The use of the pronouns we, us, and our in political speeches : A comparative study of the inaugural addresses of Bush and Obama

Pronouns carry considerable importance in language. The speaker’s identity and connection to the audience emerges through the consistent use of certain pronouns (De Fina, 1995). This research is about the use of we, us, and our in political discourse. Specifically, their use will be examined in the inaugural addresses of George W. Bush in 2005 and Barack Obama in 2009. The aim of this research is to examine the frequencies and the co-occurrences of these pronouns and then compare their use in these two speeches. More specifically, how do the pronouns examined affect the message and enhance hearer credibility. This is done by applying (a) a quantitative corpus linguistics analysis and (b) qualitative analysis of the context of use. The results show that there is a difference in frequency of pronoun use; however, the usage of pronouns is rather similar in the two speeches

'Ultrasound is an invaluable third eye, but it can't see everything' : a qualitative study with obstetricians in Australia

Background: Obstetric ultrasound has come to play a significant role in obstetrics since its introduction in clinical care. Today, most pregnant women in the developed world are exposed to obstetric ultrasound examinations, and there is no doubt that the advantages of obstetric ultrasound technique have led to improvements in pregnancy outcomes. However, at the same time, the increasing use has also raised many ethical challenges. This study aimed to explore obstetricians' experiences of the significance of obstetric ultrasound for clinical management of complicated pregnancy and their perceptions of expectant parents' experiences. Methods: A qualitative study was undertaken in November 2012 as part of the CROss-Country Ultrasound Study (CROCUS). Semi-structured individual interviews were held with 14 obstetricians working at two large hospitals in Victoria, Australia. Transcribed data underwent qualitative content analysis. Results: An overall theme emerged during the analyses, 'Obstetric ultrasound - a third eye', reflecting the significance and meaning of ultrasound in pregnancy, and the importance of the additional information that ultrasound offers clinicians managing the surveillance of a pregnant woman and her fetus. This theme was built on four categories: I:'Everyday-tool' for pregnancy surveillance, II: Significance for managing complicated pregnancy, III: Differing perspectives on obstetric ultrasound, and IV: Counselling as a balancing act. In summary, the obstetricians viewed obstetric ultrasound as an invaluable tool in their everyday practice. More importantly however, the findings emphasise some of the clinical dilemmas that occur due to its use: the obstetricians' and expectant parents' differing perspectives and expectations of obstetric ultrasound examinations, the challenges of uncertain ultrasound findings, and how this information was conveyed and balanced by obstetricians in counselling expectant parents. Conclusions: This study highlights a range of previously rarely acknowledged clinical dilemmas that obstetricians face in relation to the use of obstetric ultrasound. Despite being a tool of considerable significance in the surveillance of pregnancy, there are limitations and uncertainties that arise with its use that make counselling expectant parents challenging. Research is needed which further investigates the effects and experiences of the continuing worldwide rapid technical advances in surveillance of pregnancies.

Let Us Now Praise Famous Women

Writing this collection of journalistic nonfiction has come at an appropriate time for me as I head out into the world on my own. I still don’t know if or where I’ll be working. I don’t know if I’ll be an intern or employee or if I want to go to graduate school in the future. The world is wide open before me, and that is a scary thing. However, these women have been assuring and guiding me. Meeting and interviewing them has taught me that life is subjective. They have shown me that everything we own can be lost in an instant, that life—family, freedom, happiness—is more precious and more fragile than we may think. These women are not superficial; they are sincere and wise. I would consider myself blessed to have a fraction of their strength, and, indeed, it is their characters to which I aspire. Each woman has suffered loss, but each woman has also gained a new, deeper perspective on life. They are the ones who, from my point of view, are flying high and clinging tight—with views from the crown of the forest.

October 2006: Greater Access to US Goverment Documents

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Can Open Access Save Us?

Just about every time I open a journal or read a blog online, I see something about e-books saving newspapers and magazines. Both magazines and newspapers–and really all scholalry communication–are going the way of all flesh, we’re told, but e-book reading may provide a stay of execution, however short that may be. It got me to thinking if there might be something else that would provide a similarDies Irae proroguement for scholarly communication in general. That’s when it occurred to me it could well be open access (OA), or at least as I envision it here.

A model to estimate the US term structure of interest rates

The US term structure of interest rates plays a central role in fixed-income analysis. For example, estimating accurately the US term structure is a crucial step for those interested in analyzing Brazilian Brady bonds such as IDUs, DCBs, FLIRBs, EIs, etc. In this work we present a statistical model to estimate the US term structure of interest rates. We address in this report all major issues which drove us in the process of implementing the model developed, concentrating on important practical issues such as computational efficiency, robustness of the final implementation, the statistical properties of the final model, etc. Numerical examples are provided in order to illustrate the use of the model on a daily basis.

As demonstrações financeiras em US GAAP tomadas como instrumento gerencial da CST: um estudo de caso

A finalidade desta pesquisa é avaliar as demonstrações financeiras da CST preparadas de acordo com os princípios contábeis geralmente aceitos nos Estados Unidos, como um instrumento de tomada de decisões, pela administração da CST, ao invés dos demonstrativos preparados de acordo com os princípios contábeis geralmente aceitos no Brasil. Como estudo de caso da CST, os seus relatórios financeiros, incluindo demonstrações financeiras, relatórios de administração, press release, e outros, relacionados ao periodo de 1994 a 2000, constituem a base desta pesquisa. As informações de tais documentos foram comparadas e analisadas. Também, foi necessário pesqUIsar sobre as principais regras contábeis do Brasil e dos Estados Unidos que afetam o resultado deste estudo. Alguns livros sobre contabilidade e finanças de ambos os paises, Brasil e Estados Unidos, foram também usados como uma base conceitual. A partir dos resultados obtidos foi possível conhecer a influência das diferenças de princípios contábeis e, aSSIm avaliar quaIs demonstrações contábeis, brasileiras ou amencanas, são mats consistentes para finalidades gerenCIatS, considerando as caracteristicas da CST.

Medidas de persistência a choques e eficiência de mercado para a taxa de câmbio R$/US$.

Neste estudo analisamos persistência a choques na média e na volatilidade e a validade da hipótese de Eficiência Fraca deMercado para a série de câmbio nominal diária R$/US$, através de Modelos de mudança markoviana, Memória Longa e GARCH. Mostramos que o modelo de mudança markoviana é adequado para capturar a estrutura de dependência existente nesta série, tanto na média quanto na variância , enquanto que os modelos de Memória Longa e GARCH não são robustos na presença das quebras estruturais existentes neste período. Conduzimos uma série de procedimentos de análise de especificação e experimentos deMonte Carlo para mostrar que mudanças na estrutura da variância podeminduzir padrões espúrios de memória longa e persistência.

US real interest rates and default risk in emerging economies

This paper empirically investigates the impact of changes in US real interest rates on sovereign default risk in emerging economies using the method of identification through heteroskedasticity. Policy-induced increases in US interest rates starkly raise default risk in emerging market economies. However, the overall correlation between US real interest rates and the risk of default is negative, demonstrating that the effects of other variables dominate the anterior relationship

Cash flow and discount rate risk decomposition and ICAPM for the US and brazilian stock markets

Esse trabalho é uma aplicação do modelo intertemporal de apreçamento de ativos desenvolvido por Campbell (1993) e Campbell e Vuolteenaho (2004) para as carteiras de Fama-French 2x3 brasileiras no period de janeiro de 2003 a abril de 2012 e para as carteiras de Fama-French 5x5 americanas em diferentes períodos. As varíaveis sugeridas por Campbell e Vuolteenaho (2004) para prever os excessos de retorno do mercado acionário americano no period de 1929 a 2001 mostraram-se também bons preditores de excesso de retorno para o mercado brasileiro no período recente, com exceção da inclinação da estrutura a termo das taxas de juros. Entretanto, mostramos que um aumento no small stock value spread indica maior excesso de retorno no futuro, comportamento que não é coerente com a explicação para o prêmio de valor sugerida pelo modelo intertemporal. Ainda, utilizando os resíduos do VAR preditivo para definir o risco de choques de fluxo de caixa e de choques nas taxas de desconto das carteiras de teste, verificamos que o modelo intertemporal resultante não explica adequadamente os retornos observados. Para o mercado norte-americano, concluímos que a abilidade das variáveis propostas para explicar os excessos de retorno do mercado varia no tempo. O sucesso de Campbell e Vuolteenaho (2004) em explicar o prêmio de valor para o mercado norte-americano na amostra de 1963 a 2001 é resultado da especificação do VAR na amostra completa, pois mostramos que nenhuma das varíaveis é um preditor de retorno estatisticamente significante nessa sub-amostra.