Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions

Using a sequence of nested multivariate models that are VAR-based, we discuss different layers of restrictions imposed by present-value models (PVM hereafter) on the VAR in levels for series that are subject to present-value restrictions. Our focus is novel - we are interested in the short-run restrictions entailed by PVMs (Vahid and Engle, 1993, 1997) and their implications for forecasting. Using a well-known database, kept by Robert Shiller, we implement a forecasting competition that imposes different layers of PVM restrictions. Our exhaustive investigation of several different multivariate models reveals that better forecasts can be achieved when restrictions are applied to the unrestricted VAR. Moreover, imposing short-run restrictions produces forecast winners 70% of the time for the target variables of PVMs and 63.33% of the time when all variables in the system are considered.

Impactos da imigração no mercado de trabalho brasileiro

Diante da importância que o tema da imigração adquiriu no país nos últimos anos, gerou-se uma necessidade de melhor entendimento dos efeitos econômicos causados por influxos populacionais dessa natureza. Todavia, sob o conhecimento dos autores, inexistem estudos para história recente brasileira acerca dos impactos dos imigrantes no mercado de trabalho, em especial, sobre o salário e o nível de emprego dos nativos. Com esse panorama em mente, os estudos realizados nesta tese visam dar os primeiros passos na investigação desse tema. O presente trabalho é composto por quatro capítulos, os quais examinam diferentes questões associadas aos efeitos da imigração no mercado de trabalho brasileiro. O primeiro capítulo motiva o tema da imigração no Brasil e, através de uma metodologia estrutural baseada no arcabouço da função CES multi-nível, simula o efeito na estrutura salarial em resposta a influxos imigratórios estipulados para o ano de 2010, data do último Censo Demográfico. Em particular, calcula-se que o impacto salarial médio decorrente de um influxo estipulado de 549 mil imigrantes, mesma magnitude do observado entre dezembro de 2010 e dezembro de 2011, estaria situado em torno de -0.25%. O segundo capítulo estima o grau de substituição entre imigrantes e nativos do mesmo grupo de habilidade e testa a hipótese de substituição perfeita suportada empiricamente por Borjas et al. (2012, 2008) e adotada no capítulo anterior. A metodologia empregada fundamenta-se no arcabouço estrutural desenvolvido em Manacorda et al. (2012) e Ottaviano & Peri (2012), o qual acrescenta um nível extra na função de produção CES multi-nível de Borjas (2003). As elasticidades de substituição estimadas sob diversas especificações variam entre 9 e 23, resultados que fortalecem a tese de substituição imperfeita preconizada por Card (2012). O terceiro capítulo estima dois tipos de elasticidades relacionadas ao impacto dos imigrantes sobre o rendimento do trabalho nativo através de uma metodologia alternativa baseada numa função de produção mais flexível e que não está sujeita a restrições tão austeras quanto a CES. As estimativas computadas para as elasticidades de substituição de Hicks subjacentes se situam entre 1.3 e 4.9, o que reforça as evidências de substituição imperfeita obtidas no Capítulo 2. Adicionalmente, os valores estimados para as elasticidades brutas dos salários dos nativos em relação às quantidades de imigrantes na produção são da ordem máxima de +-0.01. O quarto e último capítulo, por meio de uma metodologia fundamentada no arcabouço da função de custo Translog, examina como o nível de emprego dos nativos reage a alterações no custo do trabalho imigrante, uma questão que até o momento recebeu pouca atenção da literatura, conquanto apresente relevância para formulação de políticas imigratórias. Para todas as especificações de modelo e grupos de educação considerados, nossos resultados apontam que uma variação exógena no salário do imigrante produz apenas diminutos efeitos sobre o nível de emprego dos trabalhadores nativos brasileiros. Na maioria dos casos, não se pode rejeitar a hipótese de que nativo e imigrante não são nem p-complementares nem p-substitutos líquidos.

Statistical modelling of extreme rainfall in Madeira Island

Extreme rainfall events have triggered a significant number of flash floods in Madeira Island along its past and recent history. Madeira is a volcanic island where the spatial rainfall distribution is strongly affected by its rugged topography. In this thesis, annual maximum of daily rainfall data from 25 rain gauge stations located in Madeira Island were modelled by the generalised extreme value distribution. Also, the hypothesis of a Gumbel distribution was tested by two methods and the existence of a linear trend in both distributions parameters was analysed. Estimates for the 50– and 100–year return levels were also obtained. Still in an univariate context, the assumption that a distribution function belongs to the domain of attraction of an extreme value distribution for monthly maximum rainfall data was tested for the rainy season. The available data was then analysed in order to find the most suitable domain of attraction for the sampled distribution. In a different approach, a search for thresholds was also performed for daily rainfall values through a graphical analysis. In a multivariate context, a study was made on the dependence between extreme rainfall values from the considered stations based on Kendall’s τ measure. This study suggests the influence of factors such as altitude, slope orientation, distance between stations and their proximity of the sea on the spatial distribution of extreme rainfall. Groups of three pairwise associated stations were also obtained and an adjustment was made to a family of extreme value copulas involving the Marshall–Olkin family, whose parameters can be written as a function of Kendall’s τ association measures of the obtained pairs.

Theta-associated high-frequency oscillations (110–160 Hz) in the hippocampus and neocortex

TORT, A. B. L. ; SCHEFFER-TEIXEIRA, R ; Souza, B.C. ; DRAGUHN, A. ; BRANKACK, J. . Theta-associated high-frequency oscillations (110-160 Hz) in the hippocampus and neocortex. Progress in Neurobiology , v. 100, p. 1-14, 2013.

Processing of hierarchical syntactic strusture in music

Hierarchical structure with nested nonlocal dependencies is a key feature of human language and can be identified theoretically in most pieces of tonal music. However, previous studies have argued against the perception of such structures in music. Here, we show processing of nonlocal dependencies in music. We presented chorales by J. S. Bach and modified versions inwhich the hierarchical structure was rendered irregular whereas the local structure was kept intact. Brain electric responses differed between regular and irregular hierarchical structures, in both musicians and nonmusicians. This finding indicates that, when listening to music, humans apply cognitive processes that are capable of dealing with longdistance dependencies resulting from hierarchically organized syntactic structures. Our results reveal that a brain mechanism fundamental for syntactic processing is engaged during the perception of music, indicating that processing of hierarchical structure with nested nonlocal dependencies is not just a key component of human language, but a multidomain capacity of human cognition.

Determinantes envolvidos na resposta imune celular humana à infecção por Leishmania infantum chagasi

Visceral leishmaniasis (VL) is a disease caused by protozoa of the Leishmania donovani complex, whose infection has clinical spectrum ranging from asymptomatic infection to active disease characterized by fever, cachexia, hepatosplenomegaly, and immunosuppression. The healing or protective immunity require an antigen-specific type 1. The Montenegro skin test (DTH) has been interpreted as a marker of protective immunity. However, there is no known correlation between the DTH response to type 1 and DTH and immunity of type 1 are maintained in the long term. Thus, a longitudinal study of 8 years, nested in a cohort family held in Brazil, documented the status of DTH and cytokine production by peripheral blood mononuclear cells in response to antigen-specific stimulation. This study was the interdisciplinary approach of physicians, biochemists, nutritionists, veterinary medicine, biology and statistics. The results show that 46.2% of subjects were analyzed DTH positive at baseline. The prevalence of positive and DTH induration size increased with age (p = 0.0021). 15.7% of individuals positive DTH "retro-converted" the negative and 50.4% (64) of individuals negative DTH became positive. The size of DTH induration was correlated significantly with the antigen-induced production of IFN-γ (r = 0.6186, p = 0.0001). IL-6 was secreted at higher levels in peripheral blood mononuclear cells of individuals who "retro-converted" DTH positive to negative than individuals who remained stable DTH status (p = 0.005). Thus, IFN-γ produced by peripheral blood mononuclear cells, may be a surrogate marker for protective immunity instead of the DTH response. In addition, differences in innate immune response may determine whether individuals maintain or eliminate the infection by Leishmania infantum chagasi in asymptomatic patients

Nesting architecture and population structure of the fungus-growing ant Cyphomyrmex transversus (Formicidae: Myrmicinae: Attini) in the Brazilian coastal zone of Ilheus, Bahia

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Egg production curve fitting using nonlinear models for selected and nonselected lines of White Leghorn hens

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

A perda de grupos funcionais em comunidades virtuais: efeito das interações entre espécies e grupos funcionais

High levels of local, regional, and global extinctions has progressively simplified communities in terms of both species and ecosystem functioning. Theoretical models demonstrated that the degree of functional redundancy determines the rates of functional group loss in response to species extinctions. Here, we improve the theoretical predictions by incorporating in the model interactions between species and between functional groups. In this study, we tested the effect of different scenarios of interspecific interactions and effects between functional groups on the resistance to loss of community functional groups. Virtual communities have been built with different distribution patterns of species in functional groups, both with high and low evenness. A matrix A was created to represent the net effect of interspecific interactions among all species, representing nesting patterns, modularity, sensitive species, and dominant species. Moreover, a second matrix B was created to represent the interactions between functional groups, also exhibiting different patterns. The extinction probability of each species was calculated based on community species richness and by the intensity of the interspecific interactions that act upon it and group to which it belongs. In the model, successive extinctions decrease the community species richness, the degree of functional redundancy and, consequently, the number of functional groups that remain in the system. For each scenario of functional redundancy, A, and B, we ran 1000 simulations to generate an average functional extinction curve. Different model assumptions were able to generate remarkable variation on functional extinction curves. More extreme variations occurred when the matrix A and B caused a higher heterogeneity in the species extinction probability. Scenarios with sensitive species, positive or negative, showed a greater variation than the scenarios with dominant species. Nested interactions showed greater variation than scenarios where the interactions were in modules. Communities with maximal functional evenness can only be destabilized by the interactions between species and functional groups. In contrast, communities with low functional evenness can have its resistance either increased or decreased by the interactions. The concentration of positive interactions in low redundancy groups or negative interactions in high redundancy groups was able to decrease the functional extinction rates. In contrast, the concentration of negative interactions in low redundancy groups or positive interactions in high redundancy groups was able to increase the functional extinction rates. This model shows results that are relevant for species priorization in ecosystem conservation and restoration

Development of Y-chromosome-Specific SCAR Markers Conserved in Taurine, Zebu and Bubaline Cattle

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

Molecular characterization of group A bovine rotavirus in southeastern and central-western Brazil, 2009-2010

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

Detection of Ehrlichia chaffeensis in Brazilian marsh deer (Blastocerus dichotomus)

Ehrlichia chaffeensis was detected for the first time in blood samples from Brazilian marsh deers (Blastocerus dichotomus) captured in the marshes of Parana River in Southeast Brazil in 1998. Seven EDTA-blood samples from deers were analyzed by PCR and nested PCR for presence of Ehrlichia chaffeensis, Ehrlichia ewingii, Ehrlichia canis, Neoriickettsia risticii, Anaplasma phagocytophilum and Anaplasma marginale. Three samples showed positive reactions for E. chaffeensis and Anaplasma marginale. None contained detectable A. phagocytophilum, E. ewingii, E. canis or Neorickettsia risticii DNA. In Brazil, the wild marsh deer may be a natural reservoir of the agents that cause human monocytotropic ehrlichiosis and ruminant erythrocytic anaplasmosis. (c) 2006 Elsevier B.V. All rights reserved.

Chlamydophila psittaci in free-living Blue-fronted Amazon parrots (Amazona aestiva) and Hyacinth macaws (Anodorhynchus hyacinthinus) in the Pantanal of Mato Grosso do Sul, Brazil

Chlamydophila psittaci (C. psittaci) infection was evaluated in 77 free-living nestlings of Blue-fronted Amazon parrots (Amazona aestiva) and Hyacinth macaws (Anodorhynchus hyacinthinus) in the Pantanal of Mato Grosso do Sul, Brazil. Tracheal and cloacal swab samples from 32 wild parrot and 45 macaw nestlings were submitted to semi-nested PCR, while serum samples were submitted to complement fixation test (CFT). Although all 32 Amazon parrot serum samples were negative by CFT, cloacal swabs from two birds were positive for Chlamydophila DNA by semi-nested PCR (6.3%); these positive birds were 32 and 45 days old. In macaws, tracheal and cloacal swabs were positive in 8.9% and 26.7% of the samples, respectively. Complement-fixing antibodies were detected in 4.8% of the macaw nestlings; macaw nestlings with positive findings were between 33 and 88 days old. These results indicate widespread dissemination of this pathogen in the two evaluated psittacine populations. No birds had clinical signs suggestive of chlamydiosis. To the best of our knowledge, this is the first report on C. psittaci in free-living Blue-fronted Amazon parrots and Hyacinth macaws in Brazil. (c) 2006 Elsevier B.V. All rights reserved.

Molecular diagnosis of Anaplasmataceae organisms in dogs with clinical and microscopical signs of ehrlichiosis

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Canine ehrlichiosis: clinical, hematological, serological and molecular aspects

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