Zwischen Aufholwachstum und Nephrokalzinose : das therapeutische Dilemma bei X-chromosomaler hypophosphatämischer Rachitis (XLHR)

Magdeburg, Univ., Med. Fak., Diss., 2011

Multimodal automatic user disposition recognition in human-machine interaction

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2013

pressure resistance of hollow glass fibers at internal pressure load

Otto-von-Guericke-Universität Magdeburg, Fakultät für Maschinenbau, Univ., Dissertation, 2015

Riqueza de formigas (Hymenoptera, Formicidae) da serapilheira em fragmentos de floresta semidecídua da Mata Atlântica na região do Alto do Rio Grande, MG, Brasil

As comunidades de Formicidae (Insecta, Hymenoptera) foram estudadas em fragmentos de floresta semidecídua inseridos no bioma Mata Atlântica medindo de 2,99 a 45,5 ha na região do Alto do Rio Grande, Minas Gerais, Brasil. As formigas foram coletadas em 15 amostras de serapilheira de 1 m² em cada fragmento, usando o método de extrator de Winkler. Cada amostra teve distância mínima de 50 m uma da outra. Um total de 142 espécies de formigas foi distribuído entre 40 gêneros, 23 tribos e 10 subfamílias. As comunidades amostradas mostraram uma alta riqueza e altos valores no índice de diversidade. O tamanho da área dos fragmentos não influenciou na riqueza de espécies de formigas.

Interação de fragmentos florestais com agroecossistemas adjacentes de café e pastagem: respostas das comunidades de formigas (Hymenoptera, Formicidae)

As respostas das comunidades de formigas às mudanças ambientais de fragmentos florestais para agroecossistemas (café ou pastagem) foram avaliadas na região sul do Estado de Minas Gerais, Brasil. Neste trabalho, avaliaram-se as interações entre fragmentos florestais e os dois agroecossistemas mais típicos do sudeste do Brasil: monocultivo de café a pleno sol e pastagem introduzida. A comunidade de formigas foi amostrada em cinco áreas de cada agroecossistema, dentro de fragmentos florestais adjacentes a estes e nas bordas entre os dois sistemas. Em cada área, foram retiradas 15 amostras de 1m² de serapilheira, das quais foram extraídas as formigas, utilizando-se o extrator de Winkler. Registrou-se um total de 165 espécies de formigas distribuídas em 48 gêneros e 10 subfamílias. O cafezal apresentou o menor número de espécies observado e menor riqueza estimada. As razões das variações observadas entre as áreas são discutidas.

Habitat use by a tree frog species of Scinax (Amphibia, Hylidae) at an urban forest fragment from south-eastern Brazil

We studied the pattern of habitat use by the tree frog Scinax aff. perereca. Fieldworks were performed from August 1996 to August 1997 at Parque das Mangabeiras, Belo Horizonte, State of Minas Gerais, southeastern Brazil. Calling males were observed in September, October and December 1996, February to April and June 1997. Females were found only in October 1996. Specimens were found perched on vegetation, on the ground or on stones near waterfall. At Parque das Mangabeiras, S. aff. perereca occupied nine types of substrata. The most frequently used substrata were shrubs, stones at the stream edges, and fallen trunks. The pattern of spatial occupation varied among months. Males were found calling in aggregations on the vegetation and spatial niche breadth was related to species abundance.

The Global Dimension to Fiscal Sustainability

This paper examines the issue of fiscal sustainability in emerging market countries and industrial countries. We highlight the importance of the time series properties of the primary surplus and debt, and find evidence of a positive long run relationship. Consequently we emphasise, that especially for emerging markets, it is important to recognise the implications of global capital market shocks for fiscal sustainability, a relationship which has hitherto been ignored in the empirical literature. Using a factor model we demonstrate that the relationship between deficit and debt is conditional upon a global factor and we suggest that this global factor is related to world-wide liquidity. We also demonstrate that this acts as a constraint on emerging market economies’ fiscal policy.

Do Institutions Matter for Foreign Direct Investment?

In this paper the role of institutions in determining foreign direct investment (FDI) is investigated using a large panel of 107 countries during 1981 and 2005. We find that institutions are a robust predictor of FDI and that the most significant institutional aspects are linked to propriety rights, the rule of law and expropriation risk. Using a novel data set, we also study the impact of institutions on FDI at the sectoral level. We find that institutions do not have a significant impact on FDI in the primary sector but that institutional quality matters for FDI in manufacturing and particularly in services. We also provide policy implications for institutional reform.

Climbing to the top? Foreign Direct Investment and Property Rights.

This paper operates at the interface of the literature on the impact of foreign direct investment (FDI) on host countries, and the literature on the determinants of institutional quality. We argue that FDI contributes to economic development by improving institutional quality in the host country and we attempt to test this proposition using a large panel data set of 70 developing countries during the period 1981 and 2005, and we show that FDI inflows have a positive and highly significant impact on property rights. The result appears to be very robust and is and not affected by model specification, different control variables, or a particular estimation technique. As far as we are aware this is the first paper to empirically test the FDI – property rights linkage.

3-Regime symmetric STAR modeling and exchange rate reversion

The breakdown of the Bretton Woods system and the adoption of generalized oating exchange rates ushered in a new era of exchange rate volatility and uncer- tainty. This increased volatility lead economists to search for economic models able to describe observed exchange rate behavior. In the present paper we propose more general STAR transition functions which encompass both threshold nonlinearity and asymmetric e¤ects. Our framework allows for a gradual adjustment from one regime to another, and considers threshold e¤ects by encompassing other existing models, such as TAR models. We apply our methodology to three di¤erent exchange rate data-sets, one for developing countries, and o¢ cial nominal exchange rates, the sec- ond emerging market economies using black market exchange rates and the third for OECD economies.

Exchange rate forecasters’ performance: evidence of skill?

This paper sheds new light on a long-standing puzzle in the international finance literature, namely, that exchange rate expectations appear inaccurate and even irrational. We find for a comprehensive dataset that individual forecasters’ performance is skill-based. ‘Superior’ forecasters show consistent ability as their forecasting success holds across currencies. They seem to possess knowledge on the role of fundamentals in explaining exchange rate behavior, as indicated by better interest rate forecasts. Superior forecasters are more experienced than the median forecaster and have fewer personnel responsibilities. Accordingly, foreign exchange markets may function in less puzzling and irrational ways than is often thought.

Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion

The breakdown of the Bretton Woods system and the adoption of generalized oating exchange rates ushered in a new era of exchange rate volatility and uncer- tainty. This increased volatility lead economists to search for economic models able to describe observed exchange rate behavior. The present is a technical Appendix to Cerrato et al. (2009) and presents detailed simulations of the proposed methodology and additional empirical results.

A Panel Data Investigation of Real Exchange Rate Misalignment and Growth

The paper investigates the role of real exchange rate misalignment on long-run growth for a set of ninety countries using time series data from 1980 to 2004. We first estimate a panel data model (using fixed and random effects) for the real exchange rate, with different model specifications, in order to produce estimates of the equilibrium real exchange rate and this is then used to construct measures of real exchange rate misalignment. We also provide an alternative set of estimates of real exchange rate misalignment using panel cointegration methods. The variables used in our real exchange rate models are: real per capita GDP; net foreign assets; terms of trade and government consumption. The results for the two-step System GMM panel growth models indicate that the coefficients for real exchange rate misalignment are positive for different model specification and samples, which means that a more depreciated (appreciated) real exchange rate helps (harms) long-run growth. The estimated coefficients are higher for developing and emerging countries.

Equilibrium Exchange Rate Determination and Multiple Structural Changes

The large appreciation and depreciation of the US dollar in the 1980s stimulated an important debate on the usefulness of unit root tests in the presence of structural breaks. In this paper, we propose a simple model to describe the evolution of the real exchange rate. We then propose a more general smooth transition (STR) function than has hitherto been employed, which is able to capture structural changes along the (long-run) equilibrium path, and show that this is consistent with our economic model. Our framework allows for a gradual adjustment between regimes and allows for under- and/or over-valued exchange rate adjustments. Using monthly and quarterly data for up to twenty OECD countries, we apply our methodology to investigate the univariate time series properties of CPI-based real exchange rates with both the U.S. dollar and German mark as the numeraire currencies. The empirical results show that, for more than half of the quarterly series, the evidence in favour of the stationarity of the real exchange rate was clearer in the sub-sample period post-1980.

Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models

We propose an alternative approach to obtaining a permanent equilibrium exchange rate (PEER), based on an unobserved components (UC) model. This approach offers a number of advantages over the conventional cointegration-based PEER. Firstly, we do not rely on the prerequisite that cointegration has to be found between the real exchange rate and macroeconomic fundamentals to obtain non-spurious long-run relationships and the PEER. Secondly, the impact that the permanent and transitory components of the macroeconomic fundamentals have on the real exchange rate can be modelled separately in the UC model. This is important for variables where the long and short-run effects may drive the real exchange rate in opposite directions, such as the relative government expenditure ratio. We also demonstrate that our proposed exchange rate models have good out-of sample forecasting properties. Our approach would be a useful technique for central banks to estimate the equilibrium exchange rate and to forecast the long-run movements of the exchange rate.