Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? Evidence for United States

Real exchange rate is an important macroeconomic price in the economy and a ects economic activity, interest rates, domestic prices, trade and investiments ows among other variables. Methodologies have been developed in empirical exchange rate misalignment studies to evaluate whether a real e ective exchange is overvalued or undervalued. There is a vast body of literature on the determinants of long-term real exchange rates and on empirical strategies to implement the equilibrium norms obtained from theoretical models. This study seeks to contribute to this literature by showing that it is possible to calculate the misalignment from a mixed ointegrated vector error correction framework. An empirical exercise using United States' real exchange rate data is performed. The results suggest that the model with mixed frequency data is preferred to the models with same frequency variables

Studies in non-Gaussian analysis

This thesis presents general methods in non-Gaussian analysis in infinite dimensional spaces. As main applications we study Poisson and compound Poisson spaces. Given a probability measure μ on a co-nuclear space, we develop an abstract theory based on the generalized Appell systems which are bi-orthogonal. We study its properties as well as the generated Gelfand triples. As an example we consider the important case of Poisson measures. The product and Wick calculus are developed on this context. We provide formulas for the change of the generalized Appell system under a transformation of the measure. The L² structure for the Poisson measure, compound Poisson and Gamma measures are elaborated. We exhibit the chaos decomposition using the Fock isomorphism. We obtain the representation of the creation, annihilation operators. We construct two types of differential geometry on the configuration space over a differentiable manifold. These two geometries are related through the Dirichlet forms for Poisson measures as well as for its perturbations. Finally, we construct the internal geometry on the compound configurations space. In particular, the intrinsic gradient, the divergence and the Laplace-Beltrami operator. As a result, we may define the Dirichlet forms which are associated to a diffusion process. Consequently, we obtain the representation of the Lie algebra of vector fields with compact support. All these results extends directly for the marked Poisson spaces.

Os paradoxos de Prior e o calculo proposicional deôntico relevante E¹.

Cruz, Ângela Maria Paiva. Os paradoxos de Prior e o cálculo proposicional deôntico relevante. Princípios, Natal, v. 4, p. 05-18, 1996.

Sparse 1D discrete Dirac operators I: Quantum transport

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Sparse one-dimensional discrete Dirac operators II: Spectral properties

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator

The fractional generalized Langevin equation (FGLE) is proposed to discuss the anomalous diffusive behavior of a harmonic oscillator driven by a two-parameter Mittag-Leffler noise. The solution of this FGLE is discussed by means of the Laplace transform methodology and the kernels are presented in terms of the three-parameter Mittag-Leffler functions. Recent results associated with a generalized Langevin equation are recovered.

Cauchy-Stieltjes Integral on Time Scales in Banach Spaces and Hysteresis Operators

The play operator has a fundamental importance in the theory of hysteresis. It was studied in various settings as shown by P. Krejci and Ph. Laurencot in 2002. In that work it was considered the Young integral in the frame of Hilbert spaces. Here we study the play in the frame of the regulated functions (that is: the ones having only discontinuities of the first kind) on a general time scale T (that is: with T being a nonempty closed set of real numbers) with values in a Banach space. We will be showing that the dual space in this case will be defined as the space of operators of bounded semivariation if we consider as the bilinearity pairing the Cauchy-Stieltjes integral on time scales.

Effect of fractional urea clearance on survival of hemodialysis patients in relation to gender

Many studies have demonstrated the relationship between dialysis dose and survival. Global mortality is similar among men and women; however, the influence of dialysis dose in the survival could be more intensive between women. Therefore, we conduct an observational study to evaluate the gender-related impact of single pool Kt/V (spKt/V) on the survival of patients submitted to hemodialysis in a university hospital. We found that survival was lower in groups with spKt/V smaller than 1.2 than in those with Kt/V between 1.2 and 1.4. Among female patients, spKt/V smaller than 1.2 had a more adverse effect in survival than among men with a comparable Kt/V. Otherwise, among women, the dialysis dose had an impact in survival even with Kt/V greater than 1.4. Thus, fractional urea clearance more heavily influenced the survival of females than males in hemodialysis patients.

Multitrace operators and the generalized AdS/CFT prescription

We show that multitrace interactions can be consistently incorporated into an extended AdS conformal field theory (CFT) prescription involving the inclusion of generalized boundary conditions and a modified Legendre transform prescription. We find new and consistent results by considering a self-contained formulation which relates the quantization of the bulk theory to the AdS/CFT correspondence and the perturbation at the boundary by double-trace interactions. We show that there exist particular double-trace perturbations for which irregular modes are allowed to propagate as well as the regular ones. We perform a detailed analysis of many different possible situations, for both minimally and nonminimally coupled cases. In all situations, we make use of a new constraint which is found by requiring consistency. In the particular nonminimally coupled case, the natural extension of the Gibbons-Hawking surface term is generated.

Regge calculus in teleparallel gravity

In the context of the teleparallel equivalent of general relativity, the Weitzenbock manifold is considered as the limit of a suitable sequence of discrete lattices composed of an increasing number of smaller and smaller simplices, where the interior of each simplex (Delaunay lattice) is assumed to be flat. The link lengths l between any pair of vertices serve as independent variables, so that torsion turns out to be localized in the two-dimensional hypersurfaces (dislocation triangle, or hinge) of the lattice. Assuming that a vector undergoes a dislocation in relation to its initial position as it is parallel transported along the perimeter of the dual lattice (Voronoi polygon), we obtain the discrete analogue of the teleparallel action, as well as the corresponding simplicial vacuum field equations.

Superstring vertex operators in an AdS(5) x S-5 background

A quantizable action has recently been proposed for the superstring in an AdS(5) x S-5 background with Ramond-Ramond flux. In this paper we construct physical vertex operators corresponding to on-shell fluctuations around the AdS(5) x S-5 background. The structure of these AdS(5) x S-5 vertex operators closely resembles the structure of the massless vertex operators in a flat background. (C) 2001 Elsevier B.V. B.V. All rights reserved.

Vertex operators and soliton solutions of affine Toda model with U(2) symmetry

The symmetry structure of the non-Abelian affine Toda model based on the coset SL(3)/SL(2) circle times U(1) is studied. It is shown that the model possess non-Abelian Noether symmetry closing into a q-deformed SL(2) circle times U(1) algebra. Specific two-vertex soliton solutions are constructed.

Pure spinor vertex operators in Siegel gauge and loop amplitude regularization

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)