Electrochemical Control of the Time-Dependent Intensity Fluctuations in Surface-Enhanced Raman Scattering (SERS)

Time-dependent fluctuations in surface-enhanced Raman scattering (SERS) intensities were recorded from a roughened silver electrode immersed in diluted solutions of rhodamine 6G (R6G) and congo red (CR). These fluctuations were attributed to a small number of SERS-active molecules probing regions of extremely high electromagnetic field (hot spots) at the nanostructured surface. The time-dependent distribution of SERS intensities followed a tailed statistics at certain applied potentials, which has been linked to single-molecule dynamics. The shape of the distribution was reversibly tuned by the applied voltage. Mixtures of both dyes, R6G and CR, at low concentrations were also investigated. Since R6G is a cationic dye and CR is an anionic dye, the statistics of the SERS intensity distribution of either dye in a mixture were independently controlled by adjusting the applied potential. The potential-controlled distribution of SERS intensities was interpreted by considering the modulation of the surface coverage of the adsorbed dye by the interfacial electric field. This interpretation was supported by a two-dimensional Monte Carlo simulation that took into account the time evolution of the surface configuration of the adsorbed species and their probability to populate a hypothetical hot spot. The potential-controlled SERS dynamics reported here is a first step toward the spectroelectrochemical investigation of redox processes at the single-molecule level by SERS.

Time Evolution of the Activation Energy in a Batch Chemical Oscillator

The batch-operated bromate/phosphate/acetone/dual catalyst system was studied at four temperatures between 5 and 35 degrees C. The dynamics was simultaneously followed by potential measurements with platinum and bromide selective electrodes, and spectroscopically at two different wavelengths. By simultaneously recording these four time series it was possible to characterize the dynamics of the sequential oscillations that evolve in time. The existence of three sequential oscillatory patterns at each temperature allowed estimating the activation energies in each case. Along with the activation energy of the induction period, it was possible to trace the time evolution of the overall activation energy at four different stages as the reaction proceeds. The study was carried out for two different sets of initial concentrations and it was observed that the overall activation energy increases as reactants turn into products. This finding was propounded as a result of the decrease in the driving force, or the system`s affinity, of the catalytic oxidative bromination of acetone with acidic bromate, as the closed system evolves toward the thermodynamic equilibrium.

Stabilizing Nonstationary Electrochemical Time Series

Electrochemical systems are ideal working-horses for studying oscillatory dynamics. Experimentally obtained time series, however, are usually associated with a spontaneous drift in some uncontrollable parameter that triggers transitions among different oscillatory patterns, despite the fact that all controllable parameters are kept constant. Herein we present an empirical method to stabilize experimental potential time series. The method consists of applying a negative galvanodynamic sweep to compensate the spontaneous drift and was tested for the oscillatory electro-oxidation of methanol on platinum. For a wide range of applied currents, the base system presents spontaneous transitions from quasi-harmonic to mixed mode oscillations. Temporal patterns were stabilized by galvanodynamic sweeps at different rates. The procedure resulted in a considerable increase in the number of oscillatory cycles from 5 to 20 times, depending on the specific temporal pattern. The spontaneous drift has been associated with uncompensated oscillations, in which the coverage of some adsorbed species are not reestablished after one cycle; i.e., there is a net accumulation and/or depletion of adsorbed species during oscillations. We interpreted the rate of the galvanodynamic sweep in terms of the time scales of the poisoning processes that underlies the uncompensated oscillations and thus the spontaneous slow drift.

A Cost Model for the Effect of Setup Time Reduction in Stainless Steel Strip Production

Setup time reduction facilitate the flexibility needed for just-in-time production. An integrated steel mill with meltshop, continuous caster and hot rolling mill is often operated as decoupled processes. Setup time reduction provides the flexibility needed to reduce buffering, shorten lead times and create an integrated process flow. The interdependency of setup times, process flexibility and integration were analysed through system dynamics simulation. The results showed significant reductions of energy consumption and tied capital. It was concluded that setup time reduction in the hot strip mill can aid process integration and hence improve production economy while reducing environmental impact.

The Dynamics of The Firm : In Search for a General Model

This paper describe a model from system theory that can be used as a base for better understanding of different situations in the firms evolution. This change model is derived from the theory of organic systems and divides the evolution of the system into higher complexity of the system structure in three distinctive phases. These phases are a formative phase, a normative phase and an integrative phase. After a summary of different types of models of the dynamics of the firm the paper makes a theoretical presentation of the model and how this model is adaptable for better understanding of the need for change in strategic orientation, organization form and leadership style over time.

Essays on firm dynamics in the Swedish wholesale trade sector

This thesis consists of a summary and five self-contained papers addressing dynamics of firms in the Swedish wholesale trade sector. Paper [1] focuses upon determinants of new firm formation in the Swedish wholesale trade sector, using two definitions of firms’ relevant markets, markets defined as administrative areas, and markets based on a cost minimizing behavior of retailers. The paper shows that new entering firms tend to avoid regions with already high concentration of other firms in the same branch of wholesaling, while right-of-the-center local government and quality of the infrastructure have positive impacts upon entry of new firms. The signs of the estimated coefficients remain the same regardless which definition of relevant market is used, while the size of the coefficients is generally higher once relevant markets delineated on the cost-minimizing assumption of retailers are used. Paper [2] analyses determinant of firm relocation, distinguishing between the role of the factors in in-migration municipalities and out-migration municipalities. The results of the analysis indicate that firm-specific factors, such as profits, age and size of the firm are negatively related to the firm’s decision to relocate. Furthermore, firms seems to be avoiding municipalities with already high concentration of firms operating in the same industrial branch of wholesaling and also to be more reluctant to leave municipalities governed by right-of-the- center parties. Lastly, firms seem to avoid moving to municipalities characterized with high population density. Paper [3] addresses determinants of firm growth, adopting OLS and a quantile regression technique. The results of this paper indicate that very little of the firm growth can be explained by the firm-, industry- and region-specific factors, controlled for in the estimated models. Instead, the firm growth seems to be driven by internal characteristics of firms, factors difficult to capture in conventional statistics. This result supports Penrose’s (1959) suggestion that internal resources such as firm culture, brand loyalty, entrepreneurial skills, and so on, are important determinants of firm growth rates. Paper [4] formulates a forecasting model for firm entry into local markets and tests this model using data from the Swedish wholesale industry. The empirical analysis is based on directly estimating the profit function of wholesale firms and identification of low- and high-return local markets. The results indicate that 19 of 30 estimated models have more net entry in high-return municipalities, but the estimated parameters is only statistically significant at conventional level in one of our estimated models, and then with unexpected negative sign. Paper [5] studies effects of firm relocation on firm profits of relocating firms, employing a difference-in-difference propensity score matching. Using propensity score matching, the pre-relocalization differences between relocating and non-relocating firms are balanced, while the difference-in-difference estimator controls for all time-invariant unobserved heterogeneity among firms. The results suggest that firms that relocate increase their profits significantly, in comparison to what the profits would be had the firms not relocated. This effect is estimated to vary between 3 to 11 percentage points, depending on the length of the analyzed period. 

Temperature Dynamics Investigation At Small And Shallow Lakes Using Hydrodynamic Model

A three-dimensional time-dependent hydrodynamic and heat transport model of Lake Binaba, a shallow and small dam reservoir in Ghana, emphasizing the simulation of dynamics and thermal structure has been developed. Most numerical studies of temperature dynamics in reservoirs are based on one- or two-dimensional models. These models are not applicable for reservoirs characterized with complex flow pattern and unsteady heat exchange between the atmosphere and water surface. Continuity, momentum and temperature transport equations have been solved. Proper assignment of boundary conditions, especially surface heat fluxes, has been found crucial in simulating the lake’s hydrothermal dynamics. This model is based on the Reynolds Average Navier-Stokes equations, using a Boussinesq approach, with a standard k − ε turbulence closure to solve the flow field. The thermal model includes a heat source term, which takes into account the short wave radiation and also heat convection at the free surface, which is function of air temperatures, wind velocity and stability conditions of atmospheric boundary layer over the water surface. The governing equations of the model have been solved by OpenFOAM; an open source, freely available CFD toolbox. As its core, OpenFOAM has a set of efficient C++ modules that are used to build solvers. It uses collocated, polyhedral numerics that can be applied on unstructured meshes and can be easily extended to run in parallel. A new solver has been developed to solve the hydrothermal model of lake. The simulated temperature was compared against a 15 days field data set. Simulated and measured temperature profiles in the probe locations show reasonable agreement. The model might be able to compute total heat storage of water bodies to estimate evaporation from water surface.

A study on time-varying quantile and its applications

This Thesis is the result of my Master Degree studies at the Graduate School of Economics, Getúlio Vargas Foundation, from January 2004 to August 2006. am indebted to my Thesis Advisor, Professor Luiz Renato Lima, who introduced me to the Econometrics' world. In this Thesis, we study time-varying quantile process and we develop two applications, which are presented here as Part and Part II. Each of these parts was transformed in paper. Both papers were submitted. Part shows that asymmetric persistence induces ARCH effects, but the LMARCH test has power against it. On the other hand, the test for asymmetric dynamics proposed by Koenker and Xiao (2004) has correct size under the presence of ARCH errors. These results suggest that the LM-ARCH and the Koenker-Xiao tests may be used in applied research as complementary tools. In the Part II, we compare four different Value-at-Risk (VaR) methodologies through Monte Cario experiments. Our results indicate that the method based on quantile regression with ARCH effect dominates other methods that require distributional assumption. In particular, we show that the non-robust method ologies have higher probability to predict VaRs with too many violations. We illustrate our findings with an empirical exercise in which we estimate VaR for returns of São Paulo stock exchange index, IBOVESPA, during periods of market turmoil. Our results indicate that the robust method based on quantile regression presents the least number of violations.

A time-varying markov-switching model for economic growth

This paper investigates economic growth’s pattern of variation across and within countries using a Time-Varying Transition Matrix Markov-Switching Approach. The model developed follows the approach of Pritchett (2003) and explains the dynamics of growth based on a collection of different states, each of which has a sub-model and a growth pattern, by which countries oscillate over time. The transition matrix among the different states varies over time, depending on the conditioning variables of each country, with a linear dynamic for each state. We develop a generalization of the Diebold’s EM Algorithm and estimate an example model in a panel with a transition matrix conditioned on the quality of the institutions and the level of investment. We found three states of growth: stable growth, miraculous growth, and stagnation. The results show that the quality of the institutions is an important determinant of long-term growth, whereas the level of investment has varying roles in that it contributes positively in countries with high-quality institutions but is of little relevance in countries with medium- or poor-quality institutions.

Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions

This paper has two original contributions. First, we show that the present value model (PVM hereafter), which has a wide application in macroeconomics and fi nance, entails common cyclical feature restrictions in the dynamics of the vector error-correction representation (Vahid and Engle, 1993); something that has been already investigated in that VECM context by Johansen and Swensen (1999, 2011) but has not been discussed before with this new emphasis. We also provide the present value reduced rank constraints to be tested within the log-linear model. Our second contribution relates to forecasting time series that are subject to those long and short-run reduced rank restrictions. The reason why appropriate common cyclical feature restrictions might improve forecasting is because it finds natural exclusion restrictions preventing the estimation of useless parameters, which would otherwise contribute to the increase of forecast variance with no expected reduction in bias. We applied the techniques discussed in this paper to data known to be subject to present value restrictions, i.e. the online series maintained and up-dated by Shiller. We focus on three different data sets. The fi rst includes the levels of interest rates with long and short maturities, the second includes the level of real price and dividend for the S&P composite index, and the third includes the logarithmic transformation of prices and dividends. Our exhaustive investigation of several different multivariate models reveals that better forecasts can be achieved when restrictions are applied to them. Moreover, imposing short-run restrictions produce forecast winners 70% of the time for target variables of PVMs and 63.33% of the time when all variables in the system are considered.

Earnings dynamics and inequality in Venezuela: 1995-1997

In this paper, we decompose the variance of logarithmic monthly earnings of prime age males into its permanent and transitory components, using a five-wave rotating panel from the Venezuelan “Encuesta de Hogares por Muestreo” from 1995 to 1997. As far as we know, this is the first time a variance components model is estimated for a developing country. We test several specifications and find that an error component model with individual random effects and first order serially correlated errors fits the data well. In the simplest model, around 22% of earnings variance is explained by the variance of permanent component, 77% by purely stochastic variation and the remaining 1% by serial correlation. These results contrast with studies from industrial countries where the permanent component is predominant. The permanent component is usually interpreted as the results of productivity characteristics of individuals whereas the transitory component is due to stochastic perturbations such as job and/or price instability, among others. Our findings may be due to the timing of the panel when occurred precisely during macroeconomic turmoil resulting from a severe financial crisis. The findings suggest that earnings instability is an important source of inequality in a region characterized by high inequality and macroeconomic instability.

Wealth composition, endogenous fertility and the dynamics of income inequality

This paper analyzes how differences in the composition of wealth between human and physical capital among families affect fertility choices. These in tum influence the dynamics of wealth and income inequality across generations through a tradeoffbetween quantity and quality of children. Wealth composition affects fertility because physical capital has only a wealth effect on number of children, whereas human capital increases the time cost of child-rearing in addition to the wealth effect. I construct a model combining endogenous fertility with borrowing constraints in human capital investments, in which weaIth composition is determined endogenously. The model is calibrated to the PNAD, a Brazilian household survey, and the main findings of the paper can be summarized as follows. First, the model implies that the crosssection relationship between fertility and wealth typically displays a U-shaped pattem, reflecting differences in wealth composition between poor and rich families. Also, the quantity-quality tradeoff implies a concave cross-section relationship between investments per child and wealth. Second, as the economy develops and families overcome their bOlTowing constraints, the negative effect of weaIth on fertility becomes smaller, and persistence of inequality declines accordingly. The empirical evidence presented in this paper is consistent with both implications .

New business dynamics and agressiveness between competitors

Pesquisas recentes tem se concentrado em analisar se as vantagens competitivas podem ser sustentáveis em um contexto hipercompetitivo. Literatura existente que tem analisado economias emergentes descobriu que o desenvolvimento do contexto institucional contribui para a criação de condições hipercompetitivas. Reconhecendo a importância dessas pesquisas no campo da gestão estratégica, mas ao invés de concentrar a atenção em países emergentes, este trabalho considera crucial ter um espectro mais amplo como objeto de estudo com países que diferem em suas características. Nesta pesquisa foi usada uma metodologia diferente dos estudos que foram tomados como referência para o trabalho, como a feita por Hermelo e Vassolo (2010) que centraram a sua atenção nos países em desenvolvimento analisando o efeito das instituições e os ambientes hipercompetitivos na sustentabilidade das vantagens competitivas. As pesquisas anteriores foram complementadas incluindo dados de empresas em países em desenvolvimento e desenvolvidos, isto para determinar a diferença de desempenho econômico superior persistente ao longo do tempo entre eles com a ideia de mostrar como o meio ambiente não é apenas um fator-chave, mas também um componente principal no desenvolvimento de vantagens competitivas. Usando o test Kolmogorov Smirnov e o Propensity Score Matching para reduzir viés, as questões de vantagem competitiva sustentável e os efeitos do contexto institucional foram analisados, tomando cuidado com a comparação uma vez que as suas diferenças podem trazer resultados incorretos. Os resultados empíricos sustentam a tese de que há uma diferença significativa no desempenho econômico superior e sua sustentabilidade entre as empresas em países com essas diferenças. Considerando-se que o foco de estudo está nas instituições e reconhecendo a importância que elas têm na sociedade e crescimento econômico, estudá-las pode nos ajudar a determinar como o desempenho economico superior e o desempenho economico superior persistente poderiam ser alcançados com a estabilidade das instituições e fatores macroeconômicos favoráveis. Uma contribuição importante deste trabalho é que ele usa outras teorias relacionadas com as vantagens competitivas e as relaciona com o entorno macroeconomico e institucional com o proposito de comparar países com realidades muito diferentes através de testes estatísticos que dão uma resposta à hipótese formulada.

Labor earnings dynamics in post-stabilization Brazil

This paper analyzes both the levels and evolution of wage inequality in the Brazilian formal labor market using administrative data from the Brazilian Ministry of Labor (RAIS) from 1994 to 2009. After the covariance structure of the log of real weekly wages is estimated and the variance of the log of real weekly wages is decomposed into its permanent and transitory components, we verify that nearly 60% of the inequality within age and education groups is explained by the permanent component, i.e., by time-invariant individual productive characteristics. During this period, wage inequality decreased by 29%. In the rst years immediately after the macroeconomic stabilization (1994