Robustness and stabilization properties of monetary policy rules in Brazil

Based on three versions of a small macroeconomic model for Brazil, this paper presents empirical evidence on the effects of parameter uncertainty on monetary policy rules and on the robustness of optimal and simple rules over different model specifications. By comparing the optimal policy rule under parameter uncertainty with the rule calculated under purely additive uncertainty, we find that parameter uncertainty should make policymakers react less aggressively to the economy's state variables, as suggested by Brainard's "conservatism principIe", although this effect seems to be relatively small. We then informally investigate each rule's robustness by analyzing the performance of policy rules derived from each model under each one of the alternative models. We find that optimal rules derived from each model perform very poorly under alternative models, whereas a simple Taylor rule is relatively robusto We also fmd that even within a specific model, the Taylor rule may perform better than the optimal rule under particularly unfavorable realizations from the policymaker' s loss distribution function.

Growth process in business and social entrepreneurship: the case of Brazil

The purpose of the dissertation is to investigate in depth the difference between the challenges social and business entrepreneurs face in the growth phase of their business in the particular environment of Brazil. This objective has been achieved through a two-steps methodology. The first step is a set of in-depth interviews carried out with industry experts such as professors, venture capitalists, consultants, fund managers or people involved in the support of growing startups (i.e. accelerators). These interviews allowed, first, to build a general perspective on the environment entrepreneurs operate into and to identify a list of challenges entrepreneurs face in the growth process of their business. This list was completed with the additional challenges identified in the previous literature. The second step of the methodology was to test the relevance of these challenges in the mind and experience of social and traditional entrepreneurs. A questionnaire was then submitted to 145 social and 286 traditional entrepreneurs. The results were statistically analyzed to test the relative relevance of these challenges for one group of entrepreneurs with respect to the other. The outcome of the analysis was significant. The most relevant challenges identified were, for both groups, taxation, bureaucracy, finding the right employees, creating effective teams, measuring firm performance and social value creation and obtaining funds. On the other side motivation, innovation, competition and lack of market space for growth represented the least relevant issues in the minds of entrepreneurs. This rank however did not differ significantly from social to traditional entrepreneurs. This testifies that in Brazil social and traditional entrepreneurs face the same set of challenges despite the widespread belief of the opposite.

Nonautonomous difference equations with applications

This work is divided in two parts. In the first part we develop the theory of discrete nonautonomous dynamical systems. In particular, we investigate skew-product dynamical system, periodicity, stability, center manifold, and bifurcation. In the second part we present some concrete models that are used in ecology/biology and economics. In addition to developing the mathematical theory of these models, we use simulations to construct graphs that illustrate and describe the dynamics of the models. One of the main contributions of this dissertation is the study of the stability of some concrete nonlinear maps using the center manifold theory. Moreover, the second contribution is the study of bifurcation, and in particular the construction of bifurcation diagrams in the parameter space of the autonomous Ricker competition model. Since the dynamics of the Ricker competition model is similar to the logistic competition model, we believe that there exists a certain class of two-dimensional maps with which we can generalize our results. Finally, using the Brouwer’s fixed point theorem and the construction of a compact invariant and convex subset of the space, we present a proof of the existence of a positive periodic solution of the nonautonomous Ricker competition model.

Molecular differentiation of Salmonella Gallinarum and Salmonella Pullorum by RFLP of fliC gene from Brazilian isolates

Although Salmonella Pullorum and Salmonella Gallinarum cause different diseases in poultry, they are very similar. Both are non-motile and present the same somatic antigenic structure. They are differentiated by biochemical tests. Certain atypical strains are very difficult to distinguish. They do not produce the expected results when dulcitol and ornithine descarxboxylase tests are performed. Therefore, additional tests could be helpful. Many studies have chose the part I of the gene that encodes flagellin (fliC) to differentiate serotypes. Most Salmonella strains have two structural genes (fliC and fliB) that encode flagellins. Non-motile strains generally present these structural genes, but are not able to build a functional flagellum. It was demonstrated that enzymatic restriction of the amplified fliC gene using Hinp1I enzyme can differentiate SG from SP. In the present study, this method was adopted to analyze 14 SP and 22 SG strains, including some strains with atypical results in biochemical tests assessing the utilization of dulcitol and ornithine. The results showed that all SG strains were broken by the enzyme, whereas the 14 SP strains were not.

Models for the analysis of growth curves for rearing tinamous (Rhynchotus rufescens) in captivity

Growth curves models provide a visual assessment of growth as a function of time, and prediction body weight at a specific age. This study aimed at estimating tinamous growth curve using different models, and at verifying their goodness of fit. A total number 11,639 weight records from 411 birds, being 6,671 from females and 3,095 from males, was analyzed. The highest estimates of a parameter were obtained using Brody (BD), von Bertalanffy (VB), Gompertz (GP,) and Logistic function (LG). Adult females were 5.7% heavier than males. The highest estimates of b parameter were obtained in the LG, GP, BID, and VB models. The estimated k parameter values in decreasing order were obtained in LG, GP, VB, and BID models. The correlation between the parameters a and k showed heavier birds are less precocious than the lighter. The estimates of intercept, linear regression coefficient, quadratic regression coefficient, and differences between quadratic coefficient of functions and estimated ties of quadratic-quadratic-quadratic segmented polynomials (QQQSP) were: 31.1732 +/- 2.41339; 3.07898 +/- 0.13287; 0.02689 +/- 0.00152; -0.05566 +/- 0.00193; 0.02349 +/- 0.00107, and 57 and 145 days, respectively. The estimated predicted mean error values (PME) of VB, GP, BID, LG, and QQQSP models were, respectively, 0.8353; 0.01715; -0.6939; -2.2453; and -0.7544%. The coefficient of determination (RI) and least square error values (MS) showed similar results. In conclusion, the VB and the QQQSP models adequately described tinamous growth. The best model to describe tinamous growth was the Gompertz model, because it presented the highest R-2 values, easiness of convergence, lower PME, and the easiness of parameter biological interpretation.

DEGENERATE HOPF BIFURCATIONS IN CHUA'S SYSTEM

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Effects of isocoumarins isolated from Paepalanthus bromelioides on mitochondria: Uncoupling, and induction/inhibition of mitochondrial permeability transition

Isolated mitochondria may undergo uncoupling, and in presence of Ca2+ at different conditions, a mitochondrial permeability transition (MPT) linked to protein,thiol oxidation, and demonstrated by CsA-sensitive mitochondrial swelling; these processes may cause cell death either by necrosis or by apoptosis. Isocoumarins isolated from the Brazilian plant Paepalanthus bromelioides (Eriocaulaceae) paepalantine (9,10-dihydroxy-5,7-dimethoxy-1H-naptho(2,3c)pyran-1-one), 8,8'-paepalantine dimer, and vioxanthin were assayed at 1-50 mu M on isolated rat liver mitochondria, for respiration, MPT, protein thiol oxidation, and interaction with the mitochondrial membrane using 1,6-diphenyl-1,3,5-hexatriene (DPH). The isocoumarins did not significantly affect state 3 respiration of succinate-energized mitochondria; they did however, stimulate 4 respiration, indicating mitochondrial uncoupling. Induction of MPT and protein thiol oxidation were assessed in succinate-energized mitochondria exposed to 10 mu M Ca2+; inhibition of these processes was assessed in non-energized organelles in the presence of 300 mu M t-butyl hydroperoxide plus 500 mu M Ca2+. Only paepalantine was an effective MPT/protein thiol oxidation inducer, also releasing cytochrome c from mitochondria; the protein thiol oxidation, unlike mitochondrial swelling, was neither inhibited by CsA nor dependent on the presence of Ca2+. Vioxanthin was an effective inhibitor of MPT/protein thiol oxidation. All isocoumarins inserted deeply into the mitochondrial membrane, but only paepalantine dimer and vioxantin decreased the membrane's fluidity. A direct reaction with mitochondrial membrane protein thiols, involving an oxidation of these groups, is proposed to account for MPT induction by paepalantine, while a restriction of oxidation of these same thiol groups imposed by the decrease of membrane fluidity, is proposed to account for MPT inhibition by vioxanthin. (c) 2006 Published by Elsevier B.V..

Dirac-like monopoles in three dimensions and their possible influences on the dynamics of particles

Dirac-like monopoles are studied in three-dimensional Abelian Maxwell and Maxwell-Chern-Simons models. Their scalar nature is highlighted and discussed through a dimensional reduction of four-dimensional electrodynamics with electric and magnetic sources. Some general properties and similarities whether considered in Minkowski or Euclidean space are mentioned. However, by virtue of the structure of the space-time in which they are studied, a number of differences among them occur. Furthermore, we pay attention to some consequences of these objects when they act upon the usual particles. Among other subjects, special attention is given to the study of a Lorentz-violating nonminimal coupling between neutral fermions and the field generated by a monopole alone. In addition, an analogue of the Aharonov-Casher effect is discussed in this framework.

Effective action for QED with fermion self-interaction in D=2 and D=3 dimensions

In this work we discuss the effect of the quartic fermion self-interaction of Thirring type in QED in D=2 and D=3 dimensions. This is done through the computation of the effective action up to quadratic terms in the photon field. We analyze the corresponding nonlocal photon propagators nonperturbatively in k/m, where k is the photon momentum and m the fermion mass. The poles of the propagators were determined numerically by using the MATHEMATICA software. In D=2 there is always a massless pole whereas for strong enough Thirring coupling a massive pole may appear. For D=3 there are three regions in parameter space. We may have one or two massive poles or even no pole at all. The interquark static potential is computed analytically in D=2. We notice that the Thirring interaction contributes with a screening term to the confining linear potential of massive two-dimensional QED (QED(2)). In D=3 the static potential must be calculated numerically. The screening nature of the massive QED(3) prevails at any distance, indicating that this is a universal feature of D=3 electromagnetic interaction. Our results become exact for an infinite number of fermion flavors.

Probing neutrino mass with displaced vertices at the Fermilab Tevatron

Supersymmetric extensions of the standard model exhibiting bilinear R-parity violation can generate naturally the observed neutrino mass spectrum as well as mixings. One interesting feature of these scenarios is that the lightest supersymmetric particle (LSP) is unstable, with several of its decay properties predicted in terms of neutrino mixing angles. A smoking gun of this model in colliders is the presence of displaced vertices due to LSP decays in large parts of the parameter space. In this work we focus on the simplest model of this type that comes from minimal supergravity with universal R-parity conserving soft breaking of supersymmetry augmented with bilinear R-parity breaking terms at the electroweak scale (RmSUGRA). We evaluate the potential of the Fermilab Tevatron to probe the RmSUGRA parameters through the analysis of events possessing two displaced vertices stemming from LSP decays. We show that requiring two displaced vertices in the events leads to a reach in m(1/2) twice the one in the usual multilepton signals in a large fraction of the parameter space.

Probing bilinear R-parity violating supergravity at the LHC

We study the collider phenomenology of bilinear R-parity violating supergravity, the simplest effective model for supersymmetric neutrino masses accounting for the current neutrino oscillation data. At the CERN Large Hadron Collider the center-of-mass energy will be high enough to probe directly these models through the search for the superpartners of the Standard Model (SM) particles. We analyze the impact of R-parity violation on the canonical supersymmetry searches-that is, we examine how the decay of the lightest supersymmetric particle (LSP) via bilinear R-parity violating interactions degrades the average expected missing momentum of the reactions and show how this diminishes the reach in the usual channels for supersymmetry searches. However, the R-parity violating interactions lead to an enhancement of the final states containing isolated same-sign di-leptons and trileptons, compensating the reach loss in the fully inclusive channel. We show how the searches for displaced vertices associated to LSP decay substantially increase the coverage in supergravity parameter space, giving the corresponding reaches for two reference luminosities of 10 and 100 fb(-1) and compare with those of the R-parity conserving minimal supergravity model.

Finding the Higgs boson through supersymmetry

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

CERN LHC signals for a neutrino mass model with bilinear R-parity violating minimal anomaly mediated supersymmetry

We investigate a neutrino mass model in which the neutrino data is accounted for by bilinear R-parity violating supersymmetry with anomaly mediated supersymmetry breaking. We focus on the CERN Large Hadron Collider (LHC) phenomenology, studying the reach of generic supersymmetry search channels with leptons, missing energy and jets. A special feature of this model is the existence of long-lived neutralinos and charginos which decay inside the detector leading to detached vertices. We demonstrate that the largest reach is obtained in the displaced vertices channel and that practically all of the reasonable parameter space will be covered with an integrated luminosity of 10 fb(-1). We also compare the displaced vertex reaches of the LHC and Tevatron.

Analytical attitude prediction of spin stabilized spacecrafts perturbed by magnetic residual torque

An analytical approach for spin-stabilized spacecraft attitude prediction is presented for the influence of the residual magnetic torques. Assuming an inclined dipole model for the Earth's magnetic field, an analytical averaging method is applied to obtain the mean residual torque every orbital period. The orbit mean anomaly is utilized to compute the average components of residual torque in the spacecraft body frame reference system. The theory is developed for time variations in the orbital elements, and non-circular orbits, giving rise to many curvature integrals. It is observed that the residual magnetic torque does not have component along the spin axis. The inclusion of this torque on the rotational motion differential equations of a spin stabilized spacecraft yields conditions to derive an analytical solution. The solution shows that residual torque does not affect the spin velocity magnitude, contributing only for the precession and the drift of the spin axis of the spacecraft. (c) 2005 COSPAR. Published by Elsevier Ltd. All rights reserved.

Levenberg-Marquardt application to two-phase nonlinear parameter estimation for finned-tube coil evaporators

A procedure for calculation of refrigerant mass flow rate is implemented in the distributed numerical model to simulate the flow in finned-tube coil dry-expansion evaporators, usually found in refrigeration and air-conditioning systems. Two-phase refrigerant flow inside the tubes is assumed to be one-dimensional, unsteady, and homogeneous. In themodel the effects of refrigerant pressure drop and the moisture condensation from the air flowing over the external surface of the tubes are considered. The results obtained are the distributions of refrigerant velocity, temperature and void fraction, tube-wall temperature, air temperature, and absolute humidity. The finite volume method is used to discretize the governing equations. Additionally, given the operation conditions and the geometric parameters, the model allows the calculation of the refrigerant mass flow rate. The value of mass flow rate is computed using the process of parameter estimation with the minimization method of Levenberg-Marquardt minimization. In order to validate the developed model, the obtained results using HFC-134a as a refrigerant are compared with available data from the literature.