An Investigation of the Interstate 80 Rutting in Adair County, October 1983

This investigation was initiated to determine the causes of a rutting problem that occurred on Interstate 80 in Adair County. 1-80 from Iowa 25 to the Dallas County line was opened to traffic in November, 1960. The original pavement consisted of 4-1/2" of asphalt cement concrete over 12" of rolled stone base and 12" of granular subbase. A 5-1/2" overlay of asphalt cement concrete was placed in 1964. In 1970-1972, the roadway was resurfaced with 3" of asphalt cement concrete. In 1982, an asphalt cement concrete inlay, designed for a 10-year life, was placed in the eastbound lane. The mix designs for all courses met or exceeded all current criteria being used to formulate job mixes. Field construction reports indicate .that asphalt usage, densities, field voids and filler bitumen determinations were well within specification limits on a very consistent basis. Field laboratory reports indicate that laboratory voids for the base courses were within the prescribed limits for the base course and below the prescribed limits for the surface course. Instructional memorandums do indicate that extreme caution should be exercised when the voids are at or near the lower limits and traffic is not minimal. There is also a provision that provides for field voids controlling when there is a conflict between laboratory voids and field voids. It appears that contract documents do not adequately address the directions that must be taken when this conflict arises since it can readily be shown that laboratory voids must be in the very low or dangerous range if field voids are to be kept below the maximum limit under the current density specifications. A rut depth survey of January, 1983, identified little or no rutting on this section of roadway. Cross sections obtained in October, 1983, identified rutting which ranged from 0 to 0.9" with a general trend of the rutting to increase from a value of approximately 0.3" at MP 88 to a rut depth of 0.7" at MP 98. No areas of significant rutting were identified in the inside lane. Structural evaluation with the Road Rater indicated adequate structural capacity and also indicated that the longitudinal subdrains were functioning properly to provide adequate soil support values. Two pavement sections taken from the driving lane indicated very little distortion in the lower 7" base course. Essentially all of the distortion had occurred in the upper 2" base course and the 1..;1/2" surface course. Analysis of cores taken from this section of Interstate 80 indicated very little densification of either the surface or the upper or lower base courses. The asphalt cement content of both the Type B base courses and the Type A surface course were substantially higher than the intended asphalt cement content. The only explanation for this is that the salvaged material contained a greater percent of asphalt cement than initial extractions indicated. The penetration and viscosity of the blend of new asphalt cement and the asphalt cement recovered from the salvaged material were relatively close to that intended for this project. The 1983 ambient temperatures were extremely high from June 20 through September 10. The rutting is a result of a combination of adverse factors including, (1) high asphalt content, (2) the difference between laboratory and field voids, (3) lack of intermediate sized crushed particles, (4) high ambient temperatures. The high asphalt content in the 2" upper base course produced an asphalt concrete mix that did not exhibit satisfactory resistance to deformation from heavy loading. The majority of the rutting resulted from distortion of the 2" upper base lift. Heater planing is recommended as an interim corrective action. Further recommendation is to design for a 20-year alternative by removing 2-1/2" of material from the driving lane by milling and replacing with 2-1/2" of asphalt concrete with improved stability. This would be .followed by placing 1-1/2" of high quality resurfacing on the entire roadway. Other recommendations include improved density and stability requirements for asphalt concrete on high traffic roadways.

Phenotypic heterogeneity of human cardiac stem cell clones and cardiosphere-forming cells

Although cardiac stem cells have been isolated based on stem cell surface markers, no single marker is stem cell-specific. Clonogenicity is a defining functional property of stemness. We therefore analyzed cardiac cell clones derived from human hearts.Methods: Clonogenic cells were derived from adult human atrial samples. Cells were either cultured in the absence of an initial marker selection or, in separate experiments, they were initially selected for c-kit (CD117), CD31 or CD164 by magnetic immunobeads, or for high aldehyde dehydrogenase activity (ALDH) by FACS. High ALDH activity has been linked to stem/progenitor cells in several tissues. Surface marker analysis was performed by flow cytometry. Cultured cells were also exposed to different factors that modulate cell differentiation, including Dikkopf-1, Noggin, and Wnt-5.Results: Clonogenic cells mainly showed fibroblast-like morphology, ability to grow for more than 30 passages in vitro, and a heterogeneous marker profile even in clones derived from the same cardiac sample. The predominant phenotype was positive for CD13, CD29, CD31, CD44, CD54, CD105 and CD146, but negative for CD10, CD11b, CD14, CD15, CD34, CD38, CD45, CD56, CD106, CD117, CD123, CD133, CD135 and CD271, primarily consistent with endothelial/vascular progenitor cells. However, a minority of clones showed a different profile characterized by expression of CD90, CD106 and CD318, but not CD31 and CD146, consistent with mesenchymal stem/progenitor cells. When initial cell selection was performed, both phenotypes were observed, similarly to unselected cells, irrespective of the selection marker used. Of note, CD117+ sorted cell clones were CD117-negative in culture. Regardless of the immunophenotype, several clones were able to form spheric cell aggregates (cardiospheres), a distinct stem cell property. Dikkopf-1 induced marked CD15 and CD106 upregulation, consistent with stromal differentiation; this effect was prevented by Noggin.Conclusions: The adult human heart contains clonogenic stem/progenitor cells that can be expanded for many passages and form cardiospheres. The surface marker profile of these cells is heterogeneous, consistent with a majority of clones being comprised of endothelial or vascular progenitor cells and a minority of clones consisting of mesenchymal stem/progenitor cells. Dikkopf-1 and Noggin showed opposing effects on stromal differentiation of human cardiac cell clones.

Otimização das condições de extração de saponinas em Ampelozizyphus amazonicus usando planejamento experimental e metodologia de superfície de resposta

This works describes the use of experimental design and surface response methodology for optimization of saponin extraction from Ampelozizyphus amazonicus. For this purpose, a method employing extraction based on maceration assisted by ultrasound technique was utilized. The following factors were studied: extraction length of time and solvent composition. The total saponin was determined by using a gravimetric method and the results expressed by their relative proportion to total crude extract. For the specific condition, 60% hydro-alcoholic solution and 18 minutes extraction length of time has shown the best results. This method can be useful for extraction of substances with biological importance

Determination of Copper, Iron, Nickel and Zinc in fuel kerosene by FAAS after adsorption and pre-concentration on 2-aminothiazole-modified silica gel

Silica gel chemically modified with 2-Aminotiazole groups, abbreviated as SiAT, was used for preconcentration of copper, zinc, nickel and iron from kerosene, normally used as a engine fuel for airplanes. Surface characteristics and surface area of the silica gel were obtained before and after chemical modification using FT-IR, Kjeldhal and surface area analysis (B.E.T.). The retention and recovery of the analyte elements were studied by applying batch and column techniques. The experimental parameters, such as shaking time in batch technique, flow rate and concentration of the eluent (HCl- 0.25-2.00 mol L-1) and the amount of silica, on retention and elution, have been investigated. Detection limits of the method for copper, iron, nickel and zinc are 0.77, 2.92, 1.73 and 0.097 mg L-1, respectively. The sorption-desorption of the studied metal ions made possible the development of a preconcentration method for metal ions at trace level in kerosene using flame AAS for their quantification.

Väsymiskestävyyden määritys murtumismekaanisilla särönmallinnusohjelmilla

Tässä työssä tutkitaan Wärtsilä Oyj:n moottorin ja ABB Oy:n generaattorin muodostaman aggregaatin väsymiskestävyyttä lineaarisen murtumismekaniikan avulla. Työn tavoitteena on selvittää ABAQUS/XFEM- ja FRANC3D-ohjelman soveltuvuus kuormitukseltaan ja geometrialtaan vaativan generaattorirungon suunnittelutyökaluksi. Generaattorirungon kuormitukset aiheutuvat aggregaatin käynnin sekä käynnistys- ja sammutusvaiheen aikai-sista syntyvistä värähtelyistä. Tutkimuksessa tarkastellaan generaattorirungon väsymistä käynninaikaisella kuormituksella. Työssä mallinnettiin generaattorirungosta valittu hitsausdetalji alimallinnustekniikalla, jolloin alimallin reunaehdot voitiin määrittää aggregaatille tehdyn vastelaskennan perus-teella. Alimallista tutkittiin kahta erilaista hitsiliitostyyppiä, joihin mallinnettiin XFEM- ja FRANC3D-ohjelmilla erikokoisia säröjä hitsiliitosten rajaviivalle sekä juuren puolelle. Tutkittavilla ohjelmilla saatujen jännitysintensiteettikertoimien avulla säröille voitiin las-kea ekvivalentti jännitysintensiteettikerroin, jota verrattiin kokeellisesti saatuun jännitysin-tensiteettikertoimen kynnysarvoon. XFEM- ja FRANC3D-ohjelmia vertailtiin käytön helppouden, tulosten tarkkuuden sekä laskenta-aikojen perusteella. Käytettävyyden ja laskenta-aikojen perusteella XFEM-ohjelma soveltui paremmin käytettäväksi teollisuudessa suunnittelu- ja kehitystyön apu-työkaluna. FRANC3D taas antoi XFEM-ohjelmaa luotettavampia tuloksia, mutta laskenta-ajat olivat moninkertaiset.

Pulsed electric field assisted sol-gel preparation of TiO2 particles and their photocatalytic properties

The objective of this thesis was to study the effect of pulsed electric field on the preparation of TiO2 nanoparticles via sol-gel method. The literature part deals with properties of different TiO2 crystal forms, principles of photocatalysis, sol-gel method and pulsed electric field processing. It was expected that the pulsed electric field would have an influence on crystallite size, specific surface area, polymorphism and photocatalytic activity of produced particles. TiO2 samples were prepared by using different frequencies and treatment times of pulsed electric field. The properties of produced TiO2 particles were examined X-ray diffraction (XRD), Raman spectroscopy and BET surface area analysis. The photocatalytic activities of produced TiO2 particles were determined by using them as photocatalysts for the degradation of formic acid under UVA-light. The photocatalytic activities of samples produced with sol-gel method were also compared with the commercial TiO2 powder Aeroxide® (Evonic Degussa GmbH). Pulsed electric field did not have an effect on the morphology of particles. Results from XRD and Raman analysis showed that all produced TiO2 samples were pure anatase. However, pulsed electric field did have an effect on crystallite size, specific surface area and photocatalytic activity of TiO2 particles. Generally, the crystallite sizes were smaller, specific surface areas larger and initial formic acid degradation rates higher for samples that were produced by applying the pulsed electric field. The higher photocatalytic activities were attributed to larger surface areas and smaller crystallite sizes. Though, with all of the TiO2 samples produced by the sol-gel method the initial formic acid degradation rates were significantly slower than with the commercial TiO2 powder.

Effects of a methanolic fraction of soybean seeds on the transcriptional activity of peroxisome proliferator-activated receptors (PPAR)

Since the anti-inflammatory, antidiabetic and hypolipidemic effects of soy isoflavones may be mediated by activation of peroxisome proliferator-activated receptors (PPAR), the present study investigated whether the methanolic fractions obtained from soybean seeds (E1) and soybean seed coats with hypocotyls (E2) could influence PPARα, PPARγ and PPARβ/δ transcriptional activity. The isoflavones from E1 and E2 were quantified by HPLC analysis. E1 and E2 were rich in isoflavones (daidzin, glycitin, genistin, malonyldaidzin, malonylglycitin, malonylgenistin, daidzein, glycitein, and genistein). Moreover, E1 and E2 showed no evidence of genetically modified material containing the gene CP4 EPSPS. To investigate PPAR transcriptional activity, human promonocytic U-937 cells were treated with E1 and E2 (200, 400, 800, and 1600 µg/mL), positive controls or vehicle. Data are reported as fold-activation of the luciferase reporter driven by the PPAR-responsive element. Dose-response analysis revealed that E1 and E2 induced the transcriptional activity of PPARα (P < 0.001), with activation comparable to that obtained with 0.1 mM bezafibrate (positive control) at 1600 µg/mL (4-fold) and 800 µg/mL (9-fold), respectively. In addition, dose-response analysis revealed that E1 and E2 activated PPARβ/δ (P < 0.05), and the activation at 800 µg/mL (4- and 9-fold, respectively) was comparable to that of 0.1 mM bezafibrate (positive control). However, no effect on PPARγ was observed. Activation of PPARα is consistent with the lipid-lowering activity of soy isoflavones in vivo, but further studies are needed to determine the physiological significance of PPARβ/δ activation.

Foresight of physical-chemical characteristics of apple juice blends appointed to sparkling drink elaboration

The purpose of this research was to combine the use of the component blend design to the response surface methodology, in order to foresee the effect of ternary apple juice blends (Catarina, Granny Smith and Pink Lady cultivars) on the physical-chemical characteristics of musts appointed to sparkling drink elaboration. Twelve mixes were made (three individual samples, three binary mixes and six ternary mixes), analyzed on the content of total reducing sugars, total titratable acidity and phenolic compounds; and adjusted, respectively, to the linear, quadratic and special cubic models. The results were organized in ternary charts of surface response and, from the overlap of these charts, it was determined a viable region which delimited the range of apple juice compositions that make musts physically and chemically suitable to sparkling drink elaboration. To represent the various possible combinations, the central point of the triangular area of the viable region was calculated and, this point, which represents the proportions of 23.22% of Catarina, 66.23% of Granny Smith and 10.55% of Pink Lady cultivars, was chosen to constitute the formulation of the must to be used in the elaboration of apple sparkling drinks.

Phase transitions in biodegradable films based on blends of gelatin and poly (vinyl alcohol)

The aim of this work was to study the effect of the hydrolysis degree (HD) and the concentration (C PVA) of two types of poly (vinyl alcohol) (PVA) and the effect of the type and the concentration of plasticizers on the phase properties of biodegradable films based on blends of gelatin and PVA, using a response-surface methodology. The films were made by casting and the studied properties were their glass (Tg) and melting (Tm) transition temperatures, which were determined by diferential scanning calorimetry (DSC). For the data obtained on the first scan, the fitting of the linear model was statistically significant and predictive only for the second melting temperature. In this case, the most important effect on the second Tm of the first scan was due to the HD of the PVA. In relation to the second scan, the linear model could be fit to Tg data with only two statistically significant parameters. Both the PVA and plasticizer concentrations had an important effect on Tg. Concerning the second Tm of the second scan, the linear model was fit to data with two statistically significant parameters, namely the HD and the plasticizer concentration. But, the most important effect was provoked by the HD of the PVA.

Elaboration of biscuits with oatmeal and fat palm with added L-leucine and calcium for sarcopenia

The objective of this study was to evaluate the effect of the addition of oatmeal and palm fat in the elaboration of biscuits with added L-leucine and calcium in order to develop a product for sarcopenia in the elderly. The biscuits, or cookies, were elaborated applying a central composite rotational design with surface response methodology, and the significant linear, quadratic and interaction terms were used in the second order mathematical model. Physical, physicochemical and sensory analyses were performed by a trained panel. Based on the best results obtained, three cookie formulations were selected for sensory evaluation by the target group and physicochemical determinations. The formulations with the highest sensory scores for appearance and texture and medium scores for color and expansion index were selected. The addition of calcium and leucine increased significantly the concentration of these components in the biscuits elaborated resulting in a cookie with more than 30% of DRI (Dietary Reference Intake) for calcium and leucine. The formulations selected showed high acceptance by the target group; therefore, they can be included in the diet of elderly with sarcopenia as a functional food.

Characterization of the filter media used in the dual media filter

The removal of organics from copper electrolyte solutions after solvent extraction by dual media filtration is one of the most efficient ways to ensure the clean electrolyte flow into the electrowinning. The clean electrolyte will ensure the good quality cathode plate production. Dual media filtration uses two layers of filter media for filtration as anthracite and garnet respectively. The anthracite layer will help the coalescing of the entrained organic droplets which will then float to the top of the filter, and back to the solvent extraction process. The garnet layer will catch any solids left in the electrolyte traveling through the filter media. This thesis will concentrate on characterization of five different anthracites in order to find some differences using specific surface area analysis, particle size analysis, and morphology analysis. These results are compared to the pressure loss values obtained from lab column tests and bed expansion behavior. The goal of the thesis was to find out if there were any differences in the anthracite which would make the one perform better than the other. There were no big differences found on any aspect of the particle characterization, but some found differences should be further studied in order to confirm the meaning of the porosity, surface area, intensity mean and intensity SD (Standard Deviation) on anthracites and their use in dual media filtration. The thesis work analyzed anthracite samples the way that is not found on any public literature sources, and further studies on the issue would bring more knowledge to the electrolyte process.

Modelling of faults in low-voltage cables

Power line modelling has become an interesting research area in recent years as a result of advances in the power line distribution network system. Extensive knowledge about the power line cable characteristics can be implemented in a software algorithm in a modern broadband power-line communication modem. In this study, a novel approach for modelling power line cables (AMCMK) based on the broadband impedance spectroscopy (BIS) and transmission line matrix (TLM) techniques is recommended in characterizing a healthy cable and the various faults associated with low-voltage cables for both open and short circuit situation. Models for different cable conditions are developed and tuned, which include six models for both healthy and faulty cables situations. The models are on the basis of impedance response analysis of the cable. The resulting spectra from the simulations are also cross-correlated to determine the degree of similarities between the healthy cable spectra and their respective faulty spectra.

Volume-Synchronized Probability of Informed Trading (VPIN), Market Volatility, and High-Frequency Liquidity

We assess the predictive ability of three VPIN metrics on the basis of two highly volatile market events of China, and examine the association between VPIN and toxic-induced volatility through conditional probability analysis and multiple regression. We examine the dynamic relationship on VPIN and high-frequency liquidity using Vector Auto-Regression models, Granger Causality tests, and impulse response analysis. Our results suggest that Bulk Volume VPIN has the best risk-warning effect among major VPIN metrics. VPIN has a positive association with market volatility induced by toxic information flow. Most importantly, we document a positive feedback effect between VPIN and high-frequency liquidity, where a negative liquidity shock boosts up VPIN, which, in turn, leads to further liquidity drain. Our study provides empirical evidence that reflects an intrinsic game between informed traders and market makers when facing toxic information in the high-frequency trading world.

Habit Formation and the Persistence of Monetary Shocks

This paper studies the persistent effects of monetary shocks on output. Previous empirical literature documents this persistence, but standard general equilibrium models with sticky prices fail to generate output responses beyond the duration of nominal contracts. This paper constructs and estimates a general equilibrium model with price rigidities, habit formation, and costly capital adjustment. The model is estimated via Maximum Likelihood using US data on output, the real money stock, and the nominal interest rate. Econometric results suggest that habit formation and adjustment costs to capital play an important role in explaining the output effects of monetary policy. In particular, impulse response analysis indicates that the model generates persistent, hump-shaped output responses to monetary shocks.

Factor models, VARMA processes and parameter instability with applications in macroeconomics

Avec les avancements de la technologie de l'information, les données temporelles économiques et financières sont de plus en plus disponibles. Par contre, si les techniques standard de l'analyse des séries temporelles sont utilisées, une grande quantité d'information est accompagnée du problème de dimensionnalité. Puisque la majorité des séries d'intérêt sont hautement corrélées, leur dimension peut être réduite en utilisant l'analyse factorielle. Cette technique est de plus en plus populaire en sciences économiques depuis les années 90. Étant donnée la disponibilité des données et des avancements computationnels, plusieurs nouvelles questions se posent. Quels sont les effets et la transmission des chocs structurels dans un environnement riche en données? Est-ce que l'information contenue dans un grand ensemble d'indicateurs économiques peut aider à mieux identifier les chocs de politique monétaire, à l'égard des problèmes rencontrés dans les applications utilisant des modèles standards? Peut-on identifier les chocs financiers et mesurer leurs effets sur l'économie réelle? Peut-on améliorer la méthode factorielle existante et y incorporer une autre technique de réduction de dimension comme l'analyse VARMA? Est-ce que cela produit de meilleures prévisions des grands agrégats macroéconomiques et aide au niveau de l'analyse par fonctions de réponse impulsionnelles? Finalement, est-ce qu'on peut appliquer l'analyse factorielle au niveau des paramètres aléatoires? Par exemple, est-ce qu'il existe seulement un petit nombre de sources de l'instabilité temporelle des coefficients dans les modèles macroéconomiques empiriques? Ma thèse, en utilisant l'analyse factorielle structurelle et la modélisation VARMA, répond à ces questions à travers cinq articles. Les deux premiers chapitres étudient les effets des chocs monétaire et financier dans un environnement riche en données. Le troisième article propose une nouvelle méthode en combinant les modèles à facteurs et VARMA. Cette approche est appliquée dans le quatrième article pour mesurer les effets des chocs de crédit au Canada. La contribution du dernier chapitre est d'imposer la structure à facteurs sur les paramètres variant dans le temps et de montrer qu'il existe un petit nombre de sources de cette instabilité. Le premier article analyse la transmission de la politique monétaire au Canada en utilisant le modèle vectoriel autorégressif augmenté par facteurs (FAVAR). Les études antérieures basées sur les modèles VAR ont trouvé plusieurs anomalies empiriques suite à un choc de la politique monétaire. Nous estimons le modèle FAVAR en utilisant un grand nombre de séries macroéconomiques mensuelles et trimestrielles. Nous trouvons que l'information contenue dans les facteurs est importante pour bien identifier la transmission de la politique monétaire et elle aide à corriger les anomalies empiriques standards. Finalement, le cadre d'analyse FAVAR permet d'obtenir les fonctions de réponse impulsionnelles pour tous les indicateurs dans l'ensemble de données, produisant ainsi l'analyse la plus complète à ce jour des effets de la politique monétaire au Canada. Motivée par la dernière crise économique, la recherche sur le rôle du secteur financier a repris de l'importance. Dans le deuxième article nous examinons les effets et la propagation des chocs de crédit sur l'économie réelle en utilisant un grand ensemble d'indicateurs économiques et financiers dans le cadre d'un modèle à facteurs structurel. Nous trouvons qu'un choc de crédit augmente immédiatement les diffusions de crédit (credit spreads), diminue la valeur des bons de Trésor et cause une récession. Ces chocs ont un effet important sur des mesures d'activité réelle, indices de prix, indicateurs avancés et financiers. Contrairement aux autres études, notre procédure d'identification du choc structurel ne requiert pas de restrictions temporelles entre facteurs financiers et macroéconomiques. De plus, elle donne une interprétation des facteurs sans restreindre l'estimation de ceux-ci. Dans le troisième article nous étudions la relation entre les représentations VARMA et factorielle des processus vectoriels stochastiques, et proposons une nouvelle classe de modèles VARMA augmentés par facteurs (FAVARMA). Notre point de départ est de constater qu'en général les séries multivariées et facteurs associés ne peuvent simultanément suivre un processus VAR d'ordre fini. Nous montrons que le processus dynamique des facteurs, extraits comme combinaison linéaire des variables observées, est en général un VARMA et non pas un VAR comme c'est supposé ailleurs dans la littérature. Deuxièmement, nous montrons que même si les facteurs suivent un VAR d'ordre fini, cela implique une représentation VARMA pour les séries observées. Alors, nous proposons le cadre d'analyse FAVARMA combinant ces deux méthodes de réduction du nombre de paramètres. Le modèle est appliqué dans deux exercices de prévision en utilisant des données américaines et canadiennes de Boivin, Giannoni et Stevanovic (2010, 2009) respectivement. Les résultats montrent que la partie VARMA aide à mieux prévoir les importants agrégats macroéconomiques relativement aux modèles standards. Finalement, nous estimons les effets de choc monétaire en utilisant les données et le schéma d'identification de Bernanke, Boivin et Eliasz (2005). Notre modèle FAVARMA(2,1) avec six facteurs donne les résultats cohérents et précis des effets et de la transmission monétaire aux États-Unis. Contrairement au modèle FAVAR employé dans l'étude ultérieure où 510 coefficients VAR devaient être estimés, nous produisons les résultats semblables avec seulement 84 paramètres du processus dynamique des facteurs. L'objectif du quatrième article est d'identifier et mesurer les effets des chocs de crédit au Canada dans un environnement riche en données et en utilisant le modèle FAVARMA structurel. Dans le cadre théorique de l'accélérateur financier développé par Bernanke, Gertler et Gilchrist (1999), nous approximons la prime de financement extérieur par les credit spreads. D'un côté, nous trouvons qu'une augmentation non-anticipée de la prime de financement extérieur aux États-Unis génère une récession significative et persistante au Canada, accompagnée d'une hausse immédiate des credit spreads et taux d'intérêt canadiens. La composante commune semble capturer les dimensions importantes des fluctuations cycliques de l'économie canadienne. L'analyse par décomposition de la variance révèle que ce choc de crédit a un effet important sur différents secteurs d'activité réelle, indices de prix, indicateurs avancés et credit spreads. De l'autre côté, une hausse inattendue de la prime canadienne de financement extérieur ne cause pas d'effet significatif au Canada. Nous montrons que les effets des chocs de crédit au Canada sont essentiellement causés par les conditions globales, approximées ici par le marché américain. Finalement, étant donnée la procédure d'identification des chocs structurels, nous trouvons des facteurs interprétables économiquement. Le comportement des agents et de l'environnement économiques peut varier à travers le temps (ex. changements de stratégies de la politique monétaire, volatilité de chocs) induisant de l'instabilité des paramètres dans les modèles en forme réduite. Les modèles à paramètres variant dans le temps (TVP) standards supposent traditionnellement les processus stochastiques indépendants pour tous les TVPs. Dans cet article nous montrons que le nombre de sources de variabilité temporelle des coefficients est probablement très petit, et nous produisons la première évidence empirique connue dans les modèles macroéconomiques empiriques. L'approche Factor-TVP, proposée dans Stevanovic (2010), est appliquée dans le cadre d'un modèle VAR standard avec coefficients aléatoires (TVP-VAR). Nous trouvons qu'un seul facteur explique la majorité de la variabilité des coefficients VAR, tandis que les paramètres de la volatilité des chocs varient d'une façon indépendante. Le facteur commun est positivement corrélé avec le taux de chômage. La même analyse est faite avec les données incluant la récente crise financière. La procédure suggère maintenant deux facteurs et le comportement des coefficients présente un changement important depuis 2007. Finalement, la méthode est appliquée à un modèle TVP-FAVAR. Nous trouvons que seulement 5 facteurs dynamiques gouvernent l'instabilité temporelle dans presque 700 coefficients.