935 resultados para Teste de causalidade de Granger


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Dissertação apresentada para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Ciência Política e Relações Internacionais (especialização em Relações Internacionais)

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Rédigés de manière non linéaire, "Monsieur Teste" (1946) de Paul Valéry et "Palomar" (1983) d’Italo Calvino posent les limites de l’intellection pure et les possibilités du texte littéraire à rendre compte d’une conscience, celle des sujets – Teste et Palomar – , comme les témoins réfléchis des phénomènes de l’univers. Bien qu’issus d’époques et de mouvements littéraires différents (poésie moderne française de l’entre-deux guerre chez Valéry, le néoréalisme italien chez Calvino) les deux auteurs parviennent néanmoins à une écriture comparable, qui valorise l’éclatement formel des catégories romanesques conventionnelles (intrigue, espace, temps, personnage) vers un nouveau réalisme, plus libre et moins contraignant. Que ce soit par le récit composites "Monsieur Teste" où Valéry met en scène Teste, un homme taciturne et solitaire vivant de l’intérieur, ou encore "Palomar" dont le protagoniste décide, un beau jour, d’arpenter du regard la moindre parcelle de l’univers, un élément demeure constant : le fragment, comme manière d’appréhender et de comprendre le monde et, par ricochet, de se saisir soir-même. L’analyse des incidences littéraires du fragment nous permettra d’interroger et de mettre en lumière, en les comparant, l’écriture fragmentaire de "Monsieur Teste" et "Palomar" comme la création d’une structure textuelle, mais aussi comme une forme donnant vie à un contenu : la pensée prenant conscience de ses actes.

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A microcirculação cutânea surgiu, nos últimos anos, como uma alternativa pratica e acessível para o estudo da circulação periférica. Técnicas não-invasivas, como a Fluxometria por Laser Doppler (FLD), a Evaporimetria e a Gasimetria transcutânea em associação a testes de provocação têm transformado a circulação cutânea num atraente modelo de investigação. Este estudo foi aplicado a um grupo de voluntárias jovens saudáveis (n = 8, (21,6 ± 2,6) anos) respirando uma atmosfera de 100 % oxigénio durante 10 minutos. Este teste permitiu-nos avaliar a resposta circulatória na microcirculação do membro inferior. As técnicas de medição incluíram o fluxo sanguíneo local por FLD, a pO2 transcutânea (tc) e a Perda Transepidérmica de Água (PTEA) por evaporimetria. A análise de dados revela que tc-pO2 e FLD se alteraram significativamente durante o teste. Um perfil de evolução recíproca foi registrado para FLD e PTEA, que parece apoiar dados anteriores de que as alterações no fluxo sanguíneo local podem influenciar a função de “barreira” epidérmica. Este modelo parece adequado para caracterizar a microcirculação do membro inferior in vivo.

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This study uses a Granger causality time series modeling approach to quantitatively diagnose the feedback of daily sea surface temperatures (SSTs) on daily values of the North Atlantic Oscillation (NAO) as simulated by a realistic coupled general circulation model (GCM). Bivariate vector autoregressive time series models are carefully fitted to daily wintertime SST and NAO time series produced by a 50-yr simulation of the Third Hadley Centre Coupled Ocean-Atmosphere GCM (HadCM3). The approach demonstrates that there is a small yet statistically significant feedback of SSTs oil the NAO. The SST tripole index is found to provide additional predictive information for the NAO than that available by using only past values of NAO-the SST tripole is Granger causal for the NAO. Careful examination of local SSTs reveals that much of this effect is due to the effect of SSTs in the region of the Gulf Steam, especially south of Cape Hatteras. The effect of SSTs on NAO is responsible for the slower-than-exponential decay in lag-autocorrelations of NAO notable at lags longer than 10 days. The persistence induced in daily NAO by SSTs causes long-term means of NAO to have more variance than expected from averaging NAO noise if there is no feedback of the ocean on the atmosphere. There are greater long-term trends in NAO than can be expected from aggregating just short-term atmospheric noise, and NAO is potentially predictable provided that future SSTs are known. For example, there is about 10%-30% more variance in seasonal wintertime means of NAO and almost 70% more variance in annual means of NAO due to SST effects than one would expect if NAO were a purely atmospheric process.

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We propose a likelihood ratio test ( LRT) with Bartlett correction in order to identify Granger causality between sets of time series gene expression data. The performance of the proposed test is compared to a previously published bootstrapbased approach. LRT is shown to be significantly faster and statistically powerful even within non- Normal distributions. An R package named gGranger containing an implementation for both Granger causality identification tests is also provided.

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This study analyses the dynamic causality of four macroeconomic variables on house prices. The four macroeconomic variables have interrelationships with house prices in certain lagged terms, but these relationships are not always the same as the notions put forward in prior research. The relationships are detected to be unstable in the three observation periods. The instability of these relationships would cause difficulty in predicting house prices in the market, especially for policy makers and market participants.

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This study applies Granger causality tests within a multivariate error correction framework to examine the relationship between female participation rates, infant mortality rates and fertility rates for Australia using annual data from 1960 to 2000. Decomposition of variance and impulse response functions are also considered. The main findings are twofold. First, in the short run there is unidirectional Granger causality running from the fertility rate to female labour force participation and from the infant mortality rate to female labour force participation while there is neutrality between the fertility rate and infant mortality rate. Second, in the long run both the fertility rate and infant mortality rate Granger cause female labour participation.

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This paper employs cointegration and error-correction modelling to test the causal relationship between real income, real investment and tertiary education using data for the People's Republic of China over the period 1952-1999. To proxy tertiary education we use higher education enrolments and higher education graduates in alternative empirical specifications. One of the paper's main findings is that real income, real investment and tertiary education are cointegrated when real investment is the dependent variable, but are not cointegrated when either tertiary education or real income is the dependent variable. We also extend the in-sample analysis to examine the decomposition of variance and impulse response functions.

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This paper examines the causal relationship between electricity consumption, exports and gross domestic product (GDP) for a panel of Middle Eastern countries. We find that for the panel as a whole there are statistically significant feedback effects between these variables. A 1 per cent increase in electricity consumption increases GDP by 0.04 per cent, a 1 per cent increase in exports increases GDP by 0.17 per cent and a 1 per cent increase in GDP generates a 0.95 per cent increase in electricity consumption. The policy implications are that for the panel as a whole these countries should invest in electricity infrastructure and step up electricity conservation policies to avoid a reduction in electricity consumption adversely affecting economic growth. Further policy implications are that for the panel as a whole promoting exports, particularly non-oil exports, is a means to promote economic growth and that expansion of exports can be realized without having adverse effects on energy conservation policies.

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This article tests for the existence of any cointegration relationship between trade balance and real effective exchange rate (REER), foreign income and domestic income for New Zealand during the period 1970-2000. It also examines the direction of the casual relationship between the above variables, and applies the impulse response analysis to determine whether shocks to the REER induce the trade balance to follow a J-curve pattern. The results indicate that there is no cointegration relationship between the above variables; there is a casual connection in both directions between trade balance and foreign income; and New Zealand's trade balance exhibits a J-curve pattern when there is a depreciation of the New Zealand dollar.