Modelli non lineari statici e dinamici su dati microeconomici: analisi delle condizioni finanziarie delle famiglie italiane

The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.

Modelli Digitali e Archivi di Progetto. Sistemi integrati di documentazione per l'architettura.

Le tecniche dell'informazione e i metodi della comunicazione hanno modificato il modo di redigere documenti destinati a trasmettere la conoscenza, in un processo che è a tutt'oggi in corso di evoluzione. Anche l'attività progettuale in ingegneria ed architettura, pure in un settore caratterizzato da una notevole inerzia metodologica e restio all'innovazione quale è quello dell'industria edilizia, ha conosciuto profonde trasformazioni in ragione delle nuove espressioni tecnologiche. Da tempo l'informazione necessaria per realizzare un edificio, dai disegni che lo rappresentano sino ai documenti che ne indicano le modalità costruttive, può essere gestita in maniera centralizzata mediante un unico archivio di progetto denominato IPDB (Integrated Project DataBase) pur essendone stata recentemente introdotta sul mercato una variante più operativa chiamata BIM (Building Information Modelling). Tuttavia l'industrializzazione del progetto che questi strumenti esplicano non rende conto appieno di tutti gli aspetti che vedono la realizzazione dell'opera architettonica come collettore di conoscenze proprie di una cultura progettuale che, particolarmente in Italia, è radicata nel tempo. La semantica della rappresentazione digitale è volta alla perequazione degli elementi costitutivi del progetto con l'obiettivo di catalogarne le sole caratteristiche fabbricative. L'analisi della letteratura scientifica pertinente alla materia mostra come non sia possibile attribuire ai metodi ed ai software presenti sul mercato la valenza di raccoglitori omnicomprensivi di informazione: questo approccio olistico costituisce invece il fondamento della modellazione integrata intesa come originale processo di rappresentazione della conoscenza, ordinata secondo il paradigma delle "scatole cinesi", modello evolvente che unifica linguaggi appartenenti ai differenti attori compartecipanti nei settori impiantistici, strutturali e della visualizzazione avanzata. Evidenziando criticamente i pregi e i limiti operativi derivanti dalla modellazione integrata, la componente sperimentale della ricerca è stata articolata con l'approfondimento di esperienze condotte in contesti accademici e professionali. Il risultato conseguito ha coniugato le tecniche di rilevamento alle potenzialità di "modelli tridimensionali intelligenti", dotati cioè di criteri discriminanti per la valutazione del relazionamento topologico dei componenti con l'insieme globale.

Sviluppo di modelli motore e veicolo per l'analisi di strategie di controllo in applicazioni Software e Hardware In the Loop

This work describes the development of a simulation tool which allows the simulation of the Internal Combustion Engine (ICE), the transmission and the vehicle dynamics. It is a control oriented simulation tool, designed in order to perform both off-line (Software In the Loop) and on-line (Hardware In the Loop) simulation. In the first case the simulation tool can be used in order to optimize Engine Control Unit strategies (as far as regard, for example, the fuel consumption or the performance of the engine), while in the second case it can be used in order to test the control system. In recent years the use of HIL simulations has proved to be very useful in developing and testing of control systems. Hardware In the Loop simulation is a technology where the actual vehicles, engines or other components are replaced by a real time simulation, based on a mathematical model and running in a real time processor. The processor reads ECU (Engine Control Unit) output signals which would normally feed the actuators and, by using mathematical models, provides the signals which would be produced by the actual sensors. The simulation tool, fully designed within Simulink, includes the possibility to simulate the only engine, the transmission and vehicle dynamics and the engine along with the vehicle and transmission dynamics, allowing in this case to evaluate the performance and the operating conditions of the Internal Combustion Engine, once it is installed on a given vehicle. Furthermore the simulation tool includes different level of complexity, since it is possible to use, for example, either a zero-dimensional or a one-dimensional model of the intake system (in this case only for off-line application, because of the higher computational effort). Given these preliminary remarks, an important goal of this work is the development of a simulation environment that can be easily adapted to different engine types (single- or multi-cylinder, four-stroke or two-stroke, diesel or gasoline) and transmission architecture without reprogramming. Also, the same simulation tool can be rapidly configured both for off-line and real-time application. The Matlab-Simulink environment has been adopted to achieve such objectives, since its graphical programming interface allows building flexible and reconfigurable models, and real-time simulation is possible with standard, off-the-shelf software and hardware platforms (such as dSPACE systems).

Interferometria SAR per lo studio di movimenti e generazione di modelli digitali del terreno in Antartide

Satellite SAR (Synthetic Aperture Radar) interferometry represents a valid technique for digital elevation models (DEM) generation, providing metric accuracy even without ancillary data of good quality. Depending on the situations the interferometric phase could be interpreted both as topography and as a displacement eventually occurred between the two acquisitions. Once that these two components have been separated it is possible to produce a DEM from the first one or a displacement map from the second one. InSAR DEM (Digital Elevation Model) generation in the cryosphere is not a straightforward operation because almost every interferometric pair contains also a displacement component, which, even if small, when interpreted as topography during the phase to height conversion step could introduce huge errors in the final product. Considering a glacier, assuming the linearity of its velocity flux, it is therefore necessary to differentiate at least two pairs in order to isolate the topographic residue only. In case of an ice shelf the displacement component in the interferometric phase is determined not only by the flux of the glacier but also by the different heights of the two tides. As a matter of fact even if the two scenes of the interferometric pair are acquired at the same time of the day only the main terms of the tide disappear in the interferogram, while the other ones, smaller, do not elide themselves completely and so correspond to displacement fringes. Allowing for the availability of tidal gauges (or as an alternative of an accurate tidal model) it is possible to calculate a tidal correction to be applied to the differential interferogram. It is important to be aware that the tidal correction is applicable only knowing the position of the grounding line, which is often a controversial matter. In this thesis it is described the methodology applied for the generation of the DEM of the Drygalski ice tongue in Northern Victoria Land, Antarctica. The displacement has been determined both in an interferometric way and considering the coregistration offsets of the two scenes. A particular attention has been devoted to investigate the importance of the role of some parameters, such as timing annotations and orbits reliability. Results have been validated in a GIS environment by comparison with GPS displacement vectors (displacement map and InSAR DEM) and ICEsat GLAS points (InSAR DEM).