Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium

In this paper, we examine exchange rates in Vietnam’s transitional economy. Evidence of long-run equilibrium are established in most cases through a single co-integrating vector among endogenous variables that determine the real exchange rates. This supports relative PPP in which ECT of the system can be combined linearly into a stationary process, reducing deviation from PPP in the long run. Restricted coefficient vectors ß’ = (1, 1, -1) for real exchange rates of currencies in question are not rejected. This empirics of relative PPP adds to found evidences by many researchers, including Flre et al. (1999), Lee (1999), Johnson (1990), Culver and Papell (1999), Cuddington and Liang (2001). Instead of testing for different time series on a common base currency, we use different base currencies (USD, GBP, JPY and EUR). By doing so we want to know the whether theory may posit significant differences against one currency? We have found consensus, given inevitable technical differences, even with smallerdata sample for EUR. Speeds of convergence to PPP and adjustment are faster compared to results from other researches for developed economies, using both observed and bootstrapped HL measures. Perhaps, a better explanation is the adjustment from hyperinflation period, after which the theory indicates that adjusting process actually accelerates. We observe that deviation appears to have been large in early stages of the reform, mostly overvaluation. Over time, its correction took place leading significant deviations to gradually disappear.

R Markdown: Integrating A Reproducible Analysis Tool into Introductory Statistics

Nolan and Temple Lang argue that “the ability to express statistical computations is an es- sential skill.” A key related capacity is the ability to conduct and present data analysis in a way that another person can understand and replicate. The copy-and-paste workflow that is an artifact of antiquated user-interface design makes reproducibility of statistical analysis more difficult, especially as data become increasingly complex and statistical methods become increasingly sophisticated. R Markdown is a new technology that makes creating fully-reproducible statistical analysis simple and painless. It provides a solution suitable not only for cutting edge research, but also for use in an introductory statistics course. We present experiential and statistical evidence that R Markdown can be used effectively in introductory statistics courses, and discuss its role in the rapidly-changing world of statistical computation.

Stochastic switching in infinite dimensions with applications to random parabolic PDE

© 2015 Society for Industrial and Applied Mathematics.We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution. Applying these general results to the heat equation with randomly switching boundary conditions, we find explicit formulae for various statistics of the solution and obtain almost sure results about its regularity and structure. These results are of particular interest for biological applications as well as for their significant departure from behavior seen in PDEs forced by disparate Gaussian noise. Our general results also have applications to other types of stochastic hybrid systems, such as ODEs with randomly switching right-hand sides.

Universal Quake Statistics: From Compressed Nanocrystals to Earthquakes.

Slowly-compressed single crystals, bulk metallic glasses (BMGs), rocks, granular materials, and the earth all deform via intermittent slips or "quakes". We find that although these systems span 12 decades in length scale, they all show the same scaling behavior for their slip size distributions and other statistical properties. Remarkably, the size distributions follow the same power law multiplied with the same exponential cutoff. The cutoff grows with applied force for materials spanning length scales from nanometers to kilometers. The tuneability of the cutoff with stress reflects "tuned critical" behavior, rather than self-organized criticality (SOC), which would imply stress-independence. A simple mean field model for avalanches of slipping weak spots explains the agreement across scales. It predicts the observed slip-size distributions and the observed stress-dependent cutoff function. The results enable extrapolations from one scale to another, and from one force to another, across different materials and structures, from nanocrystals to earthquakes.

NAFTA and the apparel commodity chain: Corporate strategies, interfirm networks, and industrial upgrading

The apparel industry is one of the oldest and largest export industries in the world, with global trade and production networks that connect firms and workers in countries at all levels of economic development. This chapter examines the impact of the North American Free Trade Agreement (NAFTA) as one of the most recent and significant developments to affect patterns of international trade and production in the apparel and textile industries. Tr ade policies are changing the institutional environment in which firms in this industry operate, and companies are responding to these changes with new strategies designed to increase their profitability and strengthen their control over the apparel commodity chain. Our hypothesis is that lead firms are establishing qualitatively different kinds of regional production networks in North America from those that existed prior to NAFTA, and that these networks have important consequences for industrial upgrading in the Mexican textile and apparel industries. Post-NAFTA crossborder production arrangements include full-package networks that link lead firms in the United States with apparel and textile manufacturers, contractors, and suppliers in Mexico. Full-package production is increasing the local value added provided by the apparel commodity chain in Mexico and creating new opportunities for Mexican firms and workers. The chapter is divided into four main sections. The first section uses trade and production data to analyze shifts in global apparel flows, highlighting the emergence and consolidation of a regional trade bloc in North America. The second section discusses the process of industrial upgrading in the apparel industry and introduces a distinction between assembly and full-package production networks. The third section includes case studies based on published industry sources and strategic interviews with several lead companies whose strategies are largely responsible for the shifting trade patterns and NAFTA-inspired cross-border production networks discussed in the previous section. The fourth section considers the implications of these changes for employment in the North American apparel industry. © 2009 by Temple University Press. All rights reserved.

Economic and Social Upgrading in Global Value Chains and Industrial Clusters: Why Governance Matters

© 2014, Springer Science+Business Media Dordrecht.The burgeoning literature on global value chains (GVCs) has recast our understanding of how industrial clusters are shaped by their ties to the international economy, but within this context, the role played by corporate social responsibility (CSR) continues to evolve. New research in the past decade allows us to better understand how CSR is linked to industrial clusters and GVCs. With geographic production and trade patterns in many industries becoming concentrated in the global South, lead firms in GVCs have been under growing pressure to link economic and social upgrading in more integrated forms of CSR. This is leading to a confluence of “private governance” (corporate codes of conduct and monitoring), “social governance” (civil society pressure on business from labor organizations and non-governmental organizations), and “public governance” (government policies to support gains by labor groups and environmental activists). This new form of “synergistic governance” is illustrated with evidence from recent studies of GVCs and industrial clusters, as well as advances in theorizing about new patterns of governance in GVCs and clusters.

Interacción genotipo por ambiente sobre caracteres de calidad comercial e industrial en trigo pan (Triticum aestivum L.)

El genotipo (G), el ambiente (A) y la interacción G x A pueden influir de manera diferente sobre las característica que definen la calidad comercial e industrial de trigo pan. Los objetivos de esta tesis fueron: 1) Caracterizar el rendimiento y a sus componentes en cultivares de trigo pertenecientes a diferentes grupos de calidad, expuestos a ofertas de nitrógeno contrastantes. 2) Estudiar el impacto de distinta disponibilidad de nitrógeno sobre los componentes fisiológicos del llenado de los granos (i.e tasa y duración) en distintaas variedades de trigo pan y su posible efecto sobre los parámetros de calidad. 3) Caracterizar y cuantificar la interacción genotipo por ambiente sobre la expresión de los parámetros que determinan el rendimiento y la calidad comercial e industrial del trigo pan en ambientes con diferentes disponibilidades de nitrógeno. Se realizaron ensayos en dos localidades, durante dos años, utilizando seis variedades de distinta aptitud panadera (2 de cada grupo de clasificación por grupo de calidad -GC-), aplicando cuatro tratamientos de fertilización nitrogenadas. Se evaluó el efecto genético, ambiental y la interacción G x A, sobre el rendimiento y sus componentes, el peso de los granos y sus componentes y sobre los parámetros de calidad comercial e industrial. Los resultados mostraron que el rendimiento y sus componentes (número de granos, biomasa aérea, eficiencia de uso de la radiación interceptada acumulada) fueron afectados principalmente por el ambiente y el manejo nutricional dentro de de cada ambiente. Para el peso de los granos y sus componentes (tasa y duración) el efecto del manejo del nitrógeno no fue importante, aunque sí lo fue el efecto genotipo. Para los parámetros de calidad el efecto genotipo fue más importante solo para la tenacidad, mientras que el peso hectolítrico, gluten húmedo, fuerza panadera, la relación de equilibrio (P/L) y volumen de pan fueron modificados principalmente por el efecto ambiente no manejable como son el año y la localidad, en tanto la proteína fue afectada principalmente por el factor ambiental asociado al manejo nutricional. La interacción GxA fue el efecto que explicó en mayor medida las variaciones de rendimiento de harina, absorción de agua y tiempo de amasado. La fuerte interacción GxA observada para la mayoría de los parámetros de calidad determinó que variedades de un determinado GC cambien de grupo asociado principalmente a factores ambientales como la localidad y el año, mientras que el manejo nutricional tuvo un impacto menor

Momento de ocurrencia, magnitud y reiteración de lluvias como determinante del lavado del grano de trigo y su efecto en la calidad comercial e industrial

p.45-53

Interacción genotipo por ambiente sobre caracteres de calidad comercial e industrial en trigo pan (Triticum aestivum L.)

El genotipo (G), el ambiente (A)y la interacción G x A pueden influir de manera diferente sobre las característica que definen la calidad comercial e industrial de trigo pan. Los objetivos de esta tesis fueron: 1)Caracterizar el rendimiento y a sus componentes en cultivares de trigo pertenecientes a diferentes grupos de calidad, expuestos a ofertas de nitrógeno contrastantes. 2)Estudiar el impacto de distinta disponibilidad de nitrógeno sobre los componentes fisiológicos del llenado de los granos (i.e tasa y duración)en distintaas variedades de trigo pan y su posible efecto sobre los parámetros de calidad. 3)Caracterizar y cuantificar la interacción genotipo por ambiente sobre la expresión de los parámetros que determinan el rendimiento y la calidad comercial e industrial del trigo pan en ambientes con diferentes disponibilidades de nitrógeno. Se realizaron ensayos en dos localidades, durante dos años, utilizando seis variedades de distinta aptitud panadera (2 de cada grupo de clasificación por grupo de calidad -GC-), aplicando cuatro tratamientos de fertilización nitrogenadas. Se evaluó el efecto genético, ambiental y la interacción G x A, sobre el rendimiento y sus componentes, el peso de los granos y sus componentes y sobre los parámetros de calidad comercial e industrial. Los resultados mostraron que el rendimiento y sus componentes (número de granos, biomasa aérea, eficiencia de uso de la radiación interceptada acumulada)fueron afectados principalmente por el ambiente y el manejo nutricional dentro de de cada ambiente. Para el peso de los granos y sus componentes (tasa y duración)el efecto del manejo del nitrógeno no fue importante, aunque sí lo fue el efecto genotipo. Para los parámetros de calidad el efecto genotipo fue más importante solo para la tenacidad, mientras que el peso hectolítrico, gluten húmedo, fuerza panadera, la relación de equilibrio (P/L)y volumen de pan fueron modificados principalmente por el efecto ambiente no manejable como son el año y la localidad, en tanto la proteína fue afectada principalmente por el factor ambiental asociado al manejo nutricional. La interacción GxA fue el efecto que explicó en mayor medida las variaciones de rendimiento de harina, absorción de agua y tiempo de amasado. La fuerte interacción GxA observada para la mayoría de los parámetros de calidad determinó que variedades de un determinado GC cambien de grupo asociado principalmente a factores ambientales como la localidad y el año, mientras que el manejo nutricional tuvo un impacto menor

Efecto del pastoreo del trigo sobre el rendimiento y la calidad industrial del grano

p.93-102

Modelling of industrial multi-physics processes—a key role for computational mechanics.

In the analysis of industrial processes, there is an increasing emphasis on systems governed by interacting continuum phenomena. Mathematical models of such multi-physics processes can only be achieved for practical simulations through computational solution procedures—computational mechanics. Examples of such multi-physics systems in the context of metals processing are used to explore some of the key issues. Finite-volume methods on unstructured meshes are proposed as a means to achieve efficient rapid solutions to such systems. Issues associated with the software design, the exploitation of high performance computers, and the concept of the virtual computational-mechanics modelling laboratory are also addressed in this context.

AASK - Aircraft accident statistics and knowledge: A database of human experience in evacuation, derived from aviation accident reports

Computer based mathematical models describing the aircraft evacuation process have a vital role to play in aviation safety. However such models have a heavy dependency on real evacuation data in order to (a) identify the key processes and factors associated with evacuation, (b) quantify variables and parameters associated with the identified factors/processes and finally (c) validate the models. The Fire Safety Engineering Group of the University of Greenwich is undertaking a large data extraction exercise from three major data sources in order to address these issues. This paper describes the extraction and application of data from one of these sources - aviation accident reports. To aid in the storage and analysis of the raw data, a computer database known as AASK (aircraft accident statistics and knowledge) is under development. AASK is being developed to store human observational and anecdotal data contained in accident reports and interview transcripts. AASK comprises four component sub-databases. These consist of the ACCIDENT (crash details), FLIGHT ATTENDANT (observations and actions of the flight attendants), FATALS (details concerning passenger fatalities) and PAX (observations and accounts from individual passengers) databases. AASK currently contains information from 25 survivable aviation accidents covering the period 4 April 1977 to 6 August 1995, involving some 2415 passengers, 2210 survivors, 205 fatalities and accounts from 669 people. In addition to aiding the development of aircraft evacuation models, AASK is also being used to challenge some of the myths which proliferate in the aviation safety industry such as, passenger exit selection during evacuation, nature and frequency of seat jumping, speed of passenger response and group dynamics. AASK can also be used to aid in the development of a more comprehensive approach to conducting post accident interviews, and will eventually be used to store the data directly.

Bulk synchronous parallelization of industrial electromagentic software

The parallelization of existing/industrial electromagnetic software using the bulk synchronous parallel (BSP) computation model is presented. The software employs the finite element method with a preconditioned conjugate gradient-type solution for the resulting linear systems of equations. A geometric mesh-partitioning approach is applied within the BSP framework for the assembly and solution phases of the finite element computation. This is combined with a nongeometric, data-driven parallel quadrature procedure for the evaluation of right-hand-side terms in applications involving coil fields. A similar parallel decomposition is applied to the parallel calculation of electron beam trajectories required for the design of tube devices. The BSP parallelization approach adopted is fully portable, conceptually simple, and cost-effective, and it can be applied to a wide range of finite element applications not necessarily related to electromagnetics.