Computation and Analysis of Multiple Structural-Change Models

In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues for the empirical applications of the procedures. We first address the problem of estimation of the break dates and present an efficient algorithm to obtain global minimizers of the sum of squared residuals. This algorithm is based on the principle of dynamic programming and requires at most least-squares operations of order O(T 2) for any number of breaks. Our method can be applied to both pure and partial structural-change models. Secondly, we consider the problem of forming confidence intervals for the break dates under various hypotheses about the structure of the data and the errors across segments. Third, we address the issue of testing for structural changes under very general conditions on the data and the errors. Fourth, we address the issue of estimating the number of breaks. We present simulation results pertaining to the behavior of the estimators and tests in finite samples. Finally, a few empirical applications are presented to illustrate the usefulness of the procedures. All methods discussed are implemented in a GAUSS program available upon request for non-profit academic use.

Methods to Estimate Dynamic Stochastic General Equilibrium Models

This paper employs the one-sector Real Business Cycle model as a testing ground for four different procedures to estimate Dynamic Stochastic General Equilibrium (DSGE) models. The procedures are: 1 ) Maximum Likelihood, with and without measurement errors and incorporating Bayesian priors, 2) Generalized Method of Moments, 3) Simulated Method of Moments, and 4) Indirect Inference. Monte Carlo analysis indicates that all procedures deliver reasonably good estimates under the null hypothesis. However, there are substantial differences in statistical and computational efficiency in the small samples currently available to estimate DSGE models. GMM and SMM appear to be more robust to misspecification than the alternative procedures. The implications of the stochastic singularity of DSGE models for each estimation method are fully discussed.

Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis

In this paper, we use identification-robust methods to assess the empirical adequacy of a New Keynesian Phillips Curve (NKPC) equation. We focus on the Gali and Gertler’s (1999) specification, on both U.S. and Canadian data. Two variants of the model are studied: one based on a rationalexpectations assumption, and a modification to the latter which consists in using survey data on inflation expectations. The results based on these two specifications exhibit sharp differences concerning: (i) identification difficulties, (ii) backward-looking behavior, and (ii) the frequency of price adjustments. Overall, we find that there is some support for the hybrid NKPC for the U.S., whereas the model is not suited to Canada. Our findings underscore the need for employing identificationrobust inference methods in the estimation of expectations-based dynamic macroeconomic relations.

On the Profitability of Production Constraints in a Dynamic Natural Resource Oligopoly

Static oligopoly analysis predicts that if a single firm in Cournot equilibrium were to be constrained to contract its production marginally, its profits would fall. on the other hand, if all the firms were simultaneously constrained to reduce their productino, thus moving the industry towards monopoly output, each firm's profit would rise. We show that these very intuitive results may not hold in a dynamic oligopoly.

How Much Inflation is Necessary to Grease the Wheels?

This paper studies Tobin's proposition that inflation "greases" the wheels of the labor market. The analysis is carried out using a simple dynamic stochastic general equilibrium model with asymmetric wage adjustment costs. Optimal inflation is determined by a benevolent government that maximizes the households' welfare. The Simulated Method of Moments is used to estimate the nonlinear model based on its second-order approximation. Econometric results indicate that nominal wages are downwardly rigid and that the optimal level of grease inflation for the U.S. economy is about 1.2 percent per year, with a 95% confidence interval ranging from 0.2 to 1.6 percent.

Factor Analysis of a Large DSGE Model

We study the workings of the factor analysis of high-dimensional data using artificial series generated from a large, multi-sector dynamic stochastic general equilibrium (DSGE) model. The objective is to use the DSGE model as a laboratory that allow us to shed some light on the practical benefits and limitations of using factor analysis techniques on economic data. We explain in what sense the artificial data can be thought of having a factor structure, study the theoretical and finite sample properties of the principal components estimates of the factor space, investigate the substantive reason(s) for the good performance of di¤usion index forecasts, and assess the quality of the factor analysis of highly dissagregated data. In all our exercises, we explain the precise relationship between the factors and the basic macroeconomic shocks postulated by the model.

On the health and wellbeing of single working women without children : an analysis of scientific and lay discourse

Cette thèse examine la façon dont on interprète la santé et le bien-être des travailleuses célibataires et sans enfant au sein de deux types de récits : ceux provenant d’études publiées dans des périodiques (récits scientifiques) et ceux provenant d’entrevues qualitatives avec des membres de ce groupe (récits profanes). Sur le plan démographique, leur nombre est significatif; elles représentent 28% des employées canadiennes. Par contre, leur santé/bien-être est peu visible dans les écrits de recherche. Dans les sciences sociales, plusieurs études portent sur l’expérience parfois éprouvante d’être un adulte célibataire vivant dans une culture orientée sur le couple et la famille. Elles mettent l’accent sur le stigma associé à ce statut. Certains suggèrent même que les pratiques de recherche peuvent contribuer à la perpétuation de représentations négatives à l’égard des célibataires. En ayant un profil qui pourrait être symbolique d’une déviation vis-à-vis des attentes normatives entourant la vie de couple ou de famille, les travailleuses célibataires et sans enfant semblent un point de repère utile pour évaluer cette dernière possibilité. S’attarder autant aux récits scientifiques que profanes permettrait d’explorer les tensions et convergences entre eux. Suivant cet objectif, un échantillon de 32 articles scientifiques et de 22 retranscriptions d’entrevues ont été analysés selon une approche d’analyse de discours guidée par les concepts de répertoire interprétatif (une façon cohérente d’aborder un sujet donné) et de position du sujet (une identité mise en évidence par une façon de parler ou d’écrire). Trois articles ont émergé de cette recherche. Suite à une analyse des thèmes communs utilisés dans l’interprétation de la santé/du bien-être du groupe en question, un répertoire interprétatif surnommé la famille comme référence a été identifié. Ce répertoire expliquerait notamment la tendance observée d’expliquer leur santé/bien-être en référant aux états et aux charactéristiques d’être parent ou partenaire. Cette pratique peut avoir l’effet de voiler leur vie privée ou de la construire comme étant relativement appauvrie. L’article 2 examine comment les membres de ce groupe construisent leur propre bien-être. Il identifie la notion d’équilibre entre plusieurs sphères de vie et une identité de femme dynamique comme éléments centraux aux récits sur leur bien-être. Ces derniers vont à l’encontre de la perception des célibataires ou des personnes sans enfant comme ayant des vies moins épanouies ou enrichies et qui ne sont pas touchées par des questions de conciliation travail-vie personnelle. Le troisième article rassemble les deux types de récits autour des sujets de l’emploi et du statut de célibataire en lien avec le bien-être. Il met en évidence de nombreuses similarités et divergences, et théorise la fonction de ces diverses constructions. En conclusion, j’avance qu’une perspective plus critique face au statut de couple ou familial et de ses aspects normatifs pourrait offrir à la recherche en santé publique un point de réflexivité à développer davantage.

Dynamic epigenetic changes in immune responses to infection in human dendritic cells

La méthylation de l'ADN est une marque épigénétique importante chez les mammifères. Malgré le fait que la méthylation de la cytosine en 5' (5mC) soit reconnue comme une modification épigénétique stable, il devient de plus en plus reconnu qu'elle soit un processus plus dynamique impliquant des voies de méthylation et de déméthylation actives. La dynamique de la méthylation de l'ADN est désormais bien caractérisée dans le développement et dans le fonctionnement cellulaire des mammifères. Très peu est cependant connu concernant les implications régulatrices dans les réponses immunitaires. Pour se faire, nous avons effectué des analyses du niveau de transcription des gènes ainsi que du profilage épigénétique de cellules dendritiques (DCs) humaines. Ceux-ci ont été faits avant et après infection par le pathogène Mycobacterium tuberculosis (MTB). Nos résultats fournissent le premier portrait génomique du remodelage épigénétique survenant dans les DCs en réponse à une infection bactérienne. Nous avons constaté que les changements dans la méthylation de l'ADN sont omniprésents, identifiant 3,926 régions différentiellement méthylées lors des infections par MTB (MTB-RDMs). Les MTB-RDMs montrent un chevauchement frappant avec les régions génomiques marquées par les histones associées avec des régions amplificatrices. De plus, nos analyses ont révélées que les MTB-RDMs sont activement liées par des facteurs de transcription associés à l'immunité avant même d'être infecté par MTB, suggérant ces domaines comme étant des éléments d'activation dans un état de dormance. Nos données suggèrent que les changements actifs dans la méthylation jouent un rôle essentiel pour contrôler la réponse cellulaire des DCs à l'infection bactérienne.

STUDIES ON THE STRESS FLUCTUATIONS IN SHEARED STOKESIAN SUSPENSIONS USING CHAOS THEORY AND NONLINEAR DYNAMICS

The thesis report results obtained from a detailed analysis of the fluctuations of the rheological parameters viz. shear and normal stresses, simulated by means of the Stokesian Dynamics method, of a macroscopically homogeneous sheared suspension of neutrally buoyant non-Brownian suspension of identical spheres in the Couette gap between two parallel walls in the limit of vanishingly small Reynolds numbers using the tools of non-linear dynamics and chaos theory for a range of particle concentration and Couette gaps. The thesis used the tools of nonlinear dynamics and chaos theory viz. average mutual information, space-time separation plots, visual recurrence analysis, principal component analysis, false nearest-neighbor technique, correlation integrals, computation of Lyapunov exponents for a range of area fraction of particles and for different Couette gaps. The thesis observed that one stress component can be predicted using another stress component at the same area fraction. This implies a type of synchronization of one stress component with another stress component. This finding suggests us to further analysis of the synchronization of stress components with another stress component at the same or different area fraction of particles. The different model equations of stress components for different area fraction of particles hints at the possible existence a general formula for stress fluctuations with area fraction of particle as a parameter

Plasma Polymerised Organic Thin Films-A Study on the Structural, Electrical and Nonlinear Optical Properties for Possible Applications

This proposed thesis is entitled “Plasma Polymerised Organic Thin Films: A study on the Structural, Electrical, and Nonlinear Optical Properties for Possible Applications. Polymers and polymer based materials find enormous applications in the realm of electronics and optoelectronics. They are employed as both active and passive components in making various devices. Enormous research activities are going on in this area for the last three decades or so, and many useful contributions are made quite accidentally. Conducting polymers is such a discovery, and eversince the discovery of conducting polyacetylene, a new branch of science itself has emerged in the form of synthetic metals. Conducting polymers are useful materials for many applications like polymer displays, high density data storage, polymer FETs, polymer LEDs, photo voltaic devices and electrochemical cells. With the emergence of molecular electronics and its potential in finding useful applications, organic thin films are receiving an unusual attention by scientists and engineers alike. This is evident from the vast literature pertaining to this field appearing in various journals. Recently, computer aided design of organic molecules have added further impetus to the ongoing research activities in this area. Polymers, especially, conducting polymers can be prepared both in the bulk and in the thinfilm form. However, many applications necessitate that they are grown in the thin film form either as free standing or on appropriate substrates. As far as their bulk counterparts are concerned, they can be prepared by various polymerisation techniques such as chemical routes and electrochemical means. A survey of the literature reveals that polymers like polyaniline, polypyrrole, polythiophene, have been investigated with a view to studying their structural electrical and optical properties. Among the various alternate techniques employed for the preparation of polymer thin films, the method of plasma polymerisation needs special attention in this context. The technique of plasma polymerisation is an inexpensive method and often requires very less infra structure. This method includes the employment of ac, rf, dc, microwave and pulsed sources. They produce pinhole free homogeneous films on appropriate substrates under controlled conditions. In conventional plasma polymerisation set up, the monomer is fed into an evacuated chamber and an ac/rf/dc/ w/pulsed discharge is created which enables the monomer species to dissociate, leading to the formation of polymer thin films. However, it has been found that the structure and hence the properties exhibited by plasma polymerized thin films are quite different from that of their counterparts produced by other thin film preparation techniques such as electrochemical deposition or spin coating. The properties of these thin films can be tuned only if the interrelationship between the structure and other properties are understood from a fundamental point of view. So very often, a through evaluation of the various properties is a pre-requisite for tailoring the properties of the thin films for applications. It has been found that conjugation is a necessary condition for enhancing the conductivity of polymer thin films. RF technique of plasma polymerisation is an excellent tool to induce conjugation and this modifies the electrical properties too. Both oxidative and reductive doping can be employed to modify the electrical properties of the polymer thin films for various applications. This is where organic thin films based on polymers scored over inorganic thin films, where in large area devices can be fabricated with organic semiconductors which is difficult to achieve by inorganic materials. For such applications, a variety of polymers have been synthesized such as polyaniline, polythiophene, polypyrrole etc. There are newer polymers added to this family every now and then. There are many virgin areas where plasma polymers are yet to make a foray namely low-k dielectrics or as potential nonlinear optical materials such as optical limiters. There are also many materials which are not been prepared by the method of plasma polymerisation. Some of the materials which are not been dealt with are phenyl hydrazine and tea tree oil. The advantage of employing organic extracts like tea tree oil monomers as precursors for making plasma polymers is that there can be value addition to the already existing uses and possibility exists in converting them to electronic grade materials, especially semiconductors and optically active materials for photonic applications. One of the major motivations of this study is to synthesize plasma polymer thin films based on aniline, phenyl hydrazine, pyrrole, tea tree oil and eucalyptus oil by employing both rf and ac plasma polymerisation techniques. This will be carried out with the objective of growing thin films on various substrates such as glass, quartz and indium tin oxide (ITO) coated glass. There are various properties namely structural, electrical, dielectric permittivity, nonlinear optical properties which are to be evaluated to establish the relationship with the structure and the other properties. Special emphasis will be laid in evaluating the optical parameters like refractive index (n), extinction coefficient (k), the real and imaginary components of dielectric constant and the optical transition energies of the polymer thin films from the spectroscopic ellipsometric studies. Apart from evaluating these physical constants, it is also possible to predict whether a material exhibit nonlinear optical properties by ellipsometric investigations. So further studies using open aperture z-scan technique in order to evaluate the nonlinear optical properties of a few selected samples which are potential nonlinear optical materials is another objective of the present study. It will be another endeavour to offer an appropriate explanation for the nonlinear optical properties displayed by these films. Doping of plasma polymers is found to modify both the electrical conductivity and optical properties. Iodine is found to modify the properties of the polymer thin films. However insitu iodine doping is tricky and the film often looses its stability because of the escape of iodine. An appropriate insitu technique of doping will be developed to dope iodine in to the plasma polymerized thin films. Doping of polymer thin films with iodine results in improved and modified optical and electrical properties. However it requires tools like FTIR and UV-Vis-NIR spectroscopy to elucidate the structural and optical modifications imparted to the polymer films. This will be attempted here to establish the role of iodine in the modification of the properties exhibited by the films

Investigations on the Dynamics of Combination Maps and the Analysis of Bifurcation in a Discontinuous Logistic Map

This thesis is a study of discrete nonlinear systems represented by one dimensional mappings.As one dimensional interative maps represent Poincarre sections of higher dimensional flows,they offer a convenient means to understand the dynamical evolution of many physical systems.It highlighting the basic ideas of deterministic chaos.Qualitative and quantitative measures for the detection and characterization of chaos in nonlinear systems are discussed.Some simple mathematical models exhibiting chaos are presented.The bifurcation scenario and the possible routes to chaos are explained.It present the results of the numerical computational of the Lyapunov exponents (λ) of one dimensional maps.This thesis focuses on the results obtained by our investigations on combinations maps,scaling behaviour of the Lyapunov characteristic exponents of one dimensional maps and the nature of bifurcations in a discontinous logistic map.It gives a review of the major routes to chaos in dissipative systems,namely, Period-doubling ,Intermittency and Crises.This study gives a theoretical understanding of the route to chaos in discontinous systems.A detailed analysis of the dynamics of a discontinous logistic map is carried out, both analytically and numerically ,to understand the route it follows to chaos.The present analysis deals only with the case of the discontinuity parameter applied to the right half of the interval of mapping.A detailed analysis for the n –furcations of various periodicities can be made and a more general theory for the map with discontinuities applied at different positions can be on a similar footing

Analysis and Design of an Adaptive Polynomial Predistorter with the Loop Delay Estimator

Most adaptive linearization circuits for the nonlinear amplifier have a feedback loop that returns the output signal oj'tne eunplifier to the lineurizer. The loop delay of the linearizer most be controlled precisely so that the convergence of the linearizer should be assured lot this Letter a delay control circuit is presented. It is a delay lock loop (ULL) with it modified early-lute gate and can he easily applied to a DSP implementation. The proposed DLL circuit is applied to an adaptive linearizer with the use of a polynomial predistorter, and the simulalion for a 16-QAM signal is performed. The simulation results show that the proposed DLL eliminates the delay between the reference input signal and the delayed feedback signal of the linearizing circuit perfectly, so that the predistorter polynomial coefficients converge into the optimum value and a high degree of linearization is achieved

Thermo-Structural Analysis of 3D Composites

Three dimensional (3D) composites are strong contenders for the structural applications in situations like aerospace,aircraft and automotive industries where multidirectional thermal and mechanical stresses exist. The presence of reinforcement along the thickness direction in 3D composites,increases the through the thickness stiffness and strength properties.The 3D preforms can be manufactured with numerous complex architecture variations to meet the needs of specific applications.For hot structure applications Carbon-Carbon(C-C) composites are generally used,whose property variation with respect to temperature is essential for carrying out the design of hot structures.The thermomechanical behavior of 3D composites is not fully understood and reported.The methodology to find the thermomechanical properties using analytical modelling of 3D woven,3D 4-axes braided and 3D 5-axes braided composites from Representative Unit Cells(RUC's) based on constitutive equations for 3D composites has been dealt in the present study.High Temperature Unidirectional (UD) Carbon-Carbon material properties have been evaluated using analytical methods,viz.,Composite cylinder assemblage Model and Method of Cells based on experiments carried out on Carbon-Carbon fabric composite for a temparature range of 300 degreeK to 2800degreeK.These properties have been used for evaluating the 3D composite properties.From among the existing methods of solution sequences for 3D composites,"3D composite Strength Model" has been identified as the most suitable method.For thegeneration of material properies of RUC's od 3D composites,software has been developed using MATLAB.Correlaton of the analytically determined properties with test results available in literature has been established.Parametric studies on the variation of all the thermomechanical constants for different 3D performs of Carbon-Carbon material have been studied and selection criteria have been formulated for their applications for the hot structures.Procedure for the structural design of hot structures made of 3D Carbon-Carbon composites has been established through the numerical investigations on a Nosecap.Nonlinear transient thermal and nonlinear transient thermo-structural analysis on the Nosecap have been carried out using finite element software NASTRAN.Failure indices have been established for the identified performs,identification of suitable 3D composite based on parametric studies on strength properties and recommendation of this material for Nosecap of RLV based on structural performance have been carried out in this Study.Based on the 3D failure theory the best perform for the Nosecap has been identified as 4-axis 15degree braided composite.

Studies of nonlinear absorption and aggregation in aqueous solutions of rhodamine 6G using a transient thermal lens technique

Dual-beam transient thermal lens studies were carried out in aqueous solutions of rhodamine 6G using 532 nm pulses from a frequency-doubled Nd:YAG laser. The analysis of the observed data showed that the thermal lens method can effectively be utilized to study the nonlinear absorption and aggregation which are taking place in a dye medium.