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Rozprawy doktorskie na temat „Impulse response functions”

Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 25 lipca 2025

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1

Bishop, Carlton Delos. "Finite impulse response filter design using cosine series functions." Doctoral diss., University of Central Florida, 1988. http://digital.library.ucf.edu/cdm/ref/collection/RTD/id/43377.

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University of Central Florida College of Engineering Thesis<br>Window functions have been extensively used for the design of SAW filters. The classical truncated cosine series functions, such as the Hamming and Blackmann functions, are only a few of an infinite set of such functions. The derivation of this set of functions from orthonormal basis sets and the criteria for obtaining the constant coefficients of the functions are presented. These functions are very useful because of the closed-form expressions and their easily recognizable Fourier transform. Another approach to the design of

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2

Schulte, Walter B. "The frequency response, impulse response, and transfer function of an ocean waveguide /." Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2004. http://library.nps.navy.mil/uhtbin/hyperion/04Jun%5FSchulte.pdf.

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Thesis (M.S. in Applied Science (Signal Processing))--Naval Postgraduate School, June 2004.<br>Thesis advisor(s): Lawrence J. Ziomek. Includes bibliographical references (p. 47). Also available online.

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Schulte, Walter B. III. "The frequency response, impulse response, and transfer function of an ocean waveguide." Thesis, Monterey, California. Naval Postgraduate School, 2004. http://hdl.handle.net/10945/1516.

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Approved for public release, distribution is unlimited<br>In this thesis, the ocean was modeled as a waveguide with an ideal pressure - release surface, and an ideal rigid bottom. The ocean waveguide was then treated as a linear, time - invariant, space - variant (TISV) filter or communication channel. The filter is time - invariant because no motion was modeled and because the properties of the ocean were assumed to be constant. The filter is space - variant because of the presence of the two boundaries, that is, the ocean surface and ocean bottom. This thesis investigates the ocean as a line

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Mitchell, James. "Identification and estimation of impulse response functions in VAR models : analysing monetary shocks in the G7 economies." Thesis, University of Cambridge, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.621674.

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Jonéus, Paulina. "The more the merrier? On the performance of factor-augmented models." Thesis, Uppsala universitet, Statistiska institutionen, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256760.

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Vector autoregression (VAR) models are widely used in an attempt to identify and measure the effect of monetary policy shocks on an economy and to forecast economic times series. However, the sparse information sets used in the VAR approach have been subject to criticism and in recent decades, the use of factor models as a means of dimension reduction has been a subject of greater focus. The method of summarizing information contained in a large set of macroeconomic time series by principal components, and use these as regressors in VAR models, has been pointed out as a potential solution to t

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Hathibelagal, Amithavikram Rugvedi. "The role of noise on rod signaling in the visual pathways." Thesis, Queensland University of Technology, 2018. https://eprints.qut.edu.au/122230/1/Amithavikram%20Rugvedi_Hathibelagal_Thesis.pdf.

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Rod and cone photoreceptors in the human eye operate simultaneously under dim (mesopic) illuminations, however, it's not clear how their signals interact to regulate our visual experience. These photoreceptor interactions were investigated using a new methodology designed to isolate rod-mediated vision by separating it from the effects of cone photoreceptor-specific noise. The outcomes revealed a mechanism requiring cone-directed transmission of rod signals through the primary visual pathways that optimizes human vision under twilight illumination.

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7

Zsitva, Norbert. "Aproximace LTI SISO systémů s dopravním zpožděním pomocí zobecněných Laguerrových funkcí." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2018. http://www.nusl.cz/ntk/nusl-376971.

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This final thesis deals with the approximation of time delay in time invariant systems. First, the generalized Laguerre functions and their characteristics are presented. After this, the approximation of the Dirac delta function with the help of these functions is shown. Also, the choice of the free parameters is discussed and the results are evaluated with the help of energy. In the final part of the thesis, the approximations of systems with generalized and simple Laguerre functions are compared.

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Hidayat, Egi. "On Identification of Biological Systems." Doctoral thesis, Uppsala universitet, Avdelningen för systemteknik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-215699.

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System identification finds nowadays application in various areas of biological research as a tool of empiric mathematical modeling and model individualization. A fundamental challenge of system identification in biology awaits in the form of response variability. Furthermore, biological systems tend to exhibit high degree of nonlinearity as well as significant time delays. This thesis covers system identification approaches developed for the applications within two particular biomedical fields: neuroscience and endocrinology. The first topic of the thesis is parameter estimation of the classi

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Subramaniam, Vijayaratnam. "AGRICULTURAL INTERSECTORAL LINKAGES AND THEIR CONTRIBUTION TO ECONOMIC DEVELOPMENT." UKnowledge, 2010. http://uknowledge.uky.edu/gradschool_diss/771.

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The transition from communism to capitalism at the end of the last century was one of the most significant events in the world economy since industrialization. During the latter part of the 1980s, people the Central and Eastern European countries and former Soviet Republics opted for a change from highly distorted command economic system to a market driven economic system. Privatization and liberalization policies led to major changes in the commodity mix and volume of agricultural production, consumption and trade. However, the changes and the impacts varied among countries as they followed d

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10

Uzinski, Julio Cezar [UNESP]. "A state-space parameterization for perfect-reconstruction wavelet FIR filter banks with special orthonormal basis functions." Universidade Estadual Paulista (UNESP), 2016. http://hdl.handle.net/11449/146716.

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Uzinski, Julio Cezar. "A state-space parameterization for perfect-reconstruction wavelet FIR filter banks with special orthonormal basis functions /." Ilha Solteira, 2016. http://hdl.handle.net/11449/146716.

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Orientador: Francisco Villarreal Alvarado<br>Resumo: Esta tese apresenta uma parametrização no espaço de estados para a transformada wavelet rápida. Esta parametrização é baseada em funções de base ortonormal e filtros de resposta finita ao impulso simultaneamente, uma vez que, a transformada rápida wavelet é um algoritmo que consiste em decompor sinais no domínio do tempo em sequências de coeficientes baseados numa base ortogonal de funções wavelet. Deste modo, vantagens apresentadas por ambas as propostas são incorporadas. Modelos de resposta finita ao impulso têm propriedades atrativas como

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Pacifico, Antonio. "Heterogeneity, Commonality, and Interdependence in the Euro Area: Size and Dynamics of Fiscal Spillover Effects in Macroeconomic-Financial Linkages." Doctoral thesis, Luiss Guido Carli, 2014. http://hdl.handle.net/11393/287365.

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The paper develops empirical measures to estimate the strength and dymanic of fiscal spillover effects in the Euro Area. It moves for estimating a Bayesian VAR model of real and financial variables in order to examine in depth economic policy coordination and policy making, with a strong attention on the current financial crisis. Spillovers are estimated recursively with weakly-exogenous common factors. The aim of the project accounts for interdependencies across countries within the Euro Area and derives impulse response functions and conditional forecasts with the output of a Monte Carlo Mar

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13

Maxa, Jan. "Analýha a komparace inflace v ČR a SRN." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-124610.

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The aim of this paper is to analyse and compare inflation and its dynamics between two countries -- the Czech Republic and Germany -- applying a special kind of econometric models. The first part of this paper is dedicated to economic theory of inflation -- fundamental terms, measuring methods and its targeting. The monetary policy in the Czech Republic and Germany is also shortly introduced. Next chapter tries to describe the econometric concept which is used in this paper -- vector autoregression model (VAR model). In connection with the VAR models, Granger causality, impulse response functi

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14

Bisová, Sára. "Modely vývoje inflace a její volatility v ČR." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-73484.

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This paper focuses on analysing and modelling inflation and its dynamics in Czech Republic applying a special kind of econometric models. Firstly economic theory of inflation is mentioned - fundamental terms, measuring methods of inflation, the way Czech national bank is monitoring the inflation and obviously a short summary of historical evolution of inflation in Czech economy. In the second part of this paper two econometric concepts of modelling time series are introduced - vector autoregression models (VAR models) and volatility models, concretely ARCH and GARCH models. In connection with

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Scussel, Oscar. "Identificação não-paramétrica de sistemas mecânicos usando filtros de Kautz." Universidade Estadual do Oeste do Parana, 2013. http://tede.unioeste.br:8080/tede/handle/tede/1066.

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Made available in DSpace on 2017-07-10T17:11:44Z (GMT). No. of bitstreams: 1 DISSERTACAO OSCAR SCUSSEL.pdf: 4301786 bytes, checksum: 8a64e99e73bc5e4478b9e5077d78baed (MD5) Previous issue date: 2013-03-04<br>Impulse Response Functions (IRFs) are important in many engineering applications, mainly in structural dynamics and modal analysis involving experimental modal tests. These IRFs can be identiﬁed through several methods. Among these, the classical covariance method is one of the most used and it is based on the sum of convolution from the correlation functions between input and output si

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Janeiro, Eva Isabel Crisótomo. "Transmissão monetária: resultados da aplicação de modelos VAR a Portugal e Alemanha." Master's thesis, Instituto Superior de Economia e Gestão, 2004. http://hdl.handle.net/10400.5/2832.

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Mestrado em Economia Monetária e Financeira<br>Tendo em conta o enquadramento da Terceira Fase da UEM, este trabalho aborda a questão da transmissão da política monetária à economia real. São estimados modelos VAR que pretendem identificar os efeitos de choques de taxa de juro sobre o produto e preços de duas economias da UEM, Portugal e Alemanha, em dois contextos distintos, políticas monetárias independentes e política monetária única. Paralelamente, estuda-se a importância relativa dos vários canais de transmissão monetária para o efeito total registado (canais de taxa de juro, taxa de câmb

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17

Ohnishi, Yusuke. "Temporal impulse response function of the visual system estimated from ocular following responses in humans." 京都大学 (Kyoto University), 2017. http://hdl.handle.net/2433/225484.

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Komrska, Martin. "Rakouská teorie hospodářského cyklu: empirická evidence pro dlouhé období." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-150207.

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The aim of this diploma thesis is to empirically investigate the explanatory power of Austrian business cycle theory. My dataset consists of US quarterly time series within the period between 1971 and 2009. As regards the NBER classification, this dataset covers six complete business cycles, including the recent global financial crisis. Following Wainhouse (1984), Keeler (2001) and Bjerkenes et al. (2010) I use Granger causality as one of the primary tools of the analysis. Moreover I also add Impulse response functions to discover the direction of observed relationships. As regards my primary

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Wolff, Laion. "RELAÇÃO ENTRE AS DEZ PRINCIPAIS BOLSAS DE VALORES DO MUNDO E SUAS CO-INTEGRAÇÕES." Universidade Federal de Santa Maria, 2011. http://repositorio.ufsm.br/handle/1/8207.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior<br>Globalization provoked in financial markets by means stock exchanges an interchange among the markets over the world. The aim of this study was to examine the relationship of the ten major main economic index of the world represented in New York (DJIA, S&P500 e Nasdaq), Tokyo (NIKKEI 225), London (FSTE 100), São Paulo (IBOV), Shanghai (SSE180), Paris (CAC-40), Frankfurt (DAX-30) and Buenos Aires (Merval) and looking for its co-integration, to demonstrate the behavior of these indexes and the long run equilibrium, from January of 20

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Venes, Nuno Miguel Simões. "Efeitos não keynesianos da política orçamental: evidência empírica para Portugal." Master's thesis, Instituto Superior de Economia e Gestão, 2003. http://hdl.handle.net/10400.5/2366.

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Mestrado em Economia Monetária e Financeira<br>A questão dos efeitos macroeconómicos da política orçamental tem gerado uma controvérsia sem fim entre as escolas de pensamento económico. Se por um lado, os keynesianos defendem a ocorrência de efeitos positivos e persistentes resultantes de políticas de carácter mais expansionista, os defensores da chamada «perspectiva alemã» advogam precisamente o contrário. De acordo com a visão não-keynesiana, uma política de consolidação gera efeitos expansionistas, assim como uma política dita expansionista provoca, em geral, contracções no PIB e na despesa

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Archibald, Charles Mark. "Experimental determination of the impulse response function for elastic vibrating systems." Thesis, Virginia Tech, 1990. http://hdl.handle.net/10919/41049.

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<p>An experimental method for determination and analysis of the impulse response function of linear, elastic, vibrating systems is developed. A deconvolution method is developed for estimation of the impulse response function. The estimator is shown to be unbiased in the presence of measurement noise. Modal parameters are extracted from impulse response estimates using a modification of the Pisarenko harmonic decomposition method. The advantages of a time-domain approach over traditional Fourier analysis procedures, including avoidance of leakage and enhanced statistical significance, are desc

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Mozayyan, Sina. "Statistisk undersökning av valutakurser : En jämförelse mellan olika prognosmodeller." Thesis, Stockholms universitet, Statistiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-152182.

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Valutamarknaden är världens största marknad och en nödvändig del av dagens globala samhälle, som gör det möjligt för företag att göra affärer i olika valutor och mellan olika gränser. Marknaden utgör en stor handelsplattform för både små och stora aktörer, för vilka det är viktigt att prognostisera valutakurser med gott resultat. Att modellera finansiella instrument i form av tidsserier är en av de vanligaste investeringsstrategierna och dess användningsområde sträcker sig från valutamarknaden till bland annat aktiemarknaden och råvarumarknaden. I denna uppsats undersöks fyra olika statistiska

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Dahlin, Alexander. "The Price Dynamics of Regional Family Houses in Sweden : Ripple Effect or Not?" Thesis, KTH, Fastigheter och byggande, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254836.

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This paper builds on the study Prices on the Second-hand Market for Swedish Family Housesconducted by Lennart Berg, economist and associate professor emeritus from UppsalaUniversity in 2002. This study attempts to identify inter-and intraregional pricedependencies in Sweden for the second hand market for family houses. The house priceindices used in this econometric analysis commences in 1990:1 and ends in 2018:4 for allregions in accordance to NUTS 2 in Sweden.This thesis models the change of the regional prices for one-and two family houses indicatingthat the metropolitan area of Stockholm c

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Filho, JoÃo Francisco de Souza. "Causalidade entre as taxas de crescimento dos paÃses desenvolvidos e emergentes." Universidade Federal do CearÃ, 2008. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=2424.

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AtravÃs da utilizaÃÃo de instrumentais estatÃsticos e economÃtricos para a anÃlise de sÃries temporais, buscou-se verificar as relaÃÃes entre as taxas de crescimento dos paÃses desenvolvidos e emergentes. Para tanto, utilizou-se de uma amostra contendo a taxa real de crescimento econÃmico desses paÃses no perÃodo de 1970-2007. Com base nesse estudo, verificou-se que existe causalidade, no sentido Granger, do crescimento econÃmico dos paÃses desenvolvidos em direÃÃo aos paÃses emergentes. A funÃÃo de resposta a impulsos mostrou que a resposta dos paÃses emergentes a choques no crescimento dos p

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Bronselaer, Benjamin, Michael Winton, Joellen Russell, Christopher L. Sabine, and Samar Khatiwala. "Agreement of CMIP5 Simulated and Observed Ocean Anthropogenic CO2 Uptake." AMER GEOPHYSICAL UNION, 2017. http://hdl.handle.net/10150/626555.

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Previous studies found large biases between individual observational and model estimates of historical ocean anthropogenic carbon uptake. We show that the largest bias between the Coupled Model Intercomparison Project phase 5 (CMIP5) ensemble mean and between two observational estimates of ocean anthropogenic carbon is due to a difference in start date. After adjusting the CMIP5 and observational estimates to the 1791-1995 period, all three carbon uptake estimates agree to within 3Pg of C, about 4% of the total. The CMIP5 ensemble mean spatial bias compared to the observations is generally sma

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Homeili, Saeid. "Metrological characterisation of Low Power Voltage Transformers by using impulse response analysis." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2020. http://amslaurea.unibo.it/20998/.

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this thesis presents a new approach in dealing with characterize LPVT and proposes determining the impulse response of LPVT, purposing to find transfer function (h(t)) which contains most electrical characteristics of LPVTs as a dynamic system.

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Vasquez-Ruiz, Harold A. "A New Approach to Estimate the Incidence of the Corporate Income Tax." Digital Archive @ GSU, 2012. http://digitalarchive.gsu.edu/econ_diss/82.

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After Harberger published his influential paper in 1962, many authors have assessed empirically whether the incidence of the corporate income tax (CIT) falls on capital owners, consumers, or workers (Krzyzaniak and Musgrave, 1963; Gordon, 1967; Arulampalam et al., 2008). Today, there is little agreement among economists about who bears the incidence of the CIT (Gruber, 2007; Harberger, 2008a,b). The reason for the little convincing evidence is that the econometric models used in the literature ignore that the factors that motivate changes in corporate tax policy are sometimes correlated with o

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Barros, Francisco JuscÃlio de. "The volatility of the exchange rate affects the CearÃ exports?" Universidade Federal do CearÃ, 2014. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=11473.

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The aim of this work is understand how the Exchange rate volatility affects the cearensesâs exports. Many researchers have appointed that an increase in the exchange rate volatility generate risk factors on trade. Therefore, understand the relationship between volatility and trade is fundamental to forecast better the behavior of trade under instabilities of the exchange markets, as the recent international crisis. The period of analysis is from 2002 to 2011 and the data has monthly frequency. Two methodologies are used to investigate this relationship: short run, through impulse response func

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Kim, Max, and Adham Belbaisi. "Correction of Radial Sampling Trajectories by Modeling Nominal Gradient Waveforms and Convolving with Gradient Impulse Response Function." Thesis, KTH, Medicinteknik och hälsosystem, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254347.

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There are several reasons for using non-Cartesian k-space sampling methods in Magnetic Resonance Imaging (MRI). Such a method is radial sampling, which includes the advantage of continuous coverage of the k-space center which results in higher robustness to motion. On the other hand, radial imaging does have some limitations that must be considered. The method is more sensitive to gradient imperfections, such as eddy currents and gradient delays, resulting in inconsistencies between the nominal and actual gradient waveforms. This leads to distortions in the sampling trajectory, also called tra

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DELLA, NOCE MATTEO. "Un modello VAR-GARCH multivariato per il mercato elettrico italiano." Doctoral thesis, Università Cattolica del Sacro Cuore, 2011. http://hdl.handle.net/10280/1108.

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E’ stato estesamente appurato che i mercati dell'elettricità mostrano mean-reversion e elevata volatilità dei prezzi. Questo lavoro utilizza un modello VAR-MGARCH al fine di cogliere queste caratteristiche presenti sul mercato dell'energia elettrica italiana (IPEX) e analizzare le interrelazioni esistenti tra le diverse regioni in cui il mercato è suddiviso. L’analisi è condotta sui prezzi giornalieri dal 1 ° gennaio 2006 al 31 dicembre 2008. I coefficienti stimati dalle equazioni condizionali indicano che i mercati regionali sono abbastanza integrati e i prezzi regionali dell'energia elettric

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DELLA, NOCE MATTEO. "Un modello VAR-GARCH multivariato per il mercato elettrico italiano." Doctoral thesis, Università Cattolica del Sacro Cuore, 2011. http://hdl.handle.net/10280/1108.

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E’ stato estesamente appurato che i mercati dell'elettricità mostrano mean-reversion e elevata volatilità dei prezzi. Questo lavoro utilizza un modello VAR-MGARCH al fine di cogliere queste caratteristiche presenti sul mercato dell'energia elettrica italiana (IPEX) e analizzare le interrelazioni esistenti tra le diverse regioni in cui il mercato è suddiviso. L’analisi è condotta sui prezzi giornalieri dal 1 ° gennaio 2006 al 31 dicembre 2008. I coefficienti stimati dalle equazioni condizionali indicano che i mercati regionali sono abbastanza integrati e i prezzi regionali dell'energia elettric

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Carvalho, RanÃrio Noronha de. "A evoluÃÃo do Spread bancÃrio brasileiro na Ãltima dÃcada: uma investigaÃÃo empÃrica dos seus determinantes." Universidade Federal do CearÃ, 2013. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=14353.

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nÃo hÃ<br>Na Ãltima dÃcada, o mercado de crÃdito brasileiro experimentou um crescimento inÃdito na histÃria do paÃs, atingindo o nÃvel de 49% do Produto Interno Bruto. Tal fato estÃ diretamente ligado ao desenvolvimento econÃmico do paÃs nos Ãltimos anos. Diante desse cenÃrio, o preÃo que se cobra nas operaÃÃes de crÃdito passou a ter importÃncia fundamental para a manutenÃÃo de um crescimento sustentÃvel. Nessa perspectiva, os spreads bancÃrios â diferenÃa entre a taxa de juros cobrada dos tomadores de crÃdito e o custo de captaÃÃo dos recursos depositados nas instituiÃÃes financeiras â passa

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Borén, Christofer, and Felix Ewert. "Assessing the Effect of the Riksbank Repo Rate on National Output and Price Level in Sweden : Focusing on Employment and Housing Prices." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228969.

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There is no single commonly adapted model that explains the influence that various monetary policy instruments carry for the economy. During 2011-2017, the Swedish inflation rate has remained below the 2 percent target which has led the Riksbank to take measures aimed at stimulating the inflation. As of May 2018, the repo rate has experienced a number of decreases and is now at 􀀀0:50% which represents an unprecedentedly low level. With the inflation rate remaining below the target whilst the housing market has experienced substantial growth and recent decline, the question arises regarding wha

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Lopes, João Daniel Barosa. "A relação entre a procura interna e a produção em Portugal : uma análise com recurso ao modelo vetorial autorregressivo." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20732.

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Mestrado em Econometria Aplicada e Previsão<br>A Procura Interna representa um papel essencial na economia como motor de crescimento do nível de produção de bens e serviços de qualquer país. Para Portugal, dada a forte dimensão do Consumo Privado, essa influência na produção é ainda mais notória. Dessa forma, para melhor descrever a economia nacional é fundamental estabelecer as relações inter-dinâmicas entre Consumo, Investimento e PIB, para que os agentes económicos sejam capazes de antecipar mudanças e dessa forma ajustar as suas decisões. Como tal, com recurso a dados trimestrais compreen

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Marinovic, Alan. "Estudo da inter-relação entre os preços de ações bancárias da América Latina, Estados Unidos e Europa." reponame:Repositório Institucional do FGV, 2009. http://hdl.handle.net/10438/2619.

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Made available in DSpace on 2010-04-20T21:00:09Z (GMT). No. of bitstreams: 4 Alan Marinovic.pdf.jpg: 11803 bytes, checksum: 6f432bd77eda9bb1f8d0a1b55b2d1ea4 (MD5) Alan Marinovic.pdf.txt: 229382 bytes, checksum: 17f470747aee826fc7511c202d10bcc8 (MD5) Alan Marinovic.pdf: 1449291 bytes, checksum: bc20970ba9f69f9209cff4441caf931e (MD5) license.txt: 4886 bytes, checksum: 2dd7def8564dbf39bd3ed6b2e446baf6 (MD5) Previous issue date: 2009-01-28T00:00:00Z<br>O trabalho estuda a inter-relação entre preços de ações bancárias da América Latina, Estados Unidos e Europa durante o período compreendido

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Akram, Muhammad. "Do crude oil price changes affect economic growth of India, Pakistan and Bangladesh? : A multivariate time series analysis." Thesis, Högskolan Dalarna, Nationalekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:du-10723.

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This paper analyzes empirically the effect of crude oil price change on the economic growth of Indian-Subcontinent (India, Pakistan and Bangladesh). We use a multivariate Vector Autoregressive analysis followed by Wald Granger causality test and Impulse Response Function (IRF). Wald Granger causality test results show that only India’s economic growth is significantly affected when crude oil price decreases. Impact of crude oil price increase is insignificantly negative for all three countries during first year. In second year, impact is negative but smaller than first year for India, negative

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Saleem, Rashid. "Towards an end-to-end multiband OFDM system analysis." Thesis, University of Manchester, 2012. https://www.research.manchester.ac.uk/portal/en/theses/towards-an-endtoend-multiband-ofdm-system-analysis(e711f32f-1ac6-4b48-8f4e-58309c0482d3).html.

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Ultra Wideband (UWB) communication has recently drawn considerable attention from academia and industry. This is mainly owing to the ultra high speeds and cognitive features it could offer. The employability of UWB in numerous areas including but not limited to Wireless Personal Area Networks, WPAN's, Body Area Networks, BAN's, radar and medical imaging etc. has opened several avenues of research and development. However, still there is a disagreement on the standardization of UWB. Two contesting radios for UWB are Multiband Orthogonal Frequency Division Multiplexing (MB-OFDM) and DS-UWB (Dire

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Koller, Simon. "Multiple Time Series Analysis of Freight Rate Indices." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-288500.

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In this master thesis multiple time series of shipping industry and financial data are analysed in order to create a forecasting model to forecast freight rate indices. The data of main interest which are predicted are the two freight rate indices, BDI and BDTI, from the Baltic Exchange. The project investigates the possibilities for aggregated Vector Autoregression(VAR) models to outperform simple univariate models, in this case, an Autoregressive Integrated Moving Average(ARIMA) with seasonal components. The other part of this thesis is to model market shocks in the freight rate indices, giv

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39

Štork, Zbyněk. "Term Structure of Interest Rates: Macro-Finance Approach." Doctoral thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-125158.

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Thesis focus on derivation of macro-finance model for analysis of yield curve and its dynamics using macroeconomic factors. Underlying model is based on basic Dynamic Stochastic General Equilibrium DSGE approach that stems from Real Business Cycle theory and New Keynesian Macroeconomics. The model includes four main building blocks: households, firms, government and central bank. Log-linearized solution of the model serves as an input for derivation of yield curve and its main determinants -- pricing kernel, price of risk and affine term structure of interest rates -- based on no-arbitrage ass

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Kárský, Vilém. "Modelování LTI SISO systémů zlomkového řádu s využitím zobecněných Laguerrových funkcí." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2017. http://www.nusl.cz/ntk/nusl-316278.

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This paper concentrates on the description of fractional order LTI SISO systems using generalized Laguerre functions. There are properties of generalized Laguerre functions described in the paper, and an orthogonal base of these functions is shown. Next the concept of fractional derivatives is explained. The last part of this paper deals with the representation of fractional order LTI SISO systems using generalized Laguerre functions. Several examples were solved to demonstrate the benefits of using these functions for the representation of LTI SISO systems.

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41

Akpan, Nkereuwem I. "The Impact of External Shocks on Nigeria’s GDP Performance within the Context of the Global Financial Crisis." Thesis, University of Bradford, 2018. http://hdl.handle.net/10454/17454.

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This research examines the impact of external shocks on Nigeria’s output performance for the period 1981 – 2015. It aims to bring to the fore the importance of considering external shocks during policy design and implementation. The multivariate VAR and VECM frameworks were used to evaluate the impact of the shock variables on Nigeria’s output performance and to achieve the stated objectives. Findings show that the external shock and domestic policy variables have short-run effects on Nigeria’s output performance. Also, all the measures of external shocks and domestic policies display some via

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42

Singh, Shiu Raj. "Dynamics of macroeconomic variables in Fiji : a cointegrated VAR analysis." Diss., Lincoln University, 2008. http://hdl.handle.net/10182/774.

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Abstract of thesis submitted in partial fulfilment of the requirements for the Degree of Master of Commerce and Management Dynamics of macroeconomic variables in Fiji : a cointegrated VAR analysis By Shiu Raj Singh The objective of this study is to examine how macroeconomic variables of Fiji inter-relate with aggregate demand and co-determine one another using a vector autoregression (VAR) approach. This study did not use a prior theoretical framework but instead used economic justification for selection of variables. It was found that fiscal policy, which is generally used as a stabili

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Antonakakis, Nikolaos, Ioannis Chatziantoniou, and George Filis. "Dynamic Spillovers of Oil Price Shocks and Economic Policy Uncertainty." WU Vienna University of Economics and Business, 2014. http://epub.wu.ac.at/4082/1/wp166.pdf.

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This study examines the dynamic relationship between changes in oil prices and the economic policy uncertainty index for a sample of both net oil-exporting and net oil-importing countries over the period 1997:01-2013:06. To achieve that, we extend the Diebold and Yilmaz (2009, 2012) dynamic spillover index using structural decomposition. The results reveal that economic policy uncertainty (oil price shocks) responds negatively to aggregate demand oil price shocks (economic policy uncertainty shocks). Furthermore, during the Great Recession of 2007-2009, total spillovers increase considerably

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44

Bodin, Oscar, and Jenny Nielsen. "Svenska aktiemarknaden : Hur påverkas den svenska aktiemarknaden av makroekonomiska variabler." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-27537.

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Bakgrund och Problem: Aktiemarknaden påverkas både av inhemska och utländska faktorer. Därför är det av intresse att se vilka makroekonomiska variabler som påverkar den svenska aktiemarknaden. Anledningen till att Sverige har valts som den geografiska punkten är att det är av intresse att se hur ett litet land som Sverige, som har en öppen ekonomi påverkas av de utvalda makroekonomiska variablerna. Syfte: Syftet med uppsatsen är att med hjälp av information samt analys, studera hur de olika makroekonomiska variablerna påverkar den inhemska aktiemarknaden. Olika faktorer som påverkar aktiemarkn

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45

Oliva, Rossella. "The impulsive brain: new insights into the neural correlates of binge eating in normal weight population." Doctoral thesis, Università degli studi di Padova, 2018. http://hdl.handle.net/11577/3426242.

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Despite humans are known to embody a unique ability to self-regulate, sometimes they act impulsively (Hofmann et al., 2009). Generally, impulsive behaviors may derive from the co-occurrence of dysfunctional inhibitory processes and strong urges to act (Bari and Robbins, 2013). In more detail, our impulses, if not appropriate to the situation, are usually kept under control by inhibitory mechanisms; however, when inhibition fails, impulsive acts may stem (Bari and Robbins, 2013). Researchers and mental health experts agree that impulsivity can boost the risk for a range of maladaptive behaviors

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46

Huston, Steven Paul. "Structural health monitoring of a high speed naval vessel using ambient vibrations." Thesis, Georgia Institute of Technology, 2010. http://hdl.handle.net/1853/33848.

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Traditional naval vessels with steel structures have the benefit of large safety factors and a distinct material endurance limit. However, as performance requirements and budget constraints rise, the demand for lighter weight vessels increases. Reducing the mass of vessels is commonly achieved by the use of aluminum or composite structures, which requires closer attention to be paid to crack initiation and propagation. It is rarely feasible to require a lengthy inspection process that removes the vessel from service for an extended amount of time. Structural health monitoring (SHM), involving

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Zanetta, Neto Ary Cera. "Efeitos de choques globais na economia brasileira: uma análise a partir do GVAR." reponame:Repositório Institucional do FGV, 2014. http://hdl.handle.net/10438/11935.

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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)<br>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)<br>Submitted by Ary Cera Zanetta Neto Zanetta (ary.zanetta@brasil-capital.com) on 2014-08-19T20:33:33Z No. of bitstreams

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Malafaia, Karla de Alvarenga Charles. "Análise dos impactos da linha Finem na produção industrial brasileira por meio de vetores autoregressivos." reponame:Repositório Institucional do FGV, 2013. http://hdl.handle.net/10438/10562.

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Submitted by Karla Malafaia (karlamalafaia@gmail.com) on 2013-02-26T23:31:57Z No. of bitstreams: 1 Tese_Karla_Malafaia_VF_posbanca.pdf: 730119 bytes, checksum: 82ceecb815ca22f5f1e5fee680caf839 (MD5)<br>Approved for entry into archive by Vera Lúcia Mourão (vera.mourao@fgv.br) on 2013-02-27T13:25:04Z (GMT) No. of bitstreams: 1 Tese_Karla_Malafaia_VF_posbanca.pdf: 730119 bytes, checksum: 82ceecb815ca22f5f1e5fee680caf839 (MD5)<br>Made available in DSpace on 2013-02-27T13:29:38Z (GMT). No. of bitstreams: 1 Tese_Karla_Malafaia_VF_posbanca.pdf: 730119 bytes, checksum: 82ceecb815ca22f5f1e5fee680c

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Sun, Yurong. "Ultrasound characterization of structure and density of coral as a model for trabecular bone." Link to electronic version, 2000. http://www.wpi.edu/Pubs/ETD/Available/etd-0808100-001812/.

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Thesis (M.S.)--Worcester Polytechnic Institute.<br>Keywords: angular decorrelation function; impulse response; BUA; BMD; ultrasound; coral; trabecular bone; osteoporosis. Includes bibliographical references (p. 189-191).

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Song, In Ho. "Essays on House Prices and Consumption." The Ohio State University, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=osu1306848116.

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