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1
Gaus, Eric. "Macroeconomic models with endogenous learning." Thesis, University of Oregon, 2010. http://hdl.handle.net/1794/10868.
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xi, 87 p. : ill. A print copy of this thesis is available through the UO Libraries. Search the library catalog for the location and call number.The behavior of the macroeconomy and monetary policy is heavily influenced by expectations. Recent research has explored how minor changes in expectation formation can change the stability properties of a model. One common way to alter expectation formation involves agents' use of econometrics to form forecasting equations. Agents update their forecasts based on new information that arises as the economy progresses through time. In this way agents "learn" about the economy. Previous learning literature mostly focuses on agents using a fixed data size or increasing the amount of data they use. My research explores how agents might endogenously change the amount of data they use to update their forecast equations. My first chapter explores how an established endogenous learning algorithm, proposed by Marcet and Nicolini, may influence monetary policy decisions. Under rational expectations (RE) determinacy serves as the main criterion for favoring a model or monetary policy rule. A determinant model need not result in stability under an alternative expectation formation process called learning. Researchers appeal to stability under learning as a criterion for monetary policy rule selection. This chapter provides a cautionary tale for policy makers and reinforces the importance of the role of expectations. Simulations appear stable for a prolonged interval of time but may suddenly deviate from the RE solution. This exotic behavior exhibits significantly higher volatility relative to RE yet over long simulations remains true to the RE equilibrium. In the second chapter I address the effectiveness of endogenous gain learning algorithms in the presence of occasional structural breaks. Marcet and Nicolini's algorithm relies on agents reacting to forecast errors. I propose an alternative, which relies on agents using statistical information. The third chapter uses standard macroeconomic data to find out whether a model that has non-rational expectations can outperform RE. I answer this question affirmatively and explore what learning means to the economy. In addition, I conduct a Monte Carlo exercise to investigate whether a simple learning model does, empirically, imbed an RE model. While theoretically a very small constant gain implies RE, empirically learning creates bias in coefficient estimates.
Committee in charge: George Evans, Co-Chairperson, Economics; Jeremy Piger, Co-Chairperson, Economics; Shankha Chakraborty, Member, Economics; Sergio Koreisha, Outside Member, Decision Sciences
2
Pu, Junyi, and 浦俊懿. "Optimal procurement auctions with endogenous quantity." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B4322409X.
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Jones, Charles I. (Charles Irving). "Time series tests of endogenous growth models." Thesis, Massachusetts Institute of Technology, 1993. http://hdl.handle.net/1721.1/12701.
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Tesoriere, Antonio. "Endogenous firm asymmetry vs symmetry in oligopoly models /." Louvain-la-Neuve : Univ. Catholique de Louvain, 2007. http://www.gbv.de/dms/zbw/54345987X.pdf.
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Lazaris, Spyros M. "A study on endogenous growth models and trade." Diss., This resource online, 1993. http://scholar.lib.vt.edu/theses/available/etd-06062008-165642/.
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Kim, Ji Uk. "Empirical tests of exogenous and endogenous growth models." Connect to resource, 1995. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1265037914.
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Yin, Xiaopeng 1963. "Endogenous growth, international trade and dynamics." Thesis, McGill University, 2001. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=37914.
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This PhD. dissertation consists of three essays to fill some gaps in the recent research in international trade and endogenous growth theory. The first essay explores the dynamic effect of interaction of research and development (R&D) activities among countries on endogenous economic growth. It attempts to fill the gap between the current endogenous growth research focused on independent R&D activities and decision-making in the international competition and the interdependent R&D competition in reality. This paper finds that the growth rates, welfare, and investment on R&D in the world do differ between independent R&D activity and interdependent R&D activities among countries. The welfare for each country in the open-loop Nash equilibrium is higher than that of the Markov-perfect Nash equilibrium, and both are lower than that in the cooperative game. The model shows that the ability to commit turns out to make every country better off. The interesting results are that when an increase in the number of countries does increase the growth rate in the open-loop Nash equilibrium, it is very possible to have the negative effect on the growth rate in the Markov-perfect equilibrium. Particularly, the model shows that the tendency of free-ride rises with more countries in the competition. The more general models with durable physical capital, and with the endogenous rate of time preference following Uzawa-Epstein tradition, also prove these conclusions.The second essay turns to the Samuelson-Diamond overlapping generation paradigm, a finite-horizon overlapping generations model with education proposed by Michel (1993). The focus is shifted to the effect of trade on growth. It turns out that when trade affects the formation of human capital, endogenous growth is possible even in the simplest economy with a single sector and constant returns to scale technologies, which is opposite from Boldrin's (1992) and Jones and Manuelli's (1992) results.
While the existing theory of trade under oligopolistic competition is mostly static in nature, the third essay fills this gap by modeling international trade under oligopoly in a dynamic setting. This essay adopts the dynamics in the model provided by allowing the demand curve to shift over time as a result of "habit formation". It shows that when the importing country is committing to a policy of voluntary import expansions (VIEs), in the certain condition (i.e. k > 1), VIEs can improve the global welfare, the welfare of the importing country, and the profit of both firms. So, in a sense, voluntary import expansion is truly voluntary.
8
Peng, Baochun. "Entrepreneurship and economic growth." Thesis, University of Oxford, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.270459.
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Lazic, Stanley Edward. "Endogenous neural precursor cells in transgenic mouse models of neurodegenerative disorders." Thesis, University of Cambridge, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.613659.
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Imura, Yuko. "Endogenous Trade Participation in Multi-Country Dynamic Stochastic General Equilibrium Models." The Ohio State University, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=osu1338303765.
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Abhayaratne, Anoma S. P. "Growth and international trade in developing countries : an empirical analysis." Thesis, University of Essex, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.242227.
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Yin, Xiaopeng 1963. "The effect of economic integration on endogenous economic growth." Thesis, McGill University, 1995. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=23435.
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This thesis presents a survey of the development of economic growth theory, including the latest developments in the relationship between international economic integration through international flows of goods and/or knowledge and endogenous economic growth. Based on the following literature review, a new and more reasonable model for the research and development (i.e., the R&D) sector--a sector which is considered the source of long-run growth--is offered in order to develop and improve the framework built by Rivera-Batiz and Rome (1991), i.e. the RBR model. This new model will make the RBR framework more complete and rational. In this new model, it is proved that any form of economic integration will increase the long-run rate of growth, and these results are compared with those of the RBR. Moreover, Devereux and Lapham's efforts to find some dynamic analysis along the transitional path under two different situations: knowledge flows only, and both goods and knowledge flows, are continued in the same model. It is found that when only knowledge is allowed to flow across borders, economic integration generates corner solutions for the production of the R&D sector, while this does not happen when complete goods and knowledge flows exist. However, the real balanced growth rates in these diverse situations are higher than they are in autarky.
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Poulsen, Odile. "Essays on determinacy and interdeterminacy in two-sector discrete time models." Thesis, University of Essex, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.340592.
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Emerson, Michael. "Endogenous nitric oxide and platelet function in in vivo models of thromboembolism." Thesis, King's College London (University of London), 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.300152.
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Olters, Jan-Peter. "Endogenous ballot decisions and "optimal" fluctuations : an economic model of politics." Thesis, McGill University, 2000. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=36785.
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Elections---often to a considerable degree---influence the fiscal policies pursued by governments installed on the basis of their results. Nonetheless, government behaviour is typically modelled exogenously, usually by means of a benevolent, permanently installed "social planner." However, since fiscal policies, devised by democratically elected governments, complement the decentralised pricing system, which---as shown by Samuelson (1954)---is incapable of optimally allocating both private and public goods, the social-planner approach is viewed as being an unsatisfactory tool for the purpose of describing the political aspects of economic decisions.In the absence of a "first-best," Pareto-optimal tax system, fiscal policies are implemented as a result of inter-household "conflicts" over tax rates and public spending. In order to be able to overcome the theoretical difficulties encountered in previous contributions to the Economic Theory of Politics, this text will propose a model that explicitly depicts---"democratically aggregated"---political decisions made on the level of every individual.
In this thesis, it will be shown that (i) a country's overall budget can be derived endogenously without relying on the theoretical shortcut of interpersonal preference aggregation, (ii) electoral fluctuations be explained on the basis of the changes to the individuals' particular income and wealth situations, (iii) political behaviour be described in terms of votes and abstentions as well as party membership and ideology, and (iv) the crucial importance of a country's wealth distribution be discussed in the context of economic stability and the role of government.
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黃少軍 and Shaojun Huang. "Service sector development, structural change, and economic growth: international experriences and implicationsfor China." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31241815.
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Fung, Lesley. "Investigations into the generation and control of endogenous erosion, using "in vitro" models /." Title page, summary and contents only, 1993. http://web4.library.adelaide.edu.au/theses/09DM/09dmf9812.pdf.
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Apap, Robert M. "Models and Computational Strategies for Multistage Stochastic Programming under Endogenous and Exogenous Uncertainties." Research Showcase @ CMU, 2017. http://repository.cmu.edu/dissertations/1002.
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This dissertation addresses the modeling and solution of mixed-integer linear multistage stochastic programming problems involving both endogenous and exogenous uncertain parameters. We propose a composite scenario tree that captures both types of uncertainty, and we exploit its unique structure to derive new theoretical properties that can drastically reduce the number of non-anticipativity constraints (NACs). Since the reduced model is often still intractable, we discuss two special solution approaches. The first is a sequential scenario decomposition heuristic in which we sequentially solve endogenous MILP subproblems to determine the binary investment decisions, fix these decisions to satisfy the first-period and exogenous NACs, and then solve the resulting model to obtain a feasible solution. The second approach is Lagrangean decomposition. We present numerical results for a process network planning problem and an oilfield development planning problem. The results clearly demonstrate the efficiency of the special solution methods over solving the reduced model directly. To further generalize this work, we also propose a graph-theory algorithm for non-anticipativity constraint reduction in problems with arbitrary scenario sets. Finally, in a break from the rest of the thesis, we present the basics of stochastic programming for non-expert users.
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Derin, Pinar. "Endogenous Growth Testing In The European Union And Developing Countries: Taxation, Public Expenditure And Growth." Master's thesis, METU, 2003. http://etd.lib.metu.edu.tr/upload/1112127/index.pdf.
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In endogenous growth models, in contrast to the neoclassical growth models,
government expenditure and taxation have an effect on the long run growth rate. In
this thesis I examine whether the empirical evidence support the predictions of
endogenous growth models or the neoclassical growth models in relation to fiscal
policy. For this purpose I use panel data for fifteen European Union (EU) member and
thirty-three developing countries between the years 1970 and 1999. I specifically test
the following two propositions. The first proposition states that distortionary taxation
decreases growth while non-distortionary taxation does not. The second, states that
productive government expenditure increases growth while non-productive
expenditure does not. The empirical results are quite different between European Union countries and developing countries. The results do not support endogenous
growth especially for developing countries.
20
Schmidt, Gordon 1946. "Dynamics of endogenous economic growth theory and related issues : a case study of the "Romer model"." Monash University, Dept. of Economics, 2001. http://arrow.monash.edu.au/hdl/1959.1/8832.
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Li, Dajin. "Investment rate and economic growth in the long run, empirical tests of endogenous growth models." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp02/NQ32340.pdf.
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Jamieson, Alec. "Assessment of fibrinolytic and antithrombotic activity resulting from modulation of endogenous fibrinolysis in animal models." Thesis, University of Aberdeen, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.358267.
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The primary aims of the project were: i) to develop assays capable of detecting changes in endogenous fibrinolytic activity for use in animal models. ii) to determine whether changes in endogenous fibrinolytic activity could be achieved following administration of a range of pharmacologically active agents. iii) to investigate the effect of such changes in endogenous fibrinolytic activity on thrombus formation and lysis in a suitable animal model in vivo. 1. Methods established for estimation of fibrinolytic activity in the plasma of rats and rabbit comprised chromogenic activity assays measuring tPA and PAI activity and the euglobulin clot lysis time assay as an index of fibrinolytic capacity. Changes in either plasma tPA or plasma PAI levels correlated well with changes in fibrinolytic activity as measured by the euglobulin clot lysis time assay; this comparison has previously not been carried out in animal studies. 2. A range of animal tests were investigated in an attempt to identify a paradigm of disease compromised fibrinolytic activity. Again, a systematic approach of this type had not previously been carried out in animals. The most significant alteration in plasma fibrinolytic activity was seen in the arthritic rabbit where levels of PAI and the acute phase reactant fibrinogen were significantly elevated. These data provide new evidence demonstrating PAI acting as an acute phase reactant in an animal model of inflammation. 3. Compounds were identified that either possessed pro-fibrinolytic actions (by elevating endogenous tPA activity or inhibiting endogenous PAI activity) or were shown to inhibit fibrinolytic activity (increased plasma PAI activity).
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Jordan, Rhonda LeNai. "Incorporating endogenous demand dynamics into long-term capacity expansion power system models for Developing countries." Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/79547.
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Thesis (Ph. D.)--Massachusetts Institute of Technology, Engineering Systems Division, 2013.Page 163 blank. Cataloged from PDF version of thesis.
Includes bibliographical references (p. 129-137).
This research develops a novel approach to long-term power system capacity expansion planning for developing countries by incorporating endogenous demand dynamics resulting from social processes of technology adoption. Conventional capacity expansion models assume exogenous demand growth; however, literature suggests that this assumption is not appropriate for developing countries. The planning approach presented in this research explicitly represents the links between the social and technical components of the power system. As potential customers without electricity select between various supply options to meet their power needs and as existing customers alter their consumption in reaction to the price of electricity and the perceived performance of the grid, the demand for grid power is directly impacted. This thesis demonstrates that neglecting these feedbacks and resorting to simplified assumptions can result in suboptimal investment strategies. By comparing the investment strategies identified using this novel approach to that of more conventional approaches, this research highlights cases in which the incorporation of endogenous demand impacts capacity expansion planning. More specifically, this work proves that incorporating endogenous electricity demand is important when there is a large fraction of the population without access to power or when the improvement in reliability afforded by capacity expansion is large. Employing traditional capacity expansion methods in such cases may lead to the selection of inferior expansion strategies. This research has both academic and applied contributions. Methodologically, this research extends state-of-the-art power system models by combining two generally separate modeling approaches, system dynamics and optimization. These methods are integrated to capture both the technical details of power grid operation and endogenous electricity demand dynamics in order to simulate the performance and evolution of the electric power grid. This research also demonstrates a holistic approach to centralized power planning that enables a more realistic representation of grid demand in developing countries and the identification of strategies that, in some cases, perform better than the strategies identified using traditional approaches. Finally, while this research was inspired by the case of Tanzania, the approach was developed with the flexibility to be applied to other countries with similar power system structure and contextual features.
by Rhonda LeNai Jordan.
Ph.D.
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Fujiwara, Ippei. "Three essays on dynamic general equilibrium models." Thesis, University of Oxford, 2009. http://ora.ox.ac.uk/objects/uuid:b963d031-cd68-4bee-91b7-4541e5d600d2.
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This thesis aims at contributing to the existing studies in the dynamic stochastic general equilibrium model, particularly in the new Keynesian models, on three aspects. It consists of three chapters. Chapter 2 is on “Dynamic new Keynesian Life-Cycle Model.” Chapter 3 is on “Re-thinking Price Stability in an Economy with Endogenous Firm Entry: Real Imperfections under Product Variety.” Chapter 4 is on “Growth Expectation.” Abstracts of each Chapter are as follows. In Chapter 2, we first construct a dynamic new Keynesian model that incorporates life-cycle behavior a la Gertler (1999), in order to study whether structural shocks to the economy have asymmetric effects on heterogeneous agents, namely workers and retirees. We also examine whether considerations of life-cycle and demographic structure alter the dynamic properties of the monetary business cycle model, specifically the degree of amplification in impulse responses. According to our simulation results, shocks indeed have asymmetric impacts on different households and the demographic structure does alter the size of responses against shocks by changing the trade-off between substitution and income effects. In Chapter 3, we re-think price stability in an economy with endogenous firm entry under possible distortions. We first demonstrate that endogenous entry causes real imperfections. Reflecting fluctuations in the number of varieties, the gap between the natural and the efficient level of output is no longer constant and variant to shocks. As a result, the central bank faces a trade-off between stabilizing inflation and welfare-relevant output gap. Then, we show that this results in the non-zero optimal rate of inflation. We further check whether welfare can be enhanced by targeting welfare-based inflation instead of cross-sectional average inflation contrary to the previous findings. Simulations even with such distortions as unknown natural interest rate or no fiscal remedy for efficient non-stochastic steady states, however, support cross-sectional average inflation targeting although there may exist some small gains by referring also to welfare-based inflation rates. Incomplete stabilization may enhance welfare in an economy when agents cannot internalize the externality on the love for variety. Chapter 4 is about the difficulty in producing reasonable business cycles for the expectation shock about higher future technology. For a long time, changes in expectations about the future have been thought to be significant sources of economic fluctuations, as argued by Pigou (1926). Although creating such an expectation-driven cycle (the Pigou cycle) in equilibrium business cycle models was considered to be a difficult challenge, as pointed out by Barro and King (1984), recently, several researchers have succeeded in producing the Pigou cycle by balancing the tension between the wealth effect and the substitution effect stemming from the higher expected future productivity. Seminal research by Christiano et al. (2007a) explains the “stock market boom-bust cycles,” characterized by increases in consumption, labor inputs, investment and the stock prices relating to high expected future technology levels, by introducing investment growth adjustment costs, habit formation in consumption, sticky prices and an inflation-targeting central bank. We, however, show that such a cycle is difficult to generate based on “growth expectation,” which reflect expectations of higher productivity growth rates. Thus, Barro and King’s (1984) prediction still applies.
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Predoiu, Silviu Nicolae. "Optimal Execution in a General One-Sided Limit-Order Book and Endogenous Dynamic Completeness of Financial Models." Research Showcase @ CMU, 2011. http://repository.cmu.edu/dissertations/115.
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This thesis consists of two parts. The first one is a result obtained under the supervision of Steven Shreve and with the collaboration of Gennady Shaikhet. Our work yielded a detailed description of the optimal strategies for a large investor, when she needed to buy a large amount of shares of a stock over a finite time horizon. The dynamics of the limit order book of the underlying stock is a generalization of known results to continuous time and to arbitrary distributions of the said limit order book. See the introduction section in chapter 2 for a more detailed discussion.
The second part is a result obtained under the supervision of Dmitry Kramkov. Our work yielded a sufficient condition on the structure of the economic factors, dividends of traded assets and total endowment in a single-agent economy, such that in an Arrow - Debreu - Radner equilibrium the market is complete. The main result is formulated as an integral representation theorem. Our work generalizes and complements fairly recent results in this direction (at the time of this thesis) by requiring less smoothness of the driving diffusion process at the expense of seemingly stronger conditions on the terminal dividends of the assets. See the introduction section in chapter 3 for a more detailed discussion.
26
Shi, Wei. "Essays on Spatial Panel Data Models with Common Factors." The Ohio State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=osu1461300292.
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Rega, M. "Investigation of endogenous chemical exchange saturation transfer effects with magnetic resonance imaging in various animal models of neurological disorders." Thesis, University College London (University of London), 2015. http://discovery.ucl.ac.uk/1463928/.
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Chemical Exchange Saturation Transfer (CEST), is an emerging Magnetic Resonance Imaging (MRI) technique. CEST indirectly measures exchangeable protons contained in either endogenous or exogenous compounds by measuring the water signal reduction due to magnetisation exchange between these compounds and the surrounding water. CEST offers sensitivity enhancement compared to any method which directly measures these compounds. The complexity of the CEST signal in-vivo limits direct quantitative interpretation. However, the technique is inherently sensitive to a range of physiological parameters, such as temperature, pH and metabolite concentration. In order to investigate the relative importance of these different contributing factors, the work described in this thesis used the Bloch-McConnell equation system to model the CEST effect, for CEST sequence optimisation and data interpretation. Bovine Serum Albumin (BSA) phantoms were scanned with a CEST sequence and the results were compared to standard contrast methods (T1, T2). The CEST effects were correlated with changes in environmental pH, temperature and metabolite concentration. Next, a spectroscopic CEST sequence was implemented for spinal cord CEST and two models of neurodegenerative diseases were investigated. First, a model of Amyotrophic Lateral Sclerosis (ALS), revealed no changes in the CEST signal over the time course of the disease; the finding matched post-mortem soluble protein concentration analysis. Second, a model of Spinal and Bulbar Muscular Atrophy (SBMA), revealed no changes in the CEST signal of affected mice scanned at 10 and 12 months of age. However, changes in the CEST signal were observed in control mice and this again agreed with post-mortem protein concentration analysis. Finally, the potential for CEST to measure regional pH changes in a piglet model of Hypoxic Ischemia (HI) was investigated. CEST data were compared and found to agree with 31P MRS, measuring intracellular pH (pHi) and 1H MRS, measuring cerebral lactate levels.
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Pfister, Alexander. "Heterogeneous trade intervals in an agent based financial market." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2003. http://epub.wu.ac.at/658/1/document.pdf.
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This paper studies the dynamics of an asset pricing model based on simple deterministic agents. Traders are heterogeneous with respect to their time horizon, prediction function and trade interval. Concerning the trade interval we distinguish between intraday traders and end-of-day traders. Intraday traders update their portfolio every period, whereas end-of-day traders adjust their positions only at the closing price of each trading day. The parameter values of the model were partially determined by an adapted Markov chain Monte Carlo sampling method. We analyse the properties of the time series and find that they exhibit low autocorrelation of the returns, volatility clustering and fat tails. Particularly heterogeneous trade intervals seem to be an important factor for generating time series showing "stylized facts". (author's abstract)Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
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Chen, Yougui. "Endogenous Phenolics from Expeller-pressed Canola Oil Refining Byproducts: Evaluation of Antioxidant Activities in Cell Culture and Deep-fat Frying Models." Journal of agricultural and food chemistry, 2014. http://hdl.handle.net/1993/30357.
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Sinapic acid derivatives and tocopherols in refining byproducts of commercially produced expeller-pressed canola oils were characterized and isolated. Additionally, the antioxidant activities of the phenolics were examined by three systems including an in vitro non-biological related assay, a cellular assay and a deep-fat frying model. Sinapic acid (SA： 42.9 µg/g), Sinapine (SP: 199 µg/g), and Canolol (CAN: 344 µg/g) were found in different byproducts of canola oil refining, namely, soapstock, spent bleaching clay, and wash-water, respectively. Tocopherols (3.75 mg/g) and other non-identified phenolic compounds (2.7 mg /g) were found in deodistillates (DDL). CAN and DDL revealed significant protection effect (p<0.05) against hydrogen peroxide induced oxidation in two mammalian cell lines. The results of deep-fat frying studies indicated positive effects of CAN and DDL in preventing lipid oxidation. The canola oils fortified with DDL and CAN showed a considerable reduction (p < 0.05) in oxidation products of lipid after frying.
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Ye, Xin. "Development of models for understanding causal relationships among activity and travel variables." [Tampa, Fla] : University of South Florida, 2006. http://purl.fcla.edu/usf/dc/et/SFE0001842.
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Iwai, Nobuyuki. "Economic models of developing countries in the global ecnomy." The Ohio State University, 2003. http://rave.ohiolink.edu/etdc/view?acc_num=osu1063840190.
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Tirok, Katrin. "Predator-prey dynamics under the influence of exogenous and endogenous regulation : a data-based modeling study on spring plankton with respect to climate change." Phd thesis, Universität Potsdam, 2008. http://opus.kobv.de/ubp/volltexte/2008/2452/.
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Understanding the interactions of predators and their prey and their responses to environmental changes is one of the striking features of ecological research. In this thesis, spring dynamics of phytoplankton and its consumers, zooplankton, were considered in dependence on the environmental conditions in a deep lake (Lake Constance) and a shallow marine water (mesocosms from Kiel Bight), using descriptive statistics, multiple regression models, and process-oriented dynamic simulation models.
The development of the spring phytoplankton bloom, representing a dominant feature in the plankton dynamics in temperate and cold oceans and lakes, may depend on temperature, light, and mixing intensity, and the success of over-wintering phyto- and zooplankton. These factors are often correlated in the field. Unexpectedly, irradiance often dominated algal net growth rather than vertical mixing even in deep Lake Constance. Algal net losses from the euphotic layer to larger depth were induced by vertical mixing, but were compensated by the input from larger depth when algae were uniformly distributed over the water column.
Dynamics of small, fast-growing algae were well predicted by abiotic variables, such as surface irradiance, vertical mixing intensity, and temperature. A simulation model additionally revealed that even in late winter, grazing may represent an important loss factor of phytoplankton during calm periods when losses due to mixing are small. The importance of losses by mixing and grazing changed rapidly as it depended on the variable mixing intensity. Higher temperature, lower global irradiance and enhanced mixing generated lower algal biomass and primary production in the dynamic simulation model. This suggests that potential consequences of climate change may partly counteract each other. The negative effect of higher temperatures on phytoplankton biomass was due to enhanced temperature-sensitive grazing losses. Comparing the results from deep Lake Constance to those of the shallow mesocosm experiments and simulations, confirmed the strong direct effect of light in contrast to temperature, and the importance of grazing already in early spring as soon as moderate algal biomasses developed.
In Lake Constance, ciliates dominated the herbivorous zooplankton in spring. The start of ciliate net growth in spring was closely linked to that of edible algae, chlorophyll a and the vertical mixing intensity but independent of water temperature. The duration of ciliate dominance in spring was largely controlled by the highly variable onset of the phytoplankton bloom, and little by the less variable termination of the ciliate bloom by grazing of meta-zooplankton. During years with an extended spring bloom of algae and ciliates, they coexisted at relatively high biomasses over 15-30 generations, and internally forced species shifts were observed in both communities. Interception feeders alternated with filter feeders, and cryptomonads with non-cryptomonads in their relative importance.
These dynamics were not captured by classical 1-predator-1-prey models which consistently predict pronounced predator-prey cycles or equilibria with either the predator or the prey dominating or suppressed. A multi-species predator-prey model with predator species differing in their food selectivity, and prey species in their edibility reproduced the observed patterns. Food-selectivity and edibility were related to the feeding and growth characteristics of the species, which represented ecological trade-offs. For example, the prey species with the highest edibility also had the highest maximum growth rate. Data and model revealed endogenous driven ongoing species alternations, which yielded a higher variability in species-specific biomasses than in total predator and prey biomass. This holds for a broad parameter space as long as the species differ functionally.
A more sophisticated model approach enabled the simulation of a continuum of different functional types and adaptability of predator and prey communities to altered environmental conditions, and the maintenance of a rather low model complexity, i.e., low number of equations and free parameters. The community compositions were described by mean functional traits --- prey edibility and predator food-selectivity --- and their variances. The latter represent the functional diversity of the communities and thus, the potential for adaptation. Oscillations in the mean community trait values indicated species shifts.
The community traits were related to growth and grazing characteristics representing similar trade-offs as in the multi-species model. The model reproduced the observed patterns, when nonlinear relationships between edibility and capacity, and edibility and food availability for the predator were chosen. A constant minimum amount of variance represented ongoing species invasions and thus, preserved a diversity which allows adaptation on a realistic time-span.Eine der großen Herausforderungen der heutigen ökologischen Forschung ist es, Veränderungen von Ökosystemen vorherzusagen, die mit dem Klimawandel einhergehen. Dafür sind ein umfassendes Verständnis der verschiedenen Steuerungsfaktoren des entsprechenden Systems und Kenntnisse zur Anpassungsfähigkeit des Systems nötig. Auf der Grundlage dieses Wissens, können mit mathematischen Modellen Klimaszenarien gerechnet und Vorhersagen erstellt werden. Die vorliegende Arbeit untersuchte die Regulation des Phytoplanktons (kleine freischwebende einzellige Algen) und seiner Konsumenten (Zooplankton, tierische Kleinstlebewesen) sowie deren Wechselspiel während des Frühjahrs mit Bezug auf den Klimawandel. Als Basis dienten langjährige Daten von einem großen tiefen See (Bodensee) sowie Daten von Versuchen mit Organismen aus einem flachen marinen Gewässer (Kieler Förde, Ostsee). Diese Daten wurden mit statistischen Verfahren und mathematischen Modellen ausgewertet. In Gewässern sind Algen als Primärproduzenten die Nahrungsgrundlage für tierische Organismen bis hin zu Fischen und Meeresfrüchten, und bestimmen die Wasserqualität der Gewässer. Daher ist es wichtig zu verstehen, welche Mechanismen die Dynamik der Algen steuern. Der Grundstein für die saisonale Entwicklung von Phyto- und Zooplankton in Gewässern unserer Breiten wird mit dem Beginn des Wachstums im Frühjahr gelegt. Diese Arbeit zeigt, dass es bereits im zeitigen, noch kalten Frühjahr ein Wechselspiel physikalischer und biologischer Steuerungsmechanismen für die Algenentwicklung gibt. Physikalische Faktoren sind die Wassertemperatur, die Globalstrahlung und die Durchmischung des Gewässers, die durch die Stärke des Windes beeinflusst wird. All diese Steuerungsmechanismen sind eng miteinander verwoben und werden unterschiedlich stark vom Klimawandel beeinflusst. Mit mathematischen Modellen gelang es den Einfluss einzelner Faktoren voneinander zu trennen und zu zeigen, dass Effekte durch den Klimawandel sich gegenseitig aufheben oder aber auch verstärken können. Schon geringe Änderungen an der Basis der Nahrungsnetze können weitreichende Auswirkungen auf höhere Ebenen habe. Wie stark diese Auswirkungen im Einzelnen sind, hängt entscheidend von der Anpassungsfähigkeit gesamter Ökosysteme und ihrer Artengemeinschaften sowie einzelner Individuen ab. Beispielsweise reagiert die Algengemeinschaft auf einen starken Fraßdruck ihrer Räuber mit einer Verschiebung zu weniger gut fressbaren Algenarten. Diese weniger gut fressbaren Arten unterscheiden sich jedoch auch in anderen Eigenschaften, wie zum Beispiel der Ressourcenausnutzung, von besser fressbaren Algen. In dieser Arbeit wurden Modellansätze entwickelt, die diese Fähigkeit zur Anpassung berücksichtigen. Auf dieser Grundlage und mit Einbeziehung der physikalischen Steuerungsfaktoren können Klimaszenarien gerechnet werden und Vorhersagen für den Einfluss des Klimawandels auf unsere Gewässer gemacht werden, die letztlich auch Perspektiven für Handlungsmöglichkeiten aufzeigen.
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Schlegel, Christoph. "Business Cycle Models with Embodied Technological Change and Poisson Shocks." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2004. http://nbn-resolving.de/urn:nbn:de:swb:14-1099472232718-69586.
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The first part analyzes an Endogenous Business Cycle model with embodied technological change. Households take an optimal decision about their spending for consumption and financing of R&D. The probability of a technology invention occurring is an increasing function of aggregate R&D expenditure in the whole economy. New technologies bring higher productivity, but rather than applying to the whole capital stock, they require a new vintage of capital, which first has to be accumulated before the productivity gain can be realized. The model offers some valuable features: Firstly, the response of output following a technology shock is very gradual; there are no jumps. Secondly, R&D is an ongoing activity; there are no distinct phases of research and production. Thirdly, R&D expenditure is pro-cyclical and the real interest rate is counter-cyclical. Finally, long-run growth is without scale effects. The second part analyzes a RBC model in continuous time featuring deterministic incremental development of technology and stochastic fundamental inventions arriving according to a Poisson process. In a special case an analytical solution is presented. In the general case a delay differential equation (DDE) has to be solved. Standard numerical solution methods fail, because the steady state is path dependent. A new solution method is presented which is based on a modified method of steps for DDEs. It provides not only approximations but also upper and lower bounds for optimal consumption path and steady state. Furthermore, analytical expressions for the long-term equilibrium distributions of the stationary variables of the model are presented. The distributions can be described as extended Beta distributions. This is deduced from a methodical result about a delay extension of the Pearson system.
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Schlegel, Christoph. "Business Cycle Models with Embodied Technological Change and Poisson Shocks." Doctoral thesis, Technische Universität Dresden, 2003. https://tud.qucosa.de/id/qucosa%3A24392.
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The first part analyzes an Endogenous Business Cycle model with embodied technological change. Households take an optimal decision about their spending for consumption and financing of R&D. The probability of a technology invention occurring is an increasing function of aggregate R&D expenditure in the whole economy. New technologies bring higher productivity, but rather than applying to the whole capital stock, they require a new vintage of capital, which first has to be accumulated before the productivity gain can be realized. The model offers some valuable features: Firstly, the response of output following a technology shock is very gradual; there are no jumps. Secondly, R&D is an ongoing activity; there are no distinct phases of research and production. Thirdly, R&D expenditure is pro-cyclical and the real interest rate is counter-cyclical. Finally, long-run growth is without scale effects. The second part analyzes a RBC model in continuous time featuring deterministic incremental development of technology and stochastic fundamental inventions arriving according to a Poisson process. In a special case an analytical solution is presented. In the general case a delay differential equation (DDE) has to be solved. Standard numerical solution methods fail, because the steady state is path dependent. A new solution method is presented which is based on a modified method of steps for DDEs. It provides not only approximations but also upper and lower bounds for optimal consumption path and steady state. Furthermore, analytical expressions for the long-term equilibrium distributions of the stationary variables of the model are presented. The distributions can be described as extended Beta distributions. This is deduced from a methodical result about a delay extension of the Pearson system.
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Tautvaišaitė, Šarūnė. "Periferinių regionų struktūrinių pokyčių valdymas." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2007. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2007~D_20070816_153234-83924.
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Tyrimo objektas - Lietuvos kaimiškosios savivaldybės. Tyrimo dalykas – kaimiškų savivaldybių socialinis - ekonominis vystymasis. Darbo tikslas – suformuoti periferinių regionų struktūrinių pokyčių valdymo principus. Uždaviniai: 1. Išanalizuoti vietovių vystymosi specifiką ir periferiškumo problemas teoriniu aspektu. 2. Parengti periferiškumo vertinimo metodiką pritaikant ją praktiškai. 3. Ištirti Lietuvos struktūrinius pokyčius ir jų valdymo specifiką. 4. Parengti periferinių savivaldybių struktūrinių pokyčių valdymo modelį. Tyrimo metodai: lyginamosios analizės, loginės analizės ir sintezės, duomenų sisteminimo ir statistinių duomenų analizės, palyginamosios analizės, grafinio vaizdavimo ir modeliavimo metodai, taip pat kiekybinių rodiklių analizei taikomas koreliacijos metodas. Lietuvos savivaldybių pasiskirstymas pagal periferiškumo lygį pateiktas naudojant GIS kompiuterinę programą.Research object - rural municipalities of Lithuania. Research subject - social – economical development of rural municipalities. Research aim - to compose the possibilities for peripheral areas structural changes management. Objectives: 1. To analyze specific of areas development and periphery in the theoretical aspects. 2. To compose methodic of peripherality evaluation and adapt it in practice. 3. To analyze specific of Lithuanian structural changes and their management. 4. To compose a structural changes management model of peripheral municipalities. Research methods: comparative, logical analysis and synthesis, analysis of both: data systematizing and statistical data, graphical depiction and modeling, correlation.
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Anputhas, Markandu. "Simulating land use change for assessing future dynamics of land and water resources." Thesis, University of British Columbia, 2015. http://hdl.handle.net/2429/56181.
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Models of land use change fall into two broad categories: pattern based and process based. This thesis focuses on pattern based land use change models, expanding our understanding of these models in three important ways.
First, it is demonstrated that some driving variables do not have a smooth impact on the land use transition process. Our example variable is access to water. Land managers with access to piped water do not have any need for surface or groundwater. For variables like this, a model needs to change the way that driving variables are represented. The second important result is that including a variable which captures spatial correlation between land use types significantly increases the explanatory power of the prediction model. A major weakness of pattern based land use models is their inability to model interactions between neighbouring land parcels; the method proposed in this study can be an alternative to account for spatial neighbourhood association.
These innovations are applied using the CLUE-S (Conversion of Land Use and its Effects at Small regional extent) system to the Deep Creek watershed in the Southern Interior of British Columbia. The results highlight the challenge of balancing the protection of agricultural land and conserving forest and natural areas when population and economic growth are inevitable. The results also demonstrate the implications of land use change on existing land use policies.
The calibrated model was validated using remote sensing data. A series of discriminant functions were estimated for each land use type in the recent period and these functions were then used to classify. The calibrated model was run in reverse, back to the generated land use classification, and results compared. Fit was reasonable with error rates falling below ten percent when radii beyond 2.5 km were considered.
Another important contribution is demonstrating the importance of modelling dynamic variables. Some important drivers are changing continuously and others depend on land use change itself. Failure to update these variables will bias model forecasts. Spatial neighbourhood association, an endogenous variable governed by land use change itself, is again used as the example dynamic variable. The study demonstrates the importance of updating all associated information.Graduate Studies, College of (Okanagan)
Graduate
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Faustino, Rui Alexandre Rodrigues Veloso. "Essays in macroeconomics." Doctoral thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20576.
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Doutoramento em EconomiaThis thesis has as its object of study the way consumer preferences affect structure and market power, measured through the markups of the firms that compete in it. By modifying the way consumer preferences are defined, it is possible to generate endogenous markups that significantly alter the responses of macroeconomic variables generated by different shocks. The thesis consists of three essays, the first of which analyzes the dynamics of markups in durable and nondurable consumption over the economic cycle and their response to shocks. For this, I take a New Keynesian model with durable goods and modified to include the habit formation at both types of goods. Depending on how the habit formation over durable consumption is defined, the model is able to replicate the responses of consumption variables, markups and prices observed in the data.The second essay deals with the effort made by consumers to compare prices between various sellers over the economic cycle. From microdata for the US, it is shown that increases in individuals’ hourly compensation translate into reductions in time spent comparing prices. From this, a mechanism is presented to generate countercyclical responses of the time spent in price comparison by consumers. When incorporated into general equilibrium models, this mechanism is capable of generating an amplifying effect on the responses of the main macroeconomic variables. Finally, a general equilibrium model is presented where the number of firms, varieties and quality of the consumed products are determined endogenously. Through the model, it is possible to analyze the dynamics of product creation and destruction, as well as the changes in their quality during the economic cycle, and their impact on the dynamics of the main macroeconomic variables.
Esta tese tem como objeto de estudo a forma como as preferências dos consumidores afetam a estrutura e o poder de mercado, medido através de markups, das empresas que nele concorrem. Modificando a forma como são definidas as preferências dos consumidores, é possível gerar markups endógenos e alterar significativamente as respostas de variáveis macroeconómicas a diferentes choques. A tese é composta por três ensaios, sendo que no primeiro são analisadas as dinâmicas dos markups nos bens de consumo duradouros e não duradouros ao longo do ciclo económico e a sua resposta a choques. Para isso, é apresentado um modelo Novo-Keynesiano com bens duradouros e não duradouros, modificado de forma a incluir a formação de hábitos nos dois tipos de bens. Dependendo da forma como é definida a formação de hábitos de consumo de bens duradouros, o modelo permite replicar as respostas observadas para o consumo, markups e preços. O segundo ensaio aborda o esforço despendido pelos consumidores na comparação de preços ao longo do ciclo económico. Partindo de microdados para os EUA, demonstro que aumentos da remuneração horária dos indivíduos traduzem-se em reduções no tempo despendido na comparação de preços. Em seguida, é apresentado um mecanismo capaz de gerar respostas contracíclicas do tempo despendido pelos consumidores na comparação de preços. Quando incorporado em modelos DSGE, é capaz de gerar um efeito amplificador das repostas das principais variáveis dos modelos. Por fim, é apresentado um modelo DSGE onde o número de empresas e a qualidade dos produtos consumidos são determinados de forma endógena. Através do modelo, é possível analisar as dinâmicas de criação e destruição de variedades, bem como das variações na sua qualidade durante o ciclo económico, e o seu impacto na dinâmica das principais variáveis macroeconómicas.
info:eu-repo/semantics/publishedVersion
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CHRITY, DANIEL. "A SEQUENTIAL MODEL OF ENDOGENOUS COLLATERAL." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2004. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5165@1.
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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICOEste trabalho desenvolve e estabelece a existência de equilíbrio para um modelo sequencial com dois estágios, mercados financeiros incompletos, risco de crédito e colateral endógeno. No primeiro estágio, ao escolherem o colateral, de acordo com uma regra exogenamente determinada, os agentes emitem ativos personalizados que serão transacionados no segundo estágio, em uma economia Walrasiana com dois períodos. A nossa estrutura permite o surgimento de modelos nos quais os próprios agentes escolhem suas garantias, de forma similar aos modelos já existentes de colateral endógeno. Tais modelos exibem o que podemos chamar de A Maldição do Vencedor, situação na qual o agente escolhe, racionalmente, oferecer colateral nulo, inviabilizando, em equilíbrio, a transação de ativos. Com isso, a economia é jogada para um equilíbrio Pareto inferior no qual não existem mercados financeiros. Ao introduzir uma sequencialidade nas escolhas, conseguimos resolver esse problema, pois os agentes antecipam o efeito da escolha de colateral sobre os payoffs de equilíbrio, escolhendo, racionalmente, colaterais positivos. Assim, conseguimos não somente solucionar uma limitação dos modelos existentes, como ainda, permitir o surgimento de inúmeros sub-modelos através das diversas possibilidades para a regra de escolha na determinação do colateral.
This paper develops and establishes the existence of equilibrium for a sequential model with two stages, incomplete financial markets, credit risk and endogenous collateral. In the first stage, by choosing the collateral, according to a predetermined and exogenously given rule, the agents issue personalized securities that will be traded in the second stage in aWalrasian economy with two periods. Our structure allows for models in which the agents choose their own collateral, similar to the existing endogenous collateral models. Those models exhibit what we might call, The Winner s Curse, a situation in which the agent choose, rationally, to offer no collateral, making asset trading impossible, in equilibrium. The economy is then thrown in a Paretoinferior equilibria in which there are no financial markets. By introducing the agent s choice in a sequential fashion, we avoid such a problem, because the agents anticipate the effects of their collateral choice over the equilibrium payoffs, therefore choosing rationally, positive collateral. That way, we are able, not only to solve a shortcoming of the existing models, but also to allow for a variety of sub-models through the several possible choices for the collateral determining rule.
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Zhang, Xuelin. "An endogenous search model and its applications." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/nq25912.pdf.
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Ressler, Valerie T. (Valerie Terynn). "Endogenous and chemical modifications of model proteins." Thesis, Massachusetts Institute of Technology, 2019. https://hdl.handle.net/1721.1/121784.
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Thesis: Ph. D., Massachusetts Institute of Technology, Department of Chemistry, 2019Cataloged from PDF version of thesis.
Includes bibliographical references (pages 220-236).
Protein modifications are ubiquitous in nature, introducing biological complexity and functional diversity. Of the known post-translational modifications, glycosylation is one of the most common and most complex, yet some of the biological implications of this modification remain poorly understood. The development of chemical tools to mimic these modifications is helping to elucidate their biological roles and improve the range of biopharmaceuticals. To probe the biochemistry of endogenous glycosylation and to test the efficacy of novel synthetic modifications, tractable protein scaffolds are needed. Previously, members of the pancreatic-type ribonuclease (ptRNases) superfamily have been utilized as model protein scaffolds. They are a class of highly conserved, secretory endoribonucleases that mediate diverse biological functions through the cleavage of RNA.
The prototypical family homolog, human ribonuclease 1 (RNase 1), has been observed as a differentially glycosylated protein in vivo and been shown to tolerate a wide range of chemical manipulations. It has also emerged as an ideal candidate for protein-based drug therapy. The goal of this thesis is to showcase the biological potential of RNase 1 as a model endogenously glycosylated protein and as a protein payload for evaluating intracellular delivery systems. In CHAPTER 1, I summarize the current knowledge about ptRNases including their biochemical characterization, conservation of N-glycosylation, and therapeutic potential. RNase 1 possesses three N-glycosylation sites giving rise to enormous heterogeneity in biological samples, with unknown implications. In CHAPTER 2, I demonstrate that glycosylation of RNase 1 enhances protein stability and attenuates enzymatic activity.
In CHAPTER 3, I utilize a previously developed diazo compound to enhance delivery of a therapeutically relevant RNase 1 variant. The modification is shown to be reversed upon entry into the cell, presenting a novel approach for delivering native, functional proteins to the cytosol. Intracellular delivery of another model protein, Cytochrome C (CytoC), has shown therapeutic promise as well. In CHAPTER 4, I demonstrate that synthetic glycosylation with a large, monofunctionalized dextran conveys CytoC into the intracellular space, triggering apoptosis. Finally, CHAPTER 5 outlines future directions for the study of RNase 1 glycosylation and expanding the utility of the established diazo and dextran-based delivery systems. Taken together, this thesis explores a wide variety of protein modifications, demonstrating biochemical effects of endogenous glycosylation and enhanced delivery of protein payloads with chemical tools.
by Valerie T. Ressler.
Ph. D.
Ph.D. Massachusetts Institute of Technology, Department of Chemistry
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Koutchade, Obafèmi-Philippe. "Hétérogénéité inobservée et solutions en coin dans les modèles micro-économétriques de choix de production multiculture." Thesis, Rennes, Agrocampus Ouest, 2018. http://www.theses.fr/2018NSARE048/document.
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Dans cette thèse, nous nous intéressons aux questions de l’hétérogénéité inobservée et des solutions en coin dans les modèles de choix d’assolements. Pour répondre à ces questions, nous nous appuyons sur un modèle de choix de production multicultures avec choix d’assolement de forme NMNL, dont nous proposons des extensions. Ces extensions conduisent à des problèmes spécifiques d’estimation, auxquels nous apportons des solutions. La question de l’hétérogénéité inobservée est traitée en considérant une spécification à paramètres aléatoires. Ceci nous permet de tenir compte des effets de l’hétérogénéité inobservée sur l’ensemble des paramètres du modèle. Nous montrons que les versions stochastiques de l’algorithme EM sont particulièrement adaptées pour estimer ce type de modèle.Nos résultats d’estimation et de simulation montrent que les agriculteurs réagissent de façon hétérogène aux incitations économiques et que ne pas tenir compte de cette hétérogénéité peut conduire à des effets simulés de politiques publique biaisés.Pour tenir compte des solutions en coin dans les choix d’assolement, nous proposons une modélisation basée sur les modèles à changement de régime endogène avec coûts fixes associés aux régimes. Contrairement aux approches basées sur des systèmes de régression censurées, notre modèle est cohérent d’un point de vue micro-économique. Nos résultats montrent que les coûts fixes associés aux régimes jouent un rôle important dans le choix des agriculteurs de produire ou non certaines cultures et qu’ils constituent, à court terme, un déterminant important des cIn this thesis, we are interested in questions of unobserved heterogeneity and corner solutions in acreage choice models. To answer these questions, we rely on a NMNL acreage share multi-crop models, of which we propose extensions. These extensions lead to specific estimation problems, to which we provide solutions.The question of unobserved heterogeneity is dealt with by considering a random parameter specification. This allows us to take into account the effects of the unobserved heterogeneity on all the parameters of the model. We show that the stochastic versions of the EM algorithm are particularly suitable for estimating this type of modelOur estimation and simulation results show that farmers react heterogeneously to economic incentives and that ignoring this heterogeneity can lead to biased simulated effects of public policies.In order to take account of the corner solutions in acreage choices, we propose modelling based on endogenous regime switching models with regime fixed costs. Unlike approaches based on censored regression systems, our model is “fully” consistent from a micro-economic viewpoint. Our results show that the regime fixed costs play an important role in farmers’ choice to produce or not some crops and they are, in the short term, an important determinant of acreage choices
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Weng, Huibin. "A Social Interaction Model with Endogenous Network Formation." University of Cincinnati / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin159317152899108.
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Ragacs, Christian, and Martin Zagler. "Economic policy in a model of endogenous growth." Inst. für Volkswirtschaftstheorie und -politik, WU Vienna University of Economics and Business, 1997. http://epub.wu.ac.at/1154/1/document.pdf.
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We develop a model of endogenous growth based on the division of labour in order to discuss policy issues. The engine of growth is the worker's incentive to achieve higher income, thereby inducing an increase in the degree of specialisation. The genuine contribution of this paper is that both supply side and demand side policies may stimulate long-run economic growth, and do not only induce level shifts. On the supply side, an increase in productivity of innovative workers, alongside with investment in infrastructure, human capital, and improvements in the market setting may stimulate growth. On the demand side, we find that transfers to innovative workers, a reduction in consumption taxes, an increase of labour income taxation of the specialised workforce, and a redistribution towards specialised workers will foster economic growth. (author's abstract)Series: Department of Economics Working Paper Series
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Cortes, Francisco O’Neill. "An endogenous business cycle model : theory and simulation." Master's thesis, Instituto Superior de Economia e Gestão, 2016. http://hdl.handle.net/10400.5/12830.
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Mestrado em Economia Monetária e FinanceiraEsta dissertação tem como objectivos principais, partindo dos modelos de ciclos económicos endógenos existentes na literatura, em primeiro lugar construir um novo modelo e em segundo lugar determinar a sua capacidade para gerar ciclos e em que medida os valores dos parâmetros afectam os resultados. O modelo-base que foi usado foi o modelo da capacidade utilizada de Leão (2016), complementado com o modelo "profit squeeze" de Sherman (1991). Depois de terem sido feitas simulações usando, tanto quanto possível, valores plausíveis para os parâmetros, concluiu-se que o modelo é de facto capaz de gerar ciclos económicos que satisfazem a maior parte dos factos estilizados e cuja forma depende dos parâmetros. Contudo, fica por fazer a estimação dos parâmetros do modelo para situações económicas concretas. Em suma, os resultados obtidos sugerem que a resposta do investimento a desvios da capacidade utilizada face ao seu valor desejável, o principal mecanismo em que o modelo se baseia, tem um papel relevante na explicação de como os ciclos económicos se desenrolam em economias reais.
This dissertation has as its main objectives, taking the models for endogenous business cycles existing in the literature, firstly to build a new model and secondly to determine its actual capability to generate cycles and how different parameter values can change the results. The base model used was the capacity utilization model by Leão (2016), complemented with the profit squeeze model by Sherman (1991). After we had run simulations using, as much as possible, plausible values for the parameters, it was found that the model can indeed generate business cycles that satisfy most stylized facts and whose shape depends on the parameters. However, the next step of estimating the parameters of the model for concrete real world situations remains still to be done. Overall, our results suggest that the response of investment to deviations of capacity utilization from its desirable level, which is the main mechanism on which the model is based, plays a significant role in the explanation of how business cycles develop in real economies.
N/A
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Schumacher, Ingmar. "Endogenous preferences, technical change and sustainability /." Louvain-la-Neuve : Univ. Catholique de Louvain, 2007. http://www.gbv.de/dms/zbw/560234562.pdf.
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Penna, Christiano Modesto. "Crescimento econÃmico via investimentos em capital: evidencias empÃricas para o Brasil." Universidade Federal do CearÃ, 2007. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=1394.
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Neste trabalho fica evidente que existe uma relaÃÃo nÃo linear entre a taxa de formaÃÃo bruta de capital fixo e a taxa de crescimento econÃmico na economia brasileira e, devido a essa nÃo linearidade, o teste de prediÃÃes do modelo AK e neoclÃssico proposto por Jones (1995) passa a ser inconclusivo, pois existe espaÃo para as prediÃÃes de ambos os modelos.
Nosso modelo economÃtrico indica que, teoricamente, a produtividade marginal do capital se modifica de acordo com uma taxa de crescimento indicada pelo parÃmetro threshold. Essa modificaÃÃo pode aparentemente ser explicada devido à modificaÃÃo do coeficiente de elasticidade de substituiÃÃo entre capital e trabalho, ficando aqui uma proposta de novas investigaÃÃes.
Ao tratarmos de polÃticas pÃblicas, constata-se que, por mais que se amplie a taxa de formaÃÃo bruta de capital fixo chegaremos, no mÃximo, ao âcatch-upâ do crescimento do PIB das economias de renda mÃdia baixa e do crescimento econÃmico dos paÃses do leste asiÃtico e do PacÃfico. O trabalho tambÃm sugere que o montante de recursos necessÃrio para se concluir tais âcatch-upsâ Ã da ordem de R$ 786 bilhÃes.In this work it is evident that a not linear relation exists enters the tax of rude formation of capital fixture and the tax of economic growth in Brazilian economy e, which had to this non linearity, the test of predictions of model AK and neoclÃssico considered for Jones (1995) starts to be inconclusivo, therefore exists space for the predictions of both the models. Our econometrical model indicates that, theoretically, the productivity delinquent of the capital if modifies a tax of growth in accordance with indicated for the parameter threshold. This modification can pparently be explained due to modification of the coefficient of elasticity of substitution between capital and work, being here a proposal of new inquiries. When dealing with public politics, one evidences that, no matter how hard if extends the tax of rude formation of capital fixture will arrive, in the maximum, to âcatch-upâ of the growth of the GIP of the economies of average income decrease and of the economic growth of the countries of the Asian east and the Pacific. The work also suggests that the sum of resources necessary to conclude such âcatch-upsâ is of the order of R$ 786 billion.
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Yoon, Jung Eun. "Misallocation in a Model with Endogenous Managerial Capital and Distortions." Thesis, Princeton University, 2017. http://pqdtopen.proquest.com/#viewpdf?dispub=10281311.
Full textAbstract:
Aggregate total factor productivity (TFP) differences across countries have been widely recognized as the primary source of huge divergence in per capita income across countries. The misallocation literature has found distortions that inefficiently allocate resources across production units can result in a significant aggregate productivity loss, even without deterioration in the underlying productivity distribution. However, with endogenous managerial capital investment decisions, distortions affect the underlying productivity distribution in addition to reallocating resources across production units.
The first chapter quantifies the effect of progressive taxation in a model with endogenous managerial capital investment decisions. Compared to proportional taxation that raises the same tax revenue, progressive taxation distorts the economy more severely. The more progressive is taxation, the less incentive agents have to invest in their managerial capital. This follows because higher managerial capital implies higher profit, which induces higher tax rates. Thus, compared to a proportional tax regime that raises the same tax revenue, under progressive taxation, agents invest less in their managerial capital and the distribution of income is less dispersed. In addition, the equilibrium values of TFP, total output, employment share of large firms are distorted relative to their values under proportional taxation. Hence, progressive taxation improves equality in the economy in exchange for efficiency.
In the second chapter I examine the effects of credit constraint in a model with endogenous managerial capital investment decisions. If agents can optimally invest in their managerial capital, limited access to physical capital will encourage managers to substitute away from physical capital to investment in managerial capital. The accumulation of managerial capital and the change in the underlying productivity distribution will mitigate the adverse effects of misallocation caused by the credit constraint on the economy. Using calibration, I show that measured TFP could improve with a tighter credit constraint.
The third chapter adds stochastic component to the model with endogenous managerial capital investment decision and credit constraints. I find that with sufficiently large second moment shock to the managerial skill accumulation function, the mitigation effect induced by optimal managerial capital investment decision is itself mitigated.
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Schmidt, Gordon W. "Dynamics of endogenous economic growth : a case study of the "Romer model" /." Amsterdam [u.a.] : Elsevier, 2003. http://www.loc.gov/catdir/enhancements/fy0614/2003043910-d.html.
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Schmidt, Peter. "Islet Xenotransplantation : An Experimental Study of Barriers to Clinical Transplantation." Doctoral thesis, Uppsala : Acta Universitatis Upsaliensis : Univ.-bibl. [distributör], 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-3942.
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LeSage, James P., and Manfred M. Fischer. "Spatial Regression-Based Model Specifications for Exogenous and Endogenous Spatial Interaction." WU Vienna University of Economics and Business, 2014. http://epub.wu.ac.at/4271/1/SSRN%2Did2420746.pdf.
Full textAbstract:
The focus here is on the log-normal version of the spatial interaction model. In this context, we consider spatial econometric specifications that can be used to accommodate two types of dependence scenarios, one involving endogenous interaction and the other exogenous interaction. These model specifications replace the conventional assumption of independence between origin-destination-flows with formal approaches that allow for two different types of spatial dependence in flow magnitudes. Endogenous interaction reflects situations where there is reaction to feedback regarding flow magnitudes from regions neighboring origin and destination regions. This type of interaction can be modeled using specifications proposed by LeSage and Pace (2008) who use spatial lags of the dependent variable to quantify the magnitude and extent of feedback effects, hence the term endogenous interaction.
Exogenous interaction represents a situation where spillover arise from nearby (or perhaps even distant) regions, and these need to be taken into account when modeling observed variation in flows across the network of regions. In contrast to endogenous interaction, these contextual effects do not generate reaction to the spillovers, leading to a model specification that can be interpreted without considering changes in the long-run equilibrium state of the system of flows. We discuss issues pertaining to interpretation of estimates from these two types of model specification, and provide an empirical illustration. (authors' abstract)