近年來，非線性時間數列分析是一個快速發展的課題，其中最為人所矚目 的是門檻模式。從過去許多文獻得知，一個簡單門檻模式對於某些型態時 間數列的描述，如結構性改變的行為趨勢，比一般線性ARMA模式更能解釋 實際情況。在本篇論文中，我們將討論有關門檻模式及結構性改變分析的 問題。對於模式的建立，我們提出一個轉型期的觀念，替代傳統尋求一個 轉捩點的方法，進而提出一個結構性改變ARIMA模式有效建立的程序。最 後，我們以台灣出生率當作應用分析的範例，並且利用建立的結構性改變 ARIMA模式，及其他傳統門檻TAR模式，傳統線性分析方法等進行預測分析 及比較。 / Non-linear time series analysis is a rapidly developing subject in recent years. One of special families of non-linear models is threshold model. Many literatures have shown that even simple threshold model can describe certain types of time series, such as structural change behavior, more faithful than using linear ARMA models. In this paper, we discuss some problems about the threshold model and structural change analysis. Instead of finding the change point, we present the change period concepts on the model- building. An efficient algorithem on constructing the structure change ARIMA models is proposed. Finally, we demonstrate an example about the birth rate of Taiwan, and the comparison of forecasting performance for the structure change ARIMA model with alternative models are also made.

This study deals with the relationship between communications networks and economic structure in medium-sized Swedish towns 1850-1970. Medium-sized towns have been defined as those which were ranked 4th-20th in terms of population at two points in time: in the year 1900, when industry had established a foothold and the most important railways had been built, and in the year 1970, at the end of the period studied. This means that the group studied comprises 22 towns. The communications networks which are examined are shipping, railways and roads. The economic structure is studied at various levels from economic sectors to sub-branches.Two measures have been constructed for the purpose of establishing the positions of the towns in the communications networks: accessibility and nodality. The former is calculated on the basis of distance from other towns and their populations. The latter is computed via quantification of the towns' access to the links of the respective networks and an assessment of the quality of these.Statistical relation analyses of correlation and regression type have been the principal method of analysis, which has been supplemented, however, by information culled from urban monographs and other studies.The study shows that there is a relationship between communications networks, primarily the railways, and the transformation of the towns' economic structures during the first half of the period studied. The predominant alignment of this relationship appears to be that the structural transformation precedes the expansion of the railways. Among the various economic sectors, the relationship between industry and the railways is the clearest. The relationship changes direction with the passage of time and can be divided into four phases:1.1850s - 1870s. The towns with strongest population and industrial growth attract railways to themselves and are themselves most active in expanding the railways. A weak correlation between accessibility of towns in the shipping network and industry dwindles away when the railways begin to expand.2.1870s - 1900. The relationship between industry and railways is two-way.3. 1900-1950.The building of the most important railways is completed. Industry continues to adapt to accessibility within the railway network.4.After 1950. The medium-sized towns begin to be deindustrialised as the service sector undergoes vigorous growth. The correlation between industry and railways weakens.On the other hand a supplementary study of conditions at regional level shows that railway expansion preceded structural change. In the rural parts of Sweden the railways were an important driving force behind urbanisation and industrialisation, and they created a special type of new population centre -"station villages", as they were called - which came to function as industrial focal points in the countryside. Many of these station villages rose to the status of towns later on.At lower levels of the economic structure the relationships between economic activities and communications networks are not statistically guaranteed as a rule. This is interpreted to mean that at first it was only large aggregates such as population density and total industry that were capable of influencing railway expansion. In similar fashion the railways later became a factor exercising influence primarily at the macro level, while at the micro level they formed only a base on which a number of other location factors were collected and evaluated before the individual firms reached their decisions. / digitalisering@umu

Turkish labor market has been experiencing low employment performance over the last two decades. This pessimistic picture has become more striking after the crisis in 2001. While output growth has presented a rapid recovery, unemployment could not record such an improvement and has remained around 10 % since then. This fact has introduced a new phenomenon to Turkey called &ldquo / jobless growth&rdquo / . As a solution to the bottlenecks in the labor market, the concept of &ldquo / flexibility&rdquo / has been more frequently pronounced by policy makers and academicians at both national and international level. In the light of flexibility-based arguments, this thesis takes an impulse from the basic assertion of the neoclassical theory that it is the labor market rigidities that are mainly responsible for high unemployment/low employment performance. Accordingly, the aim of the thesis is to analyze labor market flexibility with a particular focus on the Turkish context. The discussions conducted throughout the thesis are based on the question / whether Turkish labor market actually includes such considerable rigidities constituting impediment for employment creation, as suggested by neoclassical arguments. The thesis starts with a review of main characteristics of the labor market in terms of demographic trends, labor force participation, employment and unemployment. Secondly, labor market flexibility is analyzed through two main indicators: labor cost flexibility and production function flexibility / and these two indicators are divided into six sub indicators. The flexibility indicators covered by the thesis are investigated individually, without an aim of aggregating them into a single indicator. The research involves quantitative findings based on available data and a qualitative survey with reference to related legislation.

本文利用分量迴歸方法探討經濟成長和經濟波動間的關係，使用亞洲10個主要經濟體的實質GDP季資料來進行分析。從實證結果發現，大部分國家在大多數分量下產出波動對實質GDP成長率有正向影響，唯有在某些國家當經濟成長率低時產出波動對經濟成長會有負面影響。另外，進一步考慮了產出波動結構性改變因素之後，基本上仍然不會改變波動性對經濟成長率的影響，產出波動變數同樣在大多數國家的大部分分量對GDP成長率有顯著影響，其中高所得國家在高低分量皆為正相關；中低所得國家在低分量下為負相關，高分量下為正相關。此結果顯示，即使在同一個國家資料中，經濟波動的影響也會隨著經濟成長率的高低而有所不同；此外，因為不同國家有不同所得水準，所受到的正、反向影響也會不一樣。 / This thesis employs the quantile regression model to investigate the link between economic growth and its volatility, using quarterly real GDP data for ten main Asian economies. Our empirical results show that the output growth volatility positively affects real GDP growth rate at most quantiles for most nations. Only when some countries are at a period of low economic growth, does output volatility negatively affect economic growth. In addition, after considering possible structural breaks in the GDP growth volatility, the relation between volatility and output growth rate stays qualitatively the same. That is, the output volatility still has significant impact on real GDP growth rate at most quantiles for most nations. For high income countries, volatility and economic growth are positively correlated at higher and lower quantiles; while for low and middle income countries, these two factors are negatively correlated at lower quantiles, and positively correlated at higher quantiles. Our empirical evidence indicates that even in the same country, the impact of volatility varies according to the country’s economic growth rate. Besides, due to different income levels, the volatility impact on economic growth rate will differ in different countries.

本文利用介入模式分析中共改革開放所造成的經濟結構之轉變，並建構包含軍事、非軍事政府、及私人等三部門的生產函數，來探討其與經濟成長之間的關聯性。實證結果顯示，改革開放使得中國大陸由閉關自守的內向型經濟轉為高貿易依存度的外向型經濟，經濟體制由計劃經濟邁向多元經濟成分共同發展的市場經濟，整體投資環境獲得改善，而軍事支出雖持續增加，但相對於高經濟成長，其軍事支出規模卻是下降的。此外，中共的經濟成長主要來自於積累率的提昇、公部門支出的正面影響和外溢效果、及國際經濟關係的開放，而技術變遷和勞動投入之成長的影響並不顯著。 / This article proposes intervention model to analyze the structural change of China’s transitional economy. We identify the relationship between economic growth and structural change by using the production functions from military, nonmilitary, and private sectors. The results indicate a more market-oriented economy and changing relationship between private and public ownership will continue to drive China toward modernization. In contrast to high economic growth, although military expenditure is still increasing but its relative scale is declining. The main sources of China’s economic growth are from the increase of accumulation rate, the positive and spillover effects of public expenditures, and the liberalization of international economic relations. Especially, much of China’s growth has come from producing goods for foreign trade. While on the other hand, the impacts of technological change and increased labor inputs are not significant in this study.

一般而言財務資料具有高峰(High Kurtosis)及厚尾(Heavy Tail)的特性，極值理論(Extreme Value Theorem)即是著重於尾部極端事件發生的機率，描繒出尾部極端值的機率分配，以捕捉財務資料中具厚尾的現象，利用估算尾部指數(Tail Index) α值判斷尾部分配的厚、薄程度。一般在估算α值時均是假設α值是不會隨著時間而變動的穩定值，然而在我們所選取的樣本期間內，可能伴隨著一些重大事件，如金融風暴、或是制度面的改變等，均有可能造成尾部極端值發生機率的增加或減少，因此在其樣本期間所估算的α值不應假設為一不變的常數。本文即是針對亞洲四小龍的匯率資料做”尾部參數是否發生結構變化(Structural Change)”之假設檢定，並且找出發生結構變化的時點。 實証結果發現，在1993~2004年間，亞洲四小龍的匯率報酬率其尾部參數確實有發生結構變化的情形。此結論對於風險管理者而言，必須注意到尾部參數α值應該是一個會隨著時間而改變的值，也就是在估算 值時應該要避開發生結構變化的可能時點，或許應於所要估計的樣本期間先執行尾部參數是否有結構變化的檢定，如此才能更準確的估算α值。

Submitted by Rafael Vasconcelos (vasconcelos.rafael@hotmail.com) on 2014-12-31T15:44:39Z No. of bitstreams: 1 Rafael Vasconcelos - Tese.pdf: 1669958 bytes, checksum: 0d7df5a7de8d68323d6e45bdf4e2e441 (MD5) / Rejected by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br), reason: Prezado Rafael, Mesmo o trabalho sendo inglês o aluno deve seguir os padrões. Modelos de trabalhos na biblioteca digital. Att. Suzi 3799-7876 on 2015-01-05T11:50:00Z (GMT) / Submitted by Rafael Vasconcelos (vasconcelos.rafael@hotmail.com) on 2015-01-05T13:00:46Z No. of bitstreams: 1 Rafael Vasconcelos - Tese.pdf: 1674420 bytes, checksum: b3c457b2228daea171615c74e2259974 (MD5) / Rejected by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br), reason: Rafael, conforme conversamos ao telefone. Att. Suzi on 2015-01-05T13:32:36Z (GMT) / Submitted by Rafael Vasconcelos (vasconcelos.rafael@hotmail.com) on 2015-01-05T16:30:29Z No. of bitstreams: 1 Rafael Vasconcelos - Tese.pdf: 1673341 bytes, checksum: 4bea9946d11d3c9f028f38a48edf5280 (MD5) / Approved for entry into archive by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br) on 2015-01-05T16:32:57Z (GMT) No. of bitstreams: 1 Rafael Vasconcelos - Tese.pdf: 1673341 bytes, checksum: 4bea9946d11d3c9f028f38a48edf5280 (MD5) / Made available in DSpace on 2015-01-05T16:36:43Z (GMT). No. of bitstreams: 1 Rafael Vasconcelos - Tese.pdf: 1673341 bytes, checksum: 4bea9946d11d3c9f028f38a48edf5280 (MD5) Previous issue date: 2014-12-17 / This dissertation is a conjunction of three essays on the economic growth field. The first essay investigates the existence of resource misallocation in the Brazilian manufacturing sector and measures possible distortions in it. The second essay demonstrate that there is a distinct pattern of structural change between economies and this pattern differs because there are some factors that distort the relative prices and also affect the output productivity. Finally, using a cross-industry cross-country approach, the third essay investigates the existence of an optimal level of competition to enhance economic growth. / Essa tese é composta por três ensaios sobre crescimento econômico. O primeiro ensaio investiga a existência de resource misallocation no setor manufatureiro brasileiro e mensura as possíveis distorções ocasionadas. O segundo ensaio demonstra que existe um padrão de mudança estrutural distinto entre países e esse padrão difere porque existem fatores que distorcem os preços relativos e que também afetam a produtividade do produto. Por último, usando uma abordagem cross-industry cross-country, o terceiro ensaio investiga a existência de um nível ótimo de competição que eleve o crescimento econômico.

The aim and purpose of this paper is to identify and investigate the effects of affirmative action as a tool to improve the equality of the sexes in a male dominated organisation such as the Swedish armed forces. The study takes a qualitative approach, using feminist theory as a point of departure. Primarily socially based differences between men and women are identified and the resistance towards change is taken into account. To understand the impact of affirmative action I have observed the political debate on the subject and contrasted it to the ongoing debate from within the armed forces. Extensive interviews have been held with both men and women from varying ranks and ages to understand what the overall opinion of the method is. My results show that there is a widespread animosity towards affirmative action as a method of improving equality. Both in the political debate and within the organisation in question. It is perceived as a method that rather compromises the balance and the equality that already exists in the Swedish armed forces, since women can be accepted on lower merits than men. The theoretical framework helps us to understand both the reaction towards the first women that were allowed into the organisation and the response to the latest efforts taken in improving the equality between the sexes.

The transformed municipality – Economic and social growth in Örnsköldsvik 1997-2007 Author: Kristina Hansson This thesis focuses on the economic and social growth in the municipality of Örnsköldsvik. It is a single case study and the municipality is studied through economic theories concerning regional growth in the period of 1997-2007. The aim is to analyse whether these theories, such as Åke E. Anderssons and Ulf Strömquists K-society, and other more or less microeconomic assumptions, also are applicable in smaller local contexts. The aim is fulfilled through a mix of text analyses, interviews with leading politicians, civil servants and executives, together with definitions of several quantitative characteristics of economic and social growth. Alternative theories in the thesis concern identity, trust and social capital. Seven independent variables are studied: infrastructure, economic and commercial policy, steering by goals, streamlining, public purchase, marketing and higher education. The results show that while Örnsköldsvik has experienced an extraordinary economic growth, the social growth lags behind. The conclusion is therefore, that economic theories are not enough to explain both economic and social growth at the municipality level. This strengthens the assumption that the explanation to municipal growth in reality lays in the local forces. Keywords: structural change, local growth, municipal taxes, public- private cooperation, state-subsidized stimulating measures

Submitted by Renata Lopes (renatasil82@gmail.com) on 2016-10-04T19:25:41Z No. of bitstreams: 1 joilsondeassiscabral.pdf: 677858 bytes, checksum: 23b1a0e11632e5ef6df97a4e444b7690 (MD5) / Approved for entry into archive by Diamantino Mayra (mayra.diamantino@ufjf.edu.br) on 2016-10-05T10:52:46Z (GMT) No. of bitstreams: 1 joilsondeassiscabral.pdf: 677858 bytes, checksum: 23b1a0e11632e5ef6df97a4e444b7690 (MD5) / Made available in DSpace on 2016-10-05T10:52:46Z (GMT). No. of bitstreams: 1 joilsondeassiscabral.pdf: 677858 bytes, checksum: 23b1a0e11632e5ef6df97a4e444b7690 (MD5) Previous issue date: 2010-12-14 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Economia da Saúde obteve maior atenção por parte dos formuladores de política econômica após a Segunda Grande Guerra tendo em vista que a saúde, ou a ausência dela, é uma variável macroeconômica que retrata o nível de desenvolvimento econômico de uma região. A saúde incidiria sobre a qualidade do capital humano e sobre o incentivo/desincentivo à entrada de investimentos (PIOLA et al., 2002). Por estarem diretamente associados à vida, do ponto de vista individual, não existe saciedade em relação aos bens e serviços de Saúde (ANDRADE, 2000). Neste contexto, a presente dissertação realizou a decomposição da variação da produção dos setores de Saúde em efeitos de mudança tecnológica (coeficientes técnicos) e de mudança na demanda final para os anos de 2000 e 2005 no caso brasileiro e 1997 e 2002 para os EUA. O objetivo primordial desta decomposição foi investigar, de forma detalhada, a estrutura produtiva dos setores ligados à Saúde contemplados nesta dissertação e suas interdependências com os demais setores da economia e com os componentes da demanda final. Os resultados da Análise de Decomposição Estrutural (SDA) demonstram que a economia brasileira possui um forte componente de crescimento influenciado pela demanda final. Este padrão é mantido para os setores relacionados à Saúde. Quanto ao desempenho tecnológico da economia brasileira, tornou-se nítida a existência de certo grau de disparidade tecnológica inter-setorial. No que tange aos setores da Saúde, os setores que mais se destacaram com um aumento do dinamismo tecnológico foram Assistência médica suplementar e Fabricação de produtos farmacêuticos. Os demais setores relacionados à Saúde, em geral, possuem uma mesma trajetória tecnológica, sendo setores “dominados pelos fornecedores” e “puxados pela demanda”. Os resultados da SDA realizada para a economia norte-americana revelaram que a variação do VBP, entre 1997 e 2002, foi vigorosamente influenciada pelo componente de demanda final. Refinando a análise para os setores relacionados à Saúde, os resultados mostraram relativa estabilidade tecnológica para os setores de serviços de Saúde no período analisado. No que tange aos setores industriais da Saúde, houve perda expressiva de dinamismo tecnológico. Ao comparar a variação do componente tecnológico nos períodos de análise entre Brasil e EUA, percebe-se que os setores ligados à Saúde permaneceram estáveis no que se refere à variação tecnológica, à exceção do setor de Fabricação de Produtos Farmacêuticos em que foi verificado relevante avanço tecnológico no Brasil e variação negativa nos EUA. Ao analisar o componente tecnológico de forma desagregada, verifica-se, mais uma vez, um padrão divergente: para o caso brasileiro nota-se um esforço tecnológico oriundo do setor público enquanto no caso norte-americano, há um esforço tecnológico do setor privado. O setor de Saúde referente à Fabricação de Instrumentos Médicos apresenta perda de dinamismo tecnológico nos dois países. Já os setores de serviços de Saúde mantiveram variação tecnológica relativamente constante, em ambas as economias, nos períodos considerados. Com relação à demanda final, foi verificado forte influência do componente de demanda final na determinação do crescimento do Produto dos setores de Saúde brasileiros e norte-americanos. / Health Economics got greater attention from economic policy makers after the Second World War. Health or lack of health is a macroeconomic variable that shows the level of economic development in a region. The health would affect the quality of human capital and the incentive / disincentive the investment flows (PIOLA et al., 2002). By being directly associated with the life from the individual point of view, there is no satiety for goods and services of Health (ANDRADE, 2000). In this context, this paper carried out the decomposition of the variation of production in the health sectors into two effects: a) a technological change (technical coefficients) and b) change in final demand for the years 2000 and 2005 in the Brazilian case and 1997 and 2002 for the USA. The primary goal of this decomposition was to investigate in detail the structure of the productive sectors related to health included in this dissertation and their interdependencies with other sectors of the economy and the components of final demand. Results of Structural Decomposition Analysis (SDA) show that the Brazilian economy has a strong component of growth influenced by the final demand. This pattern is maintained for the areas related to Health. In relation to the technological performance of Brazilian economy, it became clear that there are significant technological differences among the sectors. With regard to the sectors of Health, the sectors that stood out with an increase in technological dynamism were additional medical care and manufacturing of pharmaceuticals. The other sectors related to health, in general, have the same technological trajectory, and "dominated by suppliers" and "pushed by demand." The results of the SDA held for the U.S. economy showed that the variation of GDP, between 1997 and 2002 was strongly influenced by the final demand component. Refining the analysis for the sectors related to health, the results for the technological component are relatively stable for the sectors of health services in this period. With regard to industrial sectors of Health, there was significant loss of technological dynamism. By comparing the variation of the technology component in the periods of analysis between the U.S. and Brazil, we find that sectors related to health remained stable in relation to technological change, except for the sector of Manufacturing of Pharmaceuticals in which, in terms of technological component, significant progress was observed in Brazil and negative change in the U.S. Analyzing the technological component disaggregated, there is, again, a divergent pattern: for the Brazilian case we note a technological effort that comes from the public sector while in the U.S. case, there is a technological efforts that is due to the private sector. The Production of Medical Instruments has loss of technological dynamism in both countries. The sectors of health services remained relatively constant in terms of technological change, in both economies in the periods considered. With regard to final demand, it was found strong influence of the final demand component in determining the final product growth in the Brazilians and Americans Health sector.