Shocking policy coefficients

This paper proposes an empirical framework to study the effects of a policy regime change defined as an unpredictable and permanent change in the policy parameters. In particular I show how to make conditional forecast and perform impulse response functions and counterfactual analysis. As an application, the effects of changes in fiscal policy rules in the US are investigated. I find that discretionary fiscal policy has become more countercyclical over the last decades. In absence of such a change, surplus would have been higher, debt lower and output gap more volatile but only until mid 80s. An increase in the degree of counter-cyclicality of fiscal policy has a positive effect on output gap in periods where the level of debt-to-GDP ratio is low and a zero or negative effect when the ratio is high. This explains why a more countercylical stance of the systematic fiscal policy taking place in 2008:II is predicted to be rather ineffective for recovering from the crisis.

The Persistence of Inflation in OECDCountries: a Fractionally Integrated Approach

The statistical properties of inflation and, in particular, its degree of persistence and stability over time is a subject of intense debate and no consensus has been achieved yet. The goal of this paper is to analyze this controversy using a general approach, with the aim of providing a plausible explanation for the existing contradictory results. We consider the inflation rates of 21 OECD countries which are modelled as fractionally integrated (FI) processes. First, we show analytically that FI can appear in inflation rates after aggregating individual prices from firms that face different costs of adjusting their prices. Then, we provide robust empirical evidence supporting the FI hypothesis using both classical and Bayesian techniques. Next, we estimate impulse response functions and other scalar measures of persistence, achieving an accurate picture of this property and its variation across countries. It is shown that the application of some popular tools for measuring persistence, such as the sum of the AR coefficients, could lead to erroneous conclusions if fractional integration is present. Finally, we explore the existence of changes in inflation inertia using a novel approach. We conclude that the persistence of inflation is very high (although non-permanent) in most post-industrial countries and that it has remained basically unchanged over the last four decades.

Development of Implantable Flow-Through Left Ventricular Pressure Telemetric Transmitter for small Rodent Animals

Objective: Although 24-hour arterial blood pressure can be monitored in a free-moving animal using pressure telemetric transmitter mostly from Data Science International (DSI), accurate monitoring of 24-hour mouse left ventricular pressure (LVP) is not available because of its insufficient frequency response to a high frequency signal such as the maximum derivative of mouse LVP (LVdP/dtmax and LVdP/dtmin). The aim of the study was to develop a tiny implantable flow-through LVP telemetric transmitter for small rodent animals, which can be potentially adapted for human 24 hour BP and LVP accurate monitoring. Design and Method: The mouse LVP telemetric transmitter (Diameter: _12 mm, _0.4 g) was assembled by a pressure sensor, a passive RF telemetry chip, and to a 1.2F Polyurethane (PU) catheter tip. The device was developed in two configurations and compared with existing DSI system: (a) prototype-I: a new flow-through pressure sensor with wire link and (b) prototype-II: prototype-I plus a telemetry chip and its receiver. All the devices were applied in C57BL/6J mice. Data are mean_SEM. Results: A high frequency response (>100 Hz) PU heparin saline-filled catheter was inserted into mouse left ventricle via right carotid artery and implanted, LV systolic pressure (LVSP), LVdP/dtmax, and LVdP/dtmin were recorded on day2, 3, 4, 5, and 7 in conscious mice. The hemodynamic values were consistent and comparable (139_4 mmHg, 16634_319, - 12283_184 mmHg/s, n¼5) to one recorded by a validated Pebax03 catheter (138_2mmHg, 16045_443 and -12112_357 mmHg/s, n¼9). Similar LV hemodynamic values were obtained with Prototype-I. The same LVP waveforms were synchronically recorded by Notocord wire and Senimed wireless software through prototype-II in anesthetized mice. Conclusion: An implantable flow-through LVP transmitter (prototype-I) is generated for LVP accurate assessment in conscious mice. The prototype-II needs a further improvement on data transmission bandwidth and signal coupling distance to its receiver for accurate monitoring of LVP in a freemoving mouse.

The persistence of inflation in OECD countries: A fractionally integrated approach

The statistical properties of inflation and, in particular, its degree of persistence and stability over time is a subject of intense debate and no consensus has been achieved yet. The goal of this paper is to analyze this controversy using a general approach, with the aim of providing a plausible explanation for the existing contradictory results. We consider the inflation rates of 21 OECD countries which are modelled as fractionally integrated (FI) processes. First, we show analytically that FI can appear in inflation rates after aggregating individual prices from firms that face different costs of adjusting their prices. Then, we provide robust empirical evidence supporting the FI hypothesis using both classical and Bayesian techniques. Next, we estimate impulse response functions and other scalar measures of persistence, achieving an accurate picture of this property and its variation across countries. It is shown that the application of some popular tools for measuring persistence, such as the sum of the AR coefficients, could lead to erroneous conclusions if fractional integration is present. Finally, we explore the existence of changes in inflation inertia using a novel approach. We conclude that the persistence of inflation is very high (although non-permanent) in most post-industrial countries and that it has remained basically unchanged over the last four decades.

Optimal taxation without state-contingent debt

To recover a version of Barro's (1979) `random walk'tax smoothing outcome, we modify Lucas and Stokey's (1983) economyto permit only risk--free debt. This imparts near unit root like behaviorto government debt, independently of the government expenditureprocess, a realistic outcome in the spirit of Barro's. We showhow the risk--free--debt--only economy confronts the Ramsey plannerwith additional constraints on equilibrium allocations thattake the form of a sequence of measurability conditions.We solve the Ramsey problem by formulating it in terms of a Lagrangian,and applying a Parameterized Expectations Algorithm tothe associated first--order conditions. The first--order conditions andnumerical impulse response functions partially affirmBarro's random walk outcome. Though the behaviors oftax rates, government surpluses, and government debts differ, allocationsare very close for computed Ramsey policies across incomplete and completemarkets economies.

Distribution of single-particle strength due to short-range and tensor correlations

The distribution of single-particle strength in nuclear matter is calculated for a realistic nucleon-nucleon interaction. The influence of the short-range repulsion and the tensor component of the nuclear force on the spectral functions is to move approximately 13% of the total strength for all single-particle states beyond 100 MeV into the particle domain. This result is related to the abundantly observed quenching phenomena in nuclei which include the reduction of spectroscopic factors observed in (e,ep) reactions and the missing strength in low energy response functions.

On The Spot Damage Detection Methodology for Highway Bridges, July 2010

Vibration-based damage identification (VBDI) techniques have been developed in part to address the problems associated with an aging civil infrastructure. To assess the potential of VBDI as it applies to highway bridges in Iowa, three applications of VBDI techniques were considered in this study: numerical simulation, laboratory structures, and field structures. VBDI techniques were found to be highly capable of locating and quantifying damage in numerical simulations. These same techniques were found to be accurate in locating various types of damage in a laboratory setting with actual structures. Although there is the potential for these techniques to quantify damage in a laboratory setting, the ability of the methods to quantify low-level damage in the laboratory is not robust. When applying these techniques to an actual bridge, it was found that some traditional applications of VBDI methods are capable of describing the global behavior of the structure but are most likely not suited for the identification of typical damage scenarios found in civil infrastructure. Measurement noise, boundary conditions, complications due to substructures and multiple material types, and transducer sensitivity make it very difficult for present VBDI techniques to identify, much less quantify, highly localized damage (such as small cracks and minor changes in thickness). However, while investigating VBDI techniques in the field, it was found that if the frequency-domain response of the structure can be generated from operating traffic load, the structural response can be animated and used to develop a holistic view of the bridge’s response to various automobile loadings. By animating the response of a field bridge, concrete cracking (in the abutment and deck) was correlated with structural motion and problem frequencies (i.e., those that cause significant torsion or tension-compression at beam ends) were identified. Furthermore, a frequency-domain study of operational traffic was used to identify both common and extreme frequencies for a given structure and loading. Common traffic frequencies can be compared to problem frequencies so that cost-effective, preventative solutions (either structural or usage-based) can be developed for a wide range of IDOT bridges. Further work should (1) perfect the process of collecting high-quality operational frequency response data; (2) expand and simplify the process of correlating frequency response animations with damage; and (3) develop efficient, economical, preemptive solutions to common damage types.

Diffraction theory of optimized low-resolution Fresnel encoded lenses

A mathematical model describing the behavior of low-resolution Fresnel encoded lenses (LRFEL's) encoded in any low-resolution device (e.g., a spatial light modulator) has recently been developed. From this model, an LRFEL with a short focal length was optimized by our imposing the maximum intensity of light onto the optical axis. With this model, analytical expressions for the light-amplitude distribution, the diffraction efficiency, and the frequency response of the optimized LRFEL's are derived.

Pineapple yield and fruit quality effected by NPK fertilization in a tropical soil

There is a lack of information about fertilization of pineapple grown in the State of São Paulo, Brazil. So a field experiment with pineapple 'Smooth Cayenne' was carried out to study the effects of NPK rates on yield and fruit quality. The trial was located on an Alfisol in the central part of the State of São Paulo (Agudos county). The experimental design was an incomplete NPK factorial, with 32 treatments set up in two blocks. The P was applied only at planting, at the rates of 0; 80; 160 and 320 kg/ha of P2 0(5), as superphosphate. The N and K2O rates were 0; 175; 350, and 700 kg/ha, applied as urea and potassium chloride, respectively, divided in four applications during the growth period. Response functions were adjusted to yield or to fruit characteristics in order to estimate the nutrient rates required to reach maximum values. The results showed quadratic effects of N and K on yield and a maximum of 72 t/ha of fresh fruit was attained with rates of 498 and 394 kg/ha, respectively of N and K2O. In order to reach the maximum fruit size, and to improve the percentage of first class fruit (mass greater than 2.6 kg), were necessary rates of N and K respectively 11 and 43 % higher than those for maximum yield. No effect of P rates was observed on pineapple plant growth, despite the low availability of this nutrient in the soil. The effect of N rates was negative on total soluble solids and total acidity while the opposite occurred with K, which increased also the content of vitamin C. High yield and fruit size were closely related to N and K concentrations in the leaves.

Maastoajoneuvon korin teräsrakenteiden värähtelyominaisuuksien FEM-analysointimenetelmien kehittäminen

Tämä diplomityö on tehty Patria Vehicles Oy:n toimeksiannosta. Patria Vehicles Oy:n tuotantoon kuuluvat vaativiin maasto-olosuhteisiin soveltuvat sotilasajoneuvot. Tutkimuksen tarkoituksena oli kehittää menetelmäohjeet, kuinka FEM-analyysillä voidaan tutkia tuotekehitysvaiheessa ajoneuvon korin teräsrakenteiden värähtelyominaisuuksia ja dynaamista käyttäytymistä. Tutkimuksessa on käytetty Ideas-FEM-ohjelmistoa. Dynaamisten ongelmien ratkaisemiseksi on ymmärrettävä rakenteiden dynaamista käyttäytymistä. Rakenteiden käyttäytymistä ja muodonmuutoksia on tutkittava kriittisillä ominaistaajuuksilla. Tutkimuksessa on selvitetty, kuinka ajoneuvon elementtimallilla voidaan tehdä ominaisvärähtely- ja vastelaskentaa. Ominaisvärähtelylaskennalla selvitetään rakenteen ominaismuodot ja -taajuudet. Vastelaskennalla tutkitaan erilaisten herätteiden vaikutuksia ajoneuvon dynaamiseen käyttäytymiseen ja määritetään herätteistä rakenteeseen aiheutuvat vasteet ja herätteiden siirtyvyys rakenteessa. Lisäksi tutkitaan herätteiden aiheuttamia todellisia jännityksiä ja siirtymiä, jotta saadaan selville rakenteen todelliset rasitukset. Analyyseillä voidaan tutkia, kuinka ajoneuvon korirakennetta on jäykistettävä ja vaimennettava, jotta siinä ei esiinny haitallista melua ja värähtelyä.

Johdinhäviöiden määrittäminen mikroliuskarakenteessa

Tässä diplomityössä on käsitelty mikroliuskarakenteen johdinhäviöiden määrittämistä kokeellisin ja analyyttisin menetelmin. Työssä on käyty läpi mikroliuskarakenteen ominaisuudet sekä esitetty tärkeimmät kirjallisuudessa esitellyt menetelmät johdinhäviöiden laskemiseksi. Mikroliuskarakenteen häviöitä mallinnettiin modernilla momenttimenetelmään perustuvalla kenttälaskentasimulaattorilla. Simulaattorin toimintaperiaate on esitelty ja sen soveltaminen mikroliuskarakenteen simuloimiseen on käyty läpi. Eräs mikroliuskarakenne mallinnettiin taajuusalueella 1-10 GHz ja simuloituja johdinhäviöitä verrattiin analyyttisesti määritettyihin. Mikroliuskarakenteen vaste mitattiin ja sitä verrattiin mallinnetun mikroliuskarakenteen vasteeseen. Tulosten perusteella on pohdittu simulaattorin soveltuvuutta mikroliuskarakenteen johdinhäviöiden mallintamiseen. Mikroliuskarakenteen johdinhäviöiden määrittämiseen mittausten avulla on esitetty ideoita jatkotutkimusta varten.

Estudi de viabilitat tecnològica de tags RFID sobre diferents substrats

En aquest projecte s’han dissenyat i simulat diferents models de tags RFID per a la banda UHF sobre diferents classes de substrats i tintes conductores amb l’objectiu d’estudiar la viabilitat de la tecnologia de Printed Electronics per a la seva d’implementació física. A partir de dues configuracions ja existents a la literatura, aquestes etiquetes RFID s’han modelat electromagnèticament mitjançant el software ADS i s’ha simulat la seva resposta freqüencial. En segon terme, a fi d’avaluar el seu rendiment, també s’ha representat el read range d’aquests tags RFID en funció d’aquestes tintes conductores i substrats. Posteriorment, s’han realitzat diferents proves de fabricació mitjançant un mètode basat en la serigrafia, així com d’obtenció experimental de la seva distància de lectura. Finalment, en base als resultats obtinguts s’ha pogut concloure que és viable realitzar tags RFID segons aquesta tècnica d’impressió, però a falta d’una verificació experimental únicament a nivell de simulació.

Critical behavior of a water monolayer under hydrophobic confinement

The properties of water can have a strong dependence on the confinement. Here, we consider a water monolayer nanoconfined between hydrophobic parallel walls under conditions that prevent its crystallization. We investigate, by simulations of a many-body coarse-grained water model, how the properties of the liquid are affected by the confinement. We show, by studying the response functions and the correlation length and by performing finite-size scaling of the appropriate order parameter, that at low temperature the monolayer undergoes a liquid-liquid phase transition ending in a critical point in the universality class of the two-dimensional (2D) Ising model. Surprisingly, by reducing the linear size L of the walls, keeping the walls separation h constant, we find a 2D-3D crossover for the universality class of the liquid-liquid critical point for L/h=~50, i.e. for a monolayer thickness that is small compared to its extension. This result is drastically different from what is reported for simple liquids, where the crossover occurs for , and is consistent with experimental results and atomistic simulations. We shed light on these findings showing that they are a consequence of the strong cooperativity and the low coordination number of the hydrogen bond network that characterizes water.

Kinematic analysis and modelling of biped locomotion systems

This paper presents the kinematic study of robotic biped locomotion systems. The main purpose is to determine the kinematic characteristics and the system performance during walking. For that objective, the prescribed motion of the biped is completely characterised in terms of five locomotion variables: step length, hip height, maximum hip ripple, maximum foot clearance and link lengths. In this work, we propose four methods to quantitatively measure the performance of the walking robot: energy analysis, perturbation analysis, lowpass frequency response and locomobility measure. These performance measures are discussed and compared in determining the robustness and effectiveness of the resulting locomotion.

Experimental Vibration Characteristics of a Beam with Nonlinear Support Using Receptance Coupling Analysis

This paper applies the Multi-Harmonic Nonlinear Receptance Coupling Approach (MUHANORCA) (Ferreira 1998) to evaluate the frequency response characteristics of a beam which is clamped at one end and supported at the other end by a nonlinear cubic stiffness joint. In order to apply the substructure coupling technique, the problem was characterised by coupling a clamped linear beam with a nonlinear cubic stiffness joint. The experimental results were obtained by a sinusoidal excitation with a special force control algorithm where the level of the fundamental force is kept constant and the level of the harmonics is kept zero for all the frequencies measured.