Interest in the delta operator as a tool in the development of robust approaches to modelling and control has been revived in the last decade, principally following the work of Goodwin (1985). The use of this discrete differential operator provides improved numerical properties particularly when modelling or implementing control at high sampling frequencies or under finite wordlength restraints. The delta operator also provides for the alliance of continuous time designs and discrete time application, linking traditional control theory with modern implementation through digital computing. In this thesis, a delta operator Simplified Refined Instrumental Variable (SRIV) approach to model estimation is employed, together with model order identification tools, to provide delta operator models for use in control and forecasting. The True Digital Control (TDC) design theory is adopted to develop a delta operator Proportional-Integral-Plus (PIP) controller. The construction of realisable control filters enables implementation of the PIP controller, the structure of which can prove operationally significant. A number of refinements to the standard PIP controller are developed and applications are presented for engineering and environmental examples. The development of a recursive delta operator Kalman filter is presented and incorporated within a forecasting framework. The resulting algorithm is applied to historical data to generate real time stochastic forecasts of river flows from an effective rainfall-flow model.

Thesis advisor: Paul Cichello / Migration is becoming increasingly common in the developing world. A growing body of literature seeks to address the effects of migration on the families of migrants; namely, the effects of migration on the children of migrants. This study uses the Indonesia Family Life Survey (IFLS) panel dataset to quantify the long-term impacts of experiencing parental migration as a child (aged 5 to 18) on the income of working Indonesian adults. To address the issue of endogenous migration, the out migration rate of an individual’s birth Kabupaten (Regency) is used as an instrumental variable. The results of this study indicate that the proposed instrumental variable strongly predicts an individual’s parental migration status. However, the wide standard errors on the coefficients of interests prohibit any conclusive remarks to be made on the effects of parental migration on future income. This study illustrates how extensive panel datasets, such as the IFLS, can facilitate analyses on the long-term effects of parental migration. The author recommends further research on the topic of parental migration be performed on other outcome variables such as education, measures of health, and subjective wellbeing. / Thesis (BA) — Boston College, 2021. / Submitted to: Boston College. College of Arts and Sciences. / Discipline: Departmental Honors. / Discipline: Economics.

This thesis is based on three essays. The first chapter analyses the impact of 27 years of civil war in Angola on human capital, expenditures per adult equivalent and fertility. The prediction of the effects of civil war is done through a neoclassical unitary household model in the tradition of Rosenzweig. Using instrumental variable method, this thesis shows that civil war has a negative and disastrous impact in short-term on health of children, this effect is persistent. Civil war has no impact on expenditures per adult equivalent. It increases enrollment and decreases fertility in the short term. The second chapter ofthis thesis analyzes the effectiveness of a social program in a conflict country such as Angola and explores whether this effectiveness depends on the intensity of the conflict. Our identification strategy is based on the political geography of the deployment of the program based on a model of spatial competition of Hotelling. This thesis shows that the Angola Social Fund had a positive impact on expenditures per adult equivalent and on one of the main anthropometric measurements namely the height for age z-score. The program's effectiveness in function to the intensity of the conflict is analyzed using the local instrumental variable estimator. The thesis shows that the program's effectiveness increases with the intensity of the conflict. The last chapter of this thesis analyzes in the case of Cameroon, the impact of teacher training on HIV/AIDS. The two criteria for selecting participating schools, leads us to choose as identification strategy the regression discontinuity design. This thesis shows that 15 to 17 year old girls in teacher training schools are between 7 and 10 percentage points less likely to have started childbearing. For 12 to 13 year old girls, the likelihood of self-reported abstinence and condom use is also significantly higher in treated schools.

Regression models describingthe dependence between a univariate response and a set of covariates play a fundamental role in statistics. In the last two decades, a tremendous effort has been made in developing flexible regression techniques such as generalized additive models(GAMs) with the aim of modelling the expected value of a response variable as a sum of smooth unspecified functions of predictors. Many nonparametric regression methodologies exist includinglocal-weighted regressionand smoothing splines. Here the focus is on penalized regression spline methods which can be viewed as a generalization of smoothing splines with a more flexible choice of bases and penalties. This thesis addresses three issues. First, the problem of model misspecification is treated by extending the instrumental variable approach to the GAM context. Second, we study the theoretical and empirical properties of the confidence intervals for the smooth component functions of a GAM. Third, we consider the problem of variable selection within this flexible class of models. All results are supported by theoretical arguments and extensive simulation experiments which shed light on the practical performance of the methods discussed in this thesis.

Hops are one of the four main ingredients used to produce beer. Many studies have been done to analyze the science behind growing and harvesting hops, creating hop hybrids, and how to brew beer with hops. However, there has been little research done revolving around the economic demand and supply model of the hop market. The objectives of this study are to create an econometric model of supply and demand of hops in the United States from 1981 to 2012, and to identify important exogenous variables that explain the supply and demand of hops using the two-stage least squares (2SLS) method of analysis. Using the 2SLS method, the demand model yielded that the US beer production variable is significant at the 10 percent level. For every 1 percent change in US beer production, there will be a 6.25 percent change in quantity of hops demanded in the same direction. The supply model showed that US acreage is significant at the 1 percent level. For every 1 percent change in US acreage, there will be a 0.889 percent change in quantity of hops supplied in the same direction. The implications of this study are viewed in relation to both producers and consumers.

This thesis is a collection of three articles in applied economics that explore food security and social cohesion among population affected by violence and forced displacement. Chapter II aims at quantifying the effect of violent conflict on food security and dietary quality in Iraq. Specifically, I estimate the effect of physical insecurity on caloric availability and household dietary diversity by using an instrumental variable (IV) approach. Results show that conflict has a positive (negative) effect of on per capita caloric availability (household dietary diversity). The direction of this relationship, although seemingly counterintuitive, is unsurprising given Iraq’s relatively high-income levels and large public food distribution system. Overall, the results suggest that, for countries transitioning to diets high in calories and fat, violent conflict may drive the population towards an unhealthier diet and may thus contribute to the nation’s growing prevalence of nutrition-related non-communicable diseases. In the third Chapter, I use a household dietary diversity score and a food consumption score to measure the effect of structural and physical Israeli settler violence on Palestinian food security in the occupied West Bank. In doing so, I employ a novel instrumental variable which correlates with settlement proximity while remaining exogenous to other confounders. According to the main results, both the presence of settlements and the insecurity they generate have a statistically significant negative effect on food security via continuous violence against Palestinians and their properties. This finding is further supported by a supplemental analysis of two potential underlying mechanisms: access to water and commuting time to the closest food market. The last empirical article in Chapter IV assesses the impact of the Education Program for Syrian Refugees and Host Communities (BILSY) implemented in Turkey. BILSY relied on positive contact to enhance trust and reciprocity among Syrian and Turkish children. Exploiting a unique primary data on Syrian and Turkish children, we1 investigate whether the BILSY program was effective in promoting social cohesion (altruism and trust) among them by running both dictator and trust games. The sample for the study is drawn from the BILSY program participants and it comprises 685 individuals of Turkish and Syrian background aged between 6 and 11 years old. Since all the participants received the treatment at some point, we randomized the time of interview, namely before or after receiving the treatment. We relied on the short length of the activities implemented to mimic a randomized control trial. Our results show that the program does not significantly affect the participants’ decisions during the games, neither towards children of different nationality, nor toward other fellow citizens.

This paper examines the response of Swedish local governments to a targeted intergovernmental stimulus grant aimed at increasing staffing levels in elderly care. The focus is on two key outcomes: municipal elderly care personnel costs relative to total municipal costs and the number of full-time employees in elderly care per elderly user. An OLS regression based on panel data between 2011 and 2018 initially estimates the grant’s spending effects. An instrumental variable (IV) model is then employed to address potential endogeneity, utilizing an update in the grant allocation formula. Both the OLS and IV estimates suggest that the stimulus grant has no discernible effect on the ratio of elderly care personnel costs to total municipal spending. Furthermore, the IV results show insignificant short-run effects on full-time employment in elderly care. However, significant increases are observed three years after the allocation formula update. The overall effects confirm standard economic grant theory predicting how non-matching targeted grants only contribute to an income effect.

This paper uses data from The Survey on Income and Living Conditions (SILC) for year 2013 to estimate the effect of family size on parent's wellbeing. To address the possible endogeneity in family size we use "multiple births" as exogenous origin of variation in family size. First finding shows insignificant effect of the additional child on parent's wellbeing. However, when we examine if the effect of number of children is significantly different for men and for women, we receive significant results. The number of children positively influences mother's wellbeing, but for fathers, there do not exist clear result. Finally, we examine if big family is poor family and our finding reveals, that number of children positively increases income of household. JEL Classification D31, I31, J13 Keywords wellbeing, family size, instrumental variable, income Author's e-mail andrea.havrilova@gmail.com Supervisor's e-mail gebicka@fsv.cuni.cz

O total de gasto social do governo somou cerca de R$800 bilhões em 2009, quase 25% do PIB brasileiro. Dado este volume crescente e expressivo, esta dissertação apresenta uma análise do efeito do gasto social sobre a pobreza no Brasil das três instâncias de governo: federal, estadual e municipal. Para tanto, foram estimados três modelos com dados em painel de 20 anos (1987 a 2009) analisando os gastos estaduais e federais. Adicionalmente, estimou-se o efeito da despesa municipal utilizando dados de 1991, 2000 e 2010 para 5.058 municípios. Procurou-se tratar o viés de simultaneidade entre o gasto do governo e a pobreza aplicando-se o modelo de mínimos quadrados em dois estágios, utilizando variáveis de ideologia política como instrumento. Os resultados mostraram que o gasto das três instâncias de governo tem efeito sobre a queda da pobreza no Brasil. Particularmente, as funções orçamentárias de gasto que apresentaram maior efetividade sobre a queda da pobreza foram: gasto federal e municipal com saúde e saneamento e gastos agregados estaduais e municipais. Analisou-se também o efeito da interação do gasto estadual com dados das condições iniciais de cada estado em 1980 - renda familiar per capita, desigualdade, proporção de pobres, grau de educação e mortalidade infantil. Concluiu-se que tanto as condições iniciais de cada estado como suas características específicas influenciam o grau em que o seu gasto afeta a pobreza. / The total public social spending in Brazil reached about R$800 billion in 2009, almost 25% of Brazilian GDP. Giving this increasing and expressive volume, this dissertation analyzes the effect of the three levels of government social spending on poverty in Brazil - federal, state and municipal. Three models were estimated with a 20 year\'s state panel data (1987 to 2009) analyzing the federal and state spending effect. We also estimated the municipal expenditure effect on poverty using data from 1991, 2000 and 2010 in 5.058 municipalities. The simultaneity bias between government spending and poverty was treated by applying the two stages least squares method, using the political ideology as instrumental variables. The results showed that the spending of the three levels of government reduce poverty in Brazil. Particularly, the spending budget functions with higher effectiveness on reduce poverty are: federal and municipal spending on health and sanitation, state and local aggregated spending. In addition, we also analyzed the effect of the state spending data interacting with its initial conditions in 1980 - per capita income, inequality, poverty, level of education and infant mortality. We concluded that the states initial conditions as well as its specific characteristics influence the extent to which their spending affects poverty.

Angiotensin Converting Enzyme (ACE) inhibitors are one of the recommended prevention therapy for patients with acute myocardial infarction (AMI) in the clinical guidelines. Two types (tissue and non-tissue) of ACE inhibitors are available with huge cost difference but the comparative treatment benefit and risk between them are unclear. The objective of this study was to investigate the comparative treatment effectiveness and safety between tissue and non-tissue ACE inhibitors among elderly patients after AMI. This is a retrospective cohort study with intention to treatment design using Medicare service claims files from 2007 to 2009 with Medicare beneficiaries 65 years or older after the index AMI hospitalization and who survived to discharge between January 1 2008 to December 31 2008 and received ACE inhibitors (N=34,679). Risk adjustment and instrumental variable (IV) analyses were used to investigate comparative treatment effectiveness including AMI, stroke, heart failure requiring hospitalization, all-cause mortality and a composite of the endpoints during the follow-up and the comparative treatment safety - a composite of hyperkalemia and acute renal failure requiring hospitalization during the follow-up. Both the risk adjustment and IV analyses showed no significant differences between tissue and non-tissue ACE inhibitors for the investigated outcomes of the comparative treatment effectiveness and safety in the study cohort. However, subgroup analyses from the IV models showed that tissue ACE inhibitors as compared to non-tissue ACE inhibitors increased the hazard risk by approximately 30% to 60% (p < 0.05) for heart failure requiring hospitalization among the patients with heart failure and reduced hazard risk by approximately 30% to 40% (p <0.05) for AMI among patients without heart failure. In conclusion, though this study did not find significant difference between tissue and non-tissue ACE inhibitors for the comparative treatment effectiveness and safety in the study cohort, considerable comparative treatment effectiveness may exist in the subgroup of patients with and without heart failure in the elderly patients after AMI.