a comparable value of the T30. Decreasing the range of evaluation, they reveal increasing differences; in particular, the main differences are in the first part of the decay, where the EDT is evaluated. This is a consequence of the fact that the new method returns a “locally" defined energy decay curve, whereas the Schroeder's method accumulates energy from the tail to the beginning of the impulse response. Another characteristic of the new method for the energy decay extraction curve is its independence on the background noise estimation. Finally, a statistical analysis is performed on the T30 and EDT values calculated from the impulse responses measurements in the Italian historical theatres. The aim of this evaluation is to know whether a subset of measurements could be considered representative for a complete characterization of these opera houses.

The video head impulse test during post-rotatory nystagmus: physiology and clinical implications.

The aim of this study was to test the effects of a sustained nystagmus on the head impulse response of the vestibulo-ocular reflex (VOR) in healthy subjects. VOR gain (slow-phase eye velocity/head velocity) was measured using video head impulse test goggles. Acting as a surrogate for a spontaneous nystagmus (SN), a post-rotatory nystagmus (PRN) was elicited after a sustained, constant-velocity rotation, and then head impulses were applied. 'Raw' VOR gain, uncorrected for PRN, in healthy subjects in response to head impulses with peak velocities in the range of 150°/s-250°/s was significantly increased (as reflected in an increase in the slope of the gain versus head velocity relationship) after inducing PRN with slow phases of nystagmus of high intensity (>30°/s) in the same but not in the opposite direction as the slow-phase response induced by the head impulses. The values of VOR gain themselves, however, remained in the normal range with slow-phase velocities of PRN < 30°/s. Finally, quick phases of PRN were suppressed during the first 20-160 ms of a head impulse; the time frame of suppression depended on the direction of PRN but not on the duration of the head impulse. Our results in normal subjects suggest that VOR gains measured using head impulses may have to be corrected for any superimposed SN when the slow-phase velocity of nystagmus is relatively high and the peak velocity of the head movements is relatively low. The suppression of quick phases during head impulses may help to improve steady fixation during rapid head movements.

Nuevas Técnicas de Transmisión de Muy Alta Velocidad para Redes de Computadores: Una aproximación mediante ondículas.

Indoor multpropagation channel is modeled by the Kaiser electromagnetic wavelet. A method for channel characterization is proposed by modeling all the reflections of indoor propagation in a kernel function instead of its impulse response. This led us to consider a fractal modulation scheme in which Kaiser wavelets substitute the traditional sinusoidal carrier.

Transient acoustic response in car cabins with localization of reflections

Due to its small size and the restrictions on source and listener positions, the design of sound reproduction systems for car cabins is particularly cumbersome. In the present project the measurement of the impulse response between a single loudspeaker and a listener position, with special emphasis on the directional characteristics, will be examined. The propagation paths inside a car are very short, meaning that it is very difficult for the existing commercial measurement systems to resolve the different reflections arriving to the listener. This paper propose a first approach of an algorithm based on time difference of arrival along a measurement technique aiming at finding the reflections and their direction of arrival to the listener. To this end a circular microphone array at a known position is employed, along with Maximum-Length Sequences (MLS) measurement technique. The results are processed so as to extract the directional properties, demonstrate the physical limitations that can influence or prevent this detection in practice. Measurements were carried out in a free-field environment (anechoic chamber) making use of different panels closer around the microphone array. RESUMEN. El diseño de sistemas de reproducción de audio para cabinas de coche es especialmente complicado debido al reducido tamaño del espacio y las restricciones de los altavoces y posiciones de escucha de los ocupantes. En el presente proyecto, se examinan mediciones de la respuesta al impulso entre un altavoz y una posición de escucha con especial énfasis en las características direccionales. Los caminos de propagación de las ondas sonoras dentro de un coche son muy cortos, lo que hace difícil para los instrumentos de medida existentes en el mercado determinar las direcciones de llegada de las diferentes reflexiones que llegan a una posición de escucha. Este trabajo propone una primera aproximación de un algoritmo, basado en las diferencias temporales de llegada de una onda a diferentes puntos de medida, y una particular técnica de medida de la respuesta al impulso para obtener las direcciones de llegada de reflexiones a una posición de escucha. Para ello, se emplea una matriz circular de micrófonos en una posición conocida junto con la técnica de medida MLS (Maximum Length Sequence). Los resultados obtenidos son procesados para extraer la dirección de llegada de las reflexiones acústicas y encontrar las limitaciones que influyan en la detección de dichas reflexiones. Las mediciones se llevan a cabo en un entorno de campo libre y utilizando diferentes superficies reflectantes alrededor de la matriz de micrófonos.

Diseño de una interfaz de representación gráfica de la base de datos de HRTF

El actual proyecto consiste en la creación de una interfaz gráfica de usuario (GUI) en entorno de MATLAB que realice una representación gráfica de la base de datos de HRTF (Head-Related Transfer Function). La función de transferencia de la cabeza es una herramienta muy útil en el estudio de la capacidad del ser humano para percibir su entorno sonoro, además de la habilidad de éste en la localización de fuentes sonoras en el espacio que le rodea. La HRTF biaural (terminología para referirse al conjunto de HRTF del oído izquierdo y del oído derecho) en sí misma, posee información de especial interés ya que las diferencias entre las HRTF de cada oído, conceden la información que nuestro sistema de audición utiliza en la percepción del campo sonoro. Por ello, la funcionalidad de la interfaz gráfica creada presenta gran provecho dentro del estudio de este campo. Las diferencias interaurales se caracterizan en amplitud y en tiempo, variando en función de la frecuencia. Mediante la transformada inversa de Fourier de la señal HRTF, se obtiene la repuesta al impulso de la cabeza, es decir, la HRIR (Head-Related Impulse Response). La cual, además de tener una gran utilidad en la creación de software o dispositivos de generación de sonido envolvente, se utiliza para obtener las diferencias ITD (Interaural Time Difference) e ILD (Interaural Time Difference), comúnmente denominados “parámetros de localización espacial”. La base de datos de HRTF contiene la información biaural de diferentes puntos de ubicación de la fuente sonora, formando una red de coordenadas esféricas que envuelve la cabeza del sujeto. Dicha red, según las medidas realizadas en la cámara anecoica de la EUITT (Escuela Universitaria de Ingeniería Técnica de Telecomunicación), presenta una precisión en elevación de 10º y en azimut de 5º. Los receptores son dos micrófonos alojados en el maniquí acústico llamado HATS (Hats and Torso Simulator) modelo 4100D de Brüel&Kjaer. Éste posee las características físicas que influyen en la percepción del entorno como son las formas del pabellón auditivo (pinna), de la cabeza, del cuello y del torso humano. Será necesario realizar los cálculos de interpolación para todos aquellos puntos no contenidos en la base de datos HRTF, este proceso es sumamente importante no solo para potenciar la capacidad de la misma sino por su utilidad para la comparación entre otras bases de datos existentes en el estudio de este ámbito. La interfaz gráfica de usuario está concebida para un manejo sencillo, claro y predecible, a la vez que interactivo. Desde el primer boceto del programa se ha tenido clara su filosofía, impuesta por las necesidades de un usuario que busca una herramienta práctica y de manejo intuitivo. Su diseño de una sola ventana reúne tanto los componentes de obtención de datos como los que hacen posible la representación gráfica de las HRTF, las HRIR y los parámetros de localización espacial, ITD e ILD. El usuario podrá ir alternando las representaciones gráficas a la vez que introduce las coordenadas de los puntos que desea visualizar, definidas por phi (elevación) y theta (azimut). Esta faceta de la interfaz es la que le otorga una gran facilidad de acceso y lectura de la información representada en ella. Además, el usuario puede introducir valores incluidos en la base de datos o valores intermedios a estos, de esta manera, se indica a la interfaz la necesidad de realizar la interpolación de los mismos. El método de interpolación escogido es el de la ponderación de la distancia inversa entre puntos. Dependiendo de los valores introducidos por el usuario se realizará una interpolación de dos o cuatro puntos, siendo éstos limítrofes al valor introducido, ya sea de phi o theta. Para añadir versatilidad a la interfaz gráfica de usuario, se ha añadido la opción de generar archivos de salida en forma de imagen de las gráficas representadas, de tal forma que el usuario pueda extraer los datos que le interese para cualquier valor de phi y theta. Se completa el presente proyecto fin de carrera con un trabajo de investigación y estudio comparativo de la función y la aplicación de las bases de datos de HRTF dentro del marco científico y de investigación. Esto ha hecho posible concentrar información relacionada a través de revistas científicas de investigación como la JAES (Journal of the Audio Engineering Society) o la ASA (Acoustical Society of America), además, del IEEE ( Institute of Electrical and Electronics Engineers) o la “Web of knowledge” entre otras. Además de realizar la búsqueda en estas fuentes, se ha optado por vías de información más comunes como Google Académico o el portal de acceso “Ingenio” a los todos los recursos electrónicos contenidos en la base de datos de la universidad. El estudio genera una ampliación en el conocimiento de la labor práctica de las HRTF. La mayoría de los estudios enfocan sus esfuerzos en mejorar la percepción del evento sonoro mediante su simulación en la escucha estéreo o multicanal. A partir de las HRTF, esto es posible mediante el análisis y el cálculo de datos como pueden ser las regresiones, siendo éstas muy útiles en la predicción de una medida basándose en la información de la actual. Otro campo de especial interés es el de la generación de sonido 3D. Mediante la base de datos HRTF es posible la simulación de una señal biaural. Se han diseñado algoritmos que son implementados en dispositivos DSP, de tal manera que por medio de retardos interaurales y de diferencias espectrales es posible llegar a un resultado óptimo de sonido envolvente, sin olvidar la importancia de los efectos de reverberación para conseguir un efecto creíble de sonido envolvente. Debido a la complejidad computacional que esto requiere, gran parte de los estudios coinciden en desarrollar sistemas más eficientes, llegando a objetivos tales como la generación de sonido 3D en tiempo real. ABSTRACT. This project involves the creation of a Graphic User Interface (GUI) in the Matlab environment which creates a graphic representation of the HRTF (Head-Related Transfer Function) database. The head transfer function is a very useful tool in the study of the capacity of human beings to perceive their sound environment, as well as their ability to localise sound sources in the area surrounding them. The binaural HRTF (terminology which refers to the HRTF group of the left and right ear) in itself possesses information of special interest seeing that the differences between the HRTF of each ear admits the information that our system of hearing uses in the perception of each sound field. For this reason, the functionality of the graphic interface created presents great benefits within the study of this field. The interaural differences are characterised in space and in time, varying depending on the frequency. By means of Fourier's transformed inverse of the HRTF signal, the response to the head impulse is obtained, in other words, the HRIR (Head-Related Impulse Response). This, as well as having a great use in the creation of software or surround sound generating devices, is used to obtain ITD differences (Interaural Time Difference) and ILD (Interaural Time Difference), commonly named “spatial localisation parameters”. The HRTF database contains the binaural information of different points of sound source location, forming a network of spherical coordinates which surround the subject's head. This network, according to the measures carried out in the anechoic chamber at the EUITT (School of Telecommunications Engineering) gives a precision in elevation of 10º and in azimuth of 5º. The receivers are two microphones placed on the acoustic mannequin called HATS (Hats and Torso Simulator) Brüel&Kjaer model 4100D. This has the physical characteristics which affect the perception of the surroundings which are the forms of the auricle (pinna), the head, neck and human torso. It will be necessary to make interpolation calculations for all those points which are not contained the HRTF database. This process is extremely important not only to strengthen the database's capacity but also for its usefulness in making comparisons with other databases that exist in the study of this field. The graphic user interface is conceived for a simple, clear and predictable use which is also interactive. Since the first outline of the program, its philosophy has been clear, based on the needs of a user who requires a practical tool with an intuitive use. Its design with only one window unites not only the components which obtain data but also those which make the graphic representation of the HRTFs possible, the hrir and the ITD and ILD spatial location parameters. The user will be able to alternate the graphic representations at the same time as entering the point coordinates that they wish to display, defined by phi (elevation) and theta (azimuth). The facet of the interface is what provides the great ease of access and reading of the information displayed on it. In addition, the user can enter values included in the database or values which are intermediate to these. It is, likewise, indicated to the interface the need to carry out the interpolation of these values. The interpolation method is the deliberation of the inverse distance between points. Depending on the values entered by the user, an interpolation of two or four points will be carried out, with these being adjacent to the entered value, whether that is phi or theta. To add versatility to the graphic user interface, the option of generating output files in the form of an image of the graphics displayed has been added. This is so that the user may extract the information that interests them for any phi and theta value. This final project is completed with a research and comparative study essay on the function and application of HRTF databases within the scientific and research framework. It has been possible to collate related information by means of scientific research magazines such as the JAES (Journal of the Audio Engineering Society), the ASA (Acoustical Society of America) as well as the IEEE (Institute of Electrical and Electronics Engineers) and the “Web of knowledge” amongst others. In addition to carrying out research with these sources, I also opted to use more common sources of information such as Academic Google and the “Ingenio” point of entry to all the electronic resources contained on the university databases. The study generates an expansion in the knowledge of the practical work of the HRTF. The majority of studies focus their efforts on improving the perception of the sound event by means of its simulation in stereo or multichannel listening. With the HRTFs, this is possible by means of analysis and calculation of data as can be the regressions. These are very useful in the prediction of a measure being based on the current information. Another field of special interest is that of the generation of 3D sound. Through HRTF databases it is possible to simulate the binaural signal. Algorithms have been designed which are implemented in DSP devices, in such a way that by means of interaural delays and wavelength differences it is possible to achieve an excellent result of surround sound, without forgetting the importance of the effects of reverberation to achieve a believable effect of surround sound. Due to the computational complexity that this requires, a great many studies agree on the development of more efficient systems which achieve objectives such as the generation of 3D sound in real time.

Acoustic characterization of open cavities with the image source model

El objetivo de esta tesis es investigar las resonancias acústicas de una cavidad abierta tridimensional, de paredes rectas o inclinadas, mediante un método rápido y eficiente en el dominio del tiempo. Este método modela la respuesta temporal en cualquier punto como la convolución de la forma de onda de la fuente con la respuesta impulsiva de la cavidad, la cual se obtiene como una secuencia de impulsos retardados y atenuados procedentes de la fuente real, el primero, y de las fuentes imágenes especulares, los siguientes (Modelo Fuente Imagen, ISM). Además de las componentes directa y reflejadas en las paredes, la respuesta impulsiva también incluye las contribuciones difractadas en los bordes, obtenidas mediante la generación de las componentes difractadas de cada fuente imagen. Las frecuencias de resonancia acústica de la cavidad abierta son extraídas de los picos de la Función de Respuesta en Frecuencia (FRF), obtenida como la transformada de Fourier de la respuesta temporal correspondiente entre una fuente puntual y un punto cualquiera de la cavidad. Las frecuencias de resonancia acústicas estimadas mediante este Método de Fuentes Imagen + difracción en bordes son validadas por comparación con las que proporciona un Modelo de Elementos Finitos (FEM) y con las medidas experimentalmente, con diferencias menores que el 1.6 % y el 2.7 %, respectivamente. A modo de comparación, las frecuencias de resonancia estimadas para la misma cavidad por el método ISM, cuando no se incluye la difracción en los bordes, difieren en un 5.7 % de las obtenidas experimentalmente. ABSTRACT The goal of this thesis is to investigate the acoustic resonances of a three-dimensional open cavity, with parallel and non-parallel walls, by a fast and efficient method in the time domain. This method models the time response in any point as the convolution of the source waveform with the impulse response of the cavity, which, in turn, is obtained as a sequence of attenuated and delayed impulses coming, the first from the real, and the subsequent from the mirror imaged sources (Image Source Model). Besides direct and wall-reflected components, the impulse response includes also edge-diffracted contributions by generating first order diffraction components for each image source. The acoustic resonance frequencies of the open cavity are extracted from the peaks of the Frequency Response Function (FRF), obtained as the Fourier transform of the corresponding time response between a point source and any point in the cavity. The acoustic resonance frequencies estimated by the Image Source Model + edge diffraction are validated by comparison with those provided by a Finite Element Model (FEM) and the ones measured experimentally, differing less than 1.6 % and 2.7 %, respectively. As a comparison, resonance frequencies estimated with the pure Image Source Model differ by 5.7 % from the measured ones.

Use of intrinsic modes in biology: Examples of indicial response of pulmonary blood pressure to ± step hypoxia

Recently, a new method to analyze biological nonstationary stochastic variables has been presented. The method is especially suitable to analyze the variation of one biological variable with respect to changes of another variable. Here, it is illustrated by the change of the pulmonary blood pressure in response to a step change of oxygen concentration in the gas that an animal breathes. The pressure signal is resolved into the sum of a set of oscillatory intrinsic mode functions, which have zero “local mean,” and a final nonoscillatory mode. With this device, we obtain a set of “mean trends,” each of which represents a “mean” in a definitive sense, and together they represent the mean trend systematically with different degrees of oscillatory content. Correspondingly, the oscillatory content of the signal about any mean trend can be represented by a set of partial sums of intrinsic mode functions. When the concept of “indicial response function” is used to describe the change of one variable in response to a step change of another variable, we now have a set of indicial response functions of the mean trends and another set of indicial response functions to describe the energy or intensity of oscillations about each mean trend. Each of these can be represented by an analytic function whose coefficients can be determined by a least-squares curve-fitting procedure. In this way, experimental results are stated sharply by analytic functions.

Dynamic, convex, and robust optimization with Bayesian learning for response-guided dosing

Thesis (Ph.D.)--University of Washington, 2016-08

Distinct contrast response functions in striate and extra-striate regions of visual cortex revealed with magnetoencephalography (MEG)

Objective: To spatially and temporally characterise the cortical contrast response function to pattern onset stimuli in humans. Methods: Magnetoencephalography (MEG) was used to investigate the human cortical contrast response function to pattern onset stimuli with high temporal and spatial resolution. A beamformer source reconstruction approach was used to spatially localise and identify the time courses of activity at various visual cortical loci. Results: Consistent with the findings of previous studies, MEG beamformer analysis revealed two simultaneous generators of the pattern onset evoked response. These generators arose from anatomically discrete locations in striate and extra-striate visual cortex. Furthermore, these loci demonstrated notably distinct contrast response functions, with striate cortex increasing approximately linearly with contrast, whilst extra-striate visual cortex followed a saturating function. Conclusions: The generators that underlie the pattern onset visual evoked response arise from two distinct regions in striate and extra-striate visual cortex. Significance: The spatially, temporally and functionally distinct mechanisms of contrast processing within the visual cortex may account for the disparate results observed across earlier studies and assist in elucidating causal mechanisms of aberrant contrast processing in neurological disorders. © 2005 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

Approximating differentiable relationships between delay embedded dynamical systems with radical basis functions

This thesis is about the study of relationships between experimental dynamical systems. The basic approach is to fit radial basis function maps between time delay embeddings of manifolds. We have shown that under certain conditions these maps are generically diffeomorphisms, and can be analysed to determine whether or not the manifolds in question are diffeomorphically related to each other. If not, a study of the distribution of errors may provide information about the lack of equivalence between the two. The method has applications wherever two or more sensors are used to measure a single system, or where a single sensor can respond on more than one time scale: their respective time series can be tested to determine whether or not they are coupled, and to what degree. One application which we have explored is the determination of a minimum embedding dimension for dynamical system reconstruction. In this special case the diffeomorphism in question is closely related to the predictor for the time series itself. Linear transformations of delay embedded manifolds can also be shown to have nonlinear inverses under the right conditions, and we have used radial basis functions to approximate these inverse maps in a variety of contexts. This method is particularly useful when the linear transformation corresponds to the delay embedding of a finite impulse response filtered time series. One application of fitting an inverse to this linear map is the detection of periodic orbits in chaotic attractors, using suitably tuned filters. This method has also been used to separate signals with known bandwidths from deterministic noise, by tuning a filter to stop the signal and then recovering the chaos with the nonlinear inverse. The method may have applications to the cancellation of noise generated by mechanical or electrical systems. In the course of this research a sophisticated piece of software has been developed. The program allows the construction of a hierarchy of delay embeddings from scalar and multi-valued time series. The embedded objects can be analysed graphically, and radial basis function maps can be fitted between them asynchronously, in parallel, on a multi-processor machine. In addition to a graphical user interface, the program can be driven by a batch mode command language, incorporating the concept of parallel and sequential instruction groups and enabling complex sequences of experiments to be performed in parallel in a resource-efficient manner.

Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers

The paper develops a novel realized matrix-exponential stochastic volatility model of multivariate returns and realized covariances that incorporates asymmetry and long memory (hereafter the RMESV-ALM model). The matrix exponential transformation guarantees the positivedefiniteness of the dynamic covariance matrix. The contribution of the paper ties in with Robert Basmann’s seminal work in terms of the estimation of highly non-linear model specifications (“Causality tests and observationally equivalent representations of econometric models”, Journal of Econometrics, 1988, 39(1-2), 69–104), especially for developing tests for leverage and spillover effects in the covariance dynamics. Efficient importance sampling is used to maximize the likelihood function of RMESV-ALM, and the finite sample properties of the quasi-maximum likelihood estimator of the parameters are analysed. Using high frequency data for three US financial assets, the new model is estimated and evaluated. The forecasting performance of the new model is compared with a novel dynamic realized matrix-exponential conditional covariance model. The volatility and co-volatility spillovers are examined via the news impact curves and the impulse response functions from returns to volatility and co-volatility.

CAUSAL INFERENCE WITH A CONTINUOUS TREATMENT AND OUTCOME: ALTERNATIVE ESTIMATORS FOR PARAMETRIC DOSE-RESPONSE FUNCTIONS WITH APPLICATIONS.

Causal inference with a continuous treatment is a relatively under-explored problem. In this dissertation, we adopt the potential outcomes framework. Potential outcomes are responses that would be seen for a unit under all possible treatments. In an observational study where the treatment is continuous, the potential outcomes are an uncountably infinite set indexed by treatment dose. We parameterize this unobservable set as a linear combination of a finite number of basis functions whose coefficients vary across units. This leads to new techniques for estimating the population average dose-response function (ADRF). Some techniques require a model for the treatment assignment given covariates, some require a model for predicting the potential outcomes from covariates, and some require both. We develop these techniques using a framework of estimating functions, compare them to existing methods for continuous treatments, and simulate their performance in a population where the ADRF is linear and the models for the treatment and/or outcomes may be misspecified. We also extend the comparisons to a data set of lottery winners in Massachusetts. Next, we describe the methods and functions in the R package causaldrf using data from the National Medical Expenditure Survey (NMES) and Infant Health and Development Program (IHDP) as examples. Additionally, we analyze the National Growth and Health Study (NGHS) data set and deal with the issue of missing data. Lastly, we discuss future research goals and possible extensions.

Modelling and studies of the spectral response of some optoelectronic components

Solar radiation takes in today's world, an increasing importance. Different devices are used to carry out spectral and integrated measurements of solar radiation. Thus the sensors can be divided into the fallow types: Calorimetric, Thermomechanical, Thermoelectric and Photoelectric. The first three categories are based on components converting the radiation to temperature (or heat) and then into electrical quantity. On the other hand, the photoelectric sensors are based on semiconductor or optoelectronic elements that when irradiated change their impedance or generate a measurable electric signal. The response function of the sensor element depends not only on the intensity of the radiation but also on its wavelengths. The radiation sensors most widely used fit in the first categories, but thanks to the reduction in manufacturing costs and to the increased integration of electronic systems, the use of the photoelectric-type sensors became more interesting. In this work we present a study of the behavior of different optoelectronic sensor elements. It is intended to verify the static response of the elements to the incident radiation. We study the optoelectronic elements using mathematical models that best fit their response as a function of wavelength. As an input to the model, the solar radiation values are generated with a radiative transfer model. We present a modeling of the spectral response sensors of other types in order to compare the behavior of optoelectronic elements with other sensors currently in use.