400 resultados para Revisions
Semantic web approach for dealing with administrative boundary revisions: a case study of Dhaka City
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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.
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This paper investigates the effects of government spending on the real exchange rate and the trade balance in the US using a new VAR identification procedure based on spending forecast revisions. I find that the real exchange rate appreciates and the trade balance deteriorates after a government spending shock, although the effects are quantitatively small. The findings broadly match the theoretical predictions of the standard Mundell-Fleming model and differ substantially from those existing in literature. Differences are attributable to the fact that, because of fiscal foresight, the government spending is non-fundamental for the variables typically used in open economy VARs. Here, on the contrary, the estimated shock is fundamental.
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Objetivo: Comparar a gravidade das lesões e do trauma mensurada pelas versões da Abbreviated Injury Scale 1998 e 2005 e verificar a mortalidade nos escores Injury Severity Score e New Injury Severity Score nas duas versões.Método: Estudo transversal e retrospectivo analisou lesões de pacientes de trauma, de três hospitais universitários do município de São Paulo, Brasil. Cada lesão foi codificada com Abbreviated Injury Scale 1998 e 2005. Os testes estatísticos aplicados foram Wilcoxon, McNemar-Bowker, Kappa e teste Z.Resultados: A comparação das duas versões resultou em discordância significante de escores em algumas regiões corpóreas. Com a versão 2005 os níveis de gravidade da lesão e do trauma foram significantemente reduzidos e a mortalidade foi mais elevada em escores mais baixos. Conclusão: Houve redução da gravidade da lesão e do trauma e alteração no percentual de mortalidade com o uso da Abbreviated Injury Scale 2005.
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The first part of a three year plan to evaluate and recommend improvements to Iowa's Juvenile Courts.
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Tutkimukseni käsittelee ensimmäisen ristiretken (1095–1101) varhaista latinankielistä historiankirjoitusta. Tarkastelun keskiössä ovat kolmen benediktiinimunkin historiateokset, jotka perustuvat anonyymin kirjoittajan silminnäkijäkertomukseen nimeltä Gesta Francorum et aliorum Hierosolymitanorum. Benediktiinit ilmoittivat pyrkineensä ennen kaikkea korjaamaan kyseisen teoksen tyyliä. Samalla he kuitenkin tulivat tuottaneeksi varsin erilaista kuvaa ristiretkestä ja ristiritarista. Tutkimuksessani tarkastelen yksityiskohtaisesti ja eri versioita vertaillen sitä, miten ristiretken historiaa kirjoitettiin ja uudelleenkirjoitettiin. Mitä kohtia munkit pyrkivät muuttamaan, miten he sen tekivät ja miksi? Kiinnitän huomioni teoksissa käytettyyn retoriikkaan sekä siihen mitä jätettiin kertomatta. Oletetun lukijan käsitettä hyödyntäen pohdin myös teosten mahdollista ja todennäköistä kohdeyleisöä – siis sitä, kenelle historiaa ensimmäisestä ristiretkestä kirjoitettiin. Ensimmäistä ristiretkeä koskevat käsityksemme perustuvat suuressa määrin tarkastelemiini kertomuksiin ja niiden toisintoihin. Ilman lähteiden retorista analyysiä ja kontekstualisointia monet faktoina pitämämme tulkinnat uhkaavat kuitenkin osoittautua hiekkarakennelmiksi. Tutkimuksessani korostan toisaalta silminnäkijäkertomusten ja uudelleenkirjoitusten välisiä eroja, toisaalta sitä, että myös uudelleentulkintojen välillä oli huomattavia eroavuuksia. Tästä syystä on tärkeää, että ristiretkeä koskevat ajatukset ankkuroidaan lähteisiinsä, eikä yleistyksiä viedä liian pitkälle. Yhteistä näille kertomuksille on se, että ne kuvasivat menneisyyttä omasta ajastaan käsin ilman pyrkimystä menneisyyden tavoittamiseksi ”niin kuin se oikeasti oli”. Tutkimukseni osoittaa, että ensimmäisen ristiretken aikalaiskertomukset ovat tiettyjen tarkoitusperien vuoksi tuotettuja retorisia tekstejä, joita ei tulisi arvioida faktuaalisen totuuskäsityksen kautta. Ne kertovat meille vain vähän siitä, mitä oikeasti tapahtui, mutta varsin paljon siitä, miten tapahtunut ymmärrettiin ja miten se haluttiin esittää.
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Global hydrological models (GHMs) model the land surface hydrologic dynamics of continental-scale river basins. Here we describe one such GHM, the Macro-scale - Probability-Distributed Moisture model.09 (Mac-PDM.09). The model has undergone a number of revisions since it was last applied in the hydrological literature. This paper serves to provide a detailed description of the latest version of the model. The main revisions include the following: (1) the ability for the model to be run for n repetitions, which provides more robust estimates of extreme hydrological behaviour, (2) the ability of the model to use a gridded field of coefficient of variation (CV) of daily rainfall for the stochastic disaggregation of monthly precipitation to daily precipitation, and (3) the model can now be forced with daily input climate data as well as monthly input climate data. We demonstrate the effects that each of these three revisions has on simulated runoff relative to before the revisions were applied. Importantly, we show that when Mac-PDM.09 is forced with monthly input data, it results in a negative runoff bias relative to when daily forcings are applied, for regions of the globe where the day-to-day variability in relative humidity is high. The runoff bias can be up to - 80% for a small selection of catchments but the absolute magnitude of the bias may be small. As such, we recommend future applications of Mac-PDM.09 that use monthly climate forcings acknowledge the bias as a limitation of the model. The performance of Mac-PDM.09 is evaluated by validating simulated runoff against observed runoff for 50 catchments. We also present a sensitivity analysis that demonstrates that simulated runoff is considerably more sensitive to method of PE calculation than to perturbations in soil moisture and field capacity parameters.
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We examine how the accuracy of real-time forecasts from models that include autoregressive terms can be improved by estimating the models on ‘lightly revised’ data instead of using data from the latest-available vintage. The benefits of estimating autoregressive models on lightly revised data are related to the nature of the data revision process and the underlying process for the true values. Empirically, we find improvements in root mean square forecasting error of 2–4% when forecasting output growth and inflation with univariate models, and of 8% with multivariate models. We show that multiple-vintage models, which explicitly model data revisions, require large estimation samples to deliver competitive forecasts. Copyright © 2012 John Wiley & Sons, Ltd.
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The effects of data uncertainty on real-time decision-making can be reduced by predicting early revisions to US GDP growth. We show that survey forecasts efficiently anticipate the first-revised estimate of GDP, but that forecasting models incorporating monthly economic indicators and daily equity returns provide superior forecasts of the second-revised estimate. We consider the implications of these findings for analyses of the impact of surprises in GDP revision announcements on equity markets, and for analyses of the impact of anticipated future revisions on announcement-day returns.
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This paper examines the price impact of trading due to expected changes in the FTSE 100 index composition. We focus on the latter index because it employs publicly-known objective criteria to determine membership and hence it provides a natural context to investigate anticipatory trading e ects. We propose a panel-regression event study that backs out these anticipatory e ects by looking at the price impact of the ex-ante proba-bility of changing index membership status. Our ndings reveal that anticipative trading explains about 40% and 23% of the cumulative abnormal returns of additions and deletions, respectively. We con rm these in-sample results out of sample by tracking the performance of a trading strategy that relies on the addition/deletion probability estimates. The perfor-mance is indeed very promising in that it entails an average daily excess return of 11 basis points over the FTSE 100 index.