Algunes reflexions sobre la construcció d'indicadors indirectes pel seguiment de l'activitat industrial regional

En un gran nombre d'economies, l'evolució de la producció industrial s'analitza a partir de la informació sobre el Producte Industrial Brut i/o el Valor Afegit Brut que proporcionen les Comptabilitats Nacionals. A Espanya, la utilització d'aquestes dades presenta el problema que no estan disponibles tan ràpidament com seria desitjable. En conseqüència, no és possible realitzar un seguiment a curt termini de l'activitat industrial a partir dels mateixos. Per a solucionar aquest problema, l'Institut Nacional d'Estadística elabora un Índex de Producció Industrial mensual a partir de la informació obtinguda a través d'una enquesta dirigida a una mostra representativa de les empreses espanyoles. No obstant això, a nivell regional, les dificultats per a realitzar un seguiment de l'activitat industrial són majors a causa de l'escassesa d'informació estadística. Durant els últims anys, diferents institucions públiques i privades han començat a elaborar indicadors d'activitat per a algunes regions espanyoles, encara que a partir de metodologies no homogènies, de manera que aquests índexs no són directament comparables. Per a corregir aquesta situació, en diferents fòrums s'ha proposat emprar la metodologia utilitzada per l'Institut d'Estadística de Catalunya (IEC) per a la comunitat catalana com alternativa per a aquelles comunitats espanyoles que no disposen d'un indicador de l'activitat industrial, atès que per a Catalunya resulta una metodologia adequada. En aquest treball s'estudia la idoneïtat d'estendre aquesta metodologia a la resta de regions espanyoles. Per a això, es construeixen uns indicadors d'acord amb la metodologia del IEC i es comparen amb els índexs regionals obtinguts per mètodes directes per a tres de les quatre regions que existeixen: Andalusia, Astúries i Euskadi

Efectos regionales de la política monetaria : implicaciones para los países de la zona euro

De acuerdo con la teoría de las áreas monetàrias óptimas,los shocks asimétricos tienen un papel fundamental en la determinación de los beneficios y los costes derivados del establecimiento de una área monetaria. En este sentido, diferentes estudios recientes señalan una importante reducción del grado de asimetría de los shocks en términos reales a lo largo de los últimos años entre los países europeos como consecuencia de la mayor coordinación de las políticas económicas y de la aproximación de las estructuras productivas. De todas maneras, una de las cuestiones clave en el nuevo entorno económico, y que no ha sido demasiado considerada a la literatura reciente, es el posible papel desestabilitzador de la política monetaria común como consecuencia de las diferencias en los mecanismos de transmisión de la política monetaria en los distintos países y regiones de la Zona Euro. En este trabajo se considera la mencionada cuestión desde un punto de vista teórico y se analiza empíricamente la existencia de diferencias regionales en los efectos de la política monetaria llevada a término en España a lo largo de los últimos años con la finalidad d identificar los principales determinantes de esta asimetría en el ámbito europeo

On the efficiency of recursive evaluations with applications to risk theory

On the efficiency of recursive evaluations with applications to risk theoryCette thèse est composée de trois essais qui portent sur l'efficacité des évaluations récursives de la distribution du montant total des sinistres d'un portefeuille de polices d'assurance au cours d'un période donnée. Le calcul de sa fonction de probabilité ou de quantités liées à cette distribution apparaît fréquemment dans la plupart des domaines de la pratique actuarielle.C'est le cas notamment pour le calcul du capital de solvabilité en Suisse ou pour modéliser la perte d'une assurance vie au cours d'une année. Le principal problème des évaluations récursives est que la propagation des erreurs provenant de la représentation des nombres réels par l'ordinateur peut être désastreuse. Mais, le gain de temps qu'elles procurent en réduisant le nombre d'opérations arithmétiques est substantiel par rapport à d'autres méthodes.Dans le premier essai, nous utilisons certaines propriétés d'un outil informatique performant afin d'optimiser le temps de calcul tout en garantissant une certaine qualité dans les résultats par rapport à la propagation de ces erreurs au cours de l'évaluation.Dans le second essai, nous dérivons des expressions exactes et des bornes pour les erreurs qui se produisent dans les fonctions de distribution cumulatives d'un ordre donné lorsque celles-ci sont évaluées récursivement à partir d'une approximation de la transformée de De Pril associée. Ces fonctions cumulatives permettent de calculer directement certaines quantités essentielles comme les primes stop-loss.Finalement, dans le troisième essai, nous étudions la stabilité des évaluations récursives de ces fonctions cumulatives par rapport à la propagation des erreurs citées ci-dessus et déterminons la précision nécessaire dans la représentation des nombres réels afin de garantir des résultats satisfaisants. Cette précision dépend en grande partie de la transformée de De Pril associée.

Ab initio study of NOx compounds adsorption on SnO2 surface

An ab initio study of the adsorption processes on NOx compounds on (1 1 0) SnO2 surface is presented with the aim of providing theoretical hints for the development of improved NOx gas sensors. From first principles calculations (DFT¿GGA approximation), the most relevant NO and NO2 adsorption processes are analyzed by means of the estimation of their adsorption energies. The resulting values and the developed model are also corroborated with experimental desorption temperatures for NO and NO2, allowing us to explain the temperature-programmed desorption experiments. The interference of the SO2 poisoning agent on the studied processes is discussed and the adsorption site blocking consequences on sensing response are analyzed.

Size dependence of refractive index of Si nanoclusters embedded in SiO2

he complex refractive index of SiO2 layers containing Si nanoclusters (Si-nc) has been measured by spectroscopic ellipsometry in the range from 1.5 to 5.0 eV. It has been correlated with the amount of Si excess accurately measured by x-ray photoelectron spectroscopy and the nanocluster size determined by energy-filtered transmission electron microscopy. The Si-nc embedded in SiO2 have been produced by a fourfold Si+ ion implantation, providing uniform Si excess aimed at a reliable ellipsometric modeling. The complex refractive index of the Si-nc phase has been calculated by the application of the Bruggeman effective-medium approximation to the composite media. The characteristic resonances of the refractive index and extinction coefficient of bulk Si vanish out in Si-nc. In agreement with theoretical simulations, a significant reduction of the refractive index of Si-nc is observed, in comparison with bulk and amorphous silicon. The knowledge of the optical properties of these composite layers is crucial for the realization of Si-based waveguides and light-emitting devices.

Size effects in the magneto-optical response of Co nanoparticles

A study of the magneto-optical (MO) spectral response of Co nanoparticles embedded in MgO as a function of their size and concentration in the spectral range from 1.4 to 4.3 eV is presented. The nanoparticle layers were obtained by sputtering at different deposition temperatures. Transmission electron microscopy measurements show that the nanoparticles have a complex structure which consists of a crystalline core having a hexagonal close-packed structure and an amorphous crust. Using an effective-medium approximation we have obtained the MO constants of the Co nanoparticles. These MO constants are different from those of continuous Co layers and depend on the size of the crystalline core. We associate these changes with the size effect of the intraband contribution to the MO constants, related to a reduction of the relaxation time of the electrons into the nanoparticles.

A time-domain method for the analysis of thermal impedance response preserving the convolution form

The study of the thermal behavior of complex packages as multichip modules (MCM¿s) is usually carried out by measuring the so-called thermal impedance response, that is: the transient temperature after a power step. From the analysis of this signal, the thermal frequency response can be estimated, and consequently, compact thermal models may be extracted. We present a method to obtain an estimate of the time constant distribution underlying the observed transient. The method is based on an iterative deconvolution that produces an approximation to the time constant spectrum while preserving a convenient convolution form. This method is applied to the obtained thermal response of a microstructure as analyzed by finite element method as well as to the measured thermal response of a transistor array integrated circuit (IC) in a SMD package.

Efectos regionales de la política monetaria : implicaciones para los países de la zona euro

De acuerdo con la teoría de las áreas monetàrias óptimas,los shocks asimétricos tienen un papel fundamental en la determinación de los beneficios y los costes derivados del establecimiento de una área monetaria. En este sentido, diferentes estudios recientes señalan una importante reducción del grado de asimetría de los shocks en términos reales a lo largo de los últimos años entre los países europeos como consecuencia de la mayor coordinación de las políticas económicas y de la aproximación de las estructuras productivas. De todas maneras, una de las cuestiones clave en el nuevo entorno económico, y que no ha sido demasiado considerada a la literatura reciente, es el posible papel desestabilitzador de la política monetaria común como consecuencia de las diferencias en los mecanismos de transmisión de la política monetaria en los distintos países y regiones de la Zona Euro. En este trabajo se considera la mencionada cuestión desde un punto de vista teórico y se analiza empíricamente la existencia de diferencias regionales en los efectos de la política monetaria llevada a término en España a lo largo de los últimos años con la finalidad d identificar los principales determinantes de esta asimetría en el ámbito europeo

Ruin Theory with Excess of Loss Reinsurance and Reinstatements

The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.

A territorial model of commuting in Catalonia, 1986-1996

Commuting consists in the fact that an important fraction of workers in developed countries do not reside close to their workplaces but at long distances from them, so they have to travel to their jobs and then back home daily. Although most workers hold a job in the same municipality where they live or in a neighbouring one, an important fraction of workers face long daily trips to get to their workplace and then back home.Even if we divide Catalonia (Spain) in small aggregations of municipalities, trying to make them as close to local labour markets as possible, we will find out that some of them have a positive commuting balance, attracting many workers from other areas and providing local jobs for almost all their resident workers. On the other side, other zones seem to be mostly residential, so an important fraction of their resident workers hold jobs in different local labour markets. Which variables influence an area¿s role as an attraction pole or a residential zone? In previous papers (Artís et al, 1998a, 2000; Romaní, 1999) we have brought out the main individual variables that influence commuting by analysing a sample of Catalan workers and their commuting decisions. In this paper we perform an analysis of the territorial variables that influence commuting, using data for aggregate commuting flows in Catalonia from the 1991 and 1996 Spanish Population Censuses.These variables influence commuting in two different ways: a zone with a dense, welldeveloped economical structure will have a high density of jobs. Work demand cannot be fulfilled with resident workers, so it spills over local boundaries. On the other side, this economical activity has a series of side-effects like pollution, congestion or high land prices which make these areas less desirable to live in. Workers who can afford it may prefer to live in less populated, less congested zones, where they can find cheaper land, larger homes and a better quality of life. The penalty of this decision is an increased commuting time. Our aim in this paper is to highlight the influence of local economical structure and amenities endowment in the workplace-residence location decision. A place-to-place logit commuting models is estimated for 1991 and 1996 in order to find the economical and amenities variables with higher influence in commuting decisions. From these models, we can outline a first approximation to the evolution of these variables in the 1986-1996 period. Data have been obtained from aggregate flow travel-matrix from the 1986, 1991 and 1996 Spanish Population Censuses

Algunes reflexions sobre la construcció d'indicadors indirectes pel seguiment de l'activitat industrial regional

En un gran nombre d'economies, l'evolució de la producció industrial s'analitza a partir de la informació sobre el Producte Industrial Brut i/o el Valor Afegit Brut que proporcionen les Comptabilitats Nacionals. A Espanya, la utilització d'aquestes dades presenta el problema que no estan disponibles tan ràpidament com seria desitjable. En conseqüència, no és possible realitzar un seguiment a curt termini de l'activitat industrial a partir dels mateixos. Per a solucionar aquest problema, l'Institut Nacional d'Estadística elabora un Índex de Producció Industrial mensual a partir de la informació obtinguda a través d'una enquesta dirigida a una mostra representativa de les empreses espanyoles. No obstant això, a nivell regional, les dificultats per a realitzar un seguiment de l'activitat industrial són majors a causa de l'escassesa d'informació estadística. Durant els últims anys, diferents institucions públiques i privades han començat a elaborar indicadors d'activitat per a algunes regions espanyoles, encara que a partir de metodologies no homogènies, de manera que aquests índexs no són directament comparables. Per a corregir aquesta situació, en diferents fòrums s'ha proposat emprar la metodologia utilitzada per l'Institut d'Estadística de Catalunya (IEC) per a la comunitat catalana com alternativa per a aquelles comunitats espanyoles que no disposen d'un indicador de l'activitat industrial, atès que per a Catalunya resulta una metodologia adequada. En aquest treball s'estudia la idoneïtat d'estendre aquesta metodologia a la resta de regions espanyoles. Per a això, es construeixen uns indicadors d'acord amb la metodologia del IEC i es comparen amb els índexs regionals obtinguts per mètodes directes per a tres de les quatre regions que existeixen: Andalusia, Astúries i Euskadi

On the consequences of misspecifing assumptions concerning residuals distribution in a repeated measures and nonlinear mixed modelling context

In this paper we describe the results of a simulation study performed to elucidate the robustness of the Lindstrom and Bates (1990) approximation method under non-normality of the residuals, under different situations. Concerning the fixed effects, the observed coverage probabilities and the true bias and mean square error values, show that some aspects of this inferential approach are not completely reliable. When the true distribution of the residuals is asymmetrical, the true coverage is markedly lower than the nominal one. The best results are obtained for the skew normal distribution, and not for the normal distribution. On the other hand, the results are partially reversed concerning the random effects. Soybean genotypes data are used to illustrate the methods and to motivate the simulation scenarios

Bulk-plasmon dispersion relations in metals

Using an extended-random-phase-approximation sum-rule technique, we have investigated the bulk-plasmon dispersion relation, incorporating in a simple way exchange and correlation effects within the jellium model. The results obtained are compared with recent experimental findings. The key role played by exchange and correlation effects in improving the agreement between theory and experiment is stressed. The static polarizability has also been calculated as a function of q. The formulas can be easily modified to incorporate band-structure effects (through an intraband electron effective mass) and core-polarization effects (through a static dielectric constant).

Static dipole polarizability of alkali-metal clusters: Electronic exchange and correlation effects

Nonlocal approximations for the electronic exchange and correlation effects are used to compute, within density-functional theory, the polarizability and surface-plasma frequencies of small jelliumlike alkali-metal clusters. The results are compared with those obtained using the local-density approximation and with available experimental data, showing the relevance of these effects in obtaining an accurate description of the surface response of metallic clusters.

Multipole surface-plasmon modes on simple metals

The average multipole surface-plasmon energy for simple metals, as well as that of ordinary surface and bulk plasmons, is obtained using energy-weighted moments of the electronic response to sufficiently general external perturbations. A local approximation of exchange and correlation effects is used within a jellium model. Band-structure effects are incorporated through an effective electronic mass. Taking advantage of the transparency of the method, we analyze under what circumstances such modes might be observable. It is shown that due to an interplay between Coulomb and kinetic energies, the multipole modes become unobservable for increasing values of the transferred momentum (q) parallel to the surface. The value of q at which the multipole mode becomes unobservable is much smaller than the cutoff value for Landau damping. The effect of the electronic surface diffuseness is also analyzed. We compare our results with previous density-functional calculations and with recent experimental data for Na, K, and Cs.