Submitted by Fernando Rabello (rabello10@yahoo.com) on 2012-06-29T20:57:54Z No. of bitstreams: 1 DissertacaoFCR.pdf: 757571 bytes, checksum: 7416c6a22d0dc719c446285041168d31 (MD5) / Approved for entry into archive by Vera Lúcia Mourão (vera.mourao@fgv.br) on 2012-06-29T21:07:03Z (GMT) No. of bitstreams: 1 DissertacaoFCR.pdf: 757571 bytes, checksum: 7416c6a22d0dc719c446285041168d31 (MD5) / Made available in DSpace on 2012-06-29T22:35:46Z (GMT). No. of bitstreams: 1 DissertacaoFCR.pdf: 757571 bytes, checksum: 7416c6a22d0dc719c446285041168d31 (MD5) Previous issue date: 2012-07-18 / The incipient rise in future inflation expectations combined with the Brazilian government pursue of lower nominal rates and the higher degree of intervention via conventional and unconventional actions in the economic policy management might have damaged the market’s perceptions of the Central Bank’s credibility even thought traditional credibility indicators still doesn’t show this. This work infers that the asset’s response to macroeconomics announcements provide information about market’s perception of the central bank credibility, using a high frequency data base to calculate asset’s responses and running the quasi-local level test (QLL) to evaluate if there was any instability that would indicate a change in the perception of credibility. The data analyzed from 2006 to 2011 shows no persistent time variation and therefore this work concludes that if there was any change positive or negative in the market’s perception of the Brazilian Central Bank credibility, the change was not identifiable by the proposed method. / A incipiente alta nas expectativas de inflação futura combinada com a busca do governo por juros nominais mais baixos e o maior intervencionismo via medidas convencionais e não convencionais na gestão da política econômica, pode ter deteriorado a percepção dos agentes de mercado quanto à credibilidade da Autoridade Monetária, mesmo que indicadores tradicionais de credibilidade ainda não mostrem isso. Este trabalho intui que a resposta de ativos à divulgação de dados macroeconômicos apresenta informações sobre a percepção do mercado da credibilidade do Banco Central, utilizando, então, uma base de dados de alta frequência para medir as respostas dos ativos e empregando o teste econométrico quasi-local level (QLL), busca avaliar se houve alguma instabilidade nos coeficientes de respostas que indique uma variação na percepção ao longo do tempo. A série de dados analisada compreende o período de 2006 a 2011 e o trabalho conclui que não houve variação nos coeficientes e, portanto, se houve alguma mudança positiva ou negativa na percepção de credibilidade, esta não pode ser inferida pelo método proposto.

Studies were performed to characterize the physical nature of the air-ice interface, and to clarify its role in processes that occur there. A glancing-angle Raman probe was developed to monitor hydrogen bonding at atmospheric interfaces; we saw enhanced hydrogen-bonding on ice compared to on water. Using glancing-angle laser-induced fluorescence (LIF), we determined that small acids and bases dissociated to similar extents at air-water and air-ice interfaces, but aromatic compounds were less well solvated at air-ice interfaces, resulting in self-association even at low surface coverages. We measured uptake kinetics of organic compounds using LIF and Raman spectroscopy. The uptake kinetics can be adequately fit by a single-exponential growth equation, but in order to properly describe the self-association of aromatics observed at the air-ice interface, equations accounting for self-association should be incorporated into the uptake model. A simple model was developed for naphthalene which included terms for self-association; good fits to the observed growth of intensity from monomeric and self-associated naphthalene were obtained. Direct photolysis of aromatics was faster at air-ice interfaces than in bulk ice or aqueous solution. While red shifts in the absorption spectra of benzene and naphthalene at air-ice interfaces could explain their enhanced reactivity there, the enhanced anthracene photolysis kinetics on ice are likely due to enhanced absorption cross sections or photolysis quantum yields, or to a different photolysis mechanism there. Oxidation rates of aromatics by photo-formed hydroxyl radicals are suppressed at air-ice interfaces, but not in bulk ice. Similarly, gas-phase OH reacts rapidly with aromatics at air-water interfaces, but no reaction is observed at air-ice interfaces. Conversely, the reactivity of ozone toward phenanthrene is enhanced there. This is not due to temperature effects or to enhanced partitioning of ozone to ice. Ozonation of bromide is also more rapid at air-ice interfaces than at air-water interfaces at environmentally relevant bromide concentrations. This enhancement could be due to exclusion of bromide to the air-ice interface during freezing. The rapid reactions of ozone with bromide and phenanthrene at air-ice interfaces suggest that both reactions could be atmospherically important.

Studies were performed to characterize the physical nature of the air-ice interface, and to clarify its role in processes that occur there. A glancing-angle Raman probe was developed to monitor hydrogen bonding at atmospheric interfaces; we saw enhanced hydrogen-bonding on ice compared to on water. Using glancing-angle laser-induced fluorescence (LIF), we determined that small acids and bases dissociated to similar extents at air-water and air-ice interfaces, but aromatic compounds were less well solvated at air-ice interfaces, resulting in self-association even at low surface coverages. We measured uptake kinetics of organic compounds using LIF and Raman spectroscopy. The uptake kinetics can be adequately fit by a single-exponential growth equation, but in order to properly describe the self-association of aromatics observed at the air-ice interface, equations accounting for self-association should be incorporated into the uptake model. A simple model was developed for naphthalene which included terms for self-association; good fits to the observed growth of intensity from monomeric and self-associated naphthalene were obtained. Direct photolysis of aromatics was faster at air-ice interfaces than in bulk ice or aqueous solution. While red shifts in the absorption spectra of benzene and naphthalene at air-ice interfaces could explain their enhanced reactivity there, the enhanced anthracene photolysis kinetics on ice are likely due to enhanced absorption cross sections or photolysis quantum yields, or to a different photolysis mechanism there. Oxidation rates of aromatics by photo-formed hydroxyl radicals are suppressed at air-ice interfaces, but not in bulk ice. Similarly, gas-phase OH reacts rapidly with aromatics at air-water interfaces, but no reaction is observed at air-ice interfaces. Conversely, the reactivity of ozone toward phenanthrene is enhanced there. This is not due to temperature effects or to enhanced partitioning of ozone to ice. Ozonation of bromide is also more rapid at air-ice interfaces than at air-water interfaces at environmentally relevant bromide concentrations. This enhancement could be due to exclusion of bromide to the air-ice interface during freezing. The rapid reactions of ozone with bromide and phenanthrene at air-ice interfaces suggest that both reactions could be atmospherically important.

An 80 MHz bandpass filter with a tunable quality factor of 16∼44 using an improved transconductor circuit is presented. A noise optimized biquad structure for high-Q, high- frequency bandpass filter is proposed. The quality factor of the filter is tuned using a new quality factor locked loop algorithm. It was shown that a second-order quality factor locked loop is necessary and sufficient to tune the quality factor of a bandpass filter with zero steady state error. The accuracy, mismatch, and sensitivty analysis of the new tuning scheme was performed and analyzed. Based on the proposed noise optimized filter structure and new quality factor tuning scheme, a biquad filter was designed and fabricated in 0.25 μm BiCMOS process. The measured results show that the biquad filter achieves a SNR of 45 dB at IMD of 40 dB. The P-1dB compression point and IIP3 of the filter are -10 dBm and -2.68 dBm, respectively. The proposed biquad filter and quality factor tuning scheme consumes 58mW and 13 mW of power at 3.3 V supply.