Diante dos problemas econômicos e sociais ocasionados pelo fenômeno da inflação nas últimas décadas, foi instituído, no Brasil, em 1994, o Plano Real, cujo objetivo era controlar os altos níveis de inflação vivenciados nas últimas décadas e alcançar a estabilidade econômica. Nesse contexto, a obrigatoriedade das práticas de correção monetária institucionalizadas foi destituída e institui-se Lei proibindo a publicação de demonstrações contábeis corrigidas. Iniciou-se, então, o processo de desinstitucionalização das práticas contábeis de correção monetária nas empresas brasileiras. Este trabalho teve como objetivo analisar o processo de desinstitucionalização das práticas contábeis de correção monetárias em empresas brasileiras. Os pressupostos teóricos utilizados nesta pesquisa foram baseados na teoria institucional que representa uma abordagem sociológica interpretativa do comportamento humano, que reconhece fenômenos de racionalidade limitada e o caráter político da ação social. Esta abordagem fundamenta-se num modelo político, no qual o comportamento social é pautado pela legitimização e pela conformidade a padrões socialmente impostos pela socialização dos indivíduos, pelos contextos das organizações e pelos mercados. Os modelos utilizados nas análises empíricas foram baseados nas abordagens propostas por Oliver (1992) e DiMaggio e Powell (1983). A estratégia de pesquisa utilizada compreendeu aplicação de questionários e entrevistas numa população de 118 empresas brasileiras, de grande porte, constantes da Revista Exame 500 Maiores Empresas e teve como principais respondentes os contadores e gerentes de controladoria. Foram utilizados a técnica estatística multivariada Análise Fatorial, o teste ANOVA one way e o teste Kruskal-Wallis. Constatou-se que o uso e manutenção das práticas contábeis de correção monetária, no contexto brasileiro, mantêm um relacionamento estreito como fatores isomórficos: coercitivos e normativos. Sendo que as variáveis mais relevantes foram: a) obrigatoriedade imposta pela lei; b) poder institucional das entidades reguladoras; c) regulamentação do governo; e d) recomendações das empresas consultoria e auditoria. Em relação ao grau de influência das pressões políticas, funcionais e sociais no processo de desinstitucionalização destacam: a) diminuição dos índices de inflação na economia; b) mudança das leis sobre publicação; c) declínio da exigência por parte do mercado financeiro; d) custos de manter a prática; e) surgimento de novas tecnologias contábeis; f) níveis de inflação no período (mês e ano); e g) harmonização internacional das práticas contábeis. A estratégia de realizar entrevistas como os gestores das empresas que mantiveram ou ainda mantém a prática contábil de correção monetária representou um recurso de grande utilidade no delineamento do fenômeno pesquisado. Pois possibilitou, basicamente, a triangulação dos resultados. Portanto, a explicação do processo de desinstitucionalização das práticas contábeis de correção monetária é decorrente de uma combinação distinta de fatores institucionais. Sendo que os fatores observados estão aderentes aos pressupostos da teoria institucional e estão em consonância com os resultados das pesquisas realizadas no mercado americano e no Reino Unido. / In face of the economic and social costs caused by inflation in previous decades, Plano Real was brought to being in Brazil in1994. Its aim was to control the existing high inflation rates and reach economic stability. In this scenario, the enforced use of institutionalized inflation adjusted practices was withdrawn and a law is passed to forbid the issuance of adjusted accounting statements. The process of desinstitutionalization of accounting practices then began in Brazilian enterprises. This thesis aimed at analyzing the desinstitutionalization of accounting practices of inflation adjustment in Brazilian enterprises. The theoretical framework used is based on the institutional theory that represents a sociological approach to interpret human behavior; it acknowledges limited rationality phenomena and the political attribute of the social action. This approach is based on a political model in which social behavior is guided by legitimization and compliance to social patterns imposed by the socialization of individuals, by the scenario of enterprises and by the markets. The models used in the empirical analyses were founded on the approaches proposed by Oliver (1992), and DiMaggio & Powell (1983). The research strategy comprised questionnaires and interviews, carried out with a population of 118 enterprises listed among the top 500 according to Revista Exame 500 Maiores Empresas, and the main respondents were accountants and controllership managers. Data Reduction Analysis, ANOVA one way test, and Kruskal-Wallis test were used. Analysis shows that, as for the Brazilian scenario, the use and continuance of inflation-adjusted practices bear close relationship with isomorphic institutional factors: coercive and regulatory. The most relevant variables were: (i) law enforcement; (ii) institutional power of regulatory organizations; (iii) governmental regulation; and (d) advice by consulting and auditing offices. Regarding the level of influence of political, functional and social pressure for the desinstitutionalization, we can emphasize: (a) the decrease of inflation rates in the economy; (b) the changes in laws on disclosure; (c) lack of demand by financial markets; (d) costs to keep the practice; (e) the emergence of new accounting technologies; (f) levels of inflation in the period (month/year), and (g) international harmonization of accounting practices. The strategy of interviewing managers of enterprises that performed or still perform inflation-adjusted practices proved a very useful tool in the characterization of the phenomenon researched. It made the triangulation of results possible. Thus, the explanation of the process of desinstitutionalization of inflation adjustment practices results from a distinct combination of institutional aspects. These adhere to the assumptions of the institutional theory and are in agreement with the results of research carried out in the markets in The USA and The United Kingdom.

Há mais de uma década o controle dos níveis de preço na economia brasileira é realizado dentro do escopo do Regime de Metas de Inflação, que utiliza modelos macroeconômicos como instrumentos para guiar as tomadas de decisões sobre política monetária. Após um período de relativo êxito (2006 - 2009), nos últimos anos apesar dos esforços das autoridades monetárias na aplicação das políticas de contenção da inflação, seguindo os mandamentos do regime de metas, esta tem se mostrado resistente, provocando um debate em torno de fatores que podem estar ocasionando tal comportamento. Na literatura internacional, alguns trabalhos têm creditado aos choques de oferta, especialmente aos desencadeados pela variação dos preços das commodities, uma participação significativa na inflação, principalmente em economias onde os produtos primários figuram como maioria na pauta exportadora. Na literatura nacional, já existem alguns trabalhos que apontam nesta mesma direção. Sendo assim, buscou-se, como objetivo principal para o presente estudo, avaliar como os choques de oferta, mais especificamente os choques originados pelos preços das commodities, têm impactado na inflação brasileira e como e com que eficiência a política monetária do país tem reagido. Para tanto, foi estimado um modelo semiestrutural contendo uma curva de Phillips, uma curva IS e duas versões da Função de Reação do Banco Central, de modo a verificar como as decisões de política monetária são tomadas. O método de estimação empregado foi o de Autorregressão Vetorial com Correção de Erro (VEC) na sua versão estrutural, que permite uma avaliação dinâmica das relações de interdependência entre as variáveis do modelo proposto. Por meio da estimação da curva de Phillips foi possível observar que os choques de oferta, tanto das commodities como da produtividade do trabalho e do câmbio, não impactam a inflação imediatamente, porém sua relevância é crescente ao longo do tempo chegando a prevalecer sobre o efeito autorregressivo (indexação) verificado. Estes choques também se apresentaram importantes para o comportamento da expectativa de inflação, produzindo assim, uma indicação de que seus impactos tendem a se espalhar pelos demais setores da economia. Através dos resultados da curva IS constatou-se a forte inter-relação entre o hiato do produto e a taxa de juros, o que indica que a política monetária, por meio da fixação de tal taxa, influencia fortemente a demanda agregada. Já por meio da estimação da primeira função de reação, foi possível perceber que há uma relação contemporânea relevante entre o desvio da expectativa de inflação em relação à meta e a taxa Selic, ao passo que a relação contemporânea do hiato do produto sobre a taxa Selic se mostrou pequena. Por fim, os resultados obtidos com a segunda função de reação, confirmaram que as autoridades monetárias reagem mais fortemente aos sinais inflacionários da economia do que às movimentações que acontecem na atividade econômica e mostraram que uma elevação nos preços das commodities, em si, não provoca diretamente um aumento na taxa básica de juros da economia. / For more than a decade the control of price levels in the Brazilian economy is conducted within the scope of the regime of inflation targets, which utilizes macroeconomic models as tools to guide decision-making on monetary policy. After a period of relative success (2006 - 2009), in recent years, despite the efforts of monetary authorities in the application of inflation containment policies, following the commandments of the targeting regime, this has proven resilient, causing a debate about factors that may be causing this behavior. In the international literature, some studies have credited to supply shocks, especially those triggered by the change in commodity prices, a significant participation in inflation, especially in economies where the commodities are a large part of export basket. In the Brazilian literature, there are already some studies pointing in the same direction. Therefore, it sought to the main objective of this study to evaluate how supply shocks, more specifically the shocks originated by commodity prices have impacted on Brazilian inflation and how and how efficiently monetary policy of the country has reacted. To this purpose, it estimated a semiestrutural model containing a Phillips curve, an IS curve and two versions of the central bank\'s reaction function, so check how monetary policy decisions are taken. The estimation method used was the Vector autoregression with Error Correction (VEC) in its structural version, which allows a dynamic assessment of interdependence between the variables of the model. By estimating the Phillips curve it was observed that the supply shocks, both commodity as labor productivity and the exchange rate, do not impact inflation immediately, but its relevance is growing over time getting to prevail over the effect autoregressive (index) checked. These shocks also performed important to the inflation expectations, a possible indication that supply shocks may spread over other economic sectors. Through the results of the IS curve noted the strong inter-relationship between the output gap and the interest rate, which indicates that monetary policy, by setting interest rates, strongly influences aggregate demand. Through the estimation of the A reaction function, it was revealed that there is a relevant contemporary relationship between the deviation of expected inflation from the target and the Selic rate, while the contemporary relationship of the output gap over the Selic was proved to be small. Finally, the results obtained with the B reaction function, confirmed that the monetary authorities react more strongly to inflationary signs of the economy than the movements that happen in economic activities and showed that a rise in commodity prices does not lead directly an increase in basic interest rate of the economy.

O distanciamento entre as expectativas públicas e as metas anunciadas pelos formuladores de política econômica gera problemas para a condução das metas ao longo do tempo. Nesse contexto, este trabalho estabelece um modelo prescritivo acerca das variáveis que melhor explicam a credibilidade da política monetária no Brasil durante o período de implementação do regime de metas inflacionárias e nos anos subsequentes (2002-2016). Estudos anteriores nesse campo descreveram somente o comportamento da confiança pública sobre os resultados da política, mas não a atrelaram a variáveis do ambiente macroeconômico. Esse trabalho busca explorar fatores que afetam a credibilidade por parte do público, inclusive a reputação do presidente do Banco Central do Brasil, das metas anunciadas. / The gap between public expectations and targets announced by policymakers creates problems for the achievement of goals over time. In this context, this paper establishes a prescriptive model about the variables that best explain the credibility of monetary policy in Brazil during the period of implementation of the inflation targeting regime and in subsequent years (2002-2016). Previous studies in this field have described only the behavior of public confidence over policy outcomes, but have not linked it to variables in the macroeconomic environment. This paper aims to explore factors that would affect the public\'s credibility, including the reputation of the president of the Central Bank of Brazil, of the announced goals.

O crédito rural desempenhou um relevante papel no desenvolvimento da agricultura brasileira. Apesar disso, a evolução histórica do montante de recursos oficiais destinados aos agricultores mostrou forte decréscimo a partir do final dos anos 70. Uma das causas desta redução foi a presença de subsídio nesta modalidade de financiamento, de forma insustentável diante das restrições da economia brasileira. A literatura apresenta este volume elevado de subsídio como tendo sido buscado intencionalmente pela política em vigor na época. O presente trabalho busca verificar se houve uma política explícita de subsídio via taxa de juros preferenciais ou se, ex-post, ele ocorreu em excesso. A principal indicativa do estudo é a de que o subsídio seria resultado da aceleração não prevista do processo inflacionário no Brasil durante a segunda metade do século passado. A análise deste problema permitirá estudos sobre a política de crédito rural sob uma perspectiva diferente daquela predominante na literatura. Nesta nova perspectiva, os subsídios em excesso seriam, ao menos em parte, resultado da imprevisibilidade e instabilidade do cenário macroeconômico e não um fim claramente buscado pela política de crédito rural no Brasil. Os resultados verificados neste estudo ressaltam esta indicativa de política de crédito subsidiada em decorrência do processo inflacionário não previsto pelas expectativas inflacionárias. As expectativas inflacionárias mostraram-se inferiores em grande parte do período analisado, o que ocasiona uma taxa de juros real inferior a esperada. Pode-se concluir que o programa de crédito rural foi excessivamente subsidiado em virtude do descontrole inflacionário do país. / Rural credit played a relevant role in the development of Brazilian agriculture. However, the historical evolution of the amount of official resources aimed at farmers showed a sharp decrease since the late 1970s. One of the reasons for this reduction was the subside in this type of credit, which became unsustainable before the restrictions of the Brazilian economy. Literature shows that this high subside volume was intentionally provoked by the policy enforced at the time. This work has the objective of verifying whether there was an explicit subside policy via referential interest rates, or it was overpaid ex post. The main indicative of the study is that the overpaid subside is the result of the unpredicted acceleration of the inflationary process in Brazil during the second half of the last century. The analysis of this problem will make it possible for other studies about the rural credit policy to be carried out from a different perspective than the one predominating in literature. In this new perspective, subsides would be at least partly the result of unpredictability and instability of the macroeconomic scenario and not a solution clearly determined by the rural credit policy in Brazil. The results found in this study led to this indicative of subsidized credit policy due to the inflationary process not foreseen by inflation forecasts. Inflation forecasts were lower in most of the analyzed period, provoking a lower interest rate than the one expected. We conclude that the rural credit program was overpaid subsidized due to the uncontrolled inflation in the country.

La présente thèse porte sur « Les Perspectives de Ciblage de l'Inflation dans les Pays de l'UEMOA » dontl'opportunité pourrait être bien saisie à la suite de la nouvelle réforme institutionnelle de l'UMOA et de laBCEAO. Cette réforme doit s'accompagner d'une stratégie opérationnelle explicite dans la mesure où sesinnovations majeures sont très proches d'une politique de ciblage de l'inflation. Pour cela, nous évaluons lapolitique monétaire de la BCEAO axée en partie sur un régime de change fixe depuis les indépendances.Ainsi, après avoir montré la nécessité pour les Banque Centrale d’ancrer les anticipations inflationnistesdans les pays de l'UEMOA et l'apport potentiel de l'annonce d'un objectif d'inflation dans la maîtrise du tauxd'inflation (Chapitre 1), nous montrons que la politique de change fixe n'a pas été à l'origine des tauxd'inflation relativement contenus dans la l'Union, mais pire, elle procure de mauvaises résultats en termesd'une croissance économique élevée et soutenue (Chapitre 2). En cela, nous recommandons pour l’Unionun cadre de type d’une combinaison d’un régime de change intermédiaire et d’une stratégie de ciblage del’inflation. C’est ainsi qu’une cible d’inflation a été déterminée et, elle apparaît différente aussi bien d’un paysà l’autre que de l’objectif de 2% annoncé par le Comité de Politique Monétaire de la BCEAO (Chapitre 3).Nous terminons en déterminant la règle de ciblage d'inflation, et montrons que la meilleure règle optimaleque les autorités monétaires devraient adopter dans un cadre de ciblage de l'inflation concilie l’ancragenominal et la régulation conjoncturelle (Chapitre 4). / This thesis focuses on evaluating the "Prospects of Inflation Targeting in the WAEMU countries" in the wakeof the new institutional reform followed by the WAMU and the BCEAO. This reform must be accompanied byan explicit operational strategy insofar as its major innovations are very close to a policy of inflation targeting.Accordingly, we assess the impact of monetary policy of the BCEAO that focused on fixed exchange ratesince independence. In this respect, we manifest the inability of the fixed exchange rate policy to anchorinflation expectations in the WAEMU countries and the potential contribution regarding the announcement oftarget in controlling inflation (Chapter 1). In addition, we demonstrate, on the one hand, that the fixedexchange rate policy was not the cause of inflation contained in the WAEMU, and on the other, it providespoor results in terms of high and sustained economic growth (Chapter 2). Consequently, we recommend aframework of combination of an intermediate exchange rate regime and an inflation targeting strategy forWAEMU countries. Hence, an inflation target has been determined and it appears to be different from onecountry to another, against the 2% target announced by the Monetary Policy Committee of the BCEAO(Chapter 3). Finally, we define the inflation targeting rule, and show that the best optimal rule that monetaryauthorities adopt in an inflation targeting framework should ideally, reconciles nominal anchor and economicregulation (Chapter 4).

"The stiffness of scaffolds used in surgical ventricular restoration may play an important role in the degree to which they facilitate regeneration of functional cardiac tissue. The stiffness of the scaffold influences the phenotype of cells which are present in it as well as their ability to deform the scaffold. The goal of this study was to evaluate in vitro methods to characterize and alter the stiffness of new scaffold materials. Membrane inflation testing, an in vitro mechanical testing method, was evaluated in this study because of its ease of use and the similar mode of loading which it shares with scaffolds implanted in vivo. The structural stiffness of two scaffold materials, urinary bladder matrix and Dacron, were determined in vivo and using membrane inflation testing. Despite higher tensions and lower area stretch ratios for scaffolds tested using membrane testing, similar changes in structural stiffness between the two materials were found for both methods (5.6 ± 3.3 fold in vivo, 5.0 ± 1.0 in vitro). This finding demonstrated that membrane inflation testing is a useful in vitro method for measuring changes in structural stiffness between scaffold materials with a level of sensitivity similar to that which is measured in vivo. Membrane inflation testing was used to assess the effectiveness of altering scaffold stiffness through exposure to various cell culture conditions. Incubation of a biological membrane in cell culture media resulted in a drastic decrease in the elastic modulus from its initial value (3.55 ± 0.52 MPa) after 2 weeks (1.79 ± 0.30 MPa), 4 weeks (1.04 ± 0.09 MPa), and 10 weeks (0.014 ± 0.01 MPa). When fibroblasts were cultured on the scaffolds for 10 weeks an increase in elastic modulus (0.134 ± 0.05 MPa) over scaffolds incubated in culture media for the same amount of time was observed. The increase in elastic modulus due to the presence of fibroblasts was accompanied by an increase in the percentage of collagen in the samples (54.1 ± 5.1 % without fibroblasts, 83.2 ± 5.1 % with fibroblasts). Contrary to expectation, addition of ascorbic acid to the media to increase production of collagen by the fibroblasts resulted in a decrease in elastic modulus (0.030 ± 0.01 MPa) compared to scaffolds cultured with fibroblasts in standard media and a decrease in the amount of enzymatically degraded collagen (40.8 ± 4.7 % without ascorbic acid, 21.1 ± 3.3 % with ascorbic acid). Regeneration of cardiac tissue after a myocardial infarction is a complicated process which is influenced by a myriad of different factors. Future studies investigating the exact role which substrate stiffness has on regeneration will be essential to the development of improved cardiac scaffolds. Characterization of the stiffness of these scaffolds by membrane inflation and manipulation through exposure to cell culture conditions are powerful approaches to facilitate future studies."

Within the inflationary paradigm, our patch of the universe near the end of inflation is highly homogeneous and isotropic as necessitated by cosmic microwave background observations. This patch, however, is also in a cold and non-thermal state. A successful model of an inflationary primordial universe should account for how the universe transitioned from an inflationary to a radiation-dominated, hot, thermal phase required for the production of light elements via big-bang nucleosynthesis. It is desirable for such a model also to include a mechanism for the generation of the observed matter-antimatter asymmetry and perhaps a primordial mechanism for the generation of cosmic magnetic fields. The transition from an inflationary to a radiation-dominated, thermal phase (reheating) is likely to be phenomenologically rich. Reheating could include explosive particle production and various other non-perturbative, non-linear and non-equilibrium phenomena. Reheating can leave its own observational signatures in the form of gravitational waves and non-Gaussianities. Importantly, reheating can also affect the observational predictions of the preceding phase of inflation. Reheating remains an active field of research, with significant gaps in our understanding of the process. This thesis is an attempt to improve our understanding of the period following inflation, including reheating, through an exploration and analysis of realistic post-inflationary models with the aid of detailed numerical simulations. The focus of the studies is on aspects of the models with potential observational implications. In Part I of this thesis, we provide an overview of inflation and its end, concentrating on our current understanding of reheating and the challenges we face in trying to constrain reheating observationally. In Part II, we consider the post-inflationary expansion history in a broad class of observationally-favoured single-field models of inflation. Generally, the ambiguity in the expansion history of reheating can cause significant uncertainty in predictions for inflationary observables such as the spectral index, n_s, and the tensor-to-scalar ratio, r. The work in this part considers the full non-linear evolution of the inflaton during the initial stages of reheating and places bounds on the post-inflationary expansion history when perturbative couplings of the inflaton to other relativistic fields are included. In Part III, we investigate non-perturbative particle production and non-linear dynamics after inflation in models where the inflaton is charged under global/local symmetries. We first explore the effects of the non-linear inflaton dynamics for the generation of matter-antimatter asymmetry in the case where a global U(1) symmetry of the inflaton is weakly broken. We find a parameter range in which the model successfully predicts the observed baryon-to-photon ratio. We then consider the particle production during and after inflation in models with a charged inflaton under Abelian, U(1), and non-Abelian, SU(2) and U(1) x SU(2), gauge symmetries. Finally, we present a novel algorithm for evolving the full set of coupled, non-linear equations describing the U(1) charged inflaton and accompanying gauge fields on a lattice in an expanding universe. The novel feature here is that the gauge constraints are satisfied to machine precision when the gravitational dynamics are self-consistently included at the background level, and there are no restrictions on the order of the time-integrators.

The inflationary ΛCDM cosmology currently provides an accurate description of the Universe. It has been tested using several observational techniques over a wide redshift range, and it provides a good fit to most of them. In addition, it is a surprisingly economical model, requiring only six parameters to characterize the background cosmology and its fluctuations. In this model, the Universe is dominated by a cosmological constant Λ driving an accelerated expansion, and by cold dark matter. The strongest constraints on parameters to date come from observations of the temperature and polarization anisotropies of the cosmic microwave background measured by the Planck satellite. There are, however, indications of features in the Planck power spectra, possible differences with high redshift ground-based CMB experiments, and 'tensions' between Planck and low redshift measurements of the Hubble constant and weak gravitational lensing. In this thesis, we review possible tensions and extensions to the Planck cosmology, at both high and low redshifts. We begin with the high redshift analysis, using the Planck data to test models which introduce oscillatory features in the primordial power spectrum. We also study possible departures from slow roll inflation using the generalized slow-roll formalism, which allows for order unity deviations. Although we find models which give marginal improvements on the temperature or polarization power spectra, the combination of temperature and polarization is found to be consistent with a featureless power-law primordial spectrum. We then focus on measurements of the polarized CMB sky by the South Pole Telescope collaboration, who report tension between their measurements and the ΛCDM cosmology and with the cosmological parameters determined by Planck. We find evidence of a high χ2 in the SPTpol spectra which is unlikely to be cosmological. We report consistency between the Planck and SPTpol polarization spectra over the multipoles accessible to Planck (l ∼< 1500). We then investigate tension at low redshifts. We begin with weak gravitational lensing in which a number of surveys have suggested that the amplitude of the fluctuation spectra is lower than the Planck value. We review the small-angle approximations commonly used in galaxy weak lensing analyses and their effect on cosmological parameters. We find that these approximations are perfectly adequate for present and near future experiments. We find internal inconsistencies in the recent KiDS-450 analysis involving photometric redshifts and the KiDS covariance matrix at large scales. Finally, we investigate the difference between measurements of the present day expansion rate of the Universe. We apply a novel parameterization of the inverse distance ladder to determine the present date value of the Hubble parameter H0, which assumes General Relativity but makes no further assumptions about systematic errors or the nature of dark energy. Our analysis uses baryon acoustic oscillation data and Type Ia Supernovae to constrain the expansion history assuming a value of the sound horizon determined from the CMB. Our results are in tension with recent direct determinations of H0. We conclude that this tension, if real, cannot be solved by modifications of the ΛCDM model at late times. Instead, we would require a modification of the theory at early times which reduces the sound horizon. We conclude that at this time there is no compelling evidence that conflicts with the ΛCDM cosmology either at low or at high redshifts.

Information about the very early universe can be accessed from observations of the cosmic microwave background (CMB) radiation and the later formation of large-scale structure (LSS) that are produced from cosmological perturbations of the early universe. The most developed theoretical explanation for the origin of these perturbations is the theory of inflation, in which the early universe undergoes a period of accelerated expansion, amplifying quantum fluctuations to macroscopic size, which act as the seeds for the CMB anisotropies and the cosmic web of the LSS. The work in this thesis aims to connect the theory of inflation to properties of these observables in a highly detailed way, suitable for future high-precision astronomical surveys. After some introductory review chapters, we begin with new research on a study of inflation from string theory, deriving an observably-large value of the tensor-to-scalar ratio, which had been previously difficult to achieve theoretically. The next study investigates the link between the observed CMB power asymmetry and non-Gaussianity, including a novel non-zero value for the trispectrum. Next we study soft limits of non-Gaussian inflationary correlation functions, focussing first on the squeezed limit of the bispectrum and then generalizing to soft limits of higher-point correlation functions, giving results valid for multi-fi eld models of inflation.

Thesis. 1975. Ph.D.--Massachusetts Institute of Technology. Dept. of Economics. / Vita. / Bibliography: leaves 337-347. / Ph.D.