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Cette thèse s'articule autour de trois essais portant sur des questions internationales en économie des ressources naturelles. Le premier essai examine la production et l'échange des ressources non-renouvelables dans un modèle spatial et souligne le rôle de la superficie des pays et du coût des transports dans la détermination du sens de l'échange. Le deuxième essai considère le tarif d'extraction de la rente de rareté liée aux ressources naturelles non-renouvelables avec le modèle spatial développé dans premier essai. Le cadre spatial (plus général) permet de représenter des pays qui sont à la fois importateurs et producteurs de la ressource, ce qui n'est pas possible dans les modèles traditionnels de commerce international où les pays sont traités comme des points (sans dimension). Le troisième essai aborde la question des droits de propriétés sur les zones maritimes et examine l'allocation d'une population de pêcheurs entre les activités productives et non-productives dans une communauté côtière. Le premier chapitre propose un modèle spatial de commerce international des ressources non-renouvelables. Le cadre spatial considère explicitement la différence de taille géographique (superficie) entre les pays et permet ainsi de tenir compte du fait que les gisements naturels et leurs utilisateurs soient dispersés dans l'espace, même à l'intérieur d'un pays. En utilisant un modèle spatial à la Hotelling, nous examinons l'évolution dans le temps du sens de l'échange entre deux pays (ou régions) qui diffèrent du point de vue de leur technologie de production, de leur superficie et de leur dotation en gisement d'une ressource naturelle non-renouvelable. Le chapitre met en évidence le rôle de la taille géographique dans la détermination du sens de l'échange, à côté des explications traditionnelles que sont l'avantage comparatif et les dotations des facteurs. Notre analyse est fondamentalement différente des autres contributions dans la littérature sur le commerce international des ressources naturelles parce qu'elle souligne l'importance de la taille géographique et du coût de transport par rapport à d'autres facteurs dans la détermination des flux de ressource à l'équilibre. Le coût unitaire de transport joue un rôle capital pour déterminer si la différence de superficie entre les pays influence le sens de l'échange à l'équilibre plus que les autres facteurs. Le chapitre discute aussi du caractère régional des échanges qui a été observé pour certaines ressources telles que le minerai de fer et la bauxite. Le chapitre deux aborde la question de la répartition de la rente de rareté liée aux ressources naturelles non-renouvelables entre les pays producteurs et les pays consommateurs. Cette question a été abordée dans la littérature sous une hypothèse quelque peu restrictive. En effet, dans la plupart des travaux portant sur ce sujet le pays importateur est automatiquement considéré comme dépourvu de gisement et donc non producteur de la ressource. Pourtant la réalité est qu'il existe des ressources pour lesquelles un pays est à la fois producteur et importateur. Le cadre d'analyse de ce second essai est le modèle spatial développé dans le premier essai, qui permet justement qu'un pays puisse être à la fois importateur et producteur de la ressource. Le pays importateur détermine alors simultanément le tarif optimal et le taux d'extraction de son propre stock. Nous montrons que le tarif optimal croît au taux d'intérêt et de ce fait, ne crée aucune distorsion sur le sentier d'extraction de la ressource. Le tarif optimal permet de récupérer toute la rente lorsque le pays exportateur ne consomme pas la ressource. Néanmoins, la possibilité pour le pays exportateur de consommer une partie de son stock limite la capacité du pays importateur à récupérer la rente chez le pays exportateur. La présence de gisements de la ressource dans le pays importateur réduit la rente du pays exportateur et de ce fait renforce la capacité du pays importateur à récupérer la rente chez le pays exportateur. Le tarif initial est une fonction décroissante du stock de ressource dans le pays importateur. Cet essai aborde également la question de la cohérence dynamique du tarif obtenu avec la stratégie en boucle ouverte. Le troisième chapitre examine un problème d'allocation de l'effort entre les activités productives (par exemple la pêche) et les activités non productives (par exemple la piraterie maritime) dans une population de pêcheurs. La répartition de la population entre les activités de pêche et la piraterie est déterminée de façon endogène comme une conséquence du choix d'occupation. Nous établissons l'existence d'une multiplicité d'équilibres et mettons en évidence la possibilité d'une trappe de piraterie, c'est-à-dire un équilibre stable où une partie de la population est engagée dans les actes de piraterie. Le modèle permet d'expliquer l'augmentation significative des attaques de piraterie dans le Golfe d'Aden au cours des dernières années. Le chapitre discute aussi des différents mécanismes pour combattre la piraterie et souligne le rôle crucial des droits de propriété. / This thesis consists of three essays on international issues in natural resource economics. The first essay proposes a spatial model of trade in exhaustible resources and emphasizes the role of geographical size and transport costs in the determination of trade patterns. The second essay considers the rent-extracting tariff in a spatial (more general) framework in which the importing country can be simultaneously a producer and an importer of the resource, a feature which is not possible in the traditional trade model, where countries are assumed dimensionless. The third essay tackles the issue of property rights in maritime zones and examines the allocation of a population of fishermen between productive and unproductive activities in a coastal community. The first chapter proposes a model of trade in exhaustible resources that explicitly accounts for the fact that countries have different geographical sizes while resource sites and their users are spatially distributed, even within a country. Using a spatial model à la Hotelling, we examine the evolution over time of the pattern of trade between two countries (or regions) which differ in terms of their technology, their geographical size, and their endowment of some nonrenewable natural resource. The model emphasizes the importance of geographical size in determining trade patterns besides the traditional explanations of comparative advantage and factor endowments. Indeed, three forces influence the direction of international trade in the presence of transport costs. The analysis fundamentally differs from other contributions in the natural resource literature because it emphasizes the importance of geographical size and of transport cost relative to other factors in the determination of the equilibrium resource flows. The unit cost of transport is shown to play a decisive role in determining whether the international asymmetry in terms of geographical sizes of countries has a greater influence than other factors on the equilibrium pattern of trade. The chapter also discusses the regional character of trade which has been observed for some resources such as iron ore and bauxite. Most findings in the literature on tariff and exhaustible resources have been derived under a serious abstraction. Indeed, virtually all contributions on that issue have assumed that no stocks of the resource are available within the importing country's borders and therefore the importing country is not itself a producer. Reality is in fact quite different: there are many instances of countries that are simultaneously importers and producers of a natural resource. The second chapter makes use of the spatial trade model of chapter one to depart from the usual assumption and allow the importing country to have access to a stock of the resource of its own and to determine simultaneously the optimal tariff and the rate of depletion of its own stock. The optimal tariff is shown to increase at the rate of interest and is therefore nondistortionary. Moreover, the optimal tariff captures all the rent if the exporting country gets no utility from consuming the resource. Allowing the exporting country to consume the resource restricts the ability of the importer to capture all of the foreign rent. The presence of resource deposits in the importing country reduces the available rent to foreign producers and, in essence, reinforces the ability of the importer to capture the foreign rent. In effect, the initial tariff is shown to be a decreasing function of the initial resource stock in the importing country. The essay also discusses the time consistency of the open-loop tariff. The third chapter examines how agents in a coastal community allocate effort between productive (fishing) and unproductive (piracy) activities. The allocation of population between fishing activity and piracy attacks is determined endogenously as a consequence of the occupation choice. We prove the existence of multiple equilibria and emphasize the possibility of a piracy trap, that is a steady state equilibrium where part of the population is engaged in piracy acts. The chapter offers an explanation for the significant increase in piracy attacks in the Gulf of Aden in the recent years. The chapter also discusses different schemes in combating piracy and highlights the crucial role of property rights.

Le Pérou, extrêmement riche en minerais, connaît depuis les années 2000 une forte croissance économique. Àla question de savoir si sa richesse minérale condamne le Pérou à la malédiction des ressources naturelles, nousrépondons que ce n’est pas le cas à l’heure actuelle, mais nous mettons en évidence une forte dépendance vis-à-visde l’activité minière. La question centrale est celle du développement durable de l’activité minière. La mesure dela dépréciation du capital minier (dcm) est l’indicateur fondamental pour évaluer la situation. Diverses méthodesd’estimation existent, mais notre analyse microéconomique basée sur la règle de Hotelling fournit une valeurd’environ 7 % du pib sur la période 2000–2008, soit le double de l’approximation donnée par la Banque Mondiale.Nous proposons d’intégrer la dcm aux indicateurs macroéconomiques traditionnels, ce qui permet de mettreen évidence la surestimation de la croissance économique. Conformément à la règle de Hartwick, il apparaîtclairement que le développement péruvien n’est pas durable ; les revenus miniers ne compensent pas la dcmet ne sont pas réinvestis en faveur du développement du pays. Il faudrait donc taxer les entreprises minières àhauteur de la dcm, et créer un fonds de ressources naturelles. Nos résultats montrent qu’épargner seulement 8 %de la dcm permettrait d’atteindre un revenu durable pour les générations futures. La création d’un tel fonds deressources naturelles aurait également pour avantage de réduire l’instabilité macroéconomique et de promouvoirune meilleure gouvernabilité. / Since the 2000s, Peru, a country extremely rich in minerals has experienced strong economic growth. WouldPeru be condemned to the resource curse because of its mineral wealth? For now this is not the case; howeverwe point up a strong dependence upon the mining sector. The main question relates to the sustainability of themining industry. The mineral depletion rate is a fundamental indicator to assess the situation. To calculate this,there are many forecasting methods available ; our microeconomic analysis based on the Hotelling rule providesa value of around 7 % of gdp for the period between 2000 and 2008, which represents double the estimation ofthe World Bank.We recommend the mineral depletion be taken into account when calculating traditional macroeconomic indicators;it would highlight the overestimation of economic growth. According to the Hartwick rule, it is clearthat Peruvian development is not sustainable; mining revenues do not offset the mineral depletion and are notreinvested in the development of the country. Therefore, the solution should be to tax mining companies at alevel equivalent to that of depletion and, with the new income, to create a natural resource fund. Saving only8 % of the mineral depletion would suffice to generate sustainable rent for futures generations. In addition, thecreation of a natural resource fund would reduce macroeconomic instability and enforce better governance.

Cette thèse s'articule autour de trois essais portant sur des questions internationales en économie des ressources naturelles. Le premier essai examine la production et l'échange des ressources non-renouvelables dans un modèle spatial et souligne le rôle de la superficie des pays et du coût des transports dans la détermination du sens de l'échange. Le deuxième essai considère le tarif d'extraction de la rente de rareté liée aux ressources naturelles non-renouvelables avec le modèle spatial développé dans premier essai. Le cadre spatial (plus général) permet de représenter des pays qui sont à la fois importateurs et producteurs de la ressource, ce qui n'est pas possible dans les modèles traditionnels de commerce international où les pays sont traités comme des points (sans dimension). Le troisième essai aborde la question des droits de propriétés sur les zones maritimes et examine l'allocation d'une population de pêcheurs entre les activités productives et non-productives dans une communauté côtière. Le premier chapitre propose un modèle spatial de commerce international des ressources non-renouvelables. Le cadre spatial considère explicitement la différence de taille géographique (superficie) entre les pays et permet ainsi de tenir compte du fait que les gisements naturels et leurs utilisateurs soient dispersés dans l'espace, même à l'intérieur d'un pays. En utilisant un modèle spatial à la Hotelling, nous examinons l'évolution dans le temps du sens de l'échange entre deux pays (ou régions) qui diffèrent du point de vue de leur technologie de production, de leur superficie et de leur dotation en gisement d'une ressource naturelle non-renouvelable. Le chapitre met en évidence le rôle de la taille géographique dans la détermination du sens de l'échange, à côté des explications traditionnelles que sont l'avantage comparatif et les dotations des facteurs. Notre analyse est fondamentalement différente des autres contributions dans la littérature sur le commerce international des ressources naturelles parce qu'elle souligne l'importance de la taille géographique et du coût de transport par rapport à d'autres facteurs dans la détermination des flux de ressource à l'équilibre. Le coût unitaire de transport joue un rôle capital pour déterminer si la différence de superficie entre les pays influence le sens de l'échange à l'équilibre plus que les autres facteurs. Le chapitre discute aussi du caractère régional des échanges qui a été observé pour certaines ressources telles que le minerai de fer et la bauxite. Le chapitre deux aborde la question de la répartition de la rente de rareté liée aux ressources naturelles non-renouvelables entre les pays producteurs et les pays consommateurs. Cette question a été abordée dans la littérature sous une hypothèse quelque peu restrictive. En effet, dans la plupart des travaux portant sur ce sujet le pays importateur est automatiquement considéré comme dépourvu de gisement et donc non producteur de la ressource. Pourtant la réalité est qu'il existe des ressources pour lesquelles un pays est à la fois producteur et importateur. Le cadre d'analyse de ce second essai est le modèle spatial développé dans le premier essai, qui permet justement qu'un pays puisse être à la fois importateur et producteur de la ressource. Le pays importateur détermine alors simultanément le tarif optimal et le taux d'extraction de son propre stock. Nous montrons que le tarif optimal croît au taux d'intérêt et de ce fait, ne crée aucune distorsion sur le sentier d'extraction de la ressource. Le tarif optimal permet de récupérer toute la rente lorsque le pays exportateur ne consomme pas la ressource. Néanmoins, la possibilité pour le pays exportateur de consommer une partie de son stock limite la capacité du pays importateur à récupérer la rente chez le pays exportateur. La présence de gisements de la ressource dans le pays importateur réduit la rente du pays exportateur et de ce fait renforce la capacité du pays importateur à récupérer la rente chez le pays exportateur. Le tarif initial est une fonction décroissante du stock de ressource dans le pays importateur. Cet essai aborde également la question de la cohérence dynamique du tarif obtenu avec la stratégie en boucle ouverte. Le troisième chapitre examine un problème d'allocation de l'effort entre les activités productives (par exemple la pêche) et les activités non productives (par exemple la piraterie maritime) dans une population de pêcheurs. La répartition de la population entre les activités de pêche et la piraterie est déterminée de façon endogène comme une conséquence du choix d'occupation. Nous établissons l'existence d'une multiplicité d'équilibres et mettons en évidence la possibilité d'une trappe de piraterie, c'est-à-dire un équilibre stable où une partie de la population est engagée dans les actes de piraterie. Le modèle permet d'expliquer l'augmentation significative des attaques de piraterie dans le Golfe d'Aden au cours des dernières années. Le chapitre discute aussi des différents mécanismes pour combattre la piraterie et souligne le rôle crucial des droits de propriété. / This thesis consists of three essays on international issues in natural resource economics. The first essay proposes a spatial model of trade in exhaustible resources and emphasizes the role of geographical size and transport costs in the determination of trade patterns. The second essay considers the rent-extracting tariff in a spatial (more general) framework in which the importing country can be simultaneously a producer and an importer of the resource, a feature which is not possible in the traditional trade model, where countries are assumed dimensionless. The third essay tackles the issue of property rights in maritime zones and examines the allocation of a population of fishermen between productive and unproductive activities in a coastal community. The first chapter proposes a model of trade in exhaustible resources that explicitly accounts for the fact that countries have different geographical sizes while resource sites and their users are spatially distributed, even within a country. Using a spatial model à la Hotelling, we examine the evolution over time of the pattern of trade between two countries (or regions) which differ in terms of their technology, their geographical size, and their endowment of some nonrenewable natural resource. The model emphasizes the importance of geographical size in determining trade patterns besides the traditional explanations of comparative advantage and factor endowments. Indeed, three forces influence the direction of international trade in the presence of transport costs. The analysis fundamentally differs from other contributions in the natural resource literature because it emphasizes the importance of geographical size and of transport cost relative to other factors in the determination of the equilibrium resource flows. The unit cost of transport is shown to play a decisive role in determining whether the international asymmetry in terms of geographical sizes of countries has a greater influence than other factors on the equilibrium pattern of trade. The chapter also discusses the regional character of trade which has been observed for some resources such as iron ore and bauxite. Most findings in the literature on tariff and exhaustible resources have been derived under a serious abstraction. Indeed, virtually all contributions on that issue have assumed that no stocks of the resource are available within the importing country's borders and therefore the importing country is not itself a producer. Reality is in fact quite different: there are many instances of countries that are simultaneously importers and producers of a natural resource. The second chapter makes use of the spatial trade model of chapter one to depart from the usual assumption and allow the importing country to have access to a stock of the resource of its own and to determine simultaneously the optimal tariff and the rate of depletion of its own stock. The optimal tariff is shown to increase at the rate of interest and is therefore nondistortionary. Moreover, the optimal tariff captures all the rent if the exporting country gets no utility from consuming the resource. Allowing the exporting country to consume the resource restricts the ability of the importer to capture all of the foreign rent. The presence of resource deposits in the importing country reduces the available rent to foreign producers and, in essence, reinforces the ability of the importer to capture the foreign rent. In effect, the initial tariff is shown to be a decreasing function of the initial resource stock in the importing country. The essay also discusses the time consistency of the open-loop tariff. The third chapter examines how agents in a coastal community allocate effort between productive (fishing) and unproductive (piracy) activities. The allocation of population between fishing activity and piracy attacks is determined endogenously as a consequence of the occupation choice. We prove the existence of multiple equilibria and emphasize the possibility of a piracy trap, that is a steady state equilibrium where part of the population is engaged in piracy acts. The chapter offers an explanation for the significant increase in piracy attacks in the Gulf of Aden in the recent years. The chapter also discusses different schemes in combating piracy and highlights the crucial role of property rights.

Abstract This thesis is mainly discussed about the new work type in the information network society, that is telework (or telecommuting).. The author has accomplished interviews with different teleworks who work at different places and their managers.. The purpose of this research is to have a overall understanding and comparison of each teleworker¡¦s function and their daily operation, and discuss the related human resources management issues. There is no other thesis discussing about the management of each type of teleworker, the authour recorded the interviewees¡¦ background and their motivation of being teleworkers, also the reaction of their companies support; In the meantime, the authour interviewed with the managers who manage the teleworkers, understood and analyzed each successful and unsuccessful case, attemped to provide the managers for more practical suggestion. . The economy is recovering very slowly, many enterprises have paid a lot of effort to reduce their operation cost in order to survive in the recession situation. Telework is a flexible work type that can reduce both office expenses and labor cost. The author also attempts to provide some useful suggestions to the business owners, managers, human resources managers that have not had any experience of managing the teleworkers.

The present paper aims to show that the oligopoly problem is much more determined than commonly believed. In oligopoly prerequisites are likely to prevail inducing a 'normal' behaviour in accordance with profit maximization. This leads to a price combination located at an exactly definable line section. Finally some consequences upon economic policy are outlined. / Dieser Beitrag versucht zu zeigen, daß das Oligopolproblem wesentlich determinierter ist als gemeinhin angenommen. Im Oligopol liegen die Voraussetzungen besonders günstig, daß durch ein aus dem Streben nach Gewinnmaximierung abgeleitetes, "normales" Verhalten eine Preiskombination auf einem exakt abgrenzbaren Kurvenabschnitt zustande kommt. Abschließend werden wirtschaftspolitische Konsequenzen angedeutet.

Submitted by Rodrigo Pezzino (rpezzino@hotmail.com) on 2017-01-16T18:45:16Z No. of bitstreams: 1 Dissertação Rodrigo Pezzino - Revisada - V9 - 130116.pdf: 3268429 bytes, checksum: b1ec20d75837f749bc430a44e3aa1af2 (MD5) / Approved for entry into archive by ÁUREA CORRÊA DA FONSECA CORRÊA DA FONSECA (aurea.fonseca@fgv.br) on 2017-01-18T14:34:22Z (GMT) No. of bitstreams: 1 Dissertação Rodrigo Pezzino - Revisada - V9 - 130116.pdf: 3268429 bytes, checksum: b1ec20d75837f749bc430a44e3aa1af2 (MD5) / Made available in DSpace on 2017-01-26T12:32:38Z (GMT). No. of bitstreams: 1 Dissertação Rodrigo Pezzino - Revisada - V9 - 130116.pdf: 3268429 bytes, checksum: b1ec20d75837f749bc430a44e3aa1af2 (MD5) Previous issue date: 2016-11-30 / This thesis aims to assess the royalties´s impacts related to exploration and production of oil and natural gas in 87 municipalities of the State of Rio de Janeiro, based on socioeconomic indicators in the 2000-2013 period. The changes in the institutional framework of the Brazilian oil industry were considered, since the Petrobras´s creation to the discovery of pre-salt areas, with details of the Petroleum Law (Law No. 9.478/97) established the royalties in Brazil. With emphasis on municipal revenues, highlighted the relevance of the study in relation to Rio de Janeiro municipalities for being the largest collectors of royalties and special participation in Brazil. Then, using the economic theory of natural resources were analyzed theoretical foundations in Hotelling and Hartwick for the use of revenues from exploitation of natural resources. Complementing the theoretical framework, they were listed the reasons for the presence of resource curse theory. To assess the royalties´s impact in Rio de Janeiro municipalities, statistically significant, the study was performed in two different stages. The first applied the panel regression method in the municipalities that are beneficiaries of the oil and gas revenues; and the second was made with analysis of specific data of the municipalities with greater dependence on royalty revenue versus the municipalities that are not beneficiaries of such revenue. / Esta dissertação tem por finalidade avaliar o impacto das receitas de royalties e participações especiais referentes à exploração e produção de petróleo e gás natural nos 87 municípios beneficiários do Estado do Rio de Janeiro, com base em indicadores socioeconômicos no período de 2000-2013. Foram analisadas as mudanças ocorridas no quadro institucional da indústria petrolífera brasileira, desde a criação da Petrobrás até a descoberta das áreas de pré-sal, com detalhamento da Lei do Petróleo (Lei nº 9.478/97) que instituiu os royalties no Brasil. Com ênfase às receitas municipais, destacou-se a relevância do estudo em relação aos municípios fluminenses por serem os maiores arrecadadores de royalties e participações especiais no Brasil. Em seguida, utilizando-se da teoria da economia dos recursos naturais, foram analisados fundamentos teóricos em Hotelling e Hartwick para utilização das receitas provenientes de exploração de recursos naturais. Complementando o marco teórico, foram elencados os motivos para presença da teoria da maldição dos recursos naturais. Para avaliar o impacto das receitas de royalties e participações especiais nos municípios fluminenses, de forma estatisticamente significativa, foi executado o estudo em duas etapas diferentes. Na primeira aplicou-se o método de regressão em painel nos municípios que são beneficiários das receitas de petróleo e gás; e a segunda foi feita com análise dos dados específicos dos municípios com maior dependência de receita de royalties e participações especiais versus os municípios que não são beneficiários de tal receita.

Made available in DSpace on 2015-05-08T14:53:25Z (GMT). No. of bitstreams: 1 ArquivoTotalJoseAlmeida.pdf: 1891145 bytes, checksum: 15212c0ee3aea31416abaeb33cac710c (MD5) Previous issue date: 2013-08-29 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / The research project studied, aimed to apply a forward search algorithm to aid decision making in multivariate statistical process control in the manufacture of crates in a company of plastic products. Besides, the use of principal components analysis (PCA) and the Hotelling T square chart can summarize relevant information of this process. Thus, they were produced two results of considerable importance: the scores of the principal components and an adapted Hotelling T square chart, highlighting the relationship between the ten variables analyzed. The forward search algorithm detects discordant points of the data clustering rest that, when are too far away or have very different characteristics, are called outliers. The BACON algorithm was used for the detection of such occurrences, which part of a small subset demonstrably free of the original data outliers and it goes adding new information, which is not outliers, to this initial subset until no information can more be absorbed. One of the advantages of using this algorithm is that it combats the masking and swamping phenomena that alter the mean and covariance estimates. The research results showed that, for the dataset studied, the BACON algorithm did not detected no dissenting point. A simulation was then developed, using a uniform distribution by obtaining random numbers within a range for modifying the mean and standard deviation values, in order to show that this method is effective in detecting these outliers. For this simulation, they were randomly changed 5% of the mean and the standard deviation values of the original data. The result of this simulation showed that the BACON algorithm is perfectly applicable to this case study, being indicated its use in other processes that simultaneously depend on several variables. / O projeto de pesquisa estudado teve o objetivo de aplicar um algoritmo de busca sucessiva para o auxílio à tomada de decisão no controle estatístico do processo multivariado, na fabricação de garrafeiras em uma empresa de produtos plásticos. Além disso, a utilização das técnicas de análise de componentes principais (ACP) e da carta T² de Hotelling pode sumarizar parte das informações relevantes desse processo. Produziram-se então dois resultados de considerável importância: os escores dos componentes principais e um gráfico T² de Hotelling adaptado, evidenciando a relação entre as dez variáveis analisadas. O algoritmo de busca sucessiva detecta pontos discordantes do restante do agrupamento de dados que, quando se encontram muito distantes ou têm características muito diferentes, são denominados outliers. O algoritmo BACON foi utilizado para a detecção de tais ocorrências, o qual parte de um pequeno subconjunto, comprovadamente livre de outliers, dos dados originais e vai adicionando novas informações, que também não são outliers, a esse subconjunto inicial até que nenhuma informação possa mais ser absorvida. Uma das vantagens da utilização desse algoritmo é que ele combate os fenômenos do mascaramento e do esmagamento que alteram as estimativas da média e da covariância. Os resultados da pesquisa mostraram que, para a o conjunto de dados estudados, o algoritmo BACON não detectou nenhum ponto discordante. Uma simulação foi então desenvolvida, utilizando uma distribuição uniforme através da obtenção de números aleatórios dentro de um intervalo para a modificação dos valores da média e do desvio-padrão, a fim de mostrar que tal método é eficaz na detecção desses pontos aberrantes. Para essa simulação, foram alterados aleatoriamente os valores da média e do desvio-padrão de 5% dos dados originais. O resultado dessa simulação mostrou que o algoritmo BACON é perfeitamente aplicável ao caso estudado, sendo indicada a sua utilização em outros processos produtivos que dependam simultaneamente de diversas variáveis.

The present paper aims to show that the oligopoly problem is much more determined than commonly believed. In oligopoly prerequisites are likely to prevail inducing a 'normal' behaviour in accordance with profit maximization. This leads to a price combination located at an exactly definable line section. Finally some consequences upon economic policy are outlined. / Dieser Beitrag versucht zu zeigen, daß das Oligopolproblem wesentlich determinierter ist als gemeinhin angenommen. Im Oligopol liegen die Voraussetzungen besonders günstig, daß durch ein aus dem Streben nach Gewinnmaximierung abgeleitetes, "normales" Verhalten eine Preiskombination auf einem exakt abgrenzbaren Kurvenabschnitt zustande kommt. Abschließend werden wirtschaftspolitische Konsequenzen angedeutet.

Submitted by Rafael Santana (rafael.silvasantana@ufpe.br) on 2017-04-26T17:07:37Z No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Carolina Marchant.pdf: 5792192 bytes, checksum: adbd82c79b286d2fe2470b7955e6a9ed (MD5) / Made available in DSpace on 2017-04-26T17:07:38Z (GMT). No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Carolina Marchant.pdf: 5792192 bytes, checksum: adbd82c79b286d2fe2470b7955e6a9ed (MD5) Previous issue date: 2016-10-31 / CAPES; BOLSA DO CHILE. / In the last decades, univariate Birnbaum-Saunders models have received considerable attention in the literature. These models have been widely studied and applied to fatigue, but they have also been applied to other areas of the knowledge. In such areas, it is often necessary to model several variables simultaneously. If these variables are correlated, individual analyses for each variable can lead to erroneous results. Multivariate regression models are a useful tool of the multivariate analysis, which takes into account the correlation between variables. In addition, diagnostic analysis is an important aspect to be considered in the statistical modeling. Furthermore, multivariate quality control charts are powerful and simple visual tools to determine whether a multivariate process is in control or out of control. A multivariate control chart shows how several variables jointly affect a process. First, we propose, derive and characterize multivariate generalized logarithmic Birnbaum-Saunders distributions. Also, we propose new multivariate generalized Birnbaum-Saunders regression models. We use the method of maximum likelihood estimation to estimate their parameters through the expectation-maximization algorithm. We carry out a simulation study to evaluate the performance of the corresponding estimators based on the Monte Carlo method. We validate the proposed models with a regression analysis of real-world multivariate fatigue data. Second, we conduct a diagnostic analysis for multivariate generalized Birnbaum-Saunders regression models. We consider the Mahalanobis distance as a global influence measure to detect multivariate outliers and use it for evaluating the adequacy of the distributional assumption. Moreover, we consider the local influence method and study how a perturbation may impact on the estimation of model parameters. We implement the obtained results in the R software, which are illustrated with real-world multivariate biomaterials data. Third and finally, we develop a robust methodology based on multivariate quality control charts for generalized Birnbaum-Saunders distributions with the Hotelling statistic. We use the parametric bootstrap method to obtain the distribution of this statistic. A Monte Carlo simulation study is conducted to evaluate the proposed methodology, which reports its performance to provide earlier alerts of out-of-control conditions. An illustration with air quality real-world data of Santiago-Chile is provided. This illustration shows that the proposed methodology can be useful for alerting episodes of extreme air pollution. / Nas últimas décadas, o modelo Birnbaum-Saunders univariado recebeu considerável atenção na literatura. Esse modelo tem sido amplamente estudado e aplicado inicialmente à modelagem de fadiga de materiais. Com o passar dos anos surgiram trabalhos com aplicações em outras áreas do conhecimento. Em muitas das aplicações é necessário modelar diversas variáveis simultaneamente incorporando a correlação entre elas. Os modelos de regressão multivariados são uma ferramenta útil de análise multivariada, que leva em conta a correlação entre as variáveis de resposta. A análise de diagnóstico é um aspecto importante a ser considerado no modelo estatístico e verifica as suposições adotadas como também sua sensibilidade. Além disso, os gráficos de controle de qualidade multivariados são ferramentas visuais eficientes e simples para determinar se um processo multivariado está ou não fora de controle. Este gráfico mostra como diversas variáveis afetam conjuntamente um processo. Primeiro, propomos, derivamos e caracterizamos as distribuições Birnbaum-Saunders generalizadas logarítmicas multivariadas. Em seguida, propomos um modelo de regressão Birnbaum-Saunders generalizado multivariado. Métodos para estimação dos parâmetros do modelo, tal como o método de máxima verossimilhança baseado no algoritmo EM, foram desenvolvidos. Estudos de simulação de Monte Carlo foram realizados para avaliar o desempenho dos estimadores propostos. Segundo, realizamos uma análise de diagnóstico para modelos de regressão Birnbaum-Saunders generalizados multivariados. Consideramos a distância de Mahalanobis como medida de influência global de detecção de outliers multivariados utilizando-a para avaliar a adequacidade do modelo. Além disso, desenvolvemos medidas de diagnósticos baseadas em influência local sob alguns esquemas de perturbações. Implementamos a metodologia apresentada no software R, e ilustramos com dados reais multivariados de biomateriais. Terceiro, e finalmente, desenvolvemos uma metodologia robusta baseada em gráficos de controle de qualidade multivariados para a distribuição Birnbaum-Saunders generalizada usando a estatística de Hotelling. Baseado no método bootstrap paramétrico encontramos aproximações da distribuição desta estatística e obtivemos limites de controle para o gráfico proposto. Realizamos um estudo de simulação de Monte Carlo para avaliar a metodologia proposta indicando seu bom desempenho para fornecer alertas precoces de processos fora de controle. Uma ilustração com dados reais de qualidade do ar de Santiago-Chile é fornecida. Essa ilustração mostra que a metodologia proposta pode ser útil para alertar sobre episódios de poluição extrema do ar, evitando efeitos adversos na saúde humana.