Poverty analysis has been confined to incidence studies in Turkey. In the last decade research has focused on poverty persistence referred to as &bdquo / new poverty

Traditional financial modeling is based on semimartingale processes with stationary and independent increments. However, empirical investigations on financial data does not always support these assumptions. This contradiction showed that there is a need for new stochastic models. Fractional Brownian motion (fBm) was proposed as one of these models by Benoit Mandelbrot. FBm is the only continuous Gaussian process with dependent increments. Correlation between increments of a fBm changes according to its self-similarity parameter H. This property of fBm helps to capture the correlation dynamics of the data and consequently obtain better forecast results. But for values of H different than 1/2, fBm is not a semimartingale and classical Ito formula does not exist in that case. This gives rise to need for using the white noise theory to construct integrals with respect to fBm and obtain fractional Ito formulas. In this thesis, the representation of fBm and its fundamental properties are examined. Construction of Wick-Ito-Skorohod (WIS) and fractional WIS integrals are investigated. An Ito type formula and Girsanov type theorems are stated. The financial applications of fBm are mentioned and the Black&amp / Scholes price of a European call option on an asset which is assumed to follow a geometric fBm is derived. The statistical aspects of fBm are investigated. Estimators for the self-similarity parameter H and simulation methods of fBm are summarized. Using the R/S methodology of Hurst, the estimations of the parameter H are obtained and these values are used to evaluate the fractional Black&amp / Scholes prices of a European call option with different maturities. Afterwards, these values are compared to Black&amp / Scholes price of the same option to demonstrate the effect of long-range dependence on the option prices. Also, estimations of H at different time scales are obtained to investigate the multiscaling in financial data. An outlook of the future work is given.

This dissertation argues that advocacy is a two-stage decision in which organizations must first decide whether or not to undertake political activity through advocacy or lobbying and then choose between the set of strategic actions that, based on available financial and human resources, are available to them. These are separate decisions with separate constraints. The decision to advocate is a strategic stance taken by nonprofit organizations in policy environments that necessitate such activity and in which it is politically conducive for them to undertake the cost of such actions. Once an organization has decided that it will undertake advocacy activities, it must determine the specific activities, collaboration, grassroots advocacy, or direct lobbying, that will help it to pursue that course most effectively. These hypotheses are tested in an analysis of the advocacy activities of over 500 nonprofit reproductive health service providers. Data for this study were gathered from the National Center for Charitable Statistics within the Urban Institute and directly from IRS Form 990s filed by the organizations. The findings suggest that there are strong and consistent relationships between policy and politics and the political activity of nonprofit service providers. In states with more restrictive reproductive health policy environments, nonprofit organizations that provide these services are more likely to engage in advocacy activity. The findings also suggest that, even when controlling for the policy environment, 501(c)(3)s are more likely to become politically active in states where they have a larger number of political allies. Additional analyses suggest that there is a negative relationship between government monies and the aggressiveness of advocacy and the use of multiple advocacy strategies. Interestingly, this finding is consistent with the expectations offered in the resource dependence literature and the results suggest only a tenuous relationship between institutional variables and decisions regarding organizational aggressiveness in the choice of advocacy strategies.

Using a qualitative multiple case study methodology, this study explores the relationship between government funding and INGO autonomy in three INGOs through resource dependence and tool choice frameworks. Adapting Verhoest, Peters et al.'s (2004) conceptualization of organizational autonomy as the extent of an organization's decision making capacity in matters concerning agency operations and human resource and financial management; this research regards the authors second definition of financial, structural, legal, and interventional constraints not as types of autonomy per se, but as the mechanisms through which INGOs' actual use of their decision making competencies is constrained. The findings in this research suggest that relative to other funding sources, government funding disproportionately impacts INGOs' operational and managerial autonomy. This is largely accomplished through various ex ante and ex post constraints such as, rules and regulations on inputs allocation and use, performance controls and evaluation requirements attached to government funding. This research also finds that the tool of choice used by government to finance INGO activities also steer, direct and influence INGO grantees' decisions thus positioning INGOs to incorporate government policy interests, preferences and priorities. However, INGOs can exercise their autonomy through various strategies ranging from program design, contract negotiation, and participation in advisory groups.

<p>When working with embedded systems, secure and fast applications are desired. To achieve this the applications needs to be analyzed and optimized so that they will not be deadlocked or communicate inefficiently. For this purpose an analysis program that can track communications, deadlocks and response times is needed. Operating System Embedded, OSE, is a wide spread real-time operating system that is used in embedded systems. OSE-applications are excellent candidates for analysis and there exists such a tool, VirtualTime, for that purpose. To analyze an OSE-application a model needs to be written that VirtualTime can analyze. This takes up time and effort as the models can require a lot of work to write.</p><p>In this thesis we have investigated and implemented a prototype that translates OSE-application code into VirtualTime simulation model code. We used the transformation tool TXL to translate communication and timing behaviors. In the translation one needs to preserve the communication and timing behavior and throw away other unnecessary code in the OSE-application. This complicates the translation and sophisticated methods like backward slicing might be necessary. A proposed method in this thesis could help with the problem.</p>

信用衍生性商品於近十年來已快速發展，為反映信用風險管理的迫切需求，本篇論文將以實證的方式探討信用衍生性市場。尤其著重在信用違約交換市場，因其佔信用衍生性市場的交易量高達45％。本篇論文分別討論以下二個議題：第一個議題乃在探討股票報酬率的峰態係數與信用違約交換報酬率的關係。第二個議題乃著重探討拉丁美洲國家的信用違約交換對阿根廷事件的反應。 / The development of credit derivatives in the past decade has brought about pronounced innovations in the markets. To reflect dramatic demand in managing credit risk, this thesis dedicates to the empirical world of credit derivatives markets. We especially focus on Credit Default Swaps (CDS) market due to its most widely trading in credit derivatives markets, capturing almost 45% of the market shares. This thesis encompasses two essays related to CDS. In the first essay, we attempt to extend empirical explanation of CDS premiums by considering the excess kurtosis of equity return distribution. As well, we show how copula functions can be applied to specify both the dependence structure and the tail relationship between CDS return and kurtosis of equity distribution. We contribute to the better specification of the dependence structure between the CDS return and the corresponding kurtosis, and provide an illustration of its implication which may be misled using conventional methods. In the second essay, we turn to focus on CDS in emerging markets. Thereby, further policy-oriented applications for governments can be extra induced. We empirically study the correlated default at sovereign level in Latin America region due to the eruption of Argentina debt crisis in 2001. A comprehensive understanding of correlated default at sovereign level is of critical importance in several respects. From the government and IMF point of views, the comovement in sovereign credit default swaps can serve as one of the leading indicators of financial crises. From the perspectives of mutual funds and banks, correlated movement which exists in sovereign CDS spreads is regarded as one of the measures of country risk premium. The findings and the associated methodology can provide useful insights not only to policymakers but also to whoever is interested in credit derivatives markets, particularly in emerging markets. From the methodology point of view, applying a copula method to identify the contagion corresponds to the arguments from Bae et. al. (2003) and Dungey and Tambakis (2003), the further challenge is to develop a model for capturing the nonlinear property.

Thesis (Ph. D.)--University of California, San Diego, 2003. / Vita. Includes bibliographical references (leaves 371-389).

A metal-to-insulating transition has been observed in iron, iron oxide, iron silicide and cobalt silicide thin films when deposited on Si substrate with a native SiOx layer. This transition produced a change in resistance of 5 orders of magnitude at a temperature of 250 K. To the best of the author's knowledge, this effect has not been reported in the literature prior to this study. This work reports a systematic experimental investigation carried out to understand the fundamental mechanism involved in the manifestation of this metal-to-insulator transition. The films were deposited using the pulsed laser deposition technique (PLD) in a base vacuum of the order of 10-6 torr at 400o C and room temperature. Several experiments were systematically conducted to understand the nature of the transition and the current path. Deposition of films on different substrates and the deposition of different transition metal films were made to narrow down the physical origin of the transition in the sample. Temperature-dependent resistance measurements not only exhibited a transition but also suggested more than one conduction mechanism. This is confirmed by the data collected for the IV curves. Current and voltage have a linear relation at temperatures greater than the transition temperature, and a non-linear relation at lower temperatures. Magnetoresistance (MR) measurements revealed a quadratic dependence of the resistance on the applied magnetic field. This is an indication that the MR observed is due to Lorentz forces acting on the charge carriers. Transmission electron microscopy and x-ray photoelectron spectroscopy have identified different layers that are believed to be responsible for the observed transition.

This thesis presents three chapters on the subject of unemployment persistence. Two of the chapters are empirically focussed and the other is a purely theoretic work. Unemployment persistence is defined as the existence of serial correlation in individual employment outcomes. The first chapter finds evidence for unemployment persistence among men and women in the Australian youth labour market. Individual labour market dynamics are analysed using the Australian Longitudinal Survey. The analytic framework used is a Random Effects Probit model, incorporating lagged employment status as an explanatory variable status. Results support a “scarring” effect of unemployment upon individuals’ future employment prospects. The second chapter provides decision-theoretic foundations for unemployment persistence, based upon heterogeneous intrinsic productivity among workers. A representative firm is assumed to receive an imperfectly precise signal of worker ability every period, and re-forms its beliefs every period using a Bayesian updating method. A model of the dynamic behaviour of optimal employment decisions by the firm is constructed. It is shown that under certain circumstances workers of all productivities may be “scarred” in the eyes of the firm by past unemployment, due to the firm’s being unwilling to hire from an unemployment pool of dubious quality. The third chapter presents a detailed investigation into how to measure unemployment persistence within the UK. The chapter presents several modelling strategies capable of being used to analyse panel data of a binary nature, and discusses how to decide which methods are most appropriate in particular environments. Panel data on men from the British Household Panel Survey are used to estimate a structural state dependence equation in employment status, where lagged employment status is used as an explanatory variable. Particular attention is given to controlling for unobserved heterogeneity between individuals. The empirical results indicate strong evidence of unemployment persistence.

The development and persistence of cocaine dependence are greatly influenced by emotional affect and cocaine associative learning. Cocaine is known to enhance nucleus accumbens (NAcc) dopamine, serve as a positive reinforcer and produce negative effects, such as anxiety that may influence cocaine intake behavior. In the first study, I investigated the effects of the anxiolytic, diazepam on NAcc dopamine levels and cocaine self-administration behavior. These are two factors associated with cocaine rewarding effects. Diazepam has no effect on NAcc dopamine, but affects cocaine self-administration. This supports the notion that decreasing the anxiogenic effects of cocaine increases the rewarding value in a dopamine independent manner. Therefore, increasing the aversive effects of cocaine might be a novel approach to fight cocaine dependence. In the second study, I studied cocaine-induced associative learning and changes in affect during cocaine conditioning and extinction. 50-kHz ultrasonic vocalizations (USVs) in rats are thought to reflect positive affect and occur upon appetitive stimuli and with cocaine delivery. First, I explored whether USVs might be elicited in anticipation of impending drug delivery. Shortly into conditioning, rats elicited USVs when placed in the cocaine-associated environment. USVs progressively increased, indicating a growing learned association between cocaine intake and cocaine-associated cues. This suggests that USVs may be a useful model for investigating cocaine craving and serve as a pharmacological target for interventions aimed to reduce cocaine craving and relapse. I then examined the effects of short-term deprivation of cocaine and cocaine cues on cocaine-conditioned USVs, which were both exaggerated after abstinence. The results may have clinical implications, in that intermittently avoiding cues or context may enhance drug cue salience and increase the probability of relapse. Motivational aspects of cocaine were assessed comparing commonly measured lever response rate and locomotion with cocaine-induced USVs during cocaine administration and extinction. In agreement with prevailing findings, lever responding for cocaine and cocaine-induced locomotor activity increased across conditioning sessions. However, the number of USVs evoked in response to cocaine infusion decreased with cocaine experience. These findings suggest growing tolerance to the rewarding properties of cocaine. These studies underscore the value of USV assessment during drug dependence studies. / text