Two-sided learning in new keynesian models: dynamics, (lack of) convergence and the value of information

This paper investigates the role of learning by private agents and the central bank (two-sided learning) in a New Keynesian framework in which both sides of the economy have asymmetric and imperfect knowledge about the true data generating process. We assume that all agents employ the data that they observe (which may be distinct for different sets of agents) to form beliefs about unknown aspects of the true model of the economy, use their beliefs to decide on actions, and revise these beliefs through a statistical learning algorithm as new information becomes available. We study the short-run dynamics of our model and derive its policy recommendations, particularly with respect to central bank communications. We demonstrate that two-sided learning can generate substantial increases in volatility and persistence, and alter the behavior of the variables in the model in a signifficant way. Our simulations do not converge to a symmetric rational expectations equilibrium and we highlight one source that invalidates the convergence results of Marcet and Sargent (1989). Finally, we identify a novel aspect of central bank communication in models of learning: communication can be harmful if the central bank's model is substantially mis-specified

Social Dynamics in Paper Wasps: The case of nest-drifting in Polistes canadensis

Le passage de la vie solitaire à la vie sociale représente une des principales transitions évolutives. La socialité a évolué au sein de plusieurs taxons du règne animal et notamment chez les insectes sociaux qui ont atteint son niveau le plus élevé : l'eusocialité. Les colonies d'insectes sociaux se composent d'une reine, qui monopolise la reproduction, et d'ouvrières, non-reproductrices ou parfois stériles, qui aident à élever la descendance de la reine. Selon la théorie de la sélection de parentèle, les ouvrières augmentent leur fitness (succès reproducteur) non pas à travers leur propre progéniture, mais en aidant des individus apparentés (leur reine) à produire davantage de descendants. Cette théorie prédit ainsi que les ouvrières ont un intérêt à rester fidèles à leur nid natal. Toutefois, chez la guêpe tropicale Polistes canadensis, de nombreuse ouvrières visitent d'autres nids que leur nid natal : un phénomène appelé « dérive des ouvrières ». Le but de ce doctorat est ainsi de mieux comprendre les mécanismes impliqués dans ce comportement particulier des ouvrières ainsi que ces implications pour la théorie de la sélection de parentèle. Nous avons examiné le comportement de dérive des ouvrières à travers une étude des dynamiques sociales chez la guêpe tropicale P. canadensis. Mes résultats montrent que les populations de P. canadensis se composent en différentes agrégations de nids. Malgré de précédentes suggestions, on n'observe qu'une faible viscosité génétique au sein des populations de P. canadensis étudiées. On retrouve toutefois un degré d'apparentement entre nids d'une même agrégation. Ceci suggère que les ouvrières dériveuses sont susceptibles de bénéficier de fitness indirect en aidant les nids proches géographiquement. De plus, ces échanges d'ouvrières ne semblent pas accidentels puisque l'on constate des variations de taux de dérive et puisque les déplacements observés entre nids persistent sur plusieurs périodes de temps. La charge de travail, qui correspond aux différences d'effort de fourragement entre nid visités et natals, est décrite dans notre étude comme potentiel facteur expliquant le comportement de dérive des ouvrières chez P. canadensis. Nos expériences de retrait d'ouvrières et de couvain ont révélées que les dériveuses ne semblent pas répondre aux changements de besoins en aide des nids visités. Les ouvrières dériveuses biaisent leur effort en aidant leur propre nid, par lequel elles bénéficient le plus en termes de fitness indirect, avant de se consacrer à tout autre nid. Dans l'ensemble, ces résultats sur la dérive des ouvrières chez P. canadensis sont cohérents et suggèrent que ce comportement est une importante stratégie de reproduction alternative chez cette espèce qui contribue à la fitness indirecte de ces ouvrières non-reproductrices. De plus, ce doctorat apporte des informations sur la structure génétique des populations de guêpes Polistes et décrit le rôle des ouvrières inactives. Celles-ci semblent servir de réserve en ouvrières apportant du support à la colonie dans l'éventualité d'une perte d'individus. Plus généralement, ce travail met l'accent sur l'organisation complexe et l'adaptabilité des individus dans les sociétés d'insectes. - One major transition in evolution is the shift from solitary to social life. Sociality has evolved in a few taxa of the animal kingdom, most notably in the social insects which have achieved the highest level of sociality: eusociality. Colonies of social insects are formed by a reproductive queen, and many non-reproductive or sterile workers who help raise their mother queen's offspring. Kin selection theory explains worker behaviour in terms of the indirect fitness they gain from raising non-offspring kin. It therefore predicts that workers should stay faithful to their natal nests, to which they are the more related. However, in the tropical paper wasps Polistes canadensis, high levels of nest-drifting, whereby workers spend time on other neighbouring nests, has been reported. This PhD aimed at understanding the mechanisms involved in this peculiar behaviour as well as its implications for kin selection theory. I examined nest-drifting through the study of the social dynamics of the tropical paper wasp P. canadensis. My results showed that populations of this species of paper wasps are composed of different aggregations of nests. The studied populations showed little limited dispersal (viscosity), despite previous suggestion, but nests within these aggregations were more related to each other than nests outside of aggregations. This suggested that drifters may benefit from indirect fitness when helping on neighbouring nests. Drifting was unlikely to be accidental since we found drifting patterns at various rates and consistently over several time periods during monitoring. Workload (differences in colony-level foraging effort) was also a potential factor explaining nest-drifting in P. canadensis. Worker and brood removal experiments revealed that drifters do not respond to any changes in the need for help in the non-natal nests they visit. Drifters thus bias their help in their natal nests, from which they may benefit the most in terms of indirect fitness, before investing in others. Altogether, these results on nest-drifting in P. canadensis are consistent and suggest that nest-drifting is an important alternative reproductive strategy, contributing to the indirect fitness benefits gained by non-reproductive wasps. Additionally, this PhD provides information on the genetic structure of paper wasps' populations and demonstrates the role of inactive or lazy wasps as a "reserve worker force", which provides resilience to the colony in the event of worker mortality. More generally, this work further highlights the complex organization and adaptability of individuals in insect societies.

Robust control of structures subject to uncertain disturbances and actuator dynamics

The objective the present research is try to find some control design strategies, which must be effective and closed to the real operation conditions. As a novel contribution to structural control strategies, the theories of Interval Modal Arithmetic, Backstepping Control and QFT (Qualitative Feedback Theory) will be studied. The steps to follow are to develop first new controllers based on the above theories and then to implement the proposed control strategies to different kind of structures. The report is organized as follows. The Chapter 2 presents the state-of-the-art on structural control systems. The chapter 3 presents the most important open problems found in field of structural control. The exploratory work made by the author, research proposal and working plan are given in the Chapter 4

Ab initio absorption spectrum of NiO combining molecular dynamics with the embedded cluster approach in a discrete reaction field

We developed a procedure that combines three complementary computational methodologies to improve the theoretical description of the electronic structure of nickel oxide. The starting point is a Car-Parrinello molecular dynamics simulation to incorporate vibrorotational degrees of freedom into the material model. By means ofcomplete active space self-consistent field second-order perturbation theory (CASPT2) calculations on embedded clusters extracted from the resulting trajectory, we describe localized spectroscopic phenomena on NiO with an efficient treatment of electron correlation. The inclusion of thermal motion into the theoretical description allowsus to study electronic transitions that, otherwise, would be dipole forbidden in the ideal structure and results in a natural reproduction of the band broadening. Moreover, we improved the embedded cluster model by incorporating self-consistently at the complete active space self-consistent field (CASSCF) level a discrete (or direct) reaction field (DRF) in the cluster surroundings. The DRF approach offers an efficient treatment ofelectric response effects of the crystalline embedding to the electronic transitions localized in the cluster. We offer accurate theoretical estimates of the absorption spectrum and the density of states around the Fermi level of NiO, and a comprehensive explanation of the source of the broadening and the relaxation of the charge transferstates due to the adaptation of the environment

An integrated approach for the assessment of HAB dynamics in two NW Mediterranean bays from a GEOHAB perspective

Alfacs and Fangar Bay in the Ebro Delta, NW Mediterranean are the major sites in Catalonia for shellfish cultivation. These bays are subject to occasional closures in shellfish harvesting due to the presence of phycotoxins. Fish kills have also been associated with harmful algal blooms. The comparison of phytoplankton dynamics in both bays offers the opportunity to reveal differences in bloom patterns of species known to be harmful for the ecosystem and aquaculture activities. Field research is underway under the GEOHAB framework within the Core Research Project on HABs in Fjords and Coastal Embayments. The overall objective of this study is to improve our understanding of HAB biogeographical patterns, and key elements driving bloom dynamics in time and space within these semi-constrained embayments. Via the comparative approach we aim to improve the prediction for monitoring purposes, with a focus on Karlodinium spp. associated with massive kills of aquaculture species. This objective is addressed by incorporating long-term time series of phytoplankton identification and enumeration with the first results of recent field work in both bays. The latter includes the application of optical sensors, to yield a complementary view with enhanced spatial and temporal resolution of bloom phenomena.

Avalanche dynamics of fiber bundle models

We present a detailed analytical and numerical study of the avalanche distributions of the continuous damage fiber bundle model CDFBM . Linearly elastic fibers undergo a series of partial failure events which give rise to a gradual degradation of their stiffness. We show that the model reproduces a wide range of mechanical behaviors. We find that macroscopic hardening and plastic responses are characterized by avalanche distributions, which exhibit an algebraic decay with exponents between 5/2 and 2 different from those observed in mean-field fiber bundle models. We also derive analytically the phase diagram of a family of CDFBM which covers a large variety of potential avalanche size distributions. Our results provide a unified view of the statistics of breaking avalanches in fiber bundle models

Implementació d'una interfície per al control de traçabilitat en el ERP Microsoft Dynamics AX

Implementació d'una interfície per a dur un control de traçabilitat de diversos productes, mitjançant el codi d'article i el número de lot. Obtenint així la història d'aquests, és a dir, obtenint informació sobre l'origen, el destí i els processos de transformació que han sofert.

Coupled reproductive ecologies in a plant-pollinator-seed predator system

Résumé de la thèseBien que le mutualisme puisse être considéré comme une relation harmonieuse entre différentes espèces, son étude révèle plutôt une exploitation réciproque où chaque partenaire tente de maximiser ses bénéfices tout en réduisant ses coûts. Dans ce contexte, l'identification des facteurs qui favorisent ou contrarient, au cours de l'évolution, une issue mutualiste est une étape majeure pour pouvoir reconstruire les étapes clés menant à l'apparition et au maintien des interactions mutualistes. Le but de ce doctorat était l'identification des traits phénotypiques qui permettent à la plante Silene latofolia (Caryophyllacée)et à son pollinisateur - prédateur de graines, la phalène Hadena bicruris (Noctuidé), d'augmenter les bénéfices nets que chacun retire de l'interaction. Ce système d'étude est particulièrement bien approprié à l'étude de ces traits, car on peut assez facilement estimer la qualité et la quantité des descendants (fitness) des deux partenaires. En effet, la femelle papillon pond un oeuf dans la fleur qu'elle pollinise et sa larve se développe dans le fruit, consommant les graines de la plante. Ainsi, sur une même plante, il est possible d'estimer les succès respectifs de la plante et du papillon à obtenir une descendance. De plus, le conflit d'intérêt autour des graines qui sont indispensables, à la fois à la plante et au papillon, peut stimuler l'évolution de traits qui limitent la surexploitation réciproque des partenaires. Dans une première étude, j'ai montré que le papillon mâle était un pollinisateur efficace de S. latifolia et qu'ainsi, il permettait à la plante d'augmenter le nombre de graines produites (i.e.bénéfice) sans pour autant augmenter la quantité de larves sur la plante. Dans ce système, les papillons pondent un seul oeuf par fleur, déposé soit à l'intérieur de la fleur, dans le tube de corolle, soit sur le pétale. Ma seconde étude montre que les plantes répondent différemment à la présence des oeufs suivant leur position. Aussi, quand l'oeuf est placé dans la fleur, la plante a davantage tendance à ne pas développer le fruit de la fleur infesté ou bien à produire des fruits plus petits que lorsque l'oeuf est placé sur le pétale. Enfin, j'ai montré que la femelle du papillon pond plus souvent sur le pétale lorsque elle visite des fleurs dotées d'un long tube de corolle, et que les larves issues de ces oeufs ont moins de chances de réussir à pénétrer dans le fruit que les larves issues des oeufs placés à l'intérieur de la fleur. Aussi, la variation observée du site de ponte pourrait être causé par la morphologie de la fleur qui contraint le papillon à pondre sur le pétale. Vu dans leur ensemble, les résultats obtenus pendant ce doctorat suggèrent que la participation des mâles à la pollination, l'absence de développement des fruits et la profondeur du tube de corolle pourraient réduire les coûts que S. latifolia subit dans son interaction avec H. bicruris. Par ailleurs, je n'ai pas détecté de mécanismes qui permettraient au papillon de réduire les coûts que la plante pourrait lui imposer. La prochaine étape serait de déterminer l'effet des traits identifiés dans ce doctorat sur la fitness globale de la plante et du papillon pour estimer pleinement leur efficacité à réduire les coûts et à favoriser une issue mutualiste. De même, il faudrait évaluer l'effet de ces traits en populations naturelles pour identifier le rôle des facteurs environnementaux sur leur efficacité.AbstractAlthough mutualisms can be regarded as harmonious relationships between the interacting partners, they are best conceptualized as reciprocal exploitations in which each partner attempts to increase its own benefits and decrease its costs. To date, identifying the factors which promote or discourage mutualistic outcomes remains a major goal to reconstruct the ecological conditions leading to mutualisms. The aim of this PhD thesis was to identify phenotypic traits that may increase the net benefits of each partner in the interaction between the plant Silene latifolia (Caryophyllaceae) and its pollinator / seed predator, the moth Hadena bicruris (Noctuidae). This study system is particularly well suited because the fitness of both interacting species can be assessed. The female moth lays its egg in the flower it pollinated, and its offspring grows in the fruit, feeding on the seeds of the plant, which allows for the follow-up of both larva and fruit fates. Furthermore, the inherent conflict of interest over the seeds as plant progeny vs. larval resource may stimulate the evolution of traits that reduce overexploitation in both the moth and plant. In a first study, I show that male moths are efficient pollinators, hence increasing seed production without increasing oviposition. The contribution of male moths to pollination might thus improve the net benefits of the interaction for the host plant. Females of the H. bicruris moth lay a single egg per flower, and place it either inside the corolla tube or on the petal. My second study shows that plants are more likely to abort the infested flower or to produce a smaller fruit when the egg was experimentally placed inside the flower compared to plants that received an egg on the petal. Finally, female moths were found to lay their eggs more frequently on the petal when visiting a flower with a deep corolla tube, and larvae hatching from these eggs less likely to successfully attack the fruit. Variation in egg position on the flower may thus be the result of a constraint imposed by floral morphology. Overall, this PhD work suggests that the pollination by male moths, flower abortion, and deep corolla tube may efficiently reduce the costs experienced by S. latifolia in its interaction with H. bicruris. Interestingly, no apparent mechanism of costs reduction was detected for the moth. Further studies should focus on the effects of these traits (i) in the long term fitness of both the plant and the insect and (ii) their interactions with environmental factors (biotic and abiotic) that may affect their efficiency in natural populations.

Measurement of the dynamics in ski jumping using a wearable inertial sensor-based system.

Abstract Dynamics is a central aspect of ski jumping, particularly during take-off and stable flight. Currently, measurement systems able to measure ski jumping dynamics (e.g. 3D cameras, force plates) are complex and only available in few research centres worldwide. This study proposes a method to determine dynamics using a wearable inertial sensor-based system which can be used routinely on any ski jumping hill. The system automatically calculates characteristic dynamic parameters during take-off (position and velocity of the centre of mass perpendicular to the table, force acting on the centre of mass perpendicular to the table and somersault angular velocity) and stable flight (total aerodynamic force). Furthermore, the acceleration of the ski perpendicular to the table was quantified to characterise the skis lift at take-off. The system was tested with two groups of 11 athletes with different jump distances. The force acting on the centre of mass, acceleration of the ski perpendicular to the table, somersault angular velocity and total aerodynamic force were different between groups and correlated with the jump distances. Furthermore, all dynamic parameters were within the range of prior studies based on stationary measurement systems, except for the centre of mass mean force which was slightly lower.

Automatic generation of active coordinates for quantum dynamics calculations: application to the dynamics of benzene photochemistry

A new practical method to generate a subspace of active coordinates for quantum dynamics calculations is presented. These reduced coordinates are obtained as the normal modes of an analytical quadratic representation of the energy difference between excited and ground states within the complete active space self-consistent field method. At the Franck-Condon point, the largest negative eigenvalues of this Hessian correspond to the photoactive modes: those that reduce the energy difference and lead to the conical intersection; eigenvalues close to 0 correspond to bath modes, while modes with large positive eigenvalues are photoinactive vibrations, which increase the energy difference. The efficacy of quantum dynamics run in the subspace of the photoactive modes is illustrated with the photochemistry of benzene, where theoretical simulations are designed to assist optimal control experiments

Contrasting spatio-temporal climatic niche dynamics during the eastern and western invasions of spotted knapweed in North America

Aim The spotted knapweed (Centaurea stoebe), a plant native to south-east and central Europe, is highly invasive in North America. We investigated the spatio-temporal climatic niche dynamics of the spotted knapweed in North America along two putative eastern and western invasion routes. We then considered the patterns observed in the light of historical, ecological and evolutionary factors. Location Europe and North America. Methods The niche characteristics of the east and west invasive populations of spotted knapweed in North America were determined from documented occurrences over 120 consecutive years (1890-2010). The 2.5 and 97.5 percentiles of values along temperature and precipitation gradients, as given by the two first axes of a principal component axis (PCA), were then calculated. We additionally measured the climatic dissimilarity between invaded and native niches using a multivariate environmental similarity surface (MESS) analysis. Results Along both invasion routes, the species established in regions with climatic conditions that were similar to those in the native range in Europe. An initial spread in ruderal habitats always preceded spread in (semi-)natural habitats. In the east, the niche gradually increased over time until it reached limits similar to the native niche. Conversely, in the west the niche abruptly expanded after an extended time lag into climates not occupied in the native range; only the native cold niche limit was conserved. Main conclusions Our study reveals that different niche dynamics have taken place during the eastern and western invasions. This pattern indicates different combinations of historical, ecological and evolutionary factors in the two ranges. We hypothesize that the lack of a well-developed transportation network in the west at the time of the introduction of spotted knapweed confined the species to a geographically and climatically isolated region. The invasion of dry rangelands may have been favoured during the agricultural transition in the 1930s by release from natural enemies, local adaptation and less competitive vegetation, but further experimental and molecular studies are needed to explain these contrasting niche patterns fully. Our study illustrates the need and benefit of applying large-scale, temporally explicit approaches to understanding biological invasions.

A fractionally integrated approach to monetary policy and inflation dynamics

This paper relaxes the standard I(0) and I(1) assumptions typically stated in the monetary VAR literature by considering a richer framework that encompasses the previous two processes as well as other fractionally integrated possibilities. First, a timevarying multivariate spectrum is estimated for post WWII US data. Then, a structural fractionally integrated VAR (VARFIMA) is fitted to each of the resulting time dependent spectra. In this way, both the coefficients of the VAR and the innovation variances are allowed to evolve freely. The model is employed to analyze inflation persistence and to evaluate the stance of US monetary policy. Our findings indicate a strong decline in the innovation variances during the great disinflation, consistent with the view that the good performance of the economy during the 80’s and 90’s is in part a tale of good luck. However, we also find evidence of a decline in inflation persistence together with a stronger monetary response to inflation during the same period. This last result suggests that the Fed may still play a role in accounting for the observed differences in the US inflation history. Finally, we conclude that previous evidence against drifting coefficients could be an artifact of parameter restriction towards the stationary region. Keywords: monetary policy, inflation persistence, fractional integration, timevarying coefficients, VARFIMA. JEL Classification: E52, C32

How did the Financial Crisis affect the Real Interest Rate Dynamics in Europe?

We investigate the effects of the financial crisis on the stationarity of real interest rates in the Euro Area. We use a new unit root test developed by Peseran et al. (2013) that allows for multiple unobserved factors in a panel set up. Our results suggest that while short-term and long-term real interest rates were stationary before the financial crisis, they became nonstationary during the crisis period likely due to persistent risk that characterized financial markets during that time. JEL codes: E43, C23. Keywords: Real interest rates, Euro Area, financial crisis, panel unit root tests, cross-sectional dependence.

Exploring unfrequent events with accelerated molecular dynamics simulations: from photochemistry to drug design

La meva incorporació al grup de recerca del Prof. McCammon (University of California San Diego) en qualitat d’investigador post doctoral amb una beca Beatriu de Pinós, va tenir lloc el passat 1 de desembre de 2010; on vaig dur a terme les meves tasques de recerca fins al darrer 1 d’abril de 2012. El Prof. McCammon és un referent mundial en l’aplicació de simulacions de dinàmica molecular (MD) en sistemes biològics d’interès humà. La contribució més important del Prof. McCammon en la simulació de sistemes biològics és el desenvolupament del mètode de dinàmiques moleculars accelerades (AMD). Les simulacions MD convencionals, les quals estan limitades a l’escala de temps del nanosegon (~10-9s), no son adients per l’estudi de sistemes biològics rellevants a escales de temps mes llargues (μs, ms...). AMD permet explorar fenòmens moleculars poc freqüents però que son clau per l’enteniment de molts sistemes biològics; fenòmens que no podrien ser observats d’un altre manera. Durant la meva estada a la “University of California San Diego”, vaig treballar en diferent aplicacions de les simulacions AMD, incloent fotoquímica i disseny de fàrmacs per ordinador. Concretament, primer vaig desenvolupar amb èxit una combinació dels mètodes AMD i simulacions Car-Parrinello per millorar l’exploració de camins de desactivació (interseccions còniques) en reaccions químiques fotoactivades. En segon lloc, vaig aplicar tècniques estadístiques (Replica Exchange) amb AMD en la descripció d’interaccions proteïna-lligand. Finalment, vaig dur a terme un estudi de disseny de fàrmacs per ordinador en la proteïna-G Rho (involucrada en el desenvolupament de càncer humà) combinant anàlisis estructurals i simulacions AMD. Els projectes en els quals he participat han estat publicats (o estan encara en procés de revisió) en diferents revistes científiques, i han estat presentats en diferents congressos internacionals. La memòria inclosa a continuació conté més detalls de cada projecte esmentat.