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.

Cross-Linguistic Transfer (CLT) in Bilingual Speakers : Neural Correlates of Language Learning

Le but de cette thèse est d'étudier les corrélats comportementaux et neuronaux du transfert inter-linguistique (TIL) dans l'apprentissage d’une langue seconde (L2). Compte tenu de nos connaissances sur l'influence de la distance linguistique sur le TIL (Paradis, 1987, 2004; Odlin, 1989, 2004, 2005; Gollan, 2005; Ringbom, 2007), nous avons examiné l'effet de facilitation de la similarité phonologique à l’aide de la résonance magnétique fonctionnelle entre des langues linguistiquement proches (espagnol-français) et des langues linguistiquement éloignées (persan-français). L'étude I rapporte les résultats obtenus pour des langues linguistiquement proches (espagnol-français), alors que l'étude II porte sur des langues linguistiquement éloignées (persan-français). Puis, les changements de connectivité fonctionnelle dans le réseau langagier (Price, 2010) et dans le réseau de contrôle supplémentaire impliqué dans le traitement d’une langue seconde (Abutalebi & Green, 2007) lors de l’apprentissage d’une langue linguistiquement éloignée (persan-français) sont rapportés dans l’étude III. Les résultats des analyses d’IRMF suivant le modèle linéaire général chez les bilingues de langues linguistiquement proches (français-espagnol) montrent que le traitement des mots phonologiquement similaires dans les deux langues (cognates et clangs) compte sur un réseau neuronal partagé par la langue maternelle (L1) et la L2, tandis que le traitement des mots phonologiquement éloignés (non-clang-non-cognates) active des structures impliquées dans le traitement de la mémoire de travail et d'attention. Toutefois, chez les personnes bilingues de L1-L2 linguistiquement éloignées (français-persan), même les mots phonologiquement similaires à travers les langues (cognates et clangs) activent des régions connues pour être impliquées dans l'attention et le contrôle cognitif. Par ailleurs, les mots phonologiquement éloignés (non-clang-non-cognates) activent des régions usuellement associées à la mémoire de travail et aux fonctions exécutives. Ainsi, le facteur de distance inter-linguistique entre L1 et L2 module la charge cognitive sur la base du degré de similarité phonologiques entres les items en L1 et L2. Des structures soutenant les processus impliqués dans le traitement exécutif sont recrutées afin de compenser pour des demandes cognitives. Lorsque la compétence linguistique en L2 augmente et que les tâches linguistiques exigent ainsi moins d’effort, la demande pour les ressources cognitives diminue. Tel que déjà rapporté (Majerus, et al, 2008; Prat, et al, 2007; Veroude, et al, 2010; Dodel, et al, 2005; Coynel, et al ., 2009), les résultats des analyses de connectivité fonctionnelle montrent qu’après l’entraînement la valeur d'intégration (connectivité fonctionnelle) diminue puisqu’il y a moins de circulation du flux d'information. Les résultats de cette recherche contribuent à une meilleure compréhension des aspects neurocognitifs et de plasticité cérébrale du TIL ainsi que l'impact de la distance linguistique dans l'apprentissage des langues. Ces résultats ont des implications dans les stratégies d'apprentissage d’une L2, les méthodes d’enseignement d’une L2 ainsi que le développement d'approches thérapeutiques chez des patients bilingues qui souffrent de troubles langagiers.

Prédiction de l'évolution de la scoliose idiopathique de l'adolescent à l'aide des paramètres tridimensionnels du rachis

La scoliose idiopathique de l’adolescent est une déformation 3D du rachis. La littérature comporte une multitude d’études sur la prédiction de l’évolution et l’identification de facteurs de risque de progression. Pour l’instant les facteurs de risque établis sont l’amplitude de la déformation, la maturité squelettique et le type de courbure. Plusieurs autres champs ont été explorés comme les aspects génétiques, biochimiques, mécaniques, posturaux et topographiques, sans vraiment apporter beaucoup de précision à la prédiction de l’évolution. L’avancement de la technologie permet maintenant de générer des reconstructions 3D du rachis à l’aide des radiographies standard et d’obtenir des mesures de paramètres 3D. L’intégration de ces paramètres 3D dans un modèle prédictif représente une avenue encore inexplorée qui est tout à fait logique dans le contexte de cette déformation 3D du rachis. L’objectif général de cette thèse est de développer un modèle de prédiction de l’angle de Cobb à maturité squelettique à partir de l’information disponible au moment de la première visite, soit l’angle de Cobb initial, le type de courbure, l’âge osseux et des paramètres 3D du rachis. Dans une première étude, un indice d’âge osseux a été développé basé sur l’ossification de l’apophyse iliaque et sur le statut du cartilage triradié. Cet indice comporte 3 stades et le second stade, qui est défini par un cartilage triradié fermé avec maximum 1/3 d’ossification de l’apophyse iliaque, représente le moment pendant lequel la progression de la scoliose idiopathique de l’adolescent est la plus rapide. Une seconde étude rétrospective a permis de mettre en évidence le potentiel des paramètres 3D pour améliorer la prédiction de l’évolution. Il a été démontré qu’à la première visite il existe des différences pour 5 paramètres 3D du rachis entre un groupe de patients qui sera éventuellement opéré et un groupe qui ne progressera pas. Ces paramètres sont : la moyenne da la cunéiformisation 3D des disques apicaux, la rotation intervertébrale à la jonction inférieure de la courbure, la torsion, le ratio hauteur/largeur du corps vertébral de T6 et de la colonne complète. Les deux dernières études sont basées sur une cohorte prospective de 133 patients avec une scoliose idiopathique de l’adolescent suivi dès leur première visite à l’hôpital jusqu’à maturité squelettique. Une première étude a permis de mettre en évidence les différences morphologiques à la première visite entre les patients ayant progresser de plus ou moins de 6°. Des différences ont été mise en évidence pour la cyphose, l’angle de plan de déformation maximal, la rotation ntervertébrale l’apex, la torsion et plusieurs paramètres de «slenderness». Ensuite une seconde étude a permis de développer un modèle prédictif basé sur un modèle linéaire général en incluant l’indice d’âge osseux développé dans la première étude, le type de courbure, l’amplitude de l’angle de Cobb à la première visite, l’angle de déformation du plan maximale, la cunéiformisation 3D des disques T3-T4, T8-­T9, T11-­T12 et la somme des cunéiformisation 3D de tous les disques thoraciques et lombaires. Le coefficient de détermination multiple pour cette modélisation est de 0.715. Le modèle prédictif développé renforce l’importance de considérer la scoliose idiopathique dans les trois dimensions et il permettra d’optimiser la prédiction de l’évolution au moment de la première visite.

Hemodynamic changes during posterior epilepsies: an eeg-fnirs study

Posterior epilepsies are relatively rare, mainly suspected clinically by the presence of visual auras. Functional near-infrared spectroscopy (fNIRS) is an emerging non-invasive imaging technique that has the potential to monitor hemodynamic changes during epileptic activity. Combined with electroencephalography (EEG), 9 patients with posterior epilepsies were recorded using EEG-fNIRS with large sampling (19 EEG electrodes and over 100 fNIRS channels). Spikes and seizures were carefully marked on EEG traces, and convolved with a standard hemodynamic response function for general linear model (GLM) analysis. GLM results for seizures (in 3 patients) and spikes (7 patients) were broadly sensitive to the epileptic focus in 7/9 patients, and specific in 5/9 patients with fNIRS deoxyhemoglobin responses lateralized to the correct lobe, and to plausible locations within the occipital or parietal lobes. This work provides evidence that EEG-fNIRS is a sensitive technique for monitoring posterior epileptic activity.

Modelo de internacionalización del sector de reciclaje en Colombia

El presente documento se realiza un análisis de tres empresas del sector del reciclaje: Smurfit Kappa Cartón de Colombia S.A., Ecoeficiencia S.A.S y Fibras Nacionales S.A.S, para conocer la aplicación de las teorías de internacionalización y observar cómo se desarrollan en la realidad Colombiana. El sector de reciclaje actualmente es poco explorado y explotado en Colombia, principalmente por el bajo interés del sector público y privado en alcanzar las innumerables ventajas económicas y sociales que éste ofrece, toda vez que, es considerado un sector no formal dentro de la economía colombiana. Más adelante se describe la situación actual de las tres empresas basado en una revisión bibliográfica de las teorías de internacionalización y posteriormente se aplican los conceptos a cada una de las empresas. Finalmente, se propone la ruta de internacionalización del sector del reciclaje en Colombia y un modelo logístico general para que las empresas de este sector lo apliquen y así mejoren sus procesos. Se plantea como estrategia el desarrollo de un Cluster para lograr la efectividad de la ruta de internacionalización del sector del reciclaje. Es necesaria la conformación de una red de empresas, agentes e instituciones públicas y privadas dentro del entorno del reciclaje y el manejo de residuos, para la consolidación del sector. El objetivo es que este documento sirva como medio de consulta para empresarios y empresas interesadas en mejorar el nivel de vida de los recicladores, contribuir con el medio ambiente y mejorar la competitividad y productividad del reciclaje en Colombia, logrando convertirse en un sector de talla mundial. Es importante mencionar que en la medida es que el sector se formalice, los recicladores se verán beneficiados y harán parte importante de una cadena de valor que permitirá mejorar las condiciones actuales del sector y podrán participar activamente en la economía, generando un impacto positivo y global.

Modelo local de competencias que apoyan el éxito en la gestión en los empresarios emprendedores de Bogotá

Por medio de la literatura correspondiente a la medición de competencias, así como con los comportamientos apreciados de manera empírica a través del análisis de empresarios emprendedores exitosos y conforme a la teoría de los expertos en el tema de emprendimiento, se ha elaborado una herramienta de medición de competencias para empresarios emprendedores (creadores de empresa) de la ciudad de Bogotá. Dicha herramienta se usará en la medición de empresarios que hayan creado empresa entre el 2002 y el 2005 y que tengan el mayor crecimiento en venta anuales durante la última mitad de la última década. Las empresas hacen parte del sector industrial. Para ello inicialmente se hizo una revisión de competencias, basada en la trilogía de Martha Alles compuesta por los siguientes libros: Diccionario de Competencias, Diccionario de Comportamientos y Diccionario de Preguntas. Con la trilogía se logra la definición de competencias y la metodología para la medición de las mismas. Se siguió con una revisión biográfica de dos grandes empresarios bogotanos, que nacieron en Bogotá o que tienen el suficiente tiempo en Bogotá para ser considerados bogotanos, de la cual se extrajeron comportamientos específicos. Haciendo uso de la autoridad que tiene en el tema de emprendimiento Amar Bhide, se hizo una revisión de los comportamientos esenciales de todo emprendedor de acuerdo con sus conceptos al respecto. Para finalizar, se creó un modelo general de competencias basado en las que están más desarrolladas entre los empresarios encuestados y entrevistados.

Economía matemática: antecedentes, evolución y algunos desarrollos recientes

Se presenta aquí, en forma breve, el origen de la matematización económica y el campo de la economía matemática. Un enfoque histórico inicial divide dicho campo en un primer periodo denominado marginalista, otro donde se utiliza la teoría de los conjuntos y modelos lineales y por último un periodo que integra los dos anteriores. Posteriormente, se analiza la evolución de la Teoría del Equilibrio General desde Quesnay, pasando por Walras y desarrollos posteriores hasta su culminación con los trabajos de Arrow, Debreu y sus contemporáneos. Finalmente, se describe la influencia de las matemáticas, en especial de la optimización dinámica, en la teoría macroeconómica y a otras áreas de la economía.

Simulation of monsoon disturbances in the LMD GCM

The monsoon depressions that form over India during the summer are analyzed using simulations from the Laboratoire de Meteorologie Dynamique general circulation model. This type of synoptic system often occurs with a frequency of one to two per month and can produce a strong Indian rainfall. Two kinds of analyses are conducted in this study. The first one is a subjective analysis based on the evolution of the precipitation rate and the pattern of the sea level pressure. The second one is an objective analysis performed using the TRACK program, which identifies and tracks the minima in the sea level pressure anomaly held and computes the statistics for the distribution of systems. The analysis of a 9-yr control run, which simulates strong precipitation rates over the foothills of the Himalayas and over southern India but weak rates over central India, shows that the number of disturbances is coo low and that they almost never occur during August, when break conditions prevail. The generated disturbances more often move north, toward the foothills of the Himalayas. Another analysis is performed to study the effect of the Tibetan Plateau elevation on these disturbances with a 9-yr run carried out with a Tibetan Plateau at 50% of its current height. It is shown that this later integration simulates more frequent monsoon disturbances, which move rather northwestward, in agreement with the current observations. The comparison between the two runs shows that the June-July-August rainfall difference is in large part due to changes in the occurrence of the monsoon disturbances.

Solar influences on dynamical coupling between the stratosphere and troposphere

We use a simplified atmospheric general circulation model (AGCM) to investigate the response of the lower atmosphere to thermal perturbations in the lower stratosphere. The results show that generic heating of the lower stratosphere tends to weaken the sub-tropical jets and the tropospheric mean meridional circulations. The positions of the jets, and the extent of the Hadley cells, respond to the distribution of the stratospheric heating, with low latitude heating displacing them poleward, and uniform heating displacing them equatorward. The patterns of response to the low latitude heating are similar to those found to be associated with solar variability in previous observational data analysis, and to the effects of varying solar UV radiation in sophisticated AGCMs. In order to investigate the chain of causality involved in converting the stratospheric thermal forcing to a tropospheric climate signal we conduct an experiment which uses an ensemble of model spin-ups to analyse the time development of the response to an applied stratospheric perturbation. We find that the initial effect of the change in static stability at the tropopause is to reduce the eddy momentum flux convergence in this region. This is followed by a vertical transfer of the momentum forcing anomaly by an anomalous mean circulation to the surface, where it is partly balanced by surface stress anomalies. The unbalanced part drives the evolution of the vertically integrated zonal flow. We conclude that solar heating of the stratosphere may produce changes in the circulation of the troposphere even without any direct forcing below the tropopause. We suggest that the impact of the stratospheric changes on wave propagation is key to the mechanisms involved.

Visual Object Recognition Using Deformable Models of Vehicles

This workshop paper reports recent developments to a vision system for traffic interpretation which relies extensively on the use of geometrical and scene context. Firstly, a new approach to pose refinement is reported, based on forces derived from prominent image derivatives found close to an initial hypothesis. Secondly, a parameterised vehicle model is reported, able to represent different vehicle classes. This general vehicle model has been fitted to sample data, and subjected to a Principal Component Analysis to create a deformable model of common car types having 6 parameters. We show that the new pose recovery technique is also able to operate on the PCA model, to allow the structure of an initial vehicle hypothesis to be adapted to fit the prevailing context. We report initial experiments with the model, which demonstrate significant improvements to pose recovery.

A new feedback on climate change from the hydrological cycle

An intensification of the hydrological cycle is a likely consequence of global warming. But changes in the hydrological cycle could affect sea-surface temperature by modifying diffusive ocean heat transports. We investigate this mechanism by studying a coupled general circulation model sensitivity experiment in which the hydrological cycle is artificially amplified. We find that the amplified hydrological cycle depresses sea-surface temperature by enhancing ocean heat uptake in low latitudes. We estimate that a 10% increase in the hydrological cycle will contribute a basin-scale sea-surface temperature decrease of around 0.1°C away from high latitudes, with larger decreases locally. We conclude that an intensified hydrological cycle is likely to contribute a weak negative feedback to anthropogenic climate change.

Climate response to basin-scale warming and cooling of the North Atlantic Ocean

Using experiments with an atmospheric general circulation model, the climate impacts of a basin-scale warming or cooling of the North Atlantic Ocean are investigated. Multidecadal fluctuations with this pattern were observed during the twentieth century, and similar variations--but with larger amplitude--are believed to have occurred in the more distant past. It is found that in all seasons the response to warming the North Atlantic is strongest, in the sense of highest signal-to-noise ratio, in the Tropics. However there is a large seasonal cycle in the climate impacts. The strongest response is found in boreal summer and is associated with suppressed precipitation and elevated temperatures over the lower-latitude parts of North and South America. In August­-September-­October there is a significant reduction in the vertical shear in the main development region for Atlantic hurricanes. In winter and spring, temperature anomalies over land in the extratropics are governed by dynamical changes in circulation rather than simply reflecting a thermodynamic response to the warming or cooling of the ocean. The tropical climate response is primarily forced by the tropical SST anomalies, and the major features are in line with simple models of the tropical circulation response to diabatic heating anomalies. The extratropical climate response is influenced both by tropical and higher-latitude SST anomalies and exhibits nonlinear sensitivity to the sign of the SST forcing. Comparisons with multidecadal changes in sea level pressure observed in the twentieth century support the conclusion that the impact of North Atlantic SST change is most important in summer, but also suggest a significant influence in lower latitudes in autumn and winter. Significant climate impacts are not restricted to the Atlantic basin, implying that the Atlantic Ocean could be an important driver of global decadal variability. The strongest remote impacts are found to occur in the tropical Pacific region in June­-August and September­-November. Surface anomalies in this region have the potential to excite coupled ocean­atmosphere feedbacks, which are likely to play an important role in shaping the ultimate climate response.

Enhancement of ENSO variability by a weakened Atlantic thermohaline circulation in a coupled GCM

A coupled ocean–atmosphere general circulation model is used to investigate the modulation of El Niño–Southern Oscillation (ENSO) variability due to a weakened Atlantic thermohaline circulation (THC). The THC weakening is induced by freshwater perturbations in the North Atlantic, and leads to a well-known sea surface temperature dipole and a southward shift of the intertropical convergence zone (ITCZ) in the tropical Atlantic. Through atmospheric teleconnections and local coupled air–sea feedbacks, a meridionally asymmetric mean state change is generated in the eastern equatorial Pacific, corresponding to a weakened annual cycle, and westerly anomalies develop over the central Pacific. The westerly anomalies are associated with anomalous warming of SST, causing an eastward extension of the west Pacific warm pool particularly in August–February, and enhanced precipitation. These and other changes in the mean state lead in turn to an eastward shift of the zonal wind anomalies associated with El Niño events, and a significant increase in ENSO variability. In response to a 1-Sv (1 Sv ≡ 106 m3 s−1) freshwater input in the North Atlantic, the THC slows down rapidly and it weakens by 86% over years 50–100. The Niño-3 index standard deviation increases by 36% during the first 100-yr simulation relative to the control simulation. Further analysis indicates that the weakened THC not only leads to a stronger ENSO variability, but also leads to a stronger asymmetry between El Niño and La Niña events. This study suggests a role for an atmospheric bridge that rapidly conveys the influence of the Atlantic Ocean to the tropical Pacific and indicates that fluctuations of the THC can mediate not only mean climate globally but also modulate interannual variability. The results may contribute to understanding both the multidecadal variability of ENSO activity during the twentieth century and longer time-scale variability of ENSO, as suggested by some paleoclimate records.

On the natural variability of the pre-industrial European climate

We suggest that climate variability in Europe for the “pre-industrial” period 1500–1900 is fundamentally a consequence of internal fluctuations of the climate system. This is because a model simulation, using fixed pre-industrial forcing, in several important aspects is consistent with recent observational reconstructions at high temporal resolution. This includes extreme warm and cold seasonal events as well as different measures of the decadal to multi-decadal variance. Significant trends of 50-year duration can be seen in the model simulation. While the global temperature is highly correlated with ENSO (El Nino- Southern Oscillation), European seasonal temperature is only weakly correlated with the global temperature broadly consistent with data from ERA-40 reanalyses. Seasonal temperature anomalies of the European land area are largely controlled by the position of the North Atlantic storm tracks. We believe the result is highly relevant for the interpretation of past observational records suggesting that the effect of external forcing appears to be of secondary importance. That variations in the solar irradiation could have been a credible cause of climate variations during the last centuries, as suggested in some previous studies, is presumably due to the fact that the models used in these studies may have underestimated the internal variability of the climate. The general interpretation from this study is that the past climate is just one of many possible realizations and thus in many respects not reproducible in its time evolution with a general circulation model but only reproducible in a statistical sense.

Tripleclouds: an efficient method for representing horizontal cloud inhomogeneity in 1D radiation schemes by using three regions at each height

Radiation schemes in general circulation models currently make a number of simplifications when accounting for clouds, one of the most important being the removal of horizontal inhomogeneity. A new scheme is presented that attempts to account for the neglected inhomogeneity by using two regions of cloud in each vertical level of the model as opposed to one. One of these regions is used to represent the optically thinner cloud in the level, and the other represents the optically thicker cloud. So, along with the clear-sky region, the scheme has three regions in each model level and is referred to as “Tripleclouds.” In addition, the scheme has the capability to represent arbitrary vertical overlap between the three regions in pairs of adjacent levels. This scheme is implemented in the Edwards–Slingo radiation code and tested on 250 h of data from 12 different days. The data are derived from cloud retrievals using radar, lidar, and a microwave radiometer at Chilbolton, southern United Kingdom. When the data are grouped into periods equivalent in size to general circulation model grid boxes, the shortwave plane-parallel albedo bias is found to be 8%, while the corresponding bias is found to be less than 1% using Tripleclouds. Similar results are found for the longwave biases. Tripleclouds is then compared to a more conventional method of accounting for inhomogeneity that multiplies optical depths by a constant scaling factor, and Tripleclouds is seen to improve on this method both in terms of top-of-atmosphere radiative flux biases and internal heating rates.