Time Varying Dimension Models

Time varying parameter (TVP) models have enjoyed an increasing popularity in empirical macroeconomics. However, TVP models are parameter-rich and risk over-fitting unless the dimension of the model is small. Motivated by this worry, this paper proposes several Time Varying dimension (TVD) models where the dimension of the model can change over time, allowing for the model to automatically choose a more parsimonious TVP representation, or to switch between different parsimonious representations. Our TVD models all fall in the category of dynamic mixture models. We discuss the properties of these models and present methods for Bayesian inference. An application involving US inflation forecasting illustrates and compares the different TVD models. We find our TVD approaches exhibit better forecasting performance than several standard benchmarks and shrink towards parsimonious specifications.

Hierarchical Shrinkage in Time-Varying Parameter Models

In this paper, we forecast EU-area inflation with many predictors using time-varying parameter models. The facts that time-varying parameter models are parameter-rich and the time span of our data is relatively short motivate a desire for shrinkage. In constant coefficient regression models, the Bayesian Lasso is gaining increasing popularity as an effective tool for achieving such shrinkage. In this paper, we develop econometric methods for using the Bayesian Lasso with time-varying parameter models. Our approach allows for the coefficient on each predictor to be: i) time varying, ii) constant over time or iii) shrunk to zero. The econometric methodology decides automatically which category each coefficient belongs in. Our empirical results indicate the benefits of such an approach.

Computing Markov-Perfect Optimal Policies in Business-Cycle Models

Time-inconsistency is an essential feature of many policy problems (Kydland and Prescott, 1977). This paper presents and compares three methods for computing Markov-perfect optimal policies in stochastic nonlinear business cycle models. The methods considered include value function iteration, generalized Euler-equations, and parameterized shadow prices. In the context of a business cycle model in which a scal authority chooses government spending and income taxation optimally, while lacking the ability to commit, we show that the solutions obtained using value function iteration and generalized Euler equations are somewhat more accurate than that obtained using parameterized shadow prices. Among these three methods, we show that value function iteration can be applied easily, even to environments that include a risk-sensitive scal authority and/or inequality constraints on government spending. We show that the risk-sensitive scal authority lowers government spending and income-taxation, reducing the disincentive households face to accumulate wealth.

Els arbres singulars del Parc Natural de l'Alt Pirineu: estudi i proposta d'educació ambiental

Aquest estudi s’ha realitzat amb el principal objectiu de localitzar, analitzar i diagnosticar els arbres singulars subjectes a ser declarats monumentals dins el Parc Natural de l’Alt Pirineu. Concretament s’han inventariat la Vall Ferrera i la Vall de Cardós. L’objectiu secundari ha estat fer una proposta innovadora d’educació ambiental, utilitzant l’arbre com a un instrument pedagògic. S’han inventariat vint-i-tres arbres sent un d’ells ja declarat Arbre Monumental, “l’Avet del Pla de la Selva”. Primerament s’han localitzats els arbres amb l’ajuda dels tècnics del Parc, el coneixement popular i documentació. S’ha utilitzat una metodologia basada en estudis anteriors, mitjançant uns formularis de camp que recullen totes les característiques ecològiques i socioculturals de cada arbre. Posteriorment s’han analitzat les dades obtingudes i s’ha realitzat la diagnosi. S’ha proposat un mètode quantitatiu i un mètode qualitatiu (Rànquing d’Arbres Monumentals). Aquest últim valora cada arbre comparant-lo amb un llistat de tots aquells arbres monumentals de la mateixa espècie en el territori català realitzat per la Generalitat de Catalunya, segons tres paràmetres, l’alçada, el volt de canó i el diàmetre de la capçada. Finalment es proposa a cada arbre la protecció corresponent segons el seu estat de conservació i altres paràmetres. Un dels resultats obtinguts d’aquest estudi ha estat la realització d’una carpeta de material divulgatiu utilitzant cada arbre com a eix central per explicar el medi natural que l’envolta. Amb aquesta iniciativa es vol destacar l’important paper dels arbres monumentals com a connectors amb el medi natural i sociocultural i la necessitat de protegir en tots els Parcs Naturals els arbres singulars.

Structured and unstructured continuous models for Wolbachia infections

We introduce and investigate a series of models for an infection of a diplodiploid host species by the bacterial endosymbiont Wolbachia. The continuous models are characterized by partial vertical transmission, cytoplasmic incompatibility and fitness costs associated with the infection. A particular aspect of interest is competitions between mutually incompatible strains. We further introduce an age-structured model that takes into account different fertility and mortality rates at different stages of the life cycle of the individuals. With only a few parameters, the ordinary differential equation models exhibit already interesting dynamics and can be used to predict criteria under which a strain of bacteria is able to invade a population. Interestingly, but not surprisingly, the age-structured model shows significant differences concerning the existence and stability of equilibrium solutions compared to the unstructured model.

PSMA-Specific CAR-Engineered T Cells Eradicate Disseminated Prostate Cancer in Preclinical Models.

Immunology-based interventions have been proposed as a promising curative chance to effectively attack postoperative minimal residual disease and distant metastatic localizations of prostate tumors. We developed a chimeric antigen receptor (CAR) construct targeting the human prostate-specific membrane antigen (hPSMA), based on a novel and high affinity specific mAb. As a transfer method, we employed last-generation lentiviral vectors (LV) carrying a synthetic bidirectional promoter capable of robust and coordinated expression of the CAR molecule, and a bioluminescent reporter gene to allow the tracking of transgenic T cells after in vivo adoptive transfer. Overall, we demonstrated that CAR-expressing LV efficiently transduced short-term activated PBMC, which in turn were readily stimulated to produce cytokines and to exert a relevant cytotoxic activity by engagement with PSMA+ prostate tumor cells. Upon in vivo transfer in tumor-bearing mice, CAR-transduced T cells were capable to completely eradicate a disseminated neoplasia in the majority of treated animals, thus supporting the translation of such approach in the clinical setting.

Combining food web and species distribution models for improved community projections

The ability to model biodiversity patterns is of prime importance in this era of severe environmental crisis. Species assemblage along environmental gradient is subject to the interplay of biotic interactions in complement to abiotic environmental filtering. Accounting for complex biotic interactions for a wide array of species remains so far challenging. Here, we propose to use food web models that can infer the potential interaction links between species as a constraint in species distribution models. Using a plant-herbivore (butterfly) interaction dataset, we demonstrate that this combined approach is able to improve both species distribution and community forecasts. Most importantly, this combined approach is very useful in rendering models of more generalist species that have multiple potential interaction links, where gap in the literature may be recurrent. Our combined approach points a promising direction forward to model the spatial variation of entire species interaction networks. Our work has implications for studies of range shifting species and invasive species biology where it may be unknown how a given biota might interact with a potential invader or in future climate.

Gestió dels recursos financers d'una A.M.P.A. d'un col·legi d'educació primària

El projecte consisteix en l’anàlisi, el disseny i la implementació d’una aplicació informàtica que permeti portar el control dels fluxos financers que són necessaris pel funcionament de les activitats extraescolars, de forma senzilla i àgil, i que pugui ser mantinguda pels membres de l’Associació de Mares i Pares d’Alumnes d’una escola d’educació primària.

An Introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions

We present a real data set of claims amounts where costs related to damage are recorded separately from those related to medical expenses. Only claims with positive costs are considered here. Two approaches to density estimation are presented: a classical parametric and a semi-parametric method, based on transformation kernel density estimation. We explore the data set with standard univariate methods. We also propose ways to select the bandwidth and transformation parameters in the univariate case based on Bayesian methods. We indicate how to compare the results of alternative methods both looking at the shape of the overall density domain and exploring the density estimates in the right tail.

A well-posedness theory in measures for some kinetic models of collective motion

We present existence, uniqueness and continuous dependence results for some kinetic equations motivated by models for the collective behavior of large groups of individuals. Models of this kind have been recently proposed to study the behavior of large groups of animals, such as flocks of birds, swarms, or schools of fish. Our aim is to give a well-posedness theory for general models which possibly include a variety of effects: an interaction through a potential, such as a short-range repulsion and long-range attraction; a velocity-averaging effect where individuals try to adapt their own velocity to that of other individuals in their surroundings; and self-propulsion effects, which take into account effects on one individual that are independent of the others. We develop our theory in a space of measures, using mass transportation distances. As consequences of our theory we show also the convergence of particle systems to their corresponding kinetic equations, and the local-in-time convergence to the hydrodynamic limit for one of the models.

Modelling dependence in a ratemaking procedure with multivariate Poisson regression models

When actuaries face with the problem of pricing an insurance contract that contains different types of coverage, such as a motor insurance or homeowner's insurance policy, they usually assume that types of claim are independent. However, this assumption may not be realistic: several studies have shown that there is a positive correlation between types of claim. Here we introduce different regression models in order to relax the independence assumption, including zero-inflated models to account for excess of zeros and overdispersion. These models have been largely ignored to multivariate Poisson date, mainly because of their computational di±culties. Bayesian inference based on MCMC helps to solve this problem (and also lets us derive, for several quantities of interest, posterior summaries to account for uncertainty). Finally, these models are applied to an automobile insurance claims database with three different types of claims. We analyse the consequences for pure and loaded premiums when the independence assumption is relaxed by using different multivariate Poisson regression models and their zero-inflated versions.

L’Actualitat del concepte d'educació i política de Paulo Freire en la pedagogía crítica revolucionaria de Peter McLaren

Aquest treball de recerca presenta l’objectiu de demostrar la vigència del concepte d’educació i política de Paulo Freire en l’actualitat a través de Peter McLaren. És a dir, no estudiar l’obra de Freire i de McLaren per separat sinó la validesa d’aquests conceptes freireans en el pensament mclarenià d’avui en dia. Justificar com la pedagogia de Freire, a partir de McLaren, continua vigent. Es realitza a partir de la recerca de textos de l’obra freireana per mostrar que avui en dia posseeix una riquesa i actualitat sorprenents.