The work presented in this dissertation is the first numerical investigation conducted to study leading edge film cooling with Large Eddy Simulation (LES). A cylindrical leading edge with a flat after-body represents the leading edge, where coolant is injected with a 30Ë compound angle. Three blowing ratios of 0.4, 0.8, and 1.2 are studied. Free-stream Reynolds number is 100,000 and coolant-to-mainstream density ratio is unity. At blowing ratio of 0.4, the effect of coolant inlet condition is investigated. Results show that the fully-turbulent coolant jet increases mixing with the mainstream in the outer shear layer but does not influence the flow dynamics in the turbulent boundary layer at the surface. As a result, the turbulent jet decreases adiabatic effectiveness but does not have a substantial effect on the heat transfer coefficient. At B.R.=0.4, three types of coherent structures are identified which consist of a primary entrainment vortex at the leeward aft-side of the coolant hole, vortex tubes at the windward side of the coolant hole, and hairpin vortices typical of turbulent boundary layers produced by the turbulent interaction of the coolant and mainstream downstream of injection. At B.R. = 0.8 and 1.2, coherent vortex tubes are no longer discernable, whereas the primary vortex structure gains in strength. In all cases, the bulk of the mixing occurs by entrainment which takes place at the leeward aft-side of the coolant jet. This region is characterized by a low pressure core and the primary entrainment vortex. Turbulent shear interaction between coolant jet and mainstream increases substantially with blowing ratio and contributes to the dilution of the coolant jet. As a result of the increased mixing in the shear layer and primary structure, adiabatic effectiveness decreases and heat transfer coefficient increases with increase in blowing ratio. The dissertation also investigates the deposition and erosion of Syngas ash particles in the film cooled leading edge region. Three ash particle sizes of 1, 5, and 10 microns are investigated at all blowing ratios using Lagrangian dynamics. The 1 micron particles with momentum Stokes number St = 0.03 (based on approach velocity and cylinder diameter), show negligible deposition/erosion. The 10 micron particles, on the other hand with a high momentum Stokes number, St = 3, directly impinge and deposit on the surface, with blowing ratio having a minimal effect. The 5 micron particles with St=0.8, show the largest receptivity to coolant flow and blowing ratio. On a mass basis, 90% of deposited mass is from 10 micron particles, with 5 micron particles contributing the other 10%. Overall there is a slight decrease in deposited mass with increase in blowing ratio. About 0.03% of the total incoming particle energy can potentially be transferred as erosive energy to the surface and coolant hole, with contribution coming from only 5 micron particles at B.R.=0.4 and 0.8, and both 5 and 10 micron particles at B.R.=1.2. / Ph. D.

Coal gasification and combustion can introduce contaminants in the solid or molten state depending on the gas clean up procedures used, coal composition and operating conditions. These byproducts when combined with high temperatures and high gas stream velocities can cause Deposition, Erosion, and Corrosion (DEC) of turbine components downstream of the combustor section. The objective of this dissertation is to use computational techniques to investigate the dynamics of ash deposition in a leading edge vane geometry with film cooling. Large Eddy Simulations (LES) is used to model the flow field of the coolant jet-mainstream interaction and the deposition of syngas ash in the leading edge region of a turbine vane is modeled using a Lagrangian framework. The three row leading edge vane geometry is modeled as a symmetric semi-cylinder with a flat afterbody. One row of coolant holes is located along the stagnation line and the other two rows of coolant holes are located at ±21.3° from the stagnation line. The coolant is injected at 45° to the vane surface with 90° compound angle injection. The coolant to mainstream density ratio is set to unity and the freestream Reynolds number based on leading edge diameter is 32000. Coolant to mainstream blowing ratios (B.R.) of 0.5, 1.0, 1.5, and 2.0 are investigated. It is found that the stagnation cooling jets penetrate much further into the mainstream, both in the normal and lateral directions, than the off-stagnation jets for all blowing ratios. Jet dilution is characterized by turbulent diffusion and entrainment. The strength of both mechanisms increases with blowing ratio. The adiabatic effectiveness in the stagnation region initially increases with blowing ratio but then generally decreases as the blowing ratio increases further. Immediately downstream of off-stagnation injection, the adiabatic effectiveness is highest at B.R.=0.5. However, in spite of the larger jet penetration and dilution at higher blowing ratios, the larger mass of coolant injected increases the effectiveness with blowing ratio further downstream of injection location. A novel deposition model which integrates different sources of published experimental data to form a holistic numerical model is developed to predict ash deposition. The deposition model computes the ash sticking probabilities as a function of particle temperature and ash composition. This deposition model is validated with available experimental results on a flat plate inclined at 45°. Subsequently, this model was then used to study ash deposition in a leading edge vane geometry with film cooling for coolant to mainstream blowing ratios of 0.5, 1.0, 1.5 and 2.0. Ash particle sizes of 5, 7, 10μm are considered. Under the conditions of the current simulations, ash particles have Stokes numbers less than unity of O(1) and hence are strongly affected by the flow and thermal fields generated by the coolant interaction with the main-stream. Because of this, the stagnation coolant jets are successful in pushing and/or cooling the particles away from the surface and minimizing deposition and erosion in the stagnation region. Capture efficiency for eight different ash compositions are investigated. Among all the ash samples, ND ash sample shows the highest capture efficiency due to its low softening temperature. A trend that is common to all particle sizes is that the percentage capture efficiency is least for blowing ratio of 1.5 as the coolant is successful in pushing the particles away from the surface. However, further increasing the blowing ratio to 2.0, the percentage capture efficiency increases as more number of particles are transported to the surface by strong mainstream entrainment by the coolant jets. / Ph. D.

Existing literature about women in positions of power and leadership is extensive and varied, including popular sectors such as finance, politics, and education. However, previous work has only focused on higher education and homogenized female leadership experience. One of the main issues in our knowledge of female leadership is the lack of diverse perspectives and experiences. This failure to recognize differences among women gives an inaccurate whole picture of how women lead within different contexts. Therefore, using the Ethics of Care as the guiding conceptual framework and social constructivism as its worldview, this narrative inquiry critically examined and concurrently discovered the lived experiences of four Trinidadian women of color who previously held a principal leadership position earlier in their lives. More specifically, the participants were retired primary and secondary school principals representing varying locations across the Caribbean island. Assuming the position of storyteller, participants narrated their approach to leading as storied descriptions of their lived experiences to the researcher. The findings of this study support existing literature on gender inequality female leaders often confront in their workplace and the emotional labor they engage in. The findings also indicated that participants tended to practice transformative leadership. Most importantly, the findings also highlighted existing class-based bias related to colonialism and patriarchal norms. This study contributes to the overall understanding of leadership experiences of Caribbean women of color and adds to the limited literature on this topic within the Caribbean region. Lastly, the findings of this study can support further extensive research on this group of leaders and perhaps inform policies and practices of the Ministry of Education of the Republic of Trinidad and Tobago / Graduate

The purpose of this research study was to assess the control function of social work managers. The basic focus of the study is on how they perceive this management function of control as they exercise it, as well as how it is exercised to them. Out of two research methods that one can choose from, namely quantitative and qualitative, the quantitative was chosen as the relevant one to use because of the specific close-ended questions that were to be answered by respondents regarding the exercise of control as a management function. Out of twenty five (25) questionnaires, an analysis of data was done on twenty (N = 20), because that was the original target and the five were just distributed in case some could not answer for whatever reason. The findings and responses from the respondents were analysed and interpreted to meet the main objectives of the study. / Die doel van hierdie studie was om vas te stel wat die kontrole funksie van ’n maatskaplikewerk-bestuurder is. Hierdie studie is gefokus op hoe die bestuursfunksie beleef word soos dit beoefen word. Van die twee navorsingsmetodes waaruit gekies kan word, naamlik kwalitatief en kwantitatief, is daar besluit dat die kwantitatiewe metode meer relevant sal wees omdat dit spesifieke geslote vrae vra wat ingestel is op die bestuursfunksie van kontrole. Uit die 25 vraelyste is die data van 20 (N = 20) vraelyste ontleed, aangesien dit die aanvanklike teiken was. Daar is 5 ekstra uitgedeel net ingeval daar persone sou wees wat nie die vraelys kon voltooi nie. Die bevindinge en reaksie van die 20 ondervraagdes is ontleed en geïnterpreteer om die basiese doel van die studie te bereik. / Social Work / M. Diac. (Social Work)

本研究旨在探討國民中學校長透明化優勢領導與學校混沌動力系統之間的關係。除探討國民中學校長透明化優勢領導、學校混沌動力系統的內涵及現況，瞭解教育人員人口變項及學校背景變項在校長透明化優勢領導及學校混沌動力系統得分的差異情形外，亦分析校長透明化優勢領導與學校混沌動力系統之相關程度，並探討校長透明化優勢領導對學校混沌動力系統的預測情形。 本研究係以台灣地區之國民中學教育人員為研究對象，以「國民中學校長透明化優勢領導與學校混沌動力系統調查問卷」為工具進行研究，內含基本資料、國民中學校長透明化優勢領導問卷及學校混沌動力系統問卷三部分，具有良好的信度、效度。正式施測有效樣本502位，分別以描述分析、t考驗、變異數分析、積差相關分析、多元逐步迴歸分析等統計方法進行分析，並得到以下數項結論： 一、國民中學教育人員在知覺「校長透明化優勢領導問卷」的總得分上，屬於中上程度，在各向度之得分中，以「誠實至上」最高，最低則是「勇於認錯」。國民中學教育人員在「學校混沌動力系統問卷」的總得分上，亦屬於中上程度，在各向度之得分中，以「回饋機制」最高，最低則是「亂中求序」。 二、教育人員人口變項與學校背景變項中，性別、年齡、服務年資、職務及區域在校長透明化優勢領導問卷上，均具有顯著差異，僅學歷無顯著差異。 三、教育人員人口變項與學校背景變項中，性別、年齡、服務年資、職務及區域在學校混沌動力系統問卷上，均具有顯著差異，僅學歷無顯著差異。 四、教育人員知覺校長透明化優勢領導問卷之得分中，低、中、高三組在整體學校混沌動力系統及學校混沌動力系統各向度上，均有顯著差異；同時，不論在整體學校混沌動力系統或各向度的得分上，高分組均顯著優於中、低分組；中分組顯著優於低分組。 五、校長透明化優勢領導及各向度，與學校混沌動力系統及各向度間呈現出顯著的正相關，亦即教育人員知覺校長透明化優勢領導行為愈高，則校長經營學校混沌動力系統之能力也愈佳。 六、在探討校長透明化優勢領導各向度中，以鼓勵讚賞、傳達警訊、信守承諾、勇於認錯、卸下防禦及沈著鎮靜等六者對學校混沌動力系統之聯合預測力最佳，尤以鼓勵讚賞最具有預測力。 最後，本研究擬根據上述研究結果進行分析討論，以形成結論及建議，並提供教育行政機關、國民中學校長及未來相關研究之參考。 / The purposes of this study were to explore relationships between principal's transparency edge leading and chaotic dynamical system in junior high school. The fist were to explore the reality for principal's transparency edge leading and chaotic dynamical system in schools. Secondary, the researcher also investigated the differences of school staff’s demographic variables and schools' background variables among principal's transparency edge leading and chaotic dynamical system in schools. Thirdly, to analyze the relationships among principal's transparency edge leading and chaotic dynamical system in schools. Finally, to explore predictive power of principal's transparency edge leading on chaotic dynamical system in schools. This study employed the survey method. The subject were 502 educational staff randomly sample from 70 junior high schools in Taiwan island. Data were analyzed using the method of descriptive and inferential statistics, included Frequencies, t-test, ANOVA, Correlation analysis, and Multiple stepwise regression analysis. The major findings were： 1. There is above average perception for principal's transparency edge leading and chaotic dynamical system in schools among the junior high school staff. 2. Significant difference existed among the gender, age, seniority, position, and district for principal's transparency edge leading. 3. Significant difference existed among the gender, age, seniority, position, and district for chaotic dynamical system in schools. 4. Significant difference existed among low, middle, and high teachers' perception of principal's transparency edge leading for chaotic dynamical system in schools. 5. Significant positive correlation between principal's transparency edge leading and chaotic dynamical system in schools. 6. In regression forecast of principal's transparency edge leading to chaotic dynamical system in schools, especially the variable of “encouragement and applause” has the biggest predictability. Based on the results of this study, to make some suggestions for educational administration, the junior high school principals and future study.

本文之研究目的希望透過銀行業經理人工作現況與工作條件之經驗，探求經理人的契約關係，及其工作權益保障之討論。在研究方法上，一方面先以文獻探討開展，一方面以實務訪談的方式，觀察銀行經理人具備勞工「從屬性」之有無與程度與銀行經理人實際遭遇到何種工作權益的問題，將實務研究發現加以統整，以銀行業的訪談經驗作為其「從屬性」與「裁量自由」加以分析，希望逐步釐清我國經理人之概念及其契約結構，探求是否有其他勞務性契約之適用可能。 我國經理人契約通說係為委任契約類型，經理人之工作保障不受勞動法令的保障。實務上，勞工轉換為經理人身份時，經民法、公司法法定程序任命，即從勞動契約關係轉換為委任契約關係，在為有法令的保障下，常發生因身份轉換，導致許多勞動權益的喪失，衍生退休年資的消滅、團結權資格的喪失及工作權隨時喪失等問題。 本文從「人格從屬性」相關的四個面向（工作時間、接受指示調派、接受考核及接受懲戒）觀察銀行分行經理及總行部處首長等經理人，採以「上、下位標準認定」方式，再結合其經濟從屬性及事務處理自由程度等具體事項，綜合分析後發現這些公司法經理人不但具一定程度的從屬性，事務處理的自由亦為受限，理當可以視為勞工身份。此外，本文亦發現近年司法機關針對勞工行政主管機關過去所採以經公司法程序之形式認定方式，出現突破性之看法，認為此法定任命程序，僅為進用方式，無法憑單一方式即認定這些經理人之契約關係為委任契約，而排除於勞動法令之適用範圍。 以德國的經驗，發現德國將經理人之概念再細分為獨立經理人與經理人員（Leading Officer），雖然德國法制承認經理人員確實與一般勞工在地位、組織利益關係常有所衝突之處，然仍將其視為「勞工」身份，享有勞動權益的保障，於特別法令上，再與一般勞工有所區分，在企業內部另組利益團體或工會，可與雇主進行協商。反觀我國經理人之範疇含括了獨立經理人與經理人員之概念，而我國大部分經公司法任命之經理人皆與經理人員的性質相符，實有討論納入勞動法令的意義，值得我國法令省思。 結論對於經理人的組織定位、基礎契約關係有更深入探討分析，期待我國有一套客觀地認定勞工身份之方式，並提出我國勞動法應獨立於其他商事法令，針對經理人員等特殊身份的勞動者，重新思考其契約關係，訂定有更為詳細的定義，確保勞工升遷中，仍得維護自身工作權益，使職涯生活能夠多一層保障。

Le développement de systèmes de propulsion alternatifs aux turboréacteurs actuels constitue un axe de recherche important dans le contexte aéronautique. L’open-rotor, moteur à hélices contrarotatives, constitue une piste sérieuse car il permet à la fois de réduire fortement la consommation de carburant et les émissions de gaz. Toutefois, les émissions sonores restent un défi pour ce type d’architecture, notamment du fait de l’absence de carénage. La compréhension des sources acoustiques et leur prévision est nécessaire afin de pouvoir, par la suite, réduire le bruit de ces moteurs. Les écoulements d’un doublet d’hélices contrarotatives sont complexes, en particulier pour l’hélice aval qui constitue l’axe d’étude de la thèse. Le travail présenté est dédié à une étude numérique, expérimentale et analytique et intervient dans le cadre de la chaire industrielle ADOPSYS entre Safran Aircraft Engines et l’Ecole Centrale de Lyon. L’objectif de ce travail est double. Il s’agit d’une part de réaliser une campagne expérimentale afin d’observer et de mieux comprendre le comportement de l’écoulement et de l’acoustique d’une pale en flèche, notamment en réponse à la présence d’un tourbillon de bord d’attaque. Un second objectif de la thèse était de constituer une base de données afin de comparer les prévisions obtenues avec un modèle analytique. Une méthode de calcul semi-analytique de la réponse aéroacoustique d’une pale aval en réponse à une excitation provenant de l’amont et prenant en compte les effets de charge et de géométrie a été développée. Une étude numérique d’un doublet d’hélices contrarotatives a servi de base à la définition de la géométrie de pale utilisée pendant l’étude. Celle-ci a été définie de façon à observer un tourbillon de bord d’attaque pour certains angles d’incidence. La maquette a ensuite été placée dans une soufflerie anéchoïque de l’Ecole Centrale de Lyon afin de réaliser une étude paramétrique. Des visualisations par enduit visqueux et des mesures de pression pariétale permettent de rendre compte de la présence du tourbillon de bord d’attaque à certains angles d’incidence. L’étude des spectres en champ lointain permet de distinguer un comportement en trois régimes, associés aux trois comportements du tourbillon de bord d’attaque. Des mesures de localisation de sources permettent de corroborer ces observations. Des prévisions analytiques du bruit émis par la pale et se basant sur le modèle d’Amiet ont également été réalisées. Dans un premier temps, les effets de la flèche sont pris en compte dans le modèle et celui-ci est alors appliqué à la pale de l’étude. Une meilleure adéquation des résultats est alors trouvée quand les effets de flèche sont pris en compte, en particulier dans les directions perpendiculaires à la pale. Le modèle est ensuite étendu afin de prendre en compte les effets de la jonction en pied de pale. Cette partie est exploratoire et le développement reste à approfondir. Un complément à l’expérience a consisté en l’étude de l’impact de sillages défilants sur la pale. Un système de barreaux rotatifs permet de générer des sillages périodiques représentatifs d’une interaction de sillages rotor-rotor. Les mesures réalisées montrent le comportement quasi-stationnaire du tourbillon. / The development of alternative propeller systems to turbojets is a main issue for research in the current context of aeronautical transport. Counter rotating open rotors are a candidate solution because they allow reduction of fuel consumption and gas emission. However, noise emissions are still a challenge for these types of configuration, in particular because they cannot benefit from the nacelle and the liners currently used in turbojet. The understanding of acoustic sources and their prediction is necessary in order to be able to reduce noise emission in the near future. Flows in an open-rotor are complex, in particular for the downstream propeller which is the subject of this approach.This work based on a numerical, experimental and analytical study and takes part in the ADOPSYS chair between Safran Aircraft Engines and l’Ecole Centrale de Lyon. This PhD has two main goals. The first one is to complete an experimental study in order to elucidate the behavior of the flow on a swept airfoil and the resulting acoustics, with a possibly developing leading-edge vortex. The measurements will be a data base for further comparison with analytical prediction. The second objective of the PhD consists in developing a semi-analytical modeling of the noise emitted by an airfoil in response to an incoming perturbation, taking into account the loading and geometry effects. A numerical study of a full counter-rotating system was used as a basis for designing the investigated airfoil. The latter was designed so that a leading-edge vortex could be formed on the surface for some angles of attack. The mock-up was then tested in an anechoic wind tunnel of Ecole Centrale de Lyon for various sets of parameters. Flow visualization and wall-pressure measurements indicated the presence of the leading-edge vortex for some angles of attack. The far-field measurements indicated three acoustic regimes, which can be associated with three behaviors of the leading-edge vortex. Source localization measurements corroborate these observations. Analytical predictions of the noise emitted by the airfoil and based on Amiet’s model were also performed. Firstly, the sweep angle is taken into account in the model. Secondly it is applied to the studied airfoil. A better match of the results is found when the sweep is considered, in particular in the perpendicular directions. The model in then extended in order to include the wall-junction. This part is exploratory and should be further developed. Finally, a complementary experimental investigation of the impingement of periodic wakes on the airfoil has been performed, using a system made of rotating bars, mimics true wake interactions. The measurements suggest that the leading-edge vortex has a quasi-steady behavior.

O regime de altas energias (pequeno x de Bjorken) da Cromodinâmica Quântica (QCD) tem sido intensamente investigado através de experimentos de colisões em altas energias. Neste regime, espera-se que efeitos não lineares determinem o comportamento dinâmico do conteúdo de quarks e glúons no interior dos hádrons. Como uma consequência da dinâmica não linear, espera-se que o crescimento da distribuição de pártons sature. A descrição do regime de saturação é dada pelo Condensado de Vidros de Cor (CGC), que é uma teoria efetiva que descreve a QCD em altas energias. A saturação desempenha um papel fundamental no espalhamento difrativo profundamente inelástico, dada a forte dependência deste processo na distribuição de glúons. Como um exemplo de um processo difrativo exclusivo, temos a produção de mésons vetoriais. Um outro processo interessante é a produção de nêutrons dominantes. Apesar de mais de dez anos de intensos esforços teóricos e experimentais, a distribuição em momento de Feynman de um nêutron dominante continua sem uma descrição teórica satisfatória. Recentemente o HERA divulgou dados precisos de produção de nêutron dominante em altas energias. Os dados são de processos semi-inclusivos e de processos difrativos exclusivos (produção de méson rho). Nesta tese nós propomos um modelo unificado para descrever os dados do HERA de produção de nêutrons dominantes em processos semi-inclusivos e exclusivos. Para isso, utilizamos o formalismo de dipolo de cor, levando em conta os efeitos de saturação partônica. Atualmente não há colisor elétron-próton operando para testar a robustez do nosso modelo em relação a um conjunto de dados mais amplo. Uma alternativa para o estudo da produção de nêutron dominante nos colisores hadrônicos atuais são os processos fotoinduzidos, que ocorrem em colisões ultraperiféricas. Nós também estudamos a produção exclusiva de méson vetorial associada a nêutrons dominantes em interações fóton-próton que acontecem em colisões próton-próton e próton-núcleo nas energias do RHIC e LHC. / The regime of high energies (small Bjorken-x) of quantum chromodynamics (QCD) has been intensively investigated in experiments at high-energy collisions. In this regime it is expected that nonlinear effects determine the dynamic behavior of quarks and gluons inside the hadrons. As a consequence of the nonlinear dynamics, it is expected that the growth of the parton distribution saturate. The description of the saturation regime is given by the Color Glass Condensate (CGC), which is an effective theory which describes the QCD at high energies. The saturation plays a key role in diffractive deep inelastic scattering, given the strong dependence of this process in the gluon distribution. As an example of an exclusive diffractive process, we have vector meson production. Another interesting process is leading neutron production. In spite of more than ten years of intense experimental and theoretical efforts, the Feynman momentum distribution of leading neutrons remains without a satisfactory theoretical description. Very recently, high precision data on leading neutrons produced in electron-proton reactions at HERA at high energies became available: data on the inclusive process and the exclusive diffractive process (rho meson production). In this text we have proposed a unified model to describe the HERA data of inclusive and exclusive leading neutron production. To achieve this goal, we have used the color dipole formalism with the contribution of gluon saturation effects. Nowadays there is no electron-proton collider running to check some of our predictions. An alternative for the study of leading neutron production at hadronic colliders are the photon-induced processes, which occur in ultraperipheral collisions. We also consider exclusive vector meson production in association with a leading neutron in photon-proton interactions that take place in proton-proton and proton-nucleus collisions at RHIC and LHC energies.

Submitted by Maicon Juliano Schmidt (maicons) on 2015-07-06T14:25:22Z No. of bitstreams: 1 Gustavo Jose Schuck.pdf: 1176134 bytes, checksum: 0a06b537ba55c68822649108c9e9d315 (MD5) / Made available in DSpace on 2015-07-06T14:25:23Z (GMT). No. of bitstreams: 1 Gustavo Jose Schuck.pdf: 1176134 bytes, checksum: 0a06b537ba55c68822649108c9e9d315 (MD5) Previous issue date: 2012-07-26 / Nenhuma / O interesse e, especialmente, a necessidade da atual economia global em entender o presente e antecipar o futuro, mesmo que no curto prazo, torna o estudo da previsão cíclica e, consequentemente, dos indicadores antecedentes de extrema importância. Dessa forma, este trabalho tem como objetivo a criação de três indicadores antecedentes compostos para a Produção Física da Agroindústria no Brasil, com horizonte de previsão entre 2 e 4 meses, 5 a 8 meses e 9 a 12 meses, respectivamente nomeados de Curto, Médio e Longo prazo. Para tanto, foi feito um levantamento do estado atual da arte, principalmente da produzida para o Brasil. Introdutoriamente, é apresentado o conceito de ciclo e indicadores antecedentes, como a justificativa e importância desse tema. Então, é feito um levantamento da literatura sobre ciclos, abordando publicações seminais, como Burns e Mitchell (1946), e a atual discussão entre ciclos econômicos e ciclos de crescimento. Após, abordo o conceito de indicadores antecedentes, sua origem, principais métodos utilizados e trabalhos atuais sobre o tema. Por fim, é construída uma metodologia, baseada no modelo proposto em OECD (2008) com adição de modelos VAR, Causalidade de Granger e Probit, sendo testada e avaliada para as informações mensais da Produção Física da Agroindústria no Brasil e outras 421 séries candidatas a antecedentes, no período entre janeiro de 1995 e dezembro de 2011. Conclui-se positivamente no que se refere à possibilidade de criação de indicadores antecedentes compostos, seja de curto, médio ou longo prazo, para Agroindústria brasileira. / The interest and especially the need of today's global economy to understand the present and anticipate the future, even in the short term, makes the study of cyclical forecasting and the leading indicators of extreme importance. Thus, this study aims to create three composite leading indicators for GDP of the Brazilian Agribusiness, with the forecast horizon between 2-4 months, 5-8 months and 9-12 months respectively named short, medium and long term. For this purpose, a survey was made of the current state of the art, mainly produced in Brazil. Introductorily, we present the concept of the cycle and leading indicators, as the justification and importance of this issue. Then, a survey of the literature on business cycles, addressing seminal publications such as Burns and Mitchell (1946), and the current discussion between business cycles and growth cycles. By then, it was mentioned the concept of leading indicators, its origin, the main methods used and current work on the subject. Finally, we built a methodology, based on the model proposed in OECD (2008) with addition of VAR models, Granger Causality and Probit. Being tested and evaluated, for the monthly information of physical production of Agribusiness in Brazil and other 421 series candidates as leading indicators, for period between January 1995 and December 2011. Completing positively to the possibility of creating composite leading indicators, whether short, medium or long term, for Brazilian Agribusiness.

Submitted by Silvana Teresinha Dornelles Studzinski (sstudzinski) on 2016-05-16T18:21:41Z No. of bitstreams: 1 Marcus Vinícius de Souza Almeida Conceição_.pdf: 1027394 bytes, checksum: ec1fa126f0db08777cb3c87ff8bdd7bd (MD5) / Made available in DSpace on 2016-05-16T18:21:41Z (GMT). No. of bitstreams: 1 Marcus Vinícius de Souza Almeida Conceição_.pdf: 1027394 bytes, checksum: ec1fa126f0db08777cb3c87ff8bdd7bd (MD5) Previous issue date: 2016-02-25 / Nenhuma / Este trabalho tem como objetivo, dentro da abordagem dos ciclos de negócios reais, elaborar dois indicadores compostos, antecedente e coincidente, para o complexo metalmecânico brasileiro. Delimita-se e caracteriza-se como complexo metalmecânico as atividades industriais nas seções 24; 25; 26; 27; 28; 29; 30 do CNAE 2.0. A elaboração dos indicadores orientou-se sob adaptação da metodologia proposta pela OCDE 2012 para elaboração de indicadores compostos. Consoante com as rotinas difundidas por esta metodologia foram coletadas e tratadas 1026 séries de tempo, com dados mensais abrangendo o período de 1994 a 2015. Estes dados sendo submetidos a tratamentos estatísticos de filtragem, avaliação, aplicação de filtros X-12, HP, CF, FD, realização de testes Cross-Correlation e utilização de modelos ARIMA e PROBIT. Como resultado, elaborou-se um índice (I-MM) para acompanhar em tempo real o desempenho do complexo metalmecânico e três indicadores antecedentes, estes compreendendo uma probabilidade de ocorrência de recessões e expansões para cenários de curto prazo (IACP-MM) e médio prazo (IAMP1-MM, IAMP2-MM). / This study aims, in the approach to real business cycles, draw two composite indicators, antecedent and coincident to the Brazilian metal-mechanic complex. It delimits and is characterized as metal-mechanic complex industrial activities in sections 24; 25; 26; 27; 28; 29; 30 of CNAE 2.0. The development of indicators was guided through adapting the methodology proposed by the OECD in 2012 for the preparation of composite indicators. According to the routines revealed by this methodology were collected and treated in 1026 time series with monthly data covering the period 1994 to 2015. These data were submitted to statistical treatment filtering and evaluation, application of X-12 filters, HP, CF FD, conducting Cross-Correlation tests using ARIMA models and PROBIT. As a result, produced an index (I-MM) to follow in real time the performance of the metal-mechanic complex and three leading indicators, these comprising a probability of occurrence of an event, which stipulate short-term scenarios (IACP-MM) and medium term (IAMP1-MM, IAMP2-MM)