Dissertations / Theses on the topic 'Structural VAR model'

The paper investigates the relation between effective demand, income distribution and unemployment empirically. Its aim is to evaluate Keynesian, Kaldorian and neoclassical hypotheses about the determination of labor market variables. To do so, a vector autoregression model consisting of capital accumulation, capacity utilization, the profit share, unemployment and the growth of labor productivity is estimated. A general post-Keynesian model following the lines of Kalecki and Kaldor is presented and provides the specification for a structural VAR. The model is estimated for the USA, UK and France. (authors' abstract)
Series: Working Papers Series "Growth and Employment in Europe: Sustainability and Competitiveness"

This paper develops a multivariate regime switching monetary policy model for the US economy. To exploit a large dataset we use a factor-augmented VAR with discrete regime shifts, capturing distinct business cycle phases. The transition probabilities are modelled as time-varying, depending on a broad set of indicators that influence business cycle movements. The model is used to investigate the relationship between business cycle phases and monetary policy. Our results indicate that the effects of monetary policy are stronger in recessions, whereas the responses are more muted in expansionary phases. Moreover, lagged prices serve as good predictors for business cycle transitions.
Series: Department of Economics Working Paper Series

This study seeks to analyse and quantify cross-border effects of discretionary fiscal policies from two major points of view. The aggregate approach rests on the use of the structural vector autoregression model (SVAR) and its extension, the global vector autoregression model (GVAR). The discretionary fiscal impulse itself is then defined as a change in cyclically adjusted balance of the government sector, calculated at quarterly frequencies. This section is then complemented by a case study of a single measure: the German car scrapping scheme during 2009 and its effects on the Czech economy. It was found that cross-border effects of discretionary fiscal policies may be indeed present, in case certain conditions are met. Importantly, a fiscal impulse has to originate from a sufficiently large economy and there needs to be a tight trade linkage between examined countries. In most cases, cross-border effects have also been found of lesser magnitude than direct impacts of fiscal policies on the domestic country. Finally, as demonstrated on the German-Czech case, even a single fiscal measure can trigger substantial cross-border spillovers. It was estimated that this measure positively contributed to real GDP growth in 2009 in the Czech Republic by 0.44 pp.

After many decades, macroeconomic effects of fiscal policy have returned to the centre of the economic policy debate. Both automatic fiscal stabilizers and discretionary fiscal stimuli have been used to support aggregate demand during the recent global economic crisis with a subsequent need for large-scale fiscal consolidations. In this context, a proper assessment of the size of automatic fiscal stabilizers and fiscal multipliers represents a key input for fiscal policymaking. This dissertation provides a quantitative analysis of the interactions between fiscal policy and real economy in the Czech Republic. The impact of real economy developments on public finances is assessed based on the methods of the OECD, the European Commission and the ESCB for the identification of general government structural balances, i.e. balances adjusted for effects of the economic cycle and net of one-off and other temporary transactions. I find that the underlying fiscal position, as approximated by the government structural balance, was mostly below the level stabilising the debt-to-GDP ratio since mid-1990s. An indistinct improvement in the structural balance can be identified in the period 2004--2007, which was subsequently reversed by the adverse structural impact of the world economic crisis. At the same time, dynamics of unadjusted fiscal balance was largely determined by one-off transactions in the past. The effects of fiscal policy on real economy are analysed using the structural VAR approach. I find that an increase in government spending has a temporary positive effect on output that peaks after one to two years with a multiplier of around 0.6. Tax multiplier appears to be small and, in contrast to standard Keynesian assumptions, positive. Government spending is supportive to private consumption, contradicting the hypothesis of Ricardian equivalence, but it crowds out private investment in the short run. The results should be interpreted with caution, as the analysis is complicated by rapidly changing economic environment in the period of the economic transition, relatively short available time series and a large number of one-off fiscal transactions.

La présente thèse vient contribuer aux débats d’actualités sur le rôle de l’immobilier dans la conjoncture économique ainsi que dans la stabilité du système financier. Après avoir mis en évidence l’ampleur des crises immobilières, nous évaluons l’impact d’un choc des prix immobiliers sur le cycle économique (chapitre1). Nous montrons, qu’en France, l’effet de richesse immobilière est plus important que l’effet de richesse boursière. Nous concluons que les prix immobiliers impactent significativement le cycle économique. Ensuite, nous mesurons l’incidence de l’activité dans le secteur immobilier sur l’activité économique dans l’ensemble (chapitre2). Il ressort de notre étude empirique que l’investissement résidentiel ne joue qu’un rôle mineur dans les fluctuations conjoncturelles en France. Celles-ci sont dominées par les évolutions du solde commercial et la consommation des ménages. Enfin, nous étudions la place de l’immobilier résidentiel dans la stabilité du système financier français (chapitre3). Nous analysons l’interaction dynamique entre le marché de crédit à l’habitat et l’évolution des prix immobiliers. Cette interaction engendre une spirale déstabilisante qui explique la formation de la bulle immobilière. Nous sommes conduits à évaluer l’efficacité des politiques monétaire et macroprudentielle à contrôler les évolutions des prix immobiliers. Nos résultats montrent que le taux d’apport personnel est l’instrument le plus approprié à atteindre cet objectif
This thesis contributes to the topical debate on the role of real estate in the economic condition as well as in the stability of the financial system. After highlighting the scale of a real estate crisis, we evaluate the impact of a real estate price shock on the business cycle (Chapter 1). We show that, in France, the housing wealth effect is more important than the equity wealth effect. We conclude that housing prices significantly impact the business cycle. Then, we measure the impact of activity in the real estate sector on overall economic activity (Chapter 2). Our empirical research proves that residential investment only plays a minor role in the cyclical fluctuation. The two most influential components in the business cycle are the trade balance and household consumption. Finally, we expose the role of residential real estate in the stability of the French financial system (Chapter 3). We analyze the dynamic interaction between the housing credit market and the evolution of real estate prices. This interaction generates the vicious spiral that explains the formation of property bubbles. This is why we are interested in the evaluation of monetary and macroprudential policies effectiveness to control the evolutions of real estate prices. Our results show that the down-payment rate is the most appropriate instrument to achieve this objective

Submitted by Ary Cera Zanetta Neto Zanetta (ary.zanetta@brasil-capital.com) on 2014-08-19T19:21:54Z No. of bitstreams: 1 Efeitos de Choques Globais na Economia Brasileira_ Uma Análise a Partir do GVAR.pdf: 1085836 bytes, checksum: 25e953aa352fed09b5b828362226aab9 (MD5)
Rejected by JOANA MARTORINI (joana.martorini@fgv.br), reason: A ficha catalográfica não está valida, por gentileza aguardar o envio da ficha correta pala biblioteca digital. on 2014-08-19T19:29:14Z (GMT)
Submitted by Ary Cera Zanetta Neto Zanetta (ary.zanetta@brasil-capital.com) on 2014-08-19T20:33:33Z No. of bitstreams: 1 Efeitos de Choques Globais na Economia Brasileira_ Uma Análise a Partir do GVAR.pdf: 1085836 bytes, checksum: 25e953aa352fed09b5b828362226aab9 (MD5)
Approved for entry into archive by JOANA MARTORINI (joana.martorini@fgv.br) on 2014-08-20T16:30:59Z (GMT) No. of bitstreams: 1 Efeitos de Choques Globais na Economia Brasileira_ Uma Análise a Partir do GVAR.pdf: 1085836 bytes, checksum: 25e953aa352fed09b5b828362226aab9 (MD5)
Made available in DSpace on 2014-08-20T19:02:31Z (GMT). No. of bitstreams: 1 Efeitos de Choques Globais na Economia Brasileira_ Uma Análise a Partir do GVAR.pdf: 1085836 bytes, checksum: 25e953aa352fed09b5b828362226aab9 (MD5) Previous issue date: 2014-08-05
O objetivo deste estudo é avaliar a propagação de choques econômicos de alguns países sobre o crescimento econômico brasileiro, com principal destaque para China, Estados Unidos da América (EUA) e Argentina, que são os principais parceiros comerciais do Brasil. O aumento do comércio com a China tornou o Brasil muito mais vulnerável a choques no PIB chinês e menos vulnerável, do que no passado recente, a choques no PIB americano, enquanto que a influência da Argentina manteve-se estável. Foi aplicada a metodologia Vetor Autorregressivo Global (Global Var – GVAR), introduzida por Pesaran, Schuermann e Weiner (2004), Garratt, Lee, Pesaran e Shin (2006) e Dées, Di Mauro, Pesaran e Smith (2007), para analisar os canais de comércio e a transmissão de choques entre o resto do mundo e o Brasil. Usando dados trimestrais a partir de 1990 até o final de 2013, foi possível constatar que o aumento da relevância da economia Chinesa na balança comercial Brasileira exerce pressão sobre o crescimento econômico do Brasil. Em suma, a China tornou-se mais relevante para o crescimento econômico do Brasil do que os EUA e a Argentina.
The objective of this study is to evaluate the impact of variations in the Gross Domestic Product (GDP) of countries and economic blocks over Brazilian economic growth, with emphasis on China, United States of America (USA) and Argentina, which are the main commercial partners of Brazil. The increase in trading with China has made Brazil more vulnerable to shocks in Chinese GDP and less vulnerable, than in the recent past, to shocks in American GDP, and stability in the case of Argentina. It has been applied the methodology Global Vector Autorregressive (Global Var – GVAR), introduced, explained and expanded by Pesaran, Schuermann and Weiner (2004), Garratt, Lee, Pesaran and Shin (2006) and Dées, Di Mauro, Pesaran and Smith (2007) to analyze the trading channels and the transmission of shocks between the rest of the world and Brazil (specially with China, USA and Argentina). Using a sample from the first quarter of 1990 to the third quarter of 2013 it is possible to see that the increase of relevance of the Chinese economy on the Brazil trade balance increased the relevance of the Chinese economy over the Brazilian economy. Therefore, the conclusions of this work indicate a considerable vulnerability of the Brazilian economy to the Chinese economic cycle and, in a lower degree than in the past, to the American and Argentinian economies.

PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO
Nessa dissertação seguimos o artigo de Evans e Marshall (1998) e propomos novas abordagens para modelar o desenvolvimento conjunto de variáveis macroeconômicas e retornos de títulos de renda fixacom diversas maturidades. Os modelos são estimados e comparados com outros, já tradicionais na literatura, baseados em modelos auto- regresivos univariados ou de correção de erros. em seguida, os novos modelos são utilizados para avaliar se a informação contida nas variáveis macroeconômicas e na estrutura a termo das taxas de juros ajuda a melhorar a capacidade de previsão. A principal conclusão é que, se o interese maior está em previsões de curto prazo, então não há melhoria significativa ao agregar outras informações que não sejam aquelas já contidas em observações passadas do próprio rendimento em questão. se, no entanto, o interesse maior está em previsões de longo prazo (que é o caso de fundos de previdência, sejam eles abertos ou fechados), então a informação inerente às variáveis macroeconômicas consegue melhorar o desempenho preditivo.
In this dissertation we follow Evans and Marshall (1998) and propose new approaches for modeling the joint development of macro variables and the returns of government bond yields of several maturities. The models are estimated and compared with other forecasting schemes previously proposed in the literature, especially those relying on univariate, VAR and error correction methods. The models are then used to judge the hypothesis that the information content of macro variables and the term structure of interest rates as a whole helps improving forecasting performance. Our main conclusion is quite simple: if one is interested in computing short term forecasts, then there is no significant improvement in incorporating information other than the one already present in past observations of the yield at hand; however, if one worries about long term forecasts (which is frequently the case of pension insurance companies), then the information content of macro variables and the term structure can improve forecasting performance

Los argumentos de la tesis son los modelos VAR estructurales y los modelos dinámicos de equilibrio general ambos aplicados a la macroeconomía.
El primer capítulo analiza, por medio de modelos VAR, los efectos de la políticas monetaria y fiscal sobre el producto interior bruto (PIB) y
el nivel de los precios en la economía norteamericana a partir de los años sesenta. Ambas políticas producen efectos pequeños. El capítulo demuestra que si en un modelo VAR para el análisis solo de la política monetaria se incluyen variables fiscales, sus efectos se educen de la mitad.
El segundo capítulo analiza los efectos de aumentos de los tipos de interés a corto plazo sobre los índices de bolsas en los países que forman el G-7 y en España. Los efectos, en general negativos y transitorios, son diferentes en termino de reducción de los índices entre los países analizados. Variaciones exógenas de los tipos de interés no parecen ser responsables de los principales movimientos en los índices de bolsa.
El tercer capítulo presenta un modelo de equilibrio económico general en el cual las familias consumidoras pueden invertir en acciones y en depósitos bancarios. El modelo, calibrado sobre los datos de la economía norteamericana es capaz de reproducir, desde un punto de vista cualitativo, los efectos de la política monetaria sobre el índice de la bolsa.
El ultimo capítulo confronta tres modelos de equilibrio económico general alternativos del ciclo económico. En el primero las fricciones financieras determinan endógenamente costes para variar el nivel de capital. En los otros dos estos costes son exógenos. Los modelos son estimados mediante el método de la máxima verosimilitud utilizando datos sobre la economía norteamericana de 1966 hasta el 2001. El resultado principal es que el primer modelo no parece explicar mejor que los modelos alternativos las dinámicas de las principales variables del modelo.
Chapter 1 investigates if and how the standard results of the VAR literature on the macroeconomic effects of monetary policy, which typically overlooks fiscal policy, are affected when monetary and fiscal policy are jointly considered. To this end, structural VAR models are set up using U.S. post-war data. It is found that the magnitude of the responses of output and price to a monetary policy shock are halved once fiscal policy is considered. Both monetary and fiscal policy shocks have small effects on output and the prices.
Chapter 2 evaluates the effects of monetary policy shocks on stock market indices in the G-7 countries and Spain using structural VARs. A contractionary shock has a negative and transitory effect on stock market indices.
In Chapter 3 a limited participation model with households trading in stocks is set up and validated by means of impulse responses using U.S. data.
The model is able to account for the empirical response of stock prices to monetary policy shocks.
Chapter 4 compares three alternative models of the business cycle that rely on sticky prices and real rigidities in the form of adjustment costs for investment. In the first model these costs arise endogenously as the result of asymmetric information and agency costs. In the second model the costs for adjusting the level of investment are exogenously imposed while in the last model these costs are imposed on the changes in investment. The models are estimated with maximum likelihood using U.S. post-war data. The model with exogenous adjustment costs on the level of investment seems to provide the best representation of the U.S. business cycle and the responses to technology and monetary policy shocks.

Le virus de la vaccine (VACV) est un grand virus à ADN, modèle du genre orthopoxvirus, et partage plus de 97% d'identité de séquence avec le virus de la variole (VARV), un pathogène humain majeur éradiqué en 1977 grâce au programme de vaccination mondial avec le VACV. Celle-ci ayant été stoppée dans les années 80, un pourcentage significatif de la population mondiale est aujourd'hui considérée comme immunologiquement naïf vis à vis du virus de la variole, ce qui fait de lui un agent bioterroriste potentiel. De plus, la vaccination implique un grand nombre de complications, particulièrement graves chez les personnes immunodéprimées ; et les antiviraux disponibles sont peu développés, ce qui souligne le besoin de nouvelles molécules. Le complexe de réplication apparait comme étant une cible privilégiée, de par son importance dans le cycle viral mais aussi par sa localisation cytoplasmique qui le rend plus accessible aux molécules antivirales. Nous nous sommes intéressés à 4 protéines essentielles de ce complexe : l'ADN polymérase E9, le facteur de processivité composé de la protéine A20 et de l'uracile ADN glycosylase D4 et l'hélicase-primase D5. Nous avons pu exprimer ces protéines de manière recombinante, seules ou en complexe ainsi que les caractériser biochimiquement et biophysiquement. Nous avons finalement abouti à une reconstruction strcuturale du complexe A20D4E9 à basse résolution grâce à la technique de SAXS, ce qui nous a permis de proposer le premier modèle structural de la fourche de réplication du virus de la vaccine
Vaccinia virus (VACV) is a large DNA virus, prototypic virus of the orthopoxvirus genus, and shows over 97% amino acid sequence identity with the variola virus (VARV), a major human pathogene eradicated in 1977 thanks to the universal vaccination program with VACV. As this vaccination was halted in the 1980s, a significant percentage of the world population is now immunologically naïve, which makes the VARV a potent bioterrorist agent. Vaccination against smallpox may result in a variety of complications, particularly in immunologically depressed patients, and the available antiviral therapeutics are rare, which enhance the need of new molecules. The replication complex appears as an ideal target because of its importance in the viral cycle and its cytoplasmic localization, more accessible for the molecules. We have focused our study on 4 essential proteins of this complex: the DNA polymerase E9, the processivity factor composed by the A20 protein and the uracil DNA glycosylase D4 and the helicase-primase D5. We could express these recombinant proteins, alone and in complex, and characterize them biochemically and biophysically. Using the SAXS technic, we finally reached a low resolution model of the A20D4E9 complex which allow us to propose the first structural model of the vaccinia virus replication fork

Submitted by Katia Vieira Bisognini (kabisognini@uol.com.br) on 2016-09-06T21:15:17Z No. of bitstreams: 1 01-DISSERTAÇÃO-KBISOGNINI-20160906.pdf: 750949 bytes, checksum: 09e79d9a2b3a21e0163ceff728c005b2 (MD5)
Approved for entry into archive by Renata de Souza Nascimento (renata.souza@fgv.br) on 2016-09-08T16:35:58Z (GMT) No. of bitstreams: 1 01-DISSERTAÇÃO-KBISOGNINI-20160906.pdf: 750949 bytes, checksum: 09e79d9a2b3a21e0163ceff728c005b2 (MD5)
Made available in DSpace on 2016-09-08T16:52:50Z (GMT). No. of bitstreams: 1 01-DISSERTAÇÃO-KBISOGNINI-20160906.pdf: 750949 bytes, checksum: 09e79d9a2b3a21e0163ceff728c005b2 (MD5) Previous issue date: 2016-08-10
The public debt sustainability is essential for the development and growth of a country. Countries that seek economic expansion in the short/medium term without maintaining a sustainable fiscal policy can incur to the problem of explosive trajectory of public debt, compromising their development and growth in the long term. This work aims to analyze the dynamics of Brazilian public debt through the structural vector autoregressive approach (SVAR) during the period of 2003 to 2015. For that, the model proposed by Apergis and Cooray (2015) to analyze the Greek public debt will be used as reference. However, adaptations were necessary to adequate the model to the Brazilian reality. Even if the adequacy of the model, the results obtained did not have adherence compatible with the economic theory, possibly due to the shocks that occurred in Brazil during this period. It is suggested the development of future studies to improve the model in order to get consistent results, like the reference model results.
A sustentabilidade da dívida pública de um país é essencial para seu desenvolvimento e crescimento econômico. Países que buscam uma expansão econômica no curto/médio prazo sem manter uma política fiscal sustentável podem incorrer ao problema de trajetória explosiva da dívida pública, comprometendo seu desenvolvimento e crescimento no longo prazo. O objetivo do presente trabalho é analisar a dinâmica da dívida pública do Brasil através da ótica do modelo de vetor autorregressivo estrutural (SVAR) durante o período de 2003 a 2015. Para isto será utilizado como referência o modelo proposto por Apergis e Cooray (2015) para analisar a dinâmica da dívida pública grega. No entanto, adaptações foram necessárias para adequar o modelo a realidade do Brasil. Mesmo com a adaptação do modelo, os resultados obtidos não tiveram uma aderência compatível com a teoria econômica, possivelmente devido aos choques que ocorreram no Brasil durante este período. Sugere-se o desenvolvimento de estudos futuros para o aperfeiçoamento do modelo, a fim de se obter um resultado consistente e mais próximo aos resultados do modelo de referência.

Cette thèse analyse la faisabilité d'une union monétaire en Asie de l'Est dans une vision dynamique et utilise les outils appropriés qui correspondent à l'histoire de l'économie régionale de la région. A partir de la littérature de la ZMO, nous testons quatre critères où chaqu'un d'eux sera traiter dans un chapitre. Dans le premier chapitre, nous présentons un fait stylisé pour différents arrangements financiers régionaux. Suite à la littérature existence, nous testons la dynamique de l'intégration financière par le biais de l'interdépendance des marchés boursiers. Le deuxième chapitre présente des perspectives à long terme des taux de change en Asie de l'Est avec une recommandation de la politique de ciblage d'inflation comme une politique monétaire régionale. L'adoption de cette politique assure un équilibre interne et maintient la stabilité de la compétitivité par la stabilité du taux de change. Nous étudions la synchronisation des cycles à l'Asie de l'Est au troisième chapitre. Une nouvelle mesure de la synchronisation des cycles économiques fondés sur l'analyse spectrale a été introduite. Notre méthodologie empirique renforce ceux des chapitres précédents qui prouvent une intégration économique croissante dans la région essentiellement durant cette dernière décennie. Le dernier chapitre examine la réaction d'un choc externe et un choc monétaire aux différents dates pour certaines économies de l'Asie de l'Est
This thesis analyzes the feasibility of a monetary union in East Asia in a dynamic view and employ the appropriate tools which are close to the specific way of the regional economy trajectory in the region. Starting from OCA literature, we test four main criteria in four separate chapter. In the first chapter, we present a stylized fact for different regional financial arrangement. Following existence literature, we test dynamic of financial integration through stock market index interdependence proxy. The second Chapter presents long term perspective of exchange rate in East Asia with a recommendation of Inflation Targeting policy as a common regional monetary policy. The adoption of such policy insures an internal equilibrium and maintains stability of competitiveness through the stability of exchange rate. We investigate in the third Chapter business cycles synchronization in East Asia. A new measure of business cycle synchronization based on spectral analysis has been introduced. Our empirical methodology reinforces previous chapter finds of a clear economic integration in the region for the last decade. The last Chapter thoroughly investigates the reaction of an external shock and a monetary shock at different period for some East Asia economies

Le contrôle d'écoulements turbulents est un enjeu majeur en aérodynamique. Cependant, la présence d'un grand nombre de degrés de libertés et d'une dynamique complexe rend délicat la modélisation dynamique de ces écoulements qui est pourtant nécessaire à la conception d'un contrôle efficace. Au cours de cette thèse, différentes directions ont été suivies afin de développer des modèles réduits dans des configurations réalistes d'écoulements et d'utiliser ces modèles pour le contrôle.Premièrement, la décomposition en modes dynamiques (DMD), et certaines de ses variantes, ont été exploitées en tant que base réduite afin d'extraire au mieux le comportement dynamique de l'écoulement. Par la suite, nous nous sommes intéressés à l'assimilation de données 4D-Var qui permet de combiner des informations inhomogènes provenant d'un modèle dynamique, d'observations et de connaissances a priori du système. Nous avons ainsi élaboré des modèles réduits POD et DMD d'un écoulement turbulent autour d'un cylindre à partir de données expérimentales PIV. Finalement, nous avons considéré le contrôle d'écoulement dans un contexte d'interaction fluide/structure. Après avoir montré que les mouvements de solides immergés dans le fluide pouvaient être représentés comme une contrainte supplémentaire dans le modèle réduit, nous avons stabilisé un écoulement de sillage de cylindre par oscillation verticale
Control of turbulent flows is still today a challenge in aerodynamics. Indeed, the presence of a high number of active degrees of freedom and of a complex dynamics leads to the need of strong modelling efforts for an efficient control design. During this PhD, various directions have been followed in order to develop reduced-order models of flows in realistic situations and to use it for control. First, dynamic mode decomposition (DMD), and some of its variants, have been exploited as reduced basis for extracting at best the dynamical behaviour of the flow. Thereafter, we were interested in 4D-variational data assimilation which combines inhomogeneous informations coming from a dynamical model, observations and an a priori knowledge of the system. POD and DMD reduced-order models of a turbulent cylinder wake flow have been successfully derived using data assimilation of PIV measurements. Finally, we considered flow control in a fluid-structure interaction context. After showing that the immersed body motion can be represented as an additional constraint in the reduced-order model, we stabilized a cylinder wake flow by vertical oscillations

Dans cette thèse, je fournis une évaluation empirique des relations entre les principales variables macroéconomiques qui animent le cycle économique. Nous traitons dans chacun des trois chapitres une question empirique en utilisant une approche économétrique bayésienne. Dans le premier chapitre nous étudions la contribution conditionnelle des taux de transition du marché du travail (le taux de retour en emploi et le taux de séparation). La littérature n'est pas parvenue à un consensus sur lequel des taux dominent la dynamique du marché du travail. Alors que Blanchard et Diamond (1990) ont conclu que la baisse de l'emploi en période de récession résulte d'un taux de séparation plus élevé, Shimer (2012), ainsi que Hall (2005), expliquent que les variations du chômage sont principalement expliqués par la variation du taux de retour en emploi. Notre résultat, obtenu grâce à une estimation d'un modèle VAR structurel, montre que l'importance de chaque taux de transition dépend des chocs qui ont frappé le marché du travail et de l'importance des institutions du marché du travail. Dans le second chapitre, nous évaluons l'impact de la réforme du marché du travail réalisée par le Président des États-Unis H. Hoover au début de la Grande Dépression. Nous montrons que ces politiques ont permis à l'économie américaine d'échapper à une grande spirale déflationniste. L'estimation d'un modèle DSGE à l'échelle agrégée, nous permet de comparer deux effets opposés que ces politiques impliquent : effet négatif dû à une baisse de l'emploi et l'effet positif dû aux anticipations inflationnistes qui sont expansionnistes quand l'économie est dans la trappe à liquidité. Les résultats dépendent de la règle de politique monétaire que nous supposons : le principe de Taylor ou le ciblage du niveau de prix. Le troisième chapitre est consacré à la relation entre le taux d'intérêt réel et l'activité économique qui dépend du nombre des participants aux marchés financiers. En utilisant un modèle DSGE et en permettant à la proportion de ces agents d'être stochastiques en suivant une chaîne de Markov, nous identifions les périodes historiques où la proportion était assez faible pour inverser la courbe IS. Pour le cas des États-Unis, nous montrons que cette relation est positive pendant la période de la Grande Inflation et pendant une courte période au début de la Grande Récession. Dans l'union européenne, la proportion de non­-participants a été augmentée pendant les années 2009-2015 mais seulement pour amplifier la corrélation négative entre le taux d'intérêt réel et la croissance de la production
In this thesis I provide an empirical assessment of the relations between the main macroeconomic variables that drive the Business Cycle. We treat the empirical question that arises in each chapter using Bayesian estimation. In the first chapter we investigate conditional contribution of the labor market transition rates (the job finding rate and the separation rate) to unemployment. The literature did not have a consensus on which rate dominates in explaining the labor market dynamics. While Blanchard and Diamond (1990) concluded that the fall in employment during slumps resulted from a higher separation rate, Shimer (2012), as well as Hall (2005), explain unemployment variations by mainly the job finding rate. Our result, obtained through an estimation of a structural VAR model, shows that the importance of the transition rated depends on the shocks that hit an economy and hence the importance of the labor market institutions. In the second chapter, we assess the impact of the labor market reform of the US president H. Hoover implemented at the beginning of the Great Depression. We show that these policies prevented the US economy to enter a big deflationary spiral. Estimating a medium scale DSGE model, we also compare two opposite effects these policies lead to: negative effect through a fall in employment and positive effect though inflationary expectations which are expansionary when monetary policy is irresponsive to the rise in prices. The results depend on the monetary policy rule we assume: The Taylor principle or price level targeting. The third chapter is devoted to the relation between the real interest rate and the economic activity which depends on the number of asset market participants. Using a DSGE model and allowing to the proportion of these agents to be stochastic and to follow a Markov chain, we identify the historical sub-periods where this proportion was low enough to reverse the IS curve. For the US case, we report the studied relation to be positive during the Great Inflation period and for a short period at the edge of the Great Recession. In the EA, the proportion of non-participants has been increased during 2009-2015, but only to amplify the negative correlation between the real interest rate and output growth

Made available in DSpace on 2015-03-03T15:07:35Z (GMT). No. of bitstreams: 1 IsaelCJ_DISSERT.pdf: 3710521 bytes, checksum: ffcd6197d140a1f366f43dd76204f72c (MD5) Previous issue date: 2013-02-05
Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior
With the technology progess, embedded systems using adaptive techniques are being used frequently. One of these techniques is the Variable Structure Model- Reference Adaptive Control (VS-MRAC). The implementation of this technique in embedded systems, requires consideration of a sampling period which if not taken into consideration, can adversely affect system performance and even takes the system to instability. This work proposes a stability analysis of a discrete-time VS-MRAC accomplished for SISO linear time-invariant plants with relative degree one. The aim is to analyse the in uence of the sampling period in the system performance and the relation of this period with the chattering and system instability
Com o avanco da tecnologia, sistemas embarcados utilizando t?cnicas adaptativas est?o sendo utilizados com mais frequencia. Uma dessas t?cnicas ? o Controlador adaptativo por Modelo de Referencia e Estrutura Variavel (VS-MRAC). A implementa??o dessa t?cnica em sistemas embarcados, requer a considera??o de um per?odo de amostragem que se n?o for levado em considera??o, pode afetar de maneira negativa a performance do sistema e at? mesmo lev?-lo a instabilizacao. Este trabalho prop?e uma an?lise de estabilidade do VS-MRAC para o caso discreto para uma planta SISO linear, invariante no tempo, de grau relativo unit?rio. O objetivo ? analisar a influ?ncia do per?odo de amostragem no desempenho do sistema, e a rela??o desse per?odo com o fen?meno de "chattering" e instabiliza??o do sistema

This thesis is concerned with the structural estimation of macroeconomic models via Bayesian methods and the economic implications derived from its empirical output. The first chapter provides a general method for estimating structural VAR models. The second chapter applies the method previously developed and provides a measure of the monetary stance of the Federal Reserve for the last forty years. It uses a pool of instruments and taking into account recent practices named Unconventional Monetary Policies. Then it is shown how the monetary transmission mechanism has changed over time, focusing the attention in the period after the Great Recession. The third chapter develops a model of exchange rate determination with dispersed information and regime switches. It has the purpose of fitting the observed disagreement in survey data of Japan. The model does a good job in terms of fitting the observed data.
Esta tesis trata sobre la estimación estructural de modelos macroeconómicos a través de métodos Bayesianos y las implicancias económicas derivadas de sus resultados. El primer capítulo proporciona un método general para la estimación de modelos VAR estructurales. El segundo capítulo aplica dicho método y proporciona una medida de la posición de política monetaria de la Reserva Federal para los últimos cuarenta años. Se utiliza una variedad de instrumentos y se tienen en cuenta las prácticas recientes denominadas políticas no convencionales. Se muestra cómo el mecanismo de transmisión de la política monetaria ha cambiado a través del tiempo, centrando la atención en el período posterior a la gran recesión. El tercer capítulo desarrolla un modelo de determinación del tipo de cambio con información dispersa y cambios de régimen, y tiene el propósito de capturar la dispersión observada en datos de encuestas de expectativas de Japón. El modelo realiza un buen trabajo en términos de ajuste de los datos.

Made available in DSpace on 2014-12-17T14:54:50Z (GMT). No. of bitstreams: 1 CaioDC.pdf: 2782026 bytes, checksum: ffc0e89b5e796daecc6152d3075b6918 (MD5) Previous issue date: 2008-01-24
The so-called Dual Mode Adaptive Robust Control (DMARC) is proposed. The DMARC is a control strategy which interpolates the Model Reference Adaptive Control (MRAC) and the Variable Structure Model Reference Adaptive Control (VS-MRAC). The main idea is to incorporate the transient performance advantages of the VS-MRAC controller with the smoothness control signal in steady-state of the MRAC controller. Two basic algorithms are developed for the DMARC controller. In the first algorithm the controller's adjustment is made, in real time, through the variation of a parameter in the adaptation law. In the second algorithm the control law is generated, using fuzzy logic with Takagi-Sugeno s model, to obtain a combination of the MRAC and VS-MRAC control laws. In both cases, the combined control structure is shown to be robust to the parametric uncertainties and external disturbances, with a fast transient performance, practically without oscillations, and a smoothness steady-state control signal
Neste trabalho ? apresentada uma proposta de um controlador, denominado Controlador em Modo Dual Adaptativo Robusto (DMARC), que estabelece uma liga??o entre um controlador adaptativo por modelo de refer?ncia (MRAC) e um controlador adaptativo por modelo de refer?ncia e estrutura vari?vel (VS-MRAC). A id?ia b?sica ? incorporar as vantagens de desempenho transit?rio do controlador VS-MRAC com as propriedades de regime permanente do controlador MRAC convencional. S?o desenvolvidos dois algoritmos b?sicos para o controlador DMARC. No primeiro o ajuste do controlador ? feito, em tempo real, atrav?s da varia??o de um par?metro na lei de adapta??o. No segundo algoritmo a lei de controle ? gerada, utilizando o modelo Takagi-Sugeno da l?gica nebulosa, para obter uma composi??o ponderada das leis de controle do MRAC e do VS-MRAC. Em ambos os casos, o esquema combinado de controle ? mostrado ser robusto ?s incertezas param?tricas e perturba??es externas, al?m de apresentar um desempenho r?pido e pouco oscilat?rio durante o transit?rio e um sinal de controle suave em regime permanente

Made available in DSpace on 2014-12-17T14:55:45Z (GMT). No. of bitstreams: 1 RaphaellMS_DISSERT.pdf: 3087457 bytes, checksum: 184208141b97a58de312de245a6bd3e8 (MD5) Previous issue date: 2011-02-11
Conselho Nacional de Desenvolvimento Cient?fico e Tecnol?gico
Conventional control strategies used in shunt active power filters (SAPF) employs real-time instantaneous harmonic detection schemes which is usually implements with digital filters. This increase the number of current sensors on the filter structure which results in high costs. Furthermore, these detection schemes introduce time delays which can deteriorate the harmonic compensation performance. Differently from the conventional control schemes, this paper proposes a non-standard control strategy which indirectly regulates the phase currents of the power mains. The reference currents of system are generated by the dc-link voltage controller and is based on the active power balance of SAPF system. The reference currents are aligned to the phase angle of the power mains voltage vector which is obtained by using a dq phase locked loop (PLL) system. The current control strategy is implemented by an adaptive pole placement control strategy integrated to a variable structure control scheme (VS?APPC). In the VS?APPC, the internal model principle (IMP) of reference currents is used for achieving the zero steady state tracking error of the power system currents. This forces the phase current of the system mains to be sinusoidal with low harmonics content. Moreover, the current controllers are implemented on the stationary reference frame to avoid transformations to the mains voltage vector reference coordinates. This proposed current control strategy enhance the performance of SAPF with fast transient response and robustness to parametric uncertainties. Experimental results are showing for determining the effectiveness of SAPF proposed control system
Resumo: As estrat?gias de controle convencionais de filtros ativos de pot?ncia paralelos (FAPP) empregam esquemas de detec??o de harm?nicos em tempo real, usualmente implementados com filtros digitais. Isso aumenta o n?mero de sensores na estrutura do filtro, o que resulta em altos custos. Al?m disso, esses esquemas de detec??o introduzem atrasos que podem deteriorar o desempenho da compensa??o de harm?nicos. Diferentemente dos esquemas de controle convencionais, este artigo prop?e uma nova estrat?gia de controle que regula indiretamente as correntes de fase da rede el?trica. As correntes de refer?ncia do sistema s?o geradas pelo controle de tens?o do barramento CC e s?o baseadas no balan?o de pot?ncia ativa do sistema FAPP. As correntes de refer?ncia s?o alinhadas com o ?ngulo de fase do vetor tens?o da rede, que ? obtido usando um PLL (Phase Locked Loop). O controle de corrente ? implementado por uma estrat?gia de controle adaptativo por aloca??o de p?los, integrada com um esquema de controle com estrutura vari?vel (VS?APPC). No VS?APPC, o princ?pio do modelo interno (IMP) de refer?ncia ? usado para eliminar o erro em regime permanente das correntes do sistema. Isso for?a as correntes de fase do sistema a serem senoidais e com baixo teor de harm?nicos. Al?m disso, os controladores de corrente s?o implementados no referencial estacion?rio para evitar transforma??es nas coordenadas de refer?ncia do vetor tens?o da rede. Esta estrat?gia de controle de corrente melhora a performance do FAPP com uma resposta transit?ria r?pida e robustez a incertezas param?tricas. Resultados experimentais s?o mostrados para demonstrar a efic?cia do sistema de controle proposto para o FAPP

As proteínas são moléculas que desempenham funções essenciais para a vida. Para entender a função de uma proteína é preciso conhecer sua estrutura tridimensional. No entanto, encontrar a estrutura da proteína pode ser um processo caro e demorado, exigindo profissionais altamente qualificados. Neste sentido, métodos computacionais têm sido investigados buscando predizer a estrutura de uma proteína a partir de uma sequência de aminoácidos. Em geral, tais métodos computacionais utilizam conhecimentos de estruturas de proteínas já determinadas por métodos experimentais, para tentar predizer proteínas com estrutura desconhecida. Embora métodos computacionais como, por exemplo, o Rosetta, I-Tasser e Quark tenham apresentado sucesso em suas predições, são apenas capazes de produzir estruturas significativamente semelhantes às já determinadas experimentalmente. Com isso, por utilizarem conhecimento a priori de outras estruturas pode haver certa tendência em suas predições. Buscando elaborar um algoritmo eficiente para Predição de Estruturas de Proteínas livre de tendência foi desenvolvido um Algoritmo de Estimação de Distribuição (EDA) específico para esse problema, com modelagens full-atom e algoritmos ab initio. O fato do algoritmo proposto ser ab initio é mais interessante para aplicação envolvendo proteínas com baixa similaridade, com relação às estruturas já conhecidas. Três tipos de modelos probabilísticos foram desenvolvidos: univariado, bivariado e hierárquico. O univariado trata o aspecto de multi-modalidade de uma variável, o bivariado trata os ângulos diedrais (Φ Ψ) de um mesmo aminoácido como variáveis correlacionadas. O hierárquico divide o problema em subproblemas e tenta tratá-los separadamente. Os resultados desta pesquisa mostraram que é possível obter melhores resultados quando considerado a relação bivariada (Φ Ψ). O hierárquico também mostrou melhorias nos resultados obtidos, principalmente para proteínas com mais de 50 resíduos. Além disso, foi realiza uma comparação com algumas heurísticas da literatura, como: Busca Aleatória, Monte Carlo, Algoritmo Genético e Evolução Diferencial. Os resultados mostraram que mesmo uma metaheurística pouco eficiente, como a Busca Aleatória, pode encontrar a solução correta, porém utilizando muito conhecimento a priori (predição que pode ser tendenciosa). Por outro lado, o algoritmo proposto neste trabalho foi capaz de obter a estrutura da proteína esperada sem utilizar conhecimento a priori, caracterizando uma predição puramente ab initio (livre de tendência).
Proteins are molecules that perform critical roles in the living organism and they are essential for their lifes. To understand the function of a protein, its 3D structure should be known. However, to find the protein structure is an expensive and a time-consuming task, requiring highly skilled professionals. Aiming to overcome such a limitation, computational methods for Protein Structure Prediction (PSP) have been investigated, in order to predict the protein structure from its amino acid sequence. Most of computational methods require knowledge from already determined structures from experimental methods in order to predict an unknown protein. Although computational methods such as Rosetta, I-Tasser and Quark have showed success in their predictions, they are only capable to predict quite similar structures to already known proteins obtained experimentally. The use of such a prior knowledge in the predictions of Rosetta, I-Tasser and Quark may lead to biased predictions. In order to develop a computational algorithm for PSP free of bias, we developed an Estimation of Distribution Algorithm applied to PSP with full-atom and ab initio model. A computational algorithm with ab initio model is mainly interesting when dealing with proteins with low similarity with the known proteins. In this work, we developed an Estimation of Distribution Algorithm with three probabilistic models: univariate, bivariate and hierarchical. The univariate deals with multi-modality of the distribution of the data of a single variable. The bivariate treats the dihedral angles (Proteins are molecules that perform critical roles in the living organism and they are essential for their lifes. To understand the function of a protein, its 3D structure should be known. However, to find the protein structure is an expensive and a time-consuming task, requiring highly skilled professionals. Aiming to overcome such a limitation, computational methods for Protein Structure Prediction (PSP) have been investigated, in order to predict the protein structure from its amino acid sequence. Most of computational methods require knowledge from already determined structures from experimental methods in order to predict an unknown protein. Although computational methods such as Rosetta, I-Tasser and Quark have showed success in their predictions, they are only capable to predict quite similar structures to already known proteins obtained experimentally. The use of such a prior knowledge in the predictions of Rosetta, I-Tasser and Quark may lead to biased predictions. In order to develop a computational algorithm for PSP free of bias, we developed an Estimation of Distribution Algorithm applied to PSP with full-atom and ab initio model. A computational algorithm with ab initio model is mainly interesting when dealing with proteins with low similarity with the known proteins. In this work, we developed an Estimation of Distribution Algorithm with three probabilistic models: univariate, bivariate and hierarchical. The univariate deals with multi-modality of the distribution of the data of a single variable. The bivariate treats the dihedral angles (Φ Ψ) within an amino acid as correlated variables. The hierarchical approach splits the original problem into subproblems and attempts to treat these problems in a separated manner. The experiments show that, indeed, it is possible to achieve better results when modeling the correlation (Φ Ψ). The hierarchical model also showed that is possible to improve the quality of results, mainly for proteins above 50 residues. Besides, we compared our proposed techniques among other metaheuristics from literatures such as: Random Walk, Monte Carlo, Genetic Algorithm and Differential Evolution. The results show that even a less efficient metaheuristic such as Random Walk managed to find the correct structure, however using many prior knowledge (prediction that may be biased). On the other hand, our proposed EDA for PSP was able to find the correct structure with no prior knowledge at all, so we can call this prediction as pure ab initio (biased-free).

La réflexion sur l‟utilisation de la politique budgétaire comme outil de stabilisation et de relance connaît un net regain d‟intérêt ces dernières années. Après près de trois décennies qui ont vu la dominance des idées néo-classique, la récente crise financière des années 2008 a consacré le retour aux idées keynésiennes sur l‟efficacité de l‟outil budgétaire. Cette thèse s‟intéresse à ce thème et essaie de caractériser la politique budgétaire dans le contexte des pays en développement et son objectif final est de préciser dans quelle mesure cet outil de politique économique serait efficace pour ces pays. Le chapitre 2 traite de la question des effets des politiques budgétaires surprises. Autrement dit, et à partir d‟une modélisation en VAR structurels, cette partie se pose la question de savoir si le budget peut être utilisé de façon surprise pour relancer une économie et quels sont les défis que pose une telle mesure dans le contexte d‟une économie en développement. Le troisième chapitre à partir d‟un modèle de gravité analyse les relations entre la situation budgétaire dans les économies avancées ainsi que celle des pays émergents et les flux d‟investissement vers les économies à revenu intermédiaire. Cette étude montre qu‟un effet d‟éviction entre pays (développés et émergents) existe mais aussi que l‟économie mondiale tend vers un nouveau paradigme. Le dernier chapitre quant à lui étudie la cyclicité des politiques budgétaires pour un échantillon de pays d‟Afrique subsaharienne et d‟Amérique latine. La méthode choisie a permis de suivre l‟évolution de la procyclicité des politiques budgétaires d‟année en année et de montrer que les pays en développement surtout africains progressivement adoptent des politiques de plus en plus disciplinées et prudentes

Made available in DSpace on 2014-12-17T14:54:46Z (GMT). No. of bitstreams: 1 JosenaldeBO.pdf: 1494350 bytes, checksum: 7c76ccebcfe52ebc97b3be9b7982ebd0 (MD5) Previous issue date: 2007-12-14
In this thesis, it is developed the robustness and stability analysis of a variable structure model reference adaptive controller considering the presence of disturbances and unmodeled dynamics. The controller is applied to uncertain, monovariable, linear time-invariant plants with relative degree one, and its development is based on the indirect adaptive control. In the direct approach, well known in the literature, the switching laws are designed for the controller parameters. In the indirect one, they are designed for the plant parameters and, thus, the selection of the relays upper bounds becomes more intuitive, whereas they are related to physical parameters, which present uncertainties that can be known easier, such as resistances, capacitances, inertia moments and friction coefficients. Two versions for the controller algorithm with the stability analysis are presented. The global asymptotic stability with respect to a compact set is guaranteed for both cases. Simulation results under adverse operation conditions in order to verify the theoretical results and to show the performance and robustness of the proposed controller are showed. Moreover, for practical purposes, some simplifications on the original algorithm are developed
Nesta tese ? desenvolvida a an?lise de estabilidade e robustez ? din?mica n?o modelada e ?s perturba??es externas de um controlador adaptativo por modelo de refer?ncia e estrutura vari?vel aplicado a plantas incertas, monovari?veis, lineares e invariantes no tempo com grau relativo unit?rio. O projeto de tal controlador ? baseado na abordagem indireta do controle adaptativo. Na abordagem direta, j? amplamente conhecida na literatura, as leis chaveadas s?o projetadas diretamente para os par?metros do controlador. Na abordagem indireta, as mesmas s?o projetadas para os par?metros da planta e, conseq?entemente, o dimensionamento das amplitudes dos rel?s torna-se mais intuitivo, tendo em vista estarem associadas a par?metros f?sicos, os quais apresentam incertezas que podem ser conhecidas mais facilmente, tais como resist?ncias, capacit?ncias, momentos de in?rcia e coeficientes de atrito. S?o apresentadas duas vers?es para o algoritmo do controlador, sendo suas an?lises de estabilidade desenvolvidas, assim como resultados de simula??o sob condi??es de opera??o adversas para verificar os resultados te?ricos obtidos e ilustrar o desempenho e a robustez do controlador proposto. A estabilidade assint?tica global com respeito a um conjunto compacto ? garantida em ambos os casos. Adicionalmente, para fins de aplicabilidade pr?tica, s?o desenvolvidas algumas simplifica??es no algoritmo original

Made available in DSpace on 2014-12-17T14:54:54Z (GMT). No. of bitstreams: 1 SamaherniMD_TESE.pdf: 1906280 bytes, checksum: 4c045dfdea855b9b5837f362598733e7 (MD5) Previous issue date: 2010-02-01
This thesis presents a new structure of robust adaptive controller applied to mobile robots (surface mobile robot) with nonholonomic constraints. It acts in the dynamics and kinematics of the robot, and it is split in two distinct parts. The first part controls the robot dynamics, using variable structure model reference adaptive controllers. The second part controls the robot kinematics, using a position controller, whose objective is to make the robot to reach any point in the cartesian plan. The kinematic controller is based only on information about the robot configuration. A decoupling method is adopted to transform the linear model of the mobile robot, a multiple-input multiple-output system, into two decoupled single-input single-output systems, thus reducing the complexity of designing the controller for the mobile robot. After that, a variable structure model reference adaptive controller is applied to each one of the resulting systems. One of such controllers will be responsible for the robot position and the other for the leading angle, using reference signals generated by the position controller. To validate the proposed structure, some simulated and experimental results using differential drive mobile robots of a robot soccer kit are presented. The simulator uses the main characteristics of real physical system as noise and non-linearities such as deadzone and saturation. The experimental results were obtained through an C++ program applied to the robot soccer kit of Microrobot team at the LACI/UFRN. The simulated and experimental results are presented and discussed at the end of the text
Esta tese apresenta o desenvolvimento de uma nova estrutura de controlador adaptativo robusto aplicado a sistemas rob?ticos m?veis com rodas (rob? m?vel de superf?cie) e restri??es n?o-holon?micas de movimento. Este controlador atua tanto na din?mica como na cinem?tica do rob?, e pode ser dividido em duas partes distintas. A primeira parte controla a din?mica, atrav?s da utiliza??o de controladores adaptativos por modelo de refer?ncia e estrutura vari?vel. A segunda parte controla a cinem?tica do rob? atrav?s de um controlador de posi??o, cujo objetivo ? fazer com que o rob? seja capaz de atingir um ponto qualquer no plano cartesiano, sendo que este controlador cinem?tico ? baseado apenas em informa??es da configura??o do rob?. O trabalho aplica um m?todo de desacoplamento para transformar o modelo linear do rob? m?vel, que ? um sistema com m?ltiplas entradas e m?ltiplas sa?das, em dois sistemas desacoplados com apenas uma entrada e uma sa?da cada um, para reduzir a complexidade do projeto do controlador. Em seguida, aplica-se um controlador adaptativo por modelo de refer?ncia e estrutura vari?vel a cada um dos sistemas resultantes. Um controlador ser? respons?vel pelo posicionamento e o outro pela orienta??o do rob?, sendo que estes controladores utilizam como refer?ncias sinais provenientes do controlador cinem?tico de posi??o. Para comprovar o funcionamento da estrutura proposta, obteve-se resultados simulados e experimentais para o rob? m?vel com acionamento diferencial de um kit de futebol de rob?s. O simulador possui as principais caracter?sticas do sistema f?sico real, dentre as quais podem-se destacar os ru?dos de entradas e as n?o-linearidades como zona morta e satura??o. Os resultados experimentais foram obtidos atrav?s de um programa desenvolvido em C++ e aplicado a um kit de futebol de rob?s da empresa Microrobot no Laborat?rio de Acionamento, Controle e Instrumenta??o da Universidade Federal do Rio Grande do Norte (LACI/UFRN). Os resultados simulados e experimentais s?o apresentados e discutidos ao final da tese

The thesis, entitled "Essays on macroeconometrics and short-term forecasting",

is composed of three chapters. The first two chapters are on nowcasting,

a topic that has received an increasing attention both among practitioners and

the academics especially in conjunction and in the aftermath of the 2008-2009

economic crisis. At the heart of the two chapters is the idea of exploiting the

information from data published at a higher frequency for obtaining early estimates

of the macroeconomic variable of interest. The models used to compute

the nowcasts are dynamic models conceived for handling in an efficient way

the characteristics of the data used in a real-time context, like the fact that due to the different frequencies and the non-synchronicity of the releases

the time series have in general missing data at the end of the sample. While

the first chapter uses a small model like a VAR for nowcasting Italian GDP,

the second one makes use of a dynamic factor model, more suitable to handle

medium-large data sets, for providing early estimates of the employment in

the euro area. The third chapter develops a topic only marginally touched

by the second chapter, i.e. the estimation of dynamic factor models on data characterized by block-structures.

The firrst chapter assesses the accuracy of the Italian GDP nowcasts based

on a small information set consisting of GDP itself, the industrial production

index and the Economic Sentiment Indicator. The task is carried out by using

real-time vintages of data in an out-of-sample exercise over rolling windows

of data. Beside using real-time data, the real-time setting of the exercise is

also guaranteed by updating the nowcasts according to the historical release calendar. The model used to compute the nowcasts is a mixed-frequency Vector

Autoregressive (VAR) model, cast in state-space form and estimated by

maximum likelihood. The results show that the model can provide quite accurate

early estimates of the Italian GDP growth rates not only with respect

to a naive benchmark but also with respect to a bridge model based on the

same information set and a mixed-frequency VAR with only GDP and the industrial production index.

The chapter also analyzes with some attention the role of the Economic Sentiment

Indicator, and of soft information in general. The comparison of our

mixed-frequency VAR with one with only GDP and the industrial production

index clearly shows that using soft information helps obtaining more accurate

early estimates. Evidence is also found that the advantage from using soft

information goes beyond its timeliness.

In the second chapter we focus on nowcasting the quarterly national account

employment of the euro area making use of both country-specific and

area wide information. The relevance of anticipating Eurostat estimates of

employment rests on the fact that, despite it represents an important macroeconomic

variable, euro area employment is measured at a relatively low frequency

(quarterly) and published with a considerable delay (approximately

two months and a half). Obtaining an early estimate of this variable is possible

thanks to the fact that several Member States publish employment data and

employment-related statistics in advance with respect to the Eurostat release

of the euro area employment. Data availability represents, nevertheless, a

major limit as country-level time series are in general non homogeneous, have

different starting periods and, in some cases, are very short. We construct a

data set of monthly and quarterly time series consisting of both aggregate and

country-level data on Quarterly National Account employment, employment

expectations from business surveys and Labour Force Survey employment and

unemployment. In order to perform a real time out-of-sample exercise simulating

the (pseudo) real-time availability of the data, we construct an artificial

calendar of data releases based on the effective calendar observed during the first quarter of 2012. The model used to compute the nowcasts is a dynamic

factor model allowing for mixed-frequency data, missing data at the beginning

of the sample and ragged edges typical of non synchronous data releases. Our

results show that using country-specific information as soon as it is available

allows to obtain reasonably accurate estimates of the employment of the euro

area about fifteen days before the end of the quarter.

We also look at the nowcasts of employment of the four largest Member

States. We find that (with the exception of France) augmenting the dynamic

factor model with country-specific factors provides better results than those

obtained with the model without country-specific factors.

The third chapter of the thesis deals with dynamic factor models on data

characterized by local cross-correlation due to the presence of block-structures.

The latter is modeled by introducing block-specific factors, i.e. factors that

are specific to blocks of time series. We propose an algorithm to estimate the model by (quasi) maximum likelihood and use it to run Monte Carlo

simulations to evaluate the effects of modeling or not the block-structure on

the estimates of common factors. We find two main results: first, that in finite samples modeling the block-structure, beside being interesting per se, can help

reducing the model miss-specification and getting more accurate estimates

of the common factors; second, that imposing a wrong block-structure or

imposing a block-structure when it is not present does not have negative

effects on the estimates of the common factors. These two results allow us

to conclude that it is always recommendable to model the block-structure

especially if the characteristics of the data suggest that there is one.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished

Made available in DSpace on 2015-03-03T15:07:31Z (GMT). No. of bitstreams: 1 MarcusVAF.pdf: 586875 bytes, checksum: a12bd0bbfec29a70ab1bd62b33fc064d (MD5) Previous issue date: 2008-10-23
Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior
Resumo
Nesta disserta??o de mestrado ? apresentada uma aplica??o do Controlador Adaptativo por Modelo de Refer?ncia e Estrutura Vari?vel em um Gerador S?ncrono conectado a um barramento infinito, para o controle do ?ngulo de carga e fluxo de campo deste gerador. Uma teoria de desacoplamento ? usada no modelo do Gerador S?ncrono para se obter dois subsistemas, onde o ?ngulo de carga e o fluxo de campo podem ser controlados independentemente. A avalia??o da estrat?gia de controle proposta ser? realizada atrav?s de simula??es para o modelo desacoplado do Gerador S?ncrono. Tamb?m ser? feita uma compara??o com os controladores Proporcional Derivativo aplicado ao Gerador S?ncrono desacoplado e Proporcional Integrativo Derivativo aplicado ao Gerador S?ncrono acoplado, sendo este ?ltimo, o sistema vigente hoje no Brasil. Os resultados das simula??es comprovar?o a efici?ncia e robustez desta estrat?gia de controle

Esta tesis se ocupa de los problemas de la estimación econométrica con muestras pequeñas, en los contextos del los VARs monetarios y de la investigación empírica del crecimiento. Primero, demuestra cómo mejorar el análisis con VAR estructural en presencia de muestra pequeña. El primer capítulo adapta la especificación con prior intercambiable (exchangeable prior) al contexto del VAR y obtiene nuevos resultados sobre la transmisión monetaria en nuevos miembros de la Unión Europea. El segundo capítulo propone un prior sobre las tasas de crecimiento iniciales de las variables modeladas. Este prior resulta en la corrección del sesgo clásico de la muestra pequeña en series temporales y reconcilia puntos de vista Bayesiano y clásico sobre la estimación de modelos de series temporales. El tercer capítulo estudia el efecto del error de medición de la renta nacional sobre resultados empíricos de crecimiento económico, y demuestra que los procedimientos econométricos robustos a incertidumbre acerca del modelo son muy sensibles al error de medición en los datos.
This thesis deals with the problems of econometric estimation with small samples, in the contexts of monetary VARs and growth empirics. First, it shows how to improve structural VAR analysis on short datasets. The first chapter adapts the exchangeable prior specification to the VAR context, and obtains new findings about monetary transmission in New Member States. The second chapter proposes a prior on initial growth rates of modeled variables, which tackles the Classical small-sample bias in time series, and reconciles Bayesian and Classical points of view on time series estimation. The third chapter studies the effect of measurement error in income data on growth empirics, and shows that econometric procedures which are robust to model uncertainty are very sensitive to measurement error of the plausible size and properties.

Made available in DSpace on 2016-04-26T20:48:48Z (GMT). No. of bitstreams: 1 Jorge C Siqueira.pdf: 785030 bytes, checksum: 11ecce584ab79026b6028037746e40c4 (MD5) Previous issue date: 2007-05-16
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
ABSTRAT The purpose of this study is to present and discuss the main impacts the indexation profile and the term-structure of the public debt may inflict on the debt´s trajectory. The main result of the study suggests that there may exist a vicious circle stemming from the relationship between the rise of the short-term interest rate of the Brazilian economy and the growing-path behavior of its public debt. It is stated that this movement may be a consequence of the uniqueness of the structure of Brazilian public debt, which is largely composed by short-term securities pegged to the short-term interest rate of the economy (Selic). In order to demonstrate this statement, the approach taken up rests on two models of public debt administration and on the analysis of these models in reference to the behavior of the level and the profile of indexation and term-structure of the public debt between 1995 and 2005. Therefore, our effort seeks to present the workings of this supposed vicious circle and its impacts on the behavior of the Brazilian public debt. In addition, in order to estimate exercises which may, at some length, corroborate the main idea proposed by this study, we make use of some econometric tools, such as Vector auto-regressions models and Vector Erros Corretions
O objetivo desse trabalho é apresentar e discutir os principais impactos que o perfil de indexação e prazo da dívida pública brasileira podem exercer sobre a trajetória da dívida. O principal resultado desse trabalho sugere a existência de um círculo vicioso entre elevações na taxa de juros de curto prazo da economia brasileira e a evolução crescente da dívida pública. Sugere-se que esse movimento possa ser conseqüência da peculiaridade da dívida pública brasileira, que se traduz numa dívida representada em grande parte por títulos de curto prazo e indexados a taxa de juros de curto prazo da economia (Selic). Para isso, utiliza-se uma abordagem que envolve a apresentação de dois modelos de administração de dívida pública e a análise desses modelos em conjunto com a evolução do nível e do perfil de indexação e prazo da dívida pública brasileira durante o período de 1995 - 2005. Dessa maneira, tenta-se apresentar o funcionamento desse suposto círculo vicioso e seus impactos para a evolução da dívida pública brasileira. Ainda utiliza-se o instrumental econométrico dos modelos Vetores auto-regressivos (VAR) e Vetores de Correção de Erros (VEC) para se estimarem exercícios que de certa forma corroboram a principal idéia sugerida nesse trabalho

Des analyses de sensibilité et des estimations de paramètres sont étudiées sur deux études de cas de transfert de masse en milieu poreux. La première partie est consacrée à la sensibilité des écoulements souterrains dans une modélisation des échanges drain-aquifère pour mettre en évidence les différences entre les deux méthodes de discrétisation mises en œuvre. La seconde partie est dédiée à la modélisation de l’écoulement en milieu poreux variablement saturé dans une zone humide artificielle, au calage des paramètres du modèle de van Genuchten-Mualem et à l’évaluation de son efficacité à reproduire des données piézométriques collectées sur le site de l’Ostwaldergraben. La variabilité temporelle des paramètres hydrodynamiques, incluant l’effet d’hystérésis, montre que ceux de la couche active du filtre changent au cours du temps. Ces deux études sont conduites à l’aide de la différenciation automatique
Sensitivity analyses and parameter estimation are applied to mass transfer in porous media for two remediation facilities. The first part is devoted to the sensitivity analysis of groundwater flows in a modeling of drain-aquifer exchanges to highlight the differences between the two implemented methods of discretization. The second part is dedicated to the modeling of the flow in a variably saturated porous medium in a stormwater constructed wetland, to the calibration of van Genuchten-Mualem parameters and to the evaluation of its efficiency in the reproduction of piezometric data collected on the Ostwaldergraben site. The temporal variability of the hydrodynamic parameters, including the hysteresis effect, shows that the characteristics of the filter layer alters along time. Both studies are carried using automatic differentiation

Calculs ab initio sur le systeme hautement degenere cr h: mise en evidence d'un fort couplage entre etats ioniques et neutres et analyse des fonctions d'onde dans une description diabatique. Proposition d'une methode perturbative pour calcul des energies de dispersion entre un systeme versatil a (decrit dans une grande base) et un systeme quasi passif b (traite a l'approximation en coeur gele et caracterise par sa polarisabilite); calcul scf + ci de (a + b gele), du champ electrique exerce par a sur b, et de ses fluctuations, a l'aide d'un hamiltonien effectif; application a l'etude des courbes de potentiel des premiers etats excites des molecules diatomiques de ar avec na, k ou mg. Emploi de la theorie des pseudopotentiels et des potentiels modeles pour le calcul de potentiels impulsifs d'atomes inertes transferables a des systemes moleculaires; a partir de ces potentiels, calcul d'energies de dispersion applicable a la spectroscopie d'atomes alcalins en matiere de gaz rare

We applied a Structural VAR model to empirically investigate the adverse effect of positive growth shock in the resource sector on economic activity in a small open economy, like Australia. We observed the key eight variables important for explaining the evidence of Dutch disease over the period of 1984:Q1 to 2016:Q4. The 2000s boom is the first mining boom in Australia after the adoption of the floating exchange rate, inflation targeting, and de-centralised wage system. We analysed how different sectors have adapted from the mining boom shock, and whether the changes in policies have influenced the sectors capacity to adjust to an economic shock. We identified the structural shocks using short-run Cholesky decomposition by making system recursive. The result showed that the foreign demand shock caused to raise the price of the commodity, and shock to the commodity price cause the real exchange rate to appreciate and has a positive impact on resource output. However, the aggregate real GDP, the non-resource tradeable and non-tradeable gross value-added declined in the long-run.
Thesis (MPhil) -- University of Adelaide, School of Economics, 2020

碩士
國立臺灣大學
經濟學研究所
103
Building on Kilian''s (2009) structural VAR analysis of the effects of oil supply and aggregate demand shocks on the real price of crude oil, this paper tests the robustness of the model by using year-on-year growth rate of world''s monthly electricity consumption as the measure of global economy activity. The focus is on the differences in the cumulative effects that aggregate demand shocks impact on real price of oil during 1990-2012. I find that Kilian (2009) overestimates the effect of aggregate demand shock on oil price. Besides, the monthly index of global real economic activity constructed in Kilian (2009) may contain “precautionary demand" for industrial commodities and which may cause a bias in the follow-up studies. While by using the new index constructed in this paper, the “precautionary demand" can be eliminated and the potential bias may be avoided. For the lack of monthly index measuring the real global economy activity, the monthly index constructed in this paper may be an alternative choice other than Kilian''s index in further studies.

- 4 - Abstract In this research we explored role of financial variables in macro modeling and their performance in case of Mongolia. We employed two different models for assessing performance of financial variables in macro modeling, structural VAR model and small scale macro model (SSMM). In doing so, we performed different analysis such as impulse response for seeing how financial variables fit into system and forecasting performance for how accurate model performs after introducing financial variables. So our result suggested that financial variables have substantial role on macro modeling and inclusion of financial variable is performing very good result in terms of forecasting in both models. JEL Classification C01, C51, C53, E12, E52, G17 Keywords Financial markets, Small scale macro model, Structural VAR, Impulse response, Mean absolute errors. Author's e-mail batnyamd@gmail.com Supervisor's e-mail roman.horvath@gmail.com

This diploma thesis is devoted to the linkages among stock, bond and foreign exchange markets in the Czech Republic, Austria, Germany and Poland during the period from the beginning of the year 2007 to the end of the year 2014. In order to complexly describe the interconnections among the markets, we utilized two kinds of spillover indices (from the generalized and structural VAR model), dynamic correlation coefficients obtained from the multivariate GARCH model and contemporaneous coefficients from the structural VAR model that was identified through heteroskedasticity in structural shocks. These methods enabled us to describe the linkages among the markets from different angles, to capture their time evolution and to obtain a notion about the transmission mechanism among these markets in Central Europe. The results, inter alia, indicate an intensifying interconnection among the markets during crisis periods, lowering impact of stock markets, increasing influence of bonds and a dominant role of German bonds and Austrian stocks. At the same time, we were able to capture the influence of the European sovereign debt crisis on the spillovers and on the intensity of linkages among the markets. We showed that the intensity of linkages among bond markets relented, probably as a result of higher emphasis on the...

碩士
國立臺灣大學
造船及海洋工程學研究所
86
This paper aims at the research that under the condition of unknown information of exciting force, the indentification of the dynamical parameters and the application of the identified parameters on the vibration control for structural system. First of all, we identify VAR (Vector AutoRegrssive) modal parameters from the measured data of multiple I/O channels on structures. With the result of the identification, the structural modal parameters are extracted from the VAR modal parameters. Moreover, the state equation of motion for the equivalent system of master DOF of structures are reconstructed, and the design of optimal active control for structures and is based on the state equation. Finally, we select the identification of dynamical parameters and the active control for a cantilever beam and a stiffener plate as a numerical and experimental study case. From the results, this method shows a good effect on active control of stucture.

Ye, Guofeng.
"September 2010."
Thesis (M.Phil.)--Chinese University of Hong Kong, 2010.
Includes bibliographical references (leaves 33-34).
Abstracts in English and Chinese.
ABSTRACT --- p.1
摘要 --- p.2
Chapter 1 --- INTRODUCTION --- p.5
Chapter 2 --- LITERATURE REVIEW ON MONETARY TRANSMISSION MECHANISM …… --- p.8
Chapter 3 --- THE EFFECT OF SHORT-TERM INTEREST RATE ON THE ECONOMY …… --- p.13
Chapter 4 --- METHODOLOGY --- p.16
Chapter 4.1 --- The Structural Vector Autoregressive Model --- p.16
Chapter 4.2 --- The Error Correction Model --- p.18
Chapter 4.3 --- The Alternative Model --- p.19
Chapter 5 --- DATA --- p.20
Chapter 5.1 --- Data Description --- p.20
Chapter 5.2 --- Data Source --- p.20
Chapter 6 --- EMPIRICAL RESULTS --- p.21
Chapter 6.1 --- The Structural Vector Autoregressive Model --- p.21
Chapter 6.2 --- The Error Correction Model --- p.28
Chapter 6.3 --- The Alternative Model --- p.30
REFERENCES --- p.33
APPENDIX --- p.35
Table 1 --- p.35
Table 2 (SVAR: 1-3 years) --- p.36
Table 3 (SVAR: 3-5 years) --- p.37
Table 4 (SVAR: 5-7 years) --- p.38
Table 5 --- p.39
Table 6 (Error Correction Model: 1-3 years) --- p.40
Table 7 (Error Correction Model: 3-5 years) --- p.41
Table 8 (Error Correction Model: 5-7 years) --- p.42
Table 9 --- p.43
Table 10 (Money Supply: M0) --- p.44
Table 11 (Money Supply: M 1) --- p.46
Table 12 (Money Supply: M2) --- p.48

The focus of this paper is to replicate and extend a model for the prediction of interest rate affine term structure models. We propose an extension of one of the most recent models in the field to some G10 countries. Our purpose is to find how well this model fares at forecasting in different markets and if its implementation in investment strategies is viable. This model uses measures of real activity and inflation as macroeconomic variables together with unobservable variables. This Work Project had the objective of delivering its results to BlackRock to build an innovative and successful investment strategy.

碩士
國立中興大學
財務金融系所
97
This thesis investigates the impacts of the establishment of European Economic and Monetary Union (EMU) on the market integration between eight European major stock markets and the US during the period 1993-2008. To investigate the impact on short-term dynamic relationships, the implements of generalized impulse response functions and generalized forecast error variance decompositions are based on the bivariate vector autoregressive (VAR) model. In addition, cointegration tests are used to investigate a long-term equilibrium relationship. Furthermore, the procedures of Qu and Perron (2007) are applied in this thesis to study possible structural changes in the dynamic relationships between European stock market index and the US. According to the estimated endogenous break dates, we could know whether European stock markets advance/postpone to adopt the EMU. The empirical results show that the degree of integration in returns has increased between each individual European major stock markets and the US after the establishment of the EMU. In other words, regional integration has resulted in an increased interrelationship between European major stock market and the US. The empirical results also show that Germany and Italy have an endogenous break date in March, 1997, which means Germany and Italy advance to adopt the EMU. In addition, all European stock markets have an endogenous break date in January 1, 2008 except Finland, which is contributed to the subprime crisis. In the meaning time, the interrelationships between European stock markets and the US is higher during the subprime crisis. In other words, regional integration cannot protect European stock markets from contagion effects.

The focus of this paper is to replicate and extend the estimation of a model for the prediction of interest rate affine term structures to G10 countries. The existing literature for the prediction of yield curves is vast, we will be focusing on the popular class of Gaussian affine term structure models. Our model uses measures of real activity and inflation as macroeconomic variables together with unobservable variables, through non-arbitrage VARs. Our purpose is to find how well this model fares at forecasting in different markets and if the model is good at predicting the correct shifts in the yield curve. This Work Project had the objective of delivering its results to BlackRock so they can trade based on forecasts from the model.

博士
國立臺灣科技大學
財務金融研究所
101
The main purpose of this dissertation is to introduce the Markov-switching method into the range-based volatility and correlation models, and use these two proposed models to empirical analysis. It is necessary to consider the nonlinear adjustment approach to address the structural change embedded in the data generating process for volatility and correlation variables. Furthermore, the advantage of using Markov-switching approach is that there is no feedback from the observed information to the switching-process. There are two empirical studies in this article except the proposed models. In the first part, we examines latent shifts in the conditional volatility and correlation for the U.S. stock and T-bond data using the two-state Markov-switching range-based volatility and correlation models. We not only find evidence of regime changes in both volatility and correlation processes but demonstrate that the phenomena of regime changes are triggered by several financial crises. In addition, we also present the true date of structure changes in the data generating process for volatility and correlation variables by our proposed models. In the second part, we collect the U.S. and the U.K. stock indices to estimate the flexible Markov-switching range-based volatility model. The estimation results show that our proposed model could indeed characterize unexpected switching in the volatility process. However, we would like to further examine the effects of the advantages of the estimate on its forecasting ability. Therefore, we apply the statistic volatility to evaluate the volatility-adjusted historical VaR estimates. According to the application results, we illustrate that the Markov-switching range-based volatility model outperforms the other alternatives including CARR, GARCH and Markov-switching GARCH models on the estimation of volatility-adjusted historical VaR.

My thesis attempts to search evidence on the performance of the currency board regime and its impact on Hong Kong’s economy. Three sets of related questions have been set up and carefully investigated in my empirical models. Chapter 2 investigates output growth and inflation rate in order to compare the historical performance of free-floating and currency board regimes for Hong Kong. I apply some advanced econometrics tools to identify my structural VAR models and offer appropriate analysis. My first empirical model suggests that output returns to a steady state much faster in a flexible exchange rate regime than in a fixed exchange rate regime after an aggregate demand shock. My evidence offers an essential answer to the question on why the recovering process of Hong Kong from the Asian financial crisis lasted longer compared with the other Asian countries with a flexible exchange rate regime. Furthermore, my counter-factual analysis suggests that a free-floating regime may generate much smaller output variance in Hong Kong and deliver higher output and price levels to Hong Kong. Chapter 3 investigates the currency board regime from 1984 to 2007, by considering some important variables which have significant impacts on Hong Kong’s economy. For instance my empirical models attempt to examine the economic relationships with the US economy under the currency board regime and the close economic relationships with China under a Closer Economic Partnership Agreement with Mainland China. My models emphasises the importance of entrepot trade for Hong Kong’s economy. Evidence shows that those exogenous variables have significant impacts on Hong Kong’s economy, and they are one of the important factors when considering the choice of exchange rate regimes. My empirical evidence indicates some new findings which contradict existing studies which conclude that the Chinese economy is much less significant than the US economy in explaining Hong Kong’s output variance. Chapter 4 examines the real effective exchange rate misalignment of the two economies, Hong Kong and Singapore, and offers new policy implications on the choice of exchange rate regimes. Entrepot trades are essential to both economies. While the literature has paid little attention to such an important character and shown evidence of larger scale REER misalignment in Hong Kong compared with Singapore, my model reveals that including such an important variable has remarkably improved the model and offered strikingly different conclusions. I have applied Vector Error Correction Modelling and the Johansson Method in identifying the empirical models. Evidence suggests that Hong Kong performs well in terms of small real exchange rate misalignment even under its currency broad regime. My thesis indicates that although there are limitations in the currency broad regime in terms of relatively slow recovery from external demand shocks and relatively larger output variance, the regime is still a preferable choice for Hong Kong, especially when we consider the close economic link with Mainland China and the United States. Moreover, there is no evidence in my models to suggest that the real exchange rate misalignment was significantly larger in the case of Hong Kong’s currency board regime.
Thesis (Ph.D.) -- University of Adelaide, School of Economics, 2010

Text in Afrikaans
Summaries in Afrikaans and English
Bemagtiging van verpleegkundiges in gesondheidsdienste in Suid-Afrika bly 'n voortdurende kwessie en die mate waartoe verpleegbestuur verpleegkundiges bemagtig om outonoom op te tree, is onbekend. Wanneer verpleegkundiges bemagtig is, lei dit tot verbeterde pasientsorg deur middel van verhoogde produktiwiteit en werktevredenheid. Die wyse waarop bemagtiging van verpleegkundiges meet geskied is nog nie in SuidAfrika in diepte ondersoek nie. Die doel van hierdie studie was om daardie elemente wat vir die verpleegbestuurder noodsaaklik is om verpleegkundiges te kan bemagtig, te identifiseer. Deur middel van 'n beskrywende, ontdekkende studie wat van 'n vraelys gebruik gemaak het om inligting te bekom, is die nodige elemente gei'soleer. Verpleegbestuurders in gesondheidsdienste in die Gauteng-area het as teikengroep gedien. Definisies van bestuursbemagtiging is geanaliseer ten einde 'n konseptuele raamwerk te ken saamstel. Ses konsepte het die raamwerk vir hierdie studie gevorm, naamlik: • die bydrae van bestuurstrukture tot die bemagtiging van verpleegkundiges; • die rel van magsdeling in die bemagtiging van verpleegkundiges; • deelnemende besluitneming in die bemagtiging van verpleegkundiges; • die verpleegbestuurder se vaardighede en verantwoordelikhede in haar daaglikse taakontwerp en bestuur wat tot die bemagtiging van verpleegkundiges bydra; • motivering- en beloningstrategiee wat tot bemagtiging bydra; en • eienskappe wat kenmerkend van 'n bemagtigende verpleegbestuurder is. Uit die ontleding van die data het die volgende belangrike elemente ender andere na vore gekom: • Daar behoort gedesentraliseerde verspreiding van mag na die laagste moontlike vlak in die gesondheidsdiens plaas te vind; • Die voorstelle van verpleegkundiges behoort erken en indien aanvaarbaar, geimplementeer te word; • Gesag behoort op so n wyse gedelegeer te word dat onafhanklike besluitneming bevorder word; • Verpleegkundiges se take behoort sodanig ontwerp te word dat onafhanklike optrede in die werkplek bevorder word. Die bevindinge van hierdie studie het getoon dat verpleegbestuurders positief ingestel is betreffende die bemagtiging van verpleegkundiges. Hulle beskou dit as deel van hulle bestuursfunksie. 'n Uitdaging waarmee die bestuurder van die toekoms te kampe sal he, is die van 'n omvattende begrip vir personeellede en om van beheer deur middel van streng burokratiese reels, af te sien.
Empowerment of nurses in health services in South Africa remains an ongoing issue, but the extent to which nursing management empowers nurses to act autonomously is not known. When nurses are empowered patient care and nursing services improve through enhanced productivity and job satisfaction. The way in which nurses could be empowered by management has yet to be addressed by researchers in South Africa. The aim of the present study was to identify those essential elements through which nurse managers can empower nurses. By making use of a descriptive exploratory study, utilizing a questionnaire to acquire the necessary information, the essential elements were isolated. Nurse managers in health services in the Gauteng region formed the target group. Definitions of empowerment in management were analyzed and from this a conceptual framework regarding empowerment was formulated. Six concepts served as the basis of this study: • the contribution of management structures, towards the empowerment of nurses; • the role of power-sharing in the empowerment of nurses; • participative decision making in the empowerment of nurses; • the management skills and responsibilities of the nurse manager in her daily task design and management that contribute to the empowerment of nurses; • motivation and reward strategies that contribute towards empowerment; • attributes which characterise an empowered nurse manager. From the analysis of. the data the following important elements among others emerged: • Decentralization of the distribution of power to the lowest possible level should take place in the health services; • The suggestions of nurses should be acknowledged and if found acceptable, to be implemented; • Authority should be delegated in such a way that independent decision making by nurses is enhanced; • Nurses' tasks should be designed in a way that promote independent performance in the work place. The findings of this study revealed that nurse managers are favourably disposed towards the empowerment of nurses. They see this as part of their managerial function. A challenge which confronts the manager of the future is that of comprehensively understanding staff members, and setting aside control through bureaucratic behaviour.
Health Studies
D. Litt. et Phil.

The 1930s and 1940s were characterised by considerable interest in research on literary magazines. Relevant studies were undertaken by A.M. Uys (1933, UCT), P.J.J. Dry (1939, UOFS) and W.G. Combrinck (1945, UW). This interest dwindled until J.H. Venter registered a doctorate at UNISA (1991), which he never completed. Today there is a vast gap in the field of research on Afrikaans literary magazines in general. Since no other research has yet been undertaken on the document design of literary magazines in particular, this study may be regarded as groundbreaking. Document design focuses on the utilisation of design elements to purposely create a document for optimal use by the reader. Renkema’s CCC model was chosen to serve as a generic, theoretically founded model for document analysis. In accordance with this model, texts were analysed and reviewed with regard to genre, content, structure, style and layout. Renkema’s model was adapted in order to fine-tune it for reviewing the document design of literary magazines in particular. In this study the choice of genre fell on literary magazines and little magazines of the 1960s (Sestiger, Wurm, Kol and Standpunte), the 1980s (Spado, Graffier, Stet and Standpunte) and the era of 2000 (Driepootpot, PENorent, seepdoos, Tydskrif vir Letterkunde and Spilpunt). The object of this study was to determine whether the parameters governing the document design of literary magazines changed over a period of forty years. The content of these magazines was analysed by classifying it in various subgenres and then comparing the number of writers who contributed to every subgenre in every magazine; the internal and external structure of the various magazines were defined and compared; the style of the various magazines was established and compared; and, lastly, the layout of the twelve magazines was explored and similarities, differences and progression were established. The results indicated that some of the parameters of document design have indeed changed over the past forty years, but that a large number of principles also remained unchanged. The content expanded significantly as a result of the addition of new subgenres. The internal structure remained consistent. The quality of the external structure and layout improved in such a way that it supports the internal structure much better. The style of the content remained unchanged for those magazines that belong to the same era, but changed through the decades to reflect the actualities and struggles of the day. Layout is the area in which the greatest measure of progression was recorded, mainly as a result of the expansion of knowledge in the field of document design, the evolution of technology in the form of the Internet, the layout process, the printing process, et cetera. These developments have, in the course of time, made it substantially easier to design documents for a specific purpose and target audience.
Dissertation (MA)--University of Pretoria, 2006.
Unit for Academic Literacy
Unrestricted

Although student enrolment in South African universities has significantly increased, the retention and graduation rates remain low. One reason for the low student success is the lack of engagement in their studies. It is therefore very important for universities to determine the various predictors of student engagement. The aim of this study is to establish whether proactive behaviour towards strengths use, proactive behaviour towards deficit improvement and fit with study course have an impact on engagement. Universities need to focus on creating an environment in which students can actively use their strengths and develop their weaknesses for improved study fit and enhanced levels of engagement. The general objective of this research study was to test a structural model of proactive behaviour towards strengths use (PBSU), proactive behaviour towards deficit improvement (PBDI), fit with study course and engagement amongst first-year students, and to test the mediating effect of study course between PBSU/PBDI and engagement. This study was conducted in order to gain more knowledge and a better understanding of the antecedents of engagement amongst first-year students in South African. The Mplus and SPSS programmes were utilised for the statistical analysis of the data. A cross-sectional research design was used with a sample of 692 first-year students of a higher education institution in South Africa. The hypothesised model was tested by performing structural equation modelling. The bootstrapping method was used to identify possible mediating effects of fit with study course. The results confirmed a significant positive relationship between PBDI and engagement but no direct significant relationship between PBSU and engagement (although the significant levels were close to 0.05). The results also indicated a significant positive relationship with PBDI and engagement. PBDI was also found to be positively related to engagement. Furthermore, fit with study course fully mediated the relationship between PBSU and engagement and partially mediated the relationship between PBDI and engagement. After conclusions for the study had been drawn recommendations for the institution, students, as well as for future research were made.
MCom (Industrial Psychology), North-West University, Potchefstroom Campus, 2015

This thesis addresses the identification of stochastic systems operating under different conditions, based on data records corresponding to a sample of such operating conditions. This topic is very important, as systems operating under different, though constant conditions at different occasions (time intervals) are often encountered in practice. Typical examples include mechanical, aerospace or civil structures that operate under different environmental conditions (temperature or humidity, for instance) on different occasions (period of day, and so on). Such different operating conditions may affect the system characteristics, and therefore its dynamics. Given a set of data records corresponding to distinct operating conditions, it is most desirable to establish a single global model capable of describing the system throughout the entire range of admissible operating conditions. In the present thesis this problem is treated via a novel stochastic Functional Pooling (FP) identification framework which introduces functional dependencies (in terms of the operating condition) in the postulated model structure. The FP framework offers significant advantages over other methods providing global models by interpolating a set of conventional models (one for each operating condition), as it: (i) treats data records corresponding to different operating conditions simultaneously, and fully takes cross-dependencies into account thus yielding models with optimal statistical accuracy, (ii) uses a highly parsimonious representation which provides precise information about the system dynamics at any specified operating condition without resorting to customary interpolation schemes, (iii) allows for the determination of modeling uncertainty at any specified operating condition via formal interval estimates. To date, all research efforts on the FP framework have concentrated in identifying univariate (single excitation-single response) stochastic models. The present thesis aims at (i) properly formulating and extending the FP framework to the case of multivariate stochastic systems operating under multiple operating conditions, and (ii) introducing an approach based on multivariate FP modeling and statistical hypothesis testing for damage detection under different operating conditions. The case of multivariate modeling is more challenging compared to its univariate counterpart as the couplings between the corresponding signals lead to more complicated model structures, whereas their nontrivial parametrization raises issues on model identifiability. The main focus of this thesis is on models of the Functionally Pooled Vector AutoRegressive with eXogenous excitation (FP-VARX) form, and Vector AutoRegressive Moving Average (FP-VARMA) form. These models may be thought of as generalizations of their conventional VARX/VARMA counterparts with the important distinction being that the model parameters are explicit functions of the operating condition. Initially, the identification of FP-VARX models is addressed. Least Squares (LS) and conditional Maximum Likelihood (ML) type estimators are formulated, and their consistency along with their asymptotic normality is established. Conditions ensuring FP-VARX identifiability are postulated, whereas model structure specification is based upon proper forms of information criteria. The performance characteristics of the identification approach are assessed via Monte Carlo studies, which also demonstrate the effectiveness of the proposed framework and its advantages over conventional identification approaches based on VARX modeling. Subsequently, an experimental study aiming at identifying the temperature effects on the dynamics of a smart composite beam via conventional model and novel global model approaches is presented. The conventional model approaches are based on non-parametric and parametric VARX representations, whereas the global model approaches are based on parametric Constant Coefficient Pooled (CCP) and Functionally Pooled (FP) VARX representations. Although the obtained conventional model and global representations are in rough overall agreement, the latter simultaneously use all available data records and offer improved accuracy and compactness. The CCP-VARX representations provide an ``averaged'' description of the structural dynamics over temperature, whereas their FP-VARX counterparts allow for the explicit, analytical modeling of temperature dependence, and attain improved estimation accuracy. In addition, the identification of FP-VARMA models is addressed. Two-Stage Least Squares (2SLS) and conditional ML type estimators are formulated, and their consistency and asymptotic normality are established. Furthermore, an effective method for 2SLS model estimation featuring a simplified procedure for obtaining residuals in the first stage is introduced. Conditions ensuring FP-VARMA model identifiability are also postulated. Model structure specification is based upon a novel two-step approach using Canonical Correlation Analysis (CCA) and proper forms of information criteria, thus avoiding the use of exhaustive search procedures. The performance characteristics of the identification approach are assessed via a Monte Carlo study, which also demonstrates the effectiveness of the proposed framework over conventional identification approaches based on VARMA modeling. An approach based on the novel FP models and statistical hypothesis testing for damage detection under different operating conditions is also proposed. It includes two versions: the first version is based upon the obtained modal parameters, whereas the second version is based upon the discrete-time model parameters. In an effort to streamline damage detection, procedures for compressing the information carried by the modal or the discrete-time model parameters via Principal Component Analysis (PCA) are also employed. The effectiveness of the proposed damage detection approach is assessed on a smart composite beam with hundreds of experiments corresponding to different temperatures. In its present form, the approach relies upon response (output-only) vibration data, although excitation-response data may be also used. FP-VAR modeling is used identify the temperature dependent structural dynamics, whereas a new scheme for model structure selection is introduced which avoids the use of exhaustive search procedures. The experimental results verify the capability of both versions of the approach to infer reliable damage detection under different temperatures. Furthermore, alternative methods attempting removal of the temperature effects from the damage sensitive features are also employed, allowing for a detailed and concise comparison. Finally, some special topics on global VARX modeling are treated. The focus is on the identification of the Pooled (P) and Constant Coefficient Pooled (CCP) VARX model classes. Although both model classes are of limited scope, they are useful tools for global model identification. In analogy to the FP-VARX/VARMA model case, the LS and conditional ML type estimators are studied for both model classes, whereas conditions ensuring model identifiability are also postulated. The relationships interconnecting the P-VARX and CCP-VARX models to the FP-VARX models in terms of compactness and achievable accuracy are studied, whereas their association to the conventional VARX models is also addressed. The effectiveness and performance characteristics of the novel global modeling approaches are finally assessed via Monte Carlo studies.
Η παρούσα διατριβή πραγματεύεται την αναγνώριση πολυμεταβλητών στοχαστικών συστημάτων που παρουσιάζουν πολλαπλές συνθήκες λειτουργίας, βασιζόμενοι σε δεδομένα που αντιστοιχούν σε ένα δείγμα ενδεικτικών συνθηκών λειτουργίας. Η σπουδαιότητα του προβλήματος είναι μεγάλη, καθώς στην πράξη συναντώνται πολύ συχνά συστήματα όπου οι επιμέρους συνθήκες λειτουργίας παραμένουν σταθερές ανά χρονικά διαστήματα. Τυπικά παραδείγματα περιλαμβάνουν μηχανολογικές, αεροναυτικές και δομικές κατασκευές που λειτουργούν κάτω από διαφορετικές συνθήκες (π.χ. θερμοκρασίας και/ή υγρασίας) σε διαφορετικές συνθήκες (π.χ. περίοδος της ημέρας). Οι διαφορετικές συνθήκες λειτουργίας ενδέχεται να επηρεάσουν ένα σύστημα και ως εκ τούτου τα δυναμικά χαρακτηριστικά του. Λαμβάνοντας υπόψη ένα σύνολο δεδομένων που αντιστοιχούν σε διαφορετικές συνθήκες λειτουργίας, είναι επιθυμητή η εύρεση ενός "γενικευμένου" μοντέλου ικανού να περιγράψει το σύστημα σε όλο το φάσμα των αποδεκτών συνθηκών λειτουργίας. Στην παρούσα διατριβή το πρόβλημα αυτό αντιμετωπίζεται μέσω ενός καινοτόμου πλαισίου αναγνώρισης στοχαστικών μοντέλων Συναρτησιακής Σώρευσης (stochastic Functional Pooling Framework), το οποίο εισάγει συναρτησιακές εξαρτήσεις (αναφορικά με την κατάσταση λειτουργίας) στην δομή του μοντέλου. Το συγκεκριμένο πλαίσιο Συναρτησιακής Σώρευσης προσφέρει σημαντικά πλεονεκτήματα σε σχέση με άλλες μεθόδους εύρεσης γενικευμένων μοντέλων που χρησιμοποιούν μεθόδους παρεμβολής (interpolation) σε ένα σύνολο συμβατικών μοντέλων (ένα για κάθε συνθήκη λειτουργίας), όπως: (i) Η ταυτόχρονη διαχείριση δεδομένων που αντιστοιχούν σε διαφορετικές συνθήκες λειτουργίας, καθώς και η διευθέτηση των αλληλοεξαρτήσεων μεταξύ δεδομένων που ανήκουν σε διαφορετικές συνθήκες λειτουργίας παρέχοντας με τον τρόπο αυτό μοντέλα με βέλτιστη στατιστική ακρίβεια, (ii) η χρήση συμπτυγμένων μοντέλων τα οποία περιγράφουν με ακρίβεια τα δυναμικά χαρακτηριστικά του συστήματος σε κάθε κατάσταση λειτουργίας, αποφεύγοντας έτσι την χρήση συμβατικών μεθόδων παρεμβολής, (iii) ο προσδιορισμός των αβεβαιοτήτων στη μοντελοποίηση κάθε κατάστασης λειτουργίας μέσω εκτίμησης κατάλληλων διαστημάτων εμπιστοσύνης. Μέχρι στιγμής, η έρευνα πάνω στο πλαίσιο Συναρτησιακής Σώρευσης έχει επικεντρωθεί στα βαθμωτά στοχαστικά μοντέλα. Η παρούσα διατριβή σαν στόχο έχει (i) την κατάλληλη διαμόρφωση και επέκταση του πλαισίου Συναρτησιακής Σώρευσης για την περίπτωση πολυμεταβλητών στοχαστικών συστημάτων που λειτουργούν με πολλαπλές συνθήκες λειτουργίας , και (ii) την εισαγωγή μιας καινοτόμου μεθοδολογίας ανίχνευσης βλαβών για συστήματα που παρουσιάζουν πολλαπλές συνθήκες λειτουργίας βασιζόμενη σε πολυμεταβλητά μοντέλα Συναρτησιακής Σώρευσης και στον στατιστικό έλεγχο υποθέσεων. Η περίπτωση των πολυμεταβλητών μοντέλων παρουσιάζει τεχνικές δυσκολίες που δεν συναντώνται στα βαθμωτά μοντέλα, καθώς η δομή των μοντέλων είναι πιο περίπλοκη ενώ η παραμετροποίησή τους είναι μη-τετριμμένη θέτοντας έτσι ζητήματα αναγνωρισιμότητας (model identifiability). Η παρούσα διατριβή εστιάζει σε Συναρτησιακά Σωρευμένα Διανυσματικά μοντέλα ΑυτοΠαλινδρόμησης με εΞωγενή είσοδο (Functionally Pooled Vector AutoRegressive with eXogenous excitation; FP-VARX), και σε Διανυσματικά μοντέλα ΑυτοΠαλινδρόμησης με Κινητό Μέσο Όρο (Functionally Pooled AutoRegressive with Moving Average; FP-VARMA). Τα μοντέλα αυτά μπορεί να θεωρηθούν ως γενικεύσεις των συμβατικών μοντέλων VARX/VARMA με την σημαντική διαφοροποίηση ότι οι παράμετροι του μοντέλου είναι συναρτήσεις της συνθήκης λειτουργίας. Το πρώτο κεφάλαιο της διατριβής επικεντρώνεται στην αναγνώριση μοντέλων FP-VARX. Αναπτύσσονται εκτιμήτριες βασισμένες στις μεθόδους των Ελαχίστων Τετραγώνων (Least Squares; LS) και της Μέγιστης Πιθανοφάνειας (Maximum Likelihood; ML), ενώ στη συνέχεια μελετώνται η συνέπεια (consistency) και η ασυμπτωτική κατανομή (asymptotic distribution)τους. Επιπλέον, καθορίζονται συνθήκες που εξασφαλίζουν την αναγνωρισιμότητα (identifiability) των FP-VARX μοντέλων, ενώ ο προσδιορισμός της δομής τους βασίζεται σε κατάλληλα τροποποιημένα κριτήρια πληροφορίας (information criteria). Η αποτίμηση της μοντελοποίησης με FP-VARX, καθώς επίσης και η αποτελεσματικότητά τους έναντι των συμβατικών μοντέλων VARX εξακριβώνεται μέσω προσομοιώσεων Monte Carlo. Στο δεύτερο κεφάλαιο διερευνάται η αναγνώριση των θερμοκρασιακών επιρροών στα δυναμικά χαρακτηριστικά μιας ευφυούς δοκού από σύνθετο υλικό. Το πρόβλημα μελετάται χρησιμοποιώντας συμβατικά μοντέλα καθώς και "γενικευμένα" μοντέλα. Η συμβατική μοντελοποίηση περιλαμβάνει μη-παραμετρικές παραστάσεις που βασίζονται στην μέθοδο Welch (ανάλυση στο πεδίο συχνοτήτων), καθώς και παραμετρικές παραστάσεις βασισμένες στα μοντέλα VARX (ανάλυση στο πεδίο χρόνου). H "γενικευμένη" μοντελοποίηση περιλαμβάνει παραστάσεις Σώρευσης με Σταθερές Παραμέτρους (Constant Coefficient Pooled VARX; CCP-VARX), καθώς και VARX παραστάσεις Συναρτησιακής Σώρευσης (Functionally Pooled VARX; FP-VARX). Η ανάλυση υποδεικνύει ότι τα χαρακτηριστικά των "γενικευμένων" και των συμβατικών μοντέλων βρίσκονται σε γενική συμφωνία μεταξύ τους. Ωστόσο, τα "γενικευμένα" μοντέλα περιγράφουν τα δυναμικά χαρακτηριστικά του συστήματος με μικρότερο αριθμό παραμέτρων, γεγονός που προσδίδει μεγαλύτερη ακρίβεια στην εκτίμησή τους. Το μοντέλο CCP-VARX τείνει να σταθμίσει τα δυναμικά χαρακτηριστικά του συστήματος σε κάποιον "μέσο όρο" με σχετική ακρίβεια. Απεναντίας το μοντέλο FP-VARX υπερέχει σε ακρίβεια, καθώς επιδεικνύει μια εξομαλυμένη καθοριστική εξάρτηση των δυναμικών χαρακτηριστικών του συστήματος με την θερμοκρασία, γεγονός που είναι συμβατό με την φυσική του προβλήματος. Το τρίτο κεφάλαιο επικεντρώνεται στην αναγνώριση μοντέλων FP-VARMA. Αναπτύσσονται εκτιμήτριες βασισμένες στις μεθόδους των Ελαχίστων Τετραγώνων Δύο Σταδίων (Two Stage Least Squares; 2SLS) και της Μέγιστης Πιθανοφάνειας (Maximum Likelihood; ML), ενώ στην συνέχεια μελετώνται η συνέπεια και η ασυμπτωτική κατανομή τους. Επιπλέον, εισάγεται μια νέα μέθοδος για την εκτίμηση 2SLS που απλοποιεί σημαντικά την διαδικασία εξαγωγής υπολοίπων (residuals) από το πρώτο στάδιο. Επίσης, καθορίζονται οι συνθήκες που εξασφαλίζουν αναγνωρισιμότητα στα μοντέλα FP-VARMA. Ο προσδιορισμός της δομής των μοντέλων FP-VARMA πραγματοποιείται χάρη σε μια μεθοδολογία δύο σταδίων που βασίζεται στην Ανάλυση Κανονικοποιημένων Συσχετίσεων (Canonical Correlation Analysis; CCA) και κριτηρίων πληροφορίας, αποφεύγοντας έτσι την εκτεταμένη χρήση αλγορίθμων αναζήτησης. Η αποτίμηση της μοντελοποίησης με FP-VARMA, καθώς επίσης και η αποτελεσματικότητά τους έναντι των συμβατικών VARMA εξακριβώνεται μέσω προσομοιώσεων Monte Carlo. Το τέταρτο κεφάλαιο πραγματεύεται την ανίχνευση βλαβών σε συστήματα που παρουσιάζουν πολλαπλές συνθήκες λειτουργίας. Προτείνεται μια νέα μεθοδολογία που βασίζεται σε καινοτόμα μοντέλα Συναρτησιακής Σώρευσης και στον στατιστικό έλεγχο υποθέσεων. Παρουσιάζονται δυο εκδόσεις της μεθοδολογίας: η πρώτη βασίζεται στα μορφικά χαρακτηριστικά του μοντέλου ενώ η δεύτερη στις παραμέτρους του μοντέλου. Επιπλέον, χρησιμοποιούνται μέθοδοι συμπίεσης της πληροφορίας που περιέχουν τα μορφικά χαρακτηριστικά ή οι παράμετροι του μοντέλου μέσω της Ανάλυσης Κύριων Συνιστωσών (Principal Component Analysis; PCA) σε μια προσπάθεια απλοποίησης της διαδικασίας ανίχνευσης βλαβών. Η αποτελεσματικότητα της μεθοδολογίας επαληθεύεται πειραματικά σε μια "ευφυή" δοκό από σύνθετο υλικό, η οποία ταλαντώνεται σε διαφορετικές θερμοκρασίες. Στην παρούσα μορφή της η μεθοδολογία χρησιμοποιεί δεδομένα απόκρισης ταλάντωσης, ωστόσο δεδομένα διέγερσης-απόκρισης μπορούν να χρησιμοποιηθούν εφόσον κριθεί σκόπιμο. Η εξάρτηση των δυναμικών χαρακτηριστικών της δοκού με την θερμοκρασία περιγράφεται με τη χρήση μοντέλων FP-VAR, ενώ εισάγεται μια νέα μέθοδος καθορισμού της δομής του μοντέλου που αποφεύγει την χρήση αλγορίθμων αναζήτησης. Πλήθος πειραμάτων που καλύπτουν ένα ευρύ θερμοκρασιακό πεδίο, καθώς και συγκρίσεις με άλλες μεθοδολογίες ανίχνευσης βλαβών, πιστοποιούν την ικανότητα της προτεινόμενης μεθοδολογίας να διαγνώσει την κατάσταση της δοκού σε διάφορες θερμοκρασίες. Το πέμπτο κεφάλαιο ασχολείται με ειδικά θέματα μοντελοποίησης των "γενικευμένων" VARX . Ιδιαίτερη προσοχή δίνεται στην μελέτη Σωρευμένων VARX (P-VARX) και CCP-VARX μοντέλων. Σε αντιστοιχία με τα μοντέλα FP, αναπτύσσονται εκτιμήτριες LS και ML, ενώ στην συνέχεια μελετώνται οι ιδιότητές τους. Επιπλέον, καθορίζονται οι συνθήκες που εξασφαλίζουν την αναγνωρισιμότητα των μοντέλων P-VARX και CCP-VARX. Μελετώνται επίσης και οι σχέσεις που συνδέουν τις δομές των μοντέλων P-VARX και CCP-VARX με τα FP-VARX ως προς την παραμετροποίησή τους και την ακρίβεια που επιτυγχάνουν. Επιπλέον, μελετάται και η σχέση των παραπάνω μοντέλων με τα συμβατικά VARX. Η αποτίμηση των γενικευμένων μοντέλων VARX αναφορικά με το πλήθος των εκτιμώμενων παραμέτρων και την ακρίβεια που επιτυγχάνουν εξακριβώνεται μέσω προσομοιώσεων Monte Carlo.

Summaries in English and Afrikaans
Daar is gepoog om 'n omvattende, algemeen geldige maatstaf te vind waarmee enige opvoeding vir outentisiteit geevalueer kan word. Die moontlikheid dat die "essensiestruktuur van behoorlike volwassenewees en van opvoedingsdoel" (ES) hieraan voldoen, is ondersoek. Die genoemde essensiestruktuur (ES) is in 'n modeldiagram CESM) saamgevat. Dit bevat die volgende essensies: 'religiositeit', die 'etiese', 'affektiwiteit', 'liggaamlikheid'. 'nasionaliteit' (insluitende 'kulturaliteit'. 'historisiteit' en die 'politiese'), die 'estetiese'. 'individualiteit'. 'sosialiteit'. die 'ekonomiese'. 'vryheid'. 'gesag'. 'taal' en 'redelikheid'. asook die sewe normbeelde wat 'n substruktuur van die 'etiese' is. 'Religiositeit' is hierargies die mees belangrikste essensie. gevolg deur die 'etiese'. Aldie ander essensies verkeer op 'n derde niveau van belangrikheid. Om outentiek te wees behoort 'n opvoedingseksemplaar aan boge noemde hierargie te voldoen. Elk van die genoemde essensies is verduidelik, asook hulle samehangende verbandhoudendheid binne die ESM. Die harmonie binne hierdie gestruktureerdheid is van deurslaggewende belang vir die begryping van outentisiteit by opvoeding. 'n Evalueringsmetode. bekend as ''essensiestruktuur-analise" (ES-analise). is uit bogenoemde deur die navorser ontwikkel. 'n Uiteensetting van mikro-. meso- en makro ES-analise is oak verstrek. Beskrywings van eksemplare van opvoeding en van aanverwante opvoedingsaangeleenthede word in die lig van die ESM geanaliseer. Hoe meer 'n opvoedingseksemplaar ooreenstem met die ESM hoe nader beweeg dit aan outentisiteit. en omgekeerd. Ter illustrasie van die toepassingsmoontlikhede van ES-analise is die mensbeskouing van C.K. Oberholzer. die kindbeskouing van J.C. Coetzee. die Christelike lewensopvatting, die wereldbeskouing van Albert Schweitzer en die opvoedingsleer van die Klassisisme aan ES-analises onderwerp. Die Christelike lewensopvatting kon as outentiek geevalueer word, terwyl die mensbeskouing van Oberholzer. die kindbeskouing van Coetzee en die wereld beskouing van Schweitzer naby aan outentisiteit beweeg. Die opvoedingsleer van die Klassisisme vertoon heelparty essensie-diskrepansies. Die hipotese, dat ES-analise 'n betroubare evalueringsmaatstaf vir outentieke opvoeding kan wees, is bevestig. Derhalwe kon die aanwending vanESanalise oar 'n wye spektrum aanbeveel word. byvoorbeeld by histories opvoedkundige eksemplare, godsdienslere. skoolstelsels en meegaande kurrikula en by die ontwikkeling van opvoedingsprogramme. Die huidige opvoeding en kon temporere leefwyse kan in die toekoms verbeter word indien ES-analise daadwerklik toegepas sou word.
An effort was made to find a universally valid criterion to evaluate any education for authenticity. The "essence-structure of proper adulthood and of education-aim" (ES) was investigated in this regard. This essence-structure (ES) was condensed in a model diagram (ESM). It includes the fo 11 owing essences: · re 1 i gi ousness · , the · ethi ca 1 ' , · affec tiveness'. 'bodiliness'. 'nationality' ('culturality'. 'historicity' and the 'political'), the 'aesthetical'. 'individuality', 'sociality·. the 'economical'. 'freedom·. 'authority'. 'language' and 'rationality'. as well as the seven norm images - a substructure of the 'ethical'. Hierarchically 'religiousness· is the most important essence. followed by the 'ethical·. All other essences exist on a third 1 eve 1 of importance. To qualify as authentic an exemplar of education ought to comply with the above-mentioned hierarchy. Each of the essences and their interrelatedness within the ESM were discussed. The harmonious co-existence within this structuredness is of paramount importance in understanding educational authenticity. Emanating from the above-mentioned an evaluation method. known as "essence structure-analysis" (ES analysis). was developed. Micro. meso and macro-ESanalysis were also explained. Descriptions of exemplars of education and of educationally related matters are analysed using the ESM as the criterion. The more an exemplar corresponds with the ESM. the more it re sembles authenticity, and vice versa. To demonstrate the application potential of ES analysis C.K. Oberholzer's view of man. J.C. Coetzee's view on childhood. the Christian life-view. Albert Schweitzer's world-view and the educational doctrine of the Classicism were subjected toES analyses. The Christian life-view could be evaluated as authentic. while Oberholzer's view of man. Coetzee's view on childhood and Schweitzer's world-view are resembling authenticity closely. The educational doctrine of the Classicism revealed several essence discre pancies. (viii) The hypothesis. that ES analysis can be a reliable evaluation criterion for authentic education. was confirmed. It could thus be recommended that ESanalysis be implemented over a broad spectrum. for example when studying historico-educational exemplars. doctrines of religion. school systems and curricula and assisting in developing educational programs. The contemporary education and way of life can be ameliorated in the future if ES analysis is applied actively.
Educational Studies
D.Ed. (Philosophy of Education)

Text in Afrikaans
Die Suidelike Pretoria Metropolitaanse Substruktuur word onder toenemende druk geplaas om meer en beter dienste, wat onder andere sport- en rekreasiedienste behels, aan die gemeenskap te voorsien. Dit kan daaraan toegeskryf word dat veranderinge in die omgewing plaasvind wat vereis dat die Substruktuur in die gees van die heropbou en ontwikkeling van die gemeenskap, daarby moet aanpas. Een manier om die druk op die Suidelike Pretoria Metropolitaanse Substruktuur te verlig is om sport- en rekreasiedienste aan die hand van eenvormige beleid te organiseer. Hieruit spruit 'n doelwit voort, te wete om beleid vir die organisering van sport- en rekreasiedienste van die Suidelike Pretoria Metropolitaanse Substruktuur te ondersoek. Die ondersoek omsluit die milieu waarbinne beleid ontwikkel het, byvoorbeeld die eksterne omgewing en die bestaande organisatoriese reelings wat vir sport- en rekreasiedienste in die Substruktuur geld. In die studie is bevind dat beleid vir die organisering van sport- en rekreasiedienste van die Suidelike Pretoria Metropolitaanse Substruktuur gebrekkig en gefragmenteerd is. Daar is ook bevind dat die organisering van sport- en rekreasiedienste, weens 'n gebrek aan beleid, tot organisatoriese leemtes, soos die duplisering van dienste en gebrekkige kommunikasie, aanleiding gee. 'n Verdere doelwit met die studie is om 'n universele beleidsmodel vir die Suidelike Pretoria Metropolitaanse Substruktuur saam te stel waardeur leemtes in die organisering van sport- en rekreasiedienste uitgeskakel kan word en eenvormige beleidsreelings getref kan word. Daar is bevind dat die universele beleidsmodel wetenskaplik gefundeerde riglyne vir die daarstelling van beleid bied. Sodanige bevinding het tot die gevolgtrekking gelei dat die beleidsmodel 'n ideale raamwerk skep waarvolgens plaaslike owerhede, soos die Suidelike Pretoria Metropolitaanse Substruktuur, probleme kan identifiseer, doelwitte kan stel, organisatoriese reelings kan tref en beleid kan formuleer, implementeer en evalueer. Dit skep in der waarheid 'n raamwerk waarvolgens beleidbepalers te werk kan gaan om beleid te bepaal. Die beleidsmodel het 'n universele toepassingswaarde omdat dit riglyne bevat wat deur enige ander plaaslike owerheid in die proses van beleidbepaling aangewend kan word.
Increased pressure is placed on the Southern Pretoria Metropolitan Substructure to provide more and improved services, such as sport and recreation services, to the community. This can be ascribed to changes taking place within the external environment and which, in the spirit of reconstruction and development, requires the Substructure to adapt to such changes. One way to relieve the pressure on the Southern Pretoria Metropolitan Substructure is to organize sport and recreation services according to a uniform policy. This resulted in an objective, namely to investigate policy for the organization of sport and recreation services of the Southern Pretoria Metropolitan Substructure. The investigation entails the environment within which policy develops, for example the external environment and the present organizational arrangements applicable to sport and recreation services in the Substructure. During the study it was determined that policy for the organization of sport and recreation services of the Southern Pretoria Metropolitan Substructure was limited and fragmented. It was also determined that, due to the lack of policy, the organization of sport and recreation services resulted in organizational shortcomings such as the duplication of services and insufficient communication. A further objective with the study is to construct a universal policy-model for the Southern Pretoria Metropolitan Substructure through which shortcomings in the organization of sport and recreation services can be limited and uniform policy arrangements can be determined. It was determined that the universal policymodel offered scientifically based guidelines for the determination of policy. The aforementioned determination lead to the conclusion that the policy-model created an ideal framework within which local governments, such as the Southern Pretoria Metropolitan Substructure, could identify problems, determine objectives and organizational arrangements, formulate, implement and evaluate policy. In fact it creates a framework within which policymakers can work to determine policy. The policy-model is of universal value because it offers guidelines which can be applied by any other local authority during the policy-making process.
Public Administration and Management
D. Admin. (Publieke Administrasie)