1000 resultados para ANALISIS DE SERIES DE TIEMPO - MODELOS ECONOMETRICOS


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La creixent utilització de sistemes de comunicacions mòbils ha impulsat la demanda de filtres passabanda miniaturitzats d'elevades prestacions operant en el rang de freqüències de microones. Els Film Bulk Acoustic Resonators (FBAR) estan esdevenint la principal alternativa als filtres basats en ressonadors Surface Acoustic Wave (SAW) o als basats en ressonadors ceràmics. Els Stacked Crystal Filters (SCF) i els Coupled Resonator Filters (CRF) són configuracions FBAR que permeten assolir una excel·lent atenuació en la banda de refús. Aquest treball presenta un innovador circuit equivalent elèctric que modela el CRF. Llavors, es desenvolupa una metodologia de síntesi de filtres per al SCF i per al CRF utilitzant els seus circuits equivalents elèctrics. La metodologia de disseny presentada permet obtenir les dimensions de l'estructura del filtre acústic partint de les especificacions del filtre i de les restriccions pròpies de la tecnologia. S'han implementat diferents respostes de Chebyshev per a sistemes de comunicacions reals per tal de validar el procediment de disseny dels filtres obtenint els resultats esperats.

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This paper provides evidence on the sources of co-movement in monthly US and UK stock price movements by investigating the role of macroeconomic and financial variables in a bivariate system with time-varying conditional correlations. Crosscountry communality in response is uncovered, with changes in the US Federal Funds rate, UK bond yields and oil prices having similar negative effects in both markets. Other variables also play a role, especially for the UK market. These effects do not, however, explain the marked increase in cross-market correlations observed from around 2000, which we attribute to time variation in the correlations of shocks to these markets. A regime-switching smooth transition model captures this time variation well and shows the correlations increase dramatically around 1999-2000. JEL classifications: C32, C51, G15 Keywords: international stock returns, DCC-GARCH model, smooth transition conditional correlation GARCH model, model evaluation.

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BACKGROUND: Type 1 pseudohypoaldosteronism (PHA1) is a salt-wasting syndrome caused by mineralocorticoid resistance. Autosomal recessive and dominant hereditary forms are caused by Epithelial Na Channel and Mineralocorticoid Receptor mutation respectively, while secondary PHA1 is usually associated with urological problems. METHODS: Ten patients were studied in four French pediatric units in order to characterize PHA1 spectrum in infants. Patients were selected by chart review. Genetic, clinical and biochemistry data were collected and analyzed. RESULTS: Autosomal recessive PHA1 (n = 3) was diagnosed at 6 and 7 days of life in three patients presenting with severe hyperkalaemia and weight loss. After 8 months, 3 and 5 years on follow-up, neurological development and longitudinal growth was normal with high sodium supplementation. Autosomal dominant PHA1 (n = 4) was revealed at 15, 19, 22 and 30 days of life because of failure to thrive. At 8 months, 3 and 21 years of age, longitudinal growth was normal in three patients who were given salt supplementation; no significant catch-up growth was obtained in the last patient at 20 months of age. Secondary PHA1 (n = 3) was diagnosed at 11, 26 days and 5 months of life concomitantly with acute pyelonephritis in three children with either renal hypoplasia, urinary duplication or bilateral megaureter. The outcome was favourable and salt supplementation was discontinued after 3, 11 and 13 months. CONCLUSIONS: PHA1 should be suspected in case of severe hyperkalemia and weight loss in infants and need careful management. Pathogenesis of secondary PHA1 is still challenging and further studies are mandatory to highlight the link between infection, developing urinary tract and pseudohypoaldosteronism.

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Geographical isolation and polyploidization are central concepts in plant evolution. The hierarchical organization of archipelagos in this study provides a framework for testing the evolutionary consequences for polyploid taxa and populations occurring in isolation. Using amplified fragment length polymorphism and simple sequence repeat markers, we determined the genetic diversity and differentiation patterns at three levels of geographical isolation in Olea europaea: mainland-archipelagos, islands within an archipelago, and populations within an island. At the subspecies scale, the hexaploid ssp. maroccana (southwest Morocco) exhibited higher genetic diversity than the insular counterparts. In contrast, the tetraploid ssp. cerasiformis (Madeira) displayed values similar to those obtained for the diploid ssp. guanchica (Canary Islands). Geographical isolation was associated with a high genetic differentiation at this scale. In the Canarian archipelago, the stepping-stone model of differentiation suggested in a previous study was partially supported. Within the western lineage, an east-to-west differentiation pattern was confirmed. Conversely, the easternmost populations were more related to the mainland ssp. europaea than to the western guanchica lineage. Genetic diversity across the Canarian archipelago was significantly correlated with the date of the last volcanic activity in the area/island where each population occurs. At the island scale, this pattern was not confirmed in older islands (Tenerife and Madeira), where populations were genetically homogeneous. In contrast, founder effects resulted in low genetic diversity and marked genetic differentiation among populations of the youngest island, La Palma.

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SUMMARY: Coil displacement during endovascular coiling procedures may require coil retrieval in the context of flow limitation or thromboembolic risk. No standard recommended method of coil retrieval exists. We present a consecutive series of 14 patients with displaced coil during aneurysm coiling in whom the complication was effectively managed with the use of a stent retriever system. Two illustrative cases from the 14 are described, and technical notes are detailed regarding use of the technique. The use of stent retrievers presents a simple, safe, and effective choice for removal of prolapsed coils during aneurysm coiling.

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This paper compares the forecasting performance of different models which have been proposed for forecasting in the presence of structural breaks. These models differ in their treatment of the break process, the parameters defining the model which applies in each regime and the out-of-sample probability of a break occurring. In an extensive empirical evaluation involving many important macroeconomic time series, we demonstrate the presence of structural breaks and their importance for forecasting in the vast majority of cases. However, we find no single forecasting model consistently works best in the presence of structural breaks. In many cases, the formal modeling of the break process is important in achieving good forecast performance. However, there are also many cases where simple, rolling OLS forecasts perform well.

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This paper compares the forecasting performance of different models which have been proposed for forecasting in the presence of structural breaks. These models differ in their treatment of the break process, the parameters defining the model which applies in each regime and the out-of-sample probability of a break occurring. In an extensive empirical evaluation involving many important macroeconomic time series, we demonstrate the presence of structural breaks and their importance for forecasting in the vast majority of cases. However, we find no single forecasting model consistently works best in the presence of structural breaks. In many cases, the formal modeling of the break process is important in achieving good forecast performance. However, there are also many cases where simple, rolling OLS forecasts perform well.

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The paper aims to examine the empirical relationship between trade openness and economic growth of India for the time period 1970-2010. Trade openness is a multi-dimensional concept and hence measures of both trade barriers and trade volumes have been used as proxies for openness. The estimation results from Vector Autoregressive method suggest that growth in trade volumes accelerate economic growth in case of India. We do not find any evidence from our analysis that trade barriers lower growth.

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Attempting to review the species of sandflies in the series oswaldoi of the subgenus Helcocyrtomyia, we examined 7650 specimens collected in different Brazilian regions during 35 years and deposited in the collection of the Centro de Pesquisas René Rachou, FIOCRUZ, Belo Horizonte, MG. As main results of this study new species of Helcocyrtomyia were described (Lutzomya pusilla and Lutzomya capixaba), in addition to the females of Lutzomyia ferreirana and Lutzomyia peresi; which had been described only by the males. The geographic distribution of the material examined is also presented.

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I construct "homogeneous" series of GVA at current and constant prices, employment and population for the Spain and its regions covering the period 1955-2007. The series are obtained by linking the Regional Accounts of the National Statistical Institute with the series constructed by Julio Alcaide and his team for the BBVA Foundation. The "switching point" at which this last source stops being used as a reference to construct the linked series is determined using a procedure that allows me to estimate which of the two competing series would produce an estimator with the lowest MSE when it is used as dependent variable in a regression on an arbitrary independent variable. To the extent that it is possible, the difference between the two series found at the point of linkage is distributed between the initial levels of the older series and its subsequent growth using external estimates of the relevant variables at the beginning of the sample period.

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This note develops a flexible methodology for splicing economic time series that avoids the extreme assumptions implicit in the procedures most commonly used in the literature. It allows the user to split the required correction to the older of the series being linked between its levels and growth rates on the basis what he knows or conjectures about the persistence of the factors that account for the discrepancy between the two series that emerges at their linking point. The time profile of the correction is derived from the assumption that the error in the older series reflects the inadequate coverage of emerging sectors or activities that grow faster than the aggregate.

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Continuing to review the subgenus Helcocyrtomyia (Diptera, Psychodidae, Phlebotomiane) some specimens of sandflies from the vexator series were examined. Taxonomic remarks, geographic distribution and drawings of those species are presented.