A classificação automática de gênero musical tem como finalidade o conforto de ouvintes de músicas auxiliando no gerenciamento das coleções de músicas digitais. Existem sistemas que se baseiam em cabeçalhos de metadados (tais como nome de artista, gênero cadastrado, etc.) e também os que extraem parâmetros dos arquivos de música para a realização da tarefa. Enquanto a maioria dos trabalhos do segundo tipo utilizam-se do conteúdo rítmico e tímbrico, este utiliza-se apenas de conceitos da teoria da informação e da geometria de fractais. Entropia, lacunaridade e dimensão do fractal são os parâmetros que treinam os classificadores. Os testes foram realizados com duas coleções criadas para este trabalho e os resultados foram proeminentes / The goal of automatic music genre classification is givingmusic listeners ease and confort when managing digital music databases. Some systems are based on tags of metadata (such as artist name, genre labeled, etc.), while others explore characteristics from the music files to complete the task. While the majority of works of the second type analyse rhytmic, timbric and pitch content, this one explores only information theoretic and fractal geometry concepts. Entropy, fractal dimension and lacunarity are the parameters adopted to train the classifiers. Tests were carried out on two databases assembled by the author. Results were prominent

L’intérêt des modèles non-linéaires réside, d’une part, dans une meilleure prise en compte des non-linéaritéscaractérisant les séries macroéconomiques et financières et, d’autre part, dans une prévision plus riche en information.A ce niveau, l’originalité des intervalles (asymétriques et/ou discontinus) et des densités de prévision (asymétriqueset/ou multimodales) offerts par cette nouvelle forme de modélisation suggère qu’une amélioration de la prévisionrelativement aux modèles linéaires est alors possible et qu’il faut disposer de tests d’évaluation assez puissants pourvérifier cette éventuelle amélioration. Ces tests reviennent généralement à vérifier des hypothèses distributionnellessur les processus des violations et des transformées probabilistes associés respectivement à chacune de ces formes deprévision. Dans cette thèse, nous avons adapté le cadre GMM fondé sur les polynômes orthonormaux conçu parBontemps et Meddahi (2005, 2012) pour tester l’adéquation à certaines lois de probabilité, une approche déjà initiéepar Candelon et al. (2011) dans le cadre de l’évaluation de la Value-at-Risk. Outre la simplicité et la robustesse de laméthode, les tests développés présentent de bonnes propriétés en termes de tailles et de puissances. L’utilisation denotre nouvelle approche dans la comparaison de modèles linéaires et de modèles non-linéaires lors d’une analyseempirique a confirmé l’idée selon laquelle les premiers sont préférés si l’objectif est le calcul de simples prévisionsponctuelles tandis que les derniers sont les plus appropriés pour rendre compte de l'incertitude autour de celles-ci. / The interest of non-linear models is, on the one hand, to better take into account non-linearities characterizing themacroeconomic and financial series and, on the other hand, to get richer information in forecast. At this level,originality intervals (asymmetric and / or discontinuous) and forecasts densities (asymmetric and / or multimodal)offered by this new modelling form suggests that improving forecasts according to linear models is possible and thatwe should have enough powerful tests of evaluation to check this possible improvement. Such tests usually meanchecking distributional assumptions on violations and probability integral transform processes respectively associatedto each of these forms of forecast. In this thesis, we have adapted the GMM framework based on orthonormalpolynomials designed by Bontemps and Meddahi (2005, 2012) to test for some probability distributions, an approachalready adopted by Candelon et al. (2011) in the context of backtesting Value-at-Risk. In addition to the simplicity androbustness of the method, the tests we have developed have good properties in terms of size and power. The use of ournew approach in comparison of linear and non-linear models in an empirical analysis confirmed the idea according towhich the former are preferred if the goal is the calculation of simple point forecasts while the latter are moreappropriated to report the uncertainty around them.

Dans beaucoup de pays du monde, on observe une importante augmentation du nombre de personnes âgées vivant seules. Depuis quelques années, un nombre significatif de projets de recherche sur l’assistance aux personnes âgées ont vu le jour. La plupart de ces projets utilisent plusieurs modalités (vidéo, son, détection de chute, etc.) pour surveiller l'activité de la personne et lui permettre de communiquer naturellement avec sa maison "intelligente", et, en cas de danger, lui venir en aide au plus vite. Ce travail a été réalisé dans le cadre du projet ANR VERSO de recherche industrielle, Sweet-Home. Les objectifs du projet sont de proposer un système domotique permettant une interaction naturelle (par commande vocale et tactile) avec la maison, et procurant plus de sécurité à l'habitant par la détection des situations de détresse. Dans ce cadre, l'objectif de ce travail est de proposer des solutions pour la reconnaissance des sons de la vie courante dans un contexte réaliste. La reconnaissance du son fonctionnera en amont d'un système de Reconnaissance Automatique de la Parole. Les performances de celui-ci dépendent donc de la fiabilité de la séparation entre la parole et les autres sons. Par ailleurs, une bonne reconnaissance de certains sons, complétée par d'autres sources informations (détection de présence, détection de chute, etc.) permettrait de bien suivre les activités de la personne et de détecter ainsi les situations de danger. Dans un premier temps, nous nous sommes intéressés aux méthodes en provenance de la Reconnaissance et Vérification du Locuteur. Dans cet esprit, nous avons testé des méthodes basées sur GMM et SVM. Nous avons, en particulier, testé le noyau SVM-GSL (SVM GMM Supervector Linear Kernel) utilisé pour la classification de séquences. SVM-GSL est une combinaison de SVM et GMM et consiste à transformer une séquence de vecteurs de longueur arbitraire en un seul vecteur de très grande taille, appelé Super Vecteur, et utilisé en entrée d'un SVM. Les expérimentations ont été menées en utilisant une base de données créée localement (18 classes de sons, plus de 1000 enregistrements), puis le corpus du projet Sweet-Home, en intégrant notre système dans un système plus complet incluant la détection multi-canaux du son et la reconnaissance de la parole. Ces premières expérimentations ont toutes été réalisées en utilisant un seul type de coefficients acoustiques, les MFCC. Par la suite, nous nous sommes penchés sur l'étude d'autres familles de coefficients en vue d'en évaluer l'utilisabilité en reconnaissance des sons de l'environnement. Notre motivation fut de trouver des représentations plus simples et/ou plus efficaces que les MFCC. En utilisant 15 familles différentes de coefficients, nous avons également expérimenté deux approches pour transformer une séquence de vecteurs en un seul vecteur, à utiliser avec un SVM linéaire. Dans le première approche, on calcule un nombre fixe de coefficients statistiques qui remplaceront toute la séquence de vecteurs. La seconde approche (une des contributions de ce travail) utilise une méthode de discrétisation pour trouver, pour chaque caractéristique d'un vecteur acoustique, les meilleurs points de découpage permettant d'associer une classe donnée à un ou plusieurs intervalles de valeurs. La probabilité de la séquence est estimée par rapport à chaque intervalle. Les probabilités obtenues ainsi sont utilisées pour construire un seul vecteur qui remplacera la séquence de vecteurs acoustiques. Les résultats obtenus montrent que certaines familles de coefficients sont effectivement plus adaptées pour reconnaître certaines classes de sons. En effet, pour la plupart des classes, les meilleurs taux de reconnaissance ont été observés avec une ou plusieurs familles de coefficients différentes des MFCC. Certaines familles sont, de surcroît, moins complexes et comptent une seule caractéristique par fenêtre d'analyse contre 16 caractéristiques pour les MFCC / In many countries around the world, the number of elderly people living alone has been increasing. In the last few years, a significant number of research projects on elderly people monitoring have been launched. Most of them make use of several modalities such as video streams, sound, fall detection and so on, in order to monitor the activities of an elderly person, to supply them with a natural way to communicate with their “smart-home”, and to render assistance in case of an emergency. This work is part of the Industrial Research ANR VERSO project, Sweet-Home. The goals of the project are to propose a domotic system that enables a natural interaction (using touch and voice command) between an elderly person and their house and to provide them a higher safety level through the detection of distress situations. Thus, the goal of this work is to come up with solutions for sound recognition of daily life in a realistic context. Sound recognition will run prior to an Automatic Speech Recognition system. Therefore, the speech recognition’s performances rely on the reliability of the speech/non-speech separation. Furthermore, a good recognition of a few kinds of sounds, complemented by other sources of information (presence detection, fall detection, etc.) could allow for a better monitoring of the person's activities that leads to a better detection of dangerous situations. We first had been interested in methods from the Speaker Recognition and Verification field. As part of this, we have experimented methods based on GMM and SVM. We had particularly tested a Sequence Discriminant SVM kernel called SVM-GSL (SVM GMM Super Vector Linear Kernel). SVM-GSL is a combination of GMM and SVM whose basic idea is to map a sequence of vectors of an arbitrary length into one high dimensional vector called a Super Vector and used as an input of an SVM. Experiments had been carried out using a locally created sound database (containing 18 sound classes for over 1000 records), then using the Sweet-Home project's corpus. Our daily sounds recognition system was integrated into a more complete system that also performs a multi-channel sound detection and speech recognition. These first experiments had all been performed using one kind of acoustical coefficients, MFCC coefficients. Thereafter, we focused on the study of other families of acoustical coefficients. The aim of this study was to assess the usability of other acoustical coefficients for environmental sounds recognition. Our motivation was to find a few representations that are simpler and/or more effective than the MFCC coefficients. Using 15 different acoustical coefficients families, we have also experimented two approaches to map a sequence of vectors into one vector, usable with a linear SVM. The first approach consists of computing a set of a fixed number of statistical coefficients and use them instead of the whole sequence. The second one, which is one of the novel contributions of this work, makes use of a discretization method to find, for each feature within an acoustical vector, the best cut points that associates a given class with one or many intervals of values. The likelihood of the sequence is estimated for each interval. The obtained likelihood values are used to build one single vector that replaces the sequence of acoustical vectors. The obtained results show that a few families of coefficients are actually more appropriate to the recognition of some sound classes. For most sound classes, we noticed that the best recognition performances were obtained with one or many families other than MFCC. Moreover, a number of these families are less complex than MFCC. They are actually a one-feature per frame acoustical families, whereas MFCC coefficients contain 16 features per frame

The main aim of this thesis is to explain the inflation dynamics in Turkey within a theoretically consistent empirical framework. The New Keynesian Phillips Curve (NKPC) is chosen as the basis model for our analysis because, by describing the inflation process within an intertemporal optimizing dynamic general equilibrium model, it provides a rigorous analytical groundwork for credible welfare and policy analysis. We have contributed to the literature by developing a NKPC formulation that is novel in the literature: A constant elasticity of substitution (CES) type of production function incorporating imported and domestically produced intermediate goods was combined with incomplete exchange rate pass through to import prices. The short-run inflation dynamics were analyzed within the context of this new specification by estimating the model&rsquo / s highly nonlinear structural parameters that capture the price-setting behavior in Turkey for period 1988:1 - 2009:4. Our findings suggest that this NKPC formulation can explain the 1994 and 2000-01 crises as well as the current environment of low inflation achieved with the adoption of the implicit and fully fledged inflation targeting regimes quite well. As a policy application we explored the effects of the inflation targeting framework adopted after the 2000-01 crises on the parameters characterizing the inflation process in Turkey. The subsample econometric results suggested that the inflation targeting framework applied was quite successful in decreasing inflation inertia in Turkey. Thus, should the success of the inflation targeting regime continue, this should be taken as an opportunity to reduce inflation substantially with very low output losses.

A classificação automática de gênero musical tem como finalidade o conforto de ouvintes de músicas auxiliando no gerenciamento das coleções de músicas digitais. Existem sistemas que se baseiam em cabeçalhos de metadados (tais como nome de artista, gênero cadastrado, etc.) e também os que extraem parâmetros dos arquivos de música para a realização da tarefa. Enquanto a maioria dos trabalhos do segundo tipo utilizam-se do conteúdo rítmico e tímbrico, este utiliza-se apenas de conceitos da teoria da informação e da geometria de fractais. Entropia, lacunaridade e dimensão do fractal são os parâmetros que treinam os classificadores. Os testes foram realizados com duas coleções criadas para este trabalho e os resultados foram proeminentes / The goal of automatic music genre classification is givingmusic listeners ease and confort when managing digital music databases. Some systems are based on tags of metadata (such as artist name, genre labeled, etc.), while others explore characteristics from the music files to complete the task. While the majority of works of the second type analyse rhytmic, timbric and pitch content, this one explores only information theoretic and fractal geometry concepts. Entropy, fractal dimension and lacunarity are the parameters adopted to train the classifiers. Tests were carried out on two databases assembled by the author. Results were prominent

No description available.

Le langage parlé complété (LPC) est un système de communication visuel qui utilise des formes de main placés dans différentes positions près du visage, en combinaison avec le discours de la lecture labiale naturel, pour améliorer la perception de la parole à partir de l'entrée visuelle pour les personnes sourdes. Cependant l'un des défis importants est la question de la communication de la parole entre les personnes normo-entendant qui ne pratiquent pas LPC mais produisent discours acoustique et les personnes sourdes qui utilisent la lecture labiale complété par code LPC pour la perception de la parole sans audition résiduelle. Dans notre travail, nous appliquons la méthode de régression linéaire multiple (MLR) et modèle gaussien de mélange (GMM) approche pour mapper des paramètres spectraux acoustiques à la position de la main dans LPC et la forme de la lèvre d’accompagnement. Nous donc contribué à la mise au point d'un système de traduction automatique dans le cadre de la synthèse de la parole visuelle.Cela prouve que l'approche MLR est bonne pour l'estimation des paramètres pour les lèvres à partir des paramètres spectraux car il y a forte corrélation linéaire entre les paramètres des lèvres et des paramètres spectraux. Cependant, la performance de l'approche MLR pour estimer la position de la main est faible car il n'y a pas de relation entre les positions de la main et des paramètres spectraux. En introduisant un espace intermédiaire, il s'avère que la structure de topologie similaire est la clé de la MLR. Afin de libérer de la contrainte linéaire de l'approche MLR, nous appliquons la méthode de cartographie basée sur GMM qui possède à la fois les propriétés de classification et de régression. Les paramètres de GMM sont estimés par les méthodes de formation supervisées, non supervisées et semi- supervisés séparément dans la vue de la théorie de l'apprentissage de la machine. La méthode de formation supervisée montre une grande efficacité et une bonne robustesse. Le Minimum Mean Square Error (MMSE) et Maximum A Posteriori Probabilité (MAP) sont utilisés comme critères de régression séparément dans l'approche de la cartographie basée sur GMM. Cela prouve que l'approche MLR est un cas particulier de l'approche de GMM lorsque le nombre de gaussiennes est égal à un. Ainsi, l'approche de la cartographie sur GMM peut améliorer la performance significative en comparaison avec le MLR en augmentant le nombre de gaussiennes. Enfin, les différentes approches de cartographie utilisées dans ce travail sont comparées dans une transition continue. Il montre que l'approche sur GMM peut effectuer bien grâce à la propriété de classification lorsque les données source et cible n'a pas de " relation" comme dans le cas de l'estimation de la position de la main, et il peut également améliorer les performances par la propriété de régression local lorsque la source et les données cible a forte corrélation comme dans le cas du paramètre de lèvre estimation. En outre, une prédiction directe de la géométrie des lèvres comporte de l'image naturelle de la bouche région d'intérêt (ROI) sur la base de la 2D transformée en cosinus discrète (DCT) combinée à une analyse en composante principale (ACP) est proposé. Les résultats montrent la possibilité d'estimer les caractéristiques géométriques de la lèvre avec une bonne précision en utilisant un ensemble réduit de prédicteurs dérivés des coefficients DCT. / Cued Speech (CS) is a visual communication system that uses hand shapes placed in different positions near the face, in combination with the natural speech lip-reading, to enhance speech perception from visual input for deaf people. However one of the important challenges is the question of speech communication between normal hearing people who do not practice CS but produce acoustic speech and deaf people who use lip-reading complemented by CS code for speech perception with no residual audition. In our work, we apply the multi-linear regression approach (MLR) and Gaussian Mixture Model (GMM)-based mapping approach to map acoustic spectral parameters to the hand position in CS and the accompanying lip shape. We hence contributed to the development of automatic translation system in the framework of visual speech synthesis. It proves that the MLR approach is good for estimating the lip parameters from the spectral parameters since there is strong linear correlation between the lip parameters and spectral parameters. However, the performance of MLR approach for estimating the hand position is poor since there is no relationship between the hand positions and spectral parameters. By introducing an intermediate space, it proves that the similar topology structure is the key of the MLR. In order to release the linear constraint of the MLR approach, we apply the GMM-based mapping approach which has both the classification-partition and regression properties. The parameters of GMM are estimated by the supervised, unsupervised and semi-supervised training methods separately in the view of the machine learning theory. The supervised training method shows high efficiency and good robustness. The Minimum Mean Square Error (MMSE) and Maximum A Posteriori Probability (MAP) are used as regression criteria separately in GMM-based mapping approach. It proves that the MLR approach is a special case of GMM-based mapping approach when the number of the Gaussians equals to one. Thus the GMM-based mapping approach can improve the performance significantly in comparison with the MLR by increasing the number of the Gaussians. Finally, a continuous transition achieved by the linear interpolation in the acoustic space is introduced to compare the different mapping approaches used in this work. It shows that the GMM-based mapping approach can perform well thanks to the classification-partitioning property when the source and target data has “no relationship” such as the case of the hand position estimation; and it can also improve the performance by the local regression property when the source and target data has strong correlation such as the case of the lip parameter estimation. Besides, a direct prediction of lip geometry features from the natural image of mouth region-of-interest (ROI) based on the 2D Discrete Cosine Transform (DCT) combined with a Principal Component Analysis (PCA) is proposed. The results show the possibility to estimate the geometric lip features with good accuracy using a reduced set of predictors derived from the DCT coefficients.

Malgré la diversité des études théoriques et empiriques, la problématique de la relation compte capital – croissance économique reste une question controversée. L’objet de ce travail de recherche consiste donc à expliciter la nature d’une telle relation dans les économies de la région MENA, tout en tenant compte de la qualité institutionnelle. Dans ce contexte, les différentes estimations ont été effectuées par la méthode des moments généralisés (GMM), sur la période allant de 1986 à 2012, pour 11 pays. Les résultats montrent que la corruption et la responsabilité démocratique influencent négativement la croissance économique si la politique de la libéralisation du compte capital est adoptée. Cependant, le terme d'interaction entre la qualité bureaucratique et l'ouverture financière stimulent positivement la croissance économique. Ces résultats suggèrent alors que les avantages de la libéralisation du compte capital sont conditionnés par les facteurs institutionnels. De ce fait, notre thèse contribue aux débats politiques récents sur les mérites et les démérites de la libéralisation du compte capital. En ce qui concerne le lien entre la libéralisation du compte capital et le développement financier en Tunisie, les différentes estimations ont été effectuées par l’approche autorégressive à retards échelonnés (ARDL), sur la période allant de 1986 à 2014. Les résultats obtenus montrent que l’effet positif de l’ouverture sur le développement financier est bien plus important à long terme qu’à court terme. Par ailleurs, les résultats confirment l’impact négatif de la corruption sur le système financier tunisien. / Despite the diversity of theoretical and empirical studies, the question of capital account–economic growth relationship remains a controversial issue. This research aims to complete the existing evidence focusing on MENA countries, while taking into account the institutional quality. In this context, various estimates were made by generalized method of moments (GMM) over the period of 1986–2012 for 11 countries. The results show that corruption and democratic accountability have a significant and negative impact on economic growth if capital account liberalization is enacted. However, the interaction term of bureaucracy quality and financial openness has a significant and positive impact on economic growth. These findings therefore show that the benefits of capital account liberalization are not unconditional, but are likely to depend upon the environment in which the liberalization occurs. Hence, our thesis contributes to the recent policy debates on the merits and demerits of capital account liberalization. As regards the link between capital account liberalization and financial development in Tunisia, the various estimates were made by the autoregressive distributed lag model (ARDL) over the period 1986 to 2014. The results show that the positive effect of opening on financial development is much more important in the long term than in the short term. Moreover, the results confirm the negative impact of corruption on the Tunisian financial system.

Made available in DSpace on 2016-03-15T19:31:17Z (GMT). No. of bitstreams: 1 Andre Fernandes Lima.pdf: 717720 bytes, checksum: e1002c943e6cd65b97220bcb149117a4 (MD5) Previous issue date: 2009-02-04 / Fundo Mackenzie de Pesquisa / This dissertation aims to investigate the existence of a causal relationship between levels of organizational slack, the risk of the company and its performance. The point of departure is the conjecture that the magnitude of the organizational slack is a determinant factor of the risk as well as the performance of the company. The importance of this piece of research lies on the empirical fact that owners of a company are willing to take risks based on the prospect of returns. In order to test the causal relationship, it proceeds as follows. First, it collects data from 218 manufacturing companies in the period 2001-2007 and combines part of it through factor analysis so as to compose the three types of organizational slack: available, recoverable and potential ones. Second, the data is arranged in the form of a panel and is next assessed by the generalized method of moments (GMM). The results support the validity of the two proposed models: the first takes risk as the dependent variable, while the second takes future performance. The findings corroborate the hypothesis that the organizational slack has a nonlinear influence on risk and performance. In addition, they shed light on the increased robustness of the second model relative to the first one. This is regarded as the second contribution of the dissertation provided that most literature emphasizes the influence of the organizational slack over risk neglecting its role in performance. We go on to claim that the little attention paid to performance contributes to the available inconclusive empirical results within the literature. / O objetivo do trabalho é investigar a existência de uma relação causal entre os níveis organizacionais de folga, o risco da empresa e seu desempenho. O ponto de partida é a conjectura de que a magnitude da folga organizacional é fator determinante do risco representado pela empresa, bem como de seu desempenho. A importância desta pesquisa recai sobre o fato empírico de que os proprietários da empresa estão dispostos a se expor a riscos com base na perspectiva de retorno. Para testar esta relação causal são considerados dados de 218 empresas manufatureiras no período 2001-2007, sendo parte destes dados agrupados através de análise fatorial, de forma a compor os três tipos de folga organizacional considerados: disponível, recuperável e potencial. Em seguida, os dados são dispostos na forma de painel e, então, analisados através do método dos momentos generalizados (GMM), o que constitui uma contribuição original. Os resultados obtidos suportam a validade de dois modelos propostos, o primeiro em que o risco é variável dependente, e o segundo em que a variável dependente é o desempenho futuro, corroborando a hipótese de que a folga organizacional exerce influência não linear sobre o risco e o desempenho. Adicionalmente, verifica-se que o modelo de desempenho futuro é mais robusto, sendo esta a segunda contribuição da pesquisa. Isso decorre do fato de que grande parte da literatura enfatiza a influência da folga organizacional sobre o risco, negligenciando sua significância sobre o desempenho. Argumenta-se aqui que tais práticas implicaram em resultados empíricos não conclusivos na literatura.

Submitted by Renata Lopes (renatasil82@gmail.com) on 2017-01-09T16:22:37Z No. of bitstreams: 1 marcelferreiradeoliveira.pdf: 2312394 bytes, checksum: f33ded8f4be15a1631188b06f654c1a6 (MD5) / Approved for entry into archive by Diamantino Mayra (mayra.diamantino@ufjf.edu.br) on 2017-01-31T11:22:13Z (GMT) No. of bitstreams: 1 marcelferreiradeoliveira.pdf: 2312394 bytes, checksum: f33ded8f4be15a1631188b06f654c1a6 (MD5) / Made available in DSpace on 2017-01-31T11:22:13Z (GMT). No. of bitstreams: 1 marcelferreiradeoliveira.pdf: 2312394 bytes, checksum: f33ded8f4be15a1631188b06f654c1a6 (MD5) Previous issue date: 2015-06-11 / O objetivo desta dissertação é estudar a dinâmica da produtividade total dos fatores (PTF) através de um modelo de fatores dinâmicos e verificar a importância do catch up e outros determinantes da PTF por meio do estimador do GMM Sistêmico, utilizando dados da Penn World Table 9.0 entre 1970 e 2014. Devido à existência de transbordamentos tecnológicos e comércio internacional, é esperado que existam variações comuns entre as produtividades de diferente países. Sendo assim, estimamos um modelo de fatores dinâmicos para as PTFs de um conjunto de países tecnologicamente avançados para capturar esses efeitos. Dessa estimativa fomos capazes de extrair seu fator comum e usá-la como proxy para PTF mundial. Isso nos permite incluir a tendência comum na regressão da PTF e estimar seus efeitos sobre a PTF. Nosso fator comum estimado reflete bem aos principais choques de produtividade que ocorreram no período e a sensibilidade de cada país com relação ao fator comum parece estar negativamente relacionada com o nível de desenvolvimento de cada país – essa correlação parece estar de acordo com o argumento de que há um efeito de catch up na produtividade: países mais distantes da fronteira têm crescimento maior por absorverem mais da tecnologia mundial. Além disso, nossas estimativas para o painel dinâmico estimado utilizando este fator estimado reforça esse resultado. / The purpose of this dissertation is to study the global dynamics of total factor productivity (TFP) through a dynamic factors model and verify the importance of the catch up effect and other determinants of TFP through the System GMM estimator, using data from the Penn World Table 9.0 from 1970 to 2014. Because there’re technological spillovers and international trade, it would be expected to see the existence of common variations in the productivity of different countries. Therefore, we apply a dynamic factor model to these productivities and its growth rates in order to capture these effects. These estimates allow us to extract the common factor and use it as a proxy for the world TFP. It allows us to include the common trend in the dynamic equation in the TFP regression in order to estimate its effects on the TFP. Our estimated common factor captures well the main productivity shocks that occurred in the period, and the sensibility of each country to the common factor seems to be negatively related to its country level of technological development – this correlation is in accordance with the argument that there’s a catch up effect in productivity: countries more distant from the frontier have higher growth rates because there is more room to absorb from the global technology. Moreover, our estimates for the dynamic panel using this estimated factor reinforces this result.