This study revists Purchasing Power Parity (PPP) and discusses the monetary policy transmission mechanism in exchange rate channels. The analysis is conducted using generalized impulse response functions derived from a Factor- Augmented Vector Error Correction (FAVECM) model. The FAVECM methodology as developed by Lee (2009) extends the Factor- Augmented Vector Autoregression (FAVAR) model to analyze long-run and shortrun dynamics of non-stationary variables. This recently derived FAVECM model combines the advantages of factor model and the VECM model. The estimations are conducted using 157 macroeconomic time series in monthly frequency for the period January 2000 to September 2009. Results indicate that PPP exists and expansionary devaluation effect in Taiwan. Other GIRF results are generally consistent of the expected exchange rate effectiveness.

In 2005 the highest global surface temperature ever was recorded. A virtual consensus exists today among scientists that global warming is underway and that human greenhouse gas (GHG) emissions are a significant cause. Possible mitigation of climate change through reduction of net GHG emissions has become a worldwide concern. Under the United Nation’s Framework convention on Climate Change, the Kyoto Protocol was formed in 1997 and required ratifying countries to co-operate in stabilizing atmospheric GHG concentrations. The protocol took effect on February 16, 2005. The mitigation cost for reducing GHG emissions for the US economy has been argued to be high particularly through the energy sector. Agriculture and Forestry (AF) can provide some low cost strategies to help with this mitigation principally through carbon sequestration but must be competitive with mitigation costs in the rest of the economy. A general equilibrium approach is used herein to evaluate the role of AF mitigation in an economy wide setting. The results show that the AF sectors have significant mitigation potential. Higher carbon prices lead to more sequestration, less emissions, reduced consumer and total welfare, improved environmental indicators and increased producer welfare. AF mitigation increases as the carbon price increase over time. In the earlier periods, while the carbon price is low, AF emissions and sink are quite small compared to the energy sector. As carbon prices increase over time, the AF sectors mitigate about 25% of the net emissions. This verifies McCarl et al's (2001) argument that the AF sectors “may be very important in a world that requires time and technological investment to develop low-cost greenhouse gas emission offsets.” AF GHG emission mitigation is sensitive to saturation of sequestration sinks. This research finds that ignoring saturation characteristics leads to a severe overestimate of mitigation potential with estimates being inflated by as much as a factor of 6.

Abstract Japan is the second largest economic power in the world. It has a great deal of FDI outflows but few FDI inflows. Therefore, Japan is in the serious situation of ¡§FDI balance of payments deficit.¡¨ In terms of inward FDI stocks as a percentage of GDP and gross fixed capital formation, Japan is the lowest place of G-7. The purpose of this research is focusing on discussing the shortage of FDI inflows and causing factors which lower the desires of investments in Japan by using the simplest way which is based on the actual situation and the limit of the information in Japan. This paper takes the quarterly data of Japan from 1978 to 2005 and four variables (wage index, real exchange rate, trade and FDI inflows). In this research, the unit root test is used to check if the data have the stationarity or not, and then it uses vector autoregression model (VAR) to proceed impulse response function and forecast error variance decomposition. According to the result of these two approaches, we can figure out the influences of four variables for each other, and then find out the causing factors which lead Japan to have less FDI inflows. The calculation shows that the reason which leads Japanese wages to increase gradually results not only from real exchange rate, trade and FDI inflows, but also from Japanese labor system (lifetime employment system and payment according to working seniority) and the labor quantities. The causality runs from real exchange rate to trade is greater than vice versa. Trade has a positive impact from the real exchange rate which means that the depreciation can accelerate trade. However, the main factor of hindering FDI inflows is Japanese high wages rather than real exchange rate or trade. Therefore, in order to get rid of the depression which was caused by the bubble economy in 1990s, Japanese government not only opens up the restrictions in policy but also takes the control of the prime costs into the most important consideration.

In this thesis, we conduct functional Magnetic Resonance Imaging (fMRI) data analysis with the aim of grouping the brain voxels depending on their responsiveness to a neural task. We mathematically treat the fMRI signals as the convolution of the neural stimulus with the hemodynamic response function (HRF). We first estimate a time series including HRFs for each of the observed fMRI signals from a given set and we cluster them in order to identify the groups of brain voxels. The HRF estimation problem is studied within the Bayesian framework through a blind deconvolution algorithm using MAP approach under completely unsupervised and model-free settings, i.e, stimulus is assumed to be unknown and also no particular shape is assumed for the HRF. Only using a given fMRI signal together with a weak Gaussian prior distribution imposed on HRF favoring &lsquo / smoothness&rsquo / , our method successfully estimates all the components of our framework: the HRF, the stimulus and the noise process. Then, we propose to use a modified version of Hausdorff distance to detect similarities within the space of HRFs, spectrally transform the data using Laplacian Eigenmaps and finally cluster them through EM clustering. According to our simulations, our method proves to be robust to lag, sampling jitter, quadratic drift and AWGN (Additive White Gaussian Noise). In particular, we obtained 100% sensitivity and specificity in terms of detecting active and passive voxels in our real data experiments. To conclude with, we propose a new framework for a mathematical treatment for voxel-based fMRI data analysis and our findings show that even when the HRF is unpredictable due to variability in cognitive processes, one can still obtain very high quality activation detection through the method proposed in this thesis.

Functional Magnetic Resonance Imaging (fMRI) is one of the most popular neuroimaging methods for investigating the activity of the human brain during cognitive tasks. The main objective of the thesis is to identify this underlying brain activation over time, using fMRI signal by detecting active and passive voxels. We performed two sub goals sequentially in order to realize the main objective. First, by using simple, data-driven Fourier Wavelet Regularized Deconvolution (ForWaRD) method, we extracted hemodynamic response function (HRF) which is the information that shows either a voxel is active or passive from fMRI signal. Second, the extracted HRFs of voxels are classified as active and passive using Laplacian Eigenmaps. By this, the active and passive voxels in the brain are identified, and so are the activation areas. The ForWaRD method is directly applied to fMRI signals for the first time. The extraction method is tested on simulated and real block design fMRI signals, contaminated with noise from a time series of real MR images. The output of ForWaRD contains the HRF for each voxel. After HRF extraction, using Laplacian Eigenmaps algorithm, active and passive voxels are classified according to their HRFs. Also with this study, Laplacian Eigenmaps are used for HRF clustering for the first time. With the parameters used in this thesis, the extraction and clustering methods presented here are found to be robust to changes in signal properties. Performance analyses of the underlying methods are explained in terms of sensitivity and specificity metrics. These measurements prove the strength of our presented methods against different kinds of noises and changing signal properties.

none

Bolted joints are integral parts of mechanical systems, and bolt preload loss is one of the major failure modes for bolted joint structures. Understanding the damping and frequency response to a varying preload in a single-bolted lap-joint structure can be very helpful in predicting and analyzing more complicated structures connected by these joints. In this thesis, the relationship between the bolt preload and the natural frequency, and the relationship between the bolt preload and the structural damping, have both been investigated through impact hammer testing on a single-bolted lap-joint structure. The test data revealed that the bolt preload has nonlinear effects on the structural damping and on the natural frequency of the structure. The damping ratios of the test structure were determined to increase with decreasing preload. An increase in structural damping is beneficial in most engineering circumstances, for it will reduce the vibrational response and noise subjected to external excitations. It was also observed that the modal frequency increased with increasing preload, but remained approximately constant for preload larger than 30% in the bolt yield strength. One application for studying the preload effect is the detection for loose bolts in structures. The possibility of using impact testing for estimating preload loss has been confirmed, and the modal damping was determined to be a more sensitive indicator than the natural frequency in a single-bolted lap-joint structure.

A osteoporose, doença caracterizada pela redução da massa óssea e deterioração da microestrutura óssea, atinge a população idosa e afeta centenas de milhões de pessoas em todo mundo. Por manifestar-se sem causar sintoma visível, o diagnóstico da doença ocorre, na maioria dos casos após lesão ou fratura do osso. Na tentativa de detectar os sinais iniciais da doença, utilizam-se diferentes métodos de avaliação da qualidade óssea baseados na medida da densidade e da arquitetura óssea. Atualmente existe um grande interesse em estabelecer uma correlação entre as medidas de qualidade óssea com as propriedades mecânicas de resistência do osso. Uma estratégia para caracterizar o comportamento mecânico do osso consiste em obter as propriedades da macroestrutura óssea a partir das propriedades da sua microestrutura. Cowin (1985) propõe um modelo mecânico para materiais porosos elástico-lineares supondo que a função resposta mecânica do meio poroso elástico sob deformações infinitesimais é uma função isotrópica do tensor deformação infinitesimal, da fração volumétrica e do tensor textura que caracteriza a simetria do arranjo geométrico do meio poroso. Ao obter uma relação entre as componentes do tensor de elasticidade, as componentes do tensor textura e a fração volumétrica do meio poroso, o autor observa que o tensor de elasticidade obtido não fornece todos os tipos possíveis de simetria do material poroso, restringindo-se apenas à ortotropia e seus casos particulares, tais como a isotropia e a isotropia transversal. O tensor de elasticidade obtido por Cowin (1985) não descreve o comportamento local do meio poroso, pois depende explicitamente das componentes do tensor textura, o qual representa uma medida não local. Esta dissertação tem por objetivo estudar e analisar o modelo proposto por Cowin (1985). Propõe-se neste trabalho uma formulação para a função resposta de materiais porosos elástico-lineares para deformações infinitesimais que descreva o comportamento local do meio poroso. / Osteoporosis, a disease characterized by the reduction of bone mass and deterioration of bone microstructure deterioration, affects the elderly population and hundreds of millions of people worldwide. As a silent disease, its diagnosis occurs, in most cases, after injury, or, bone fracture. In an attempt to detect early signs of the disease, different methods of diagnostic imaging to obtain measures of density and bone architecture are used. Currently, there is great interest in establishing a correlation between the measurements of bone quality with the mechanical properties of bone strength. One strategy to characterize the mechanical behavior of bones is to obtain the properties of its macrostructure from the properties of its microstructure. Cowin (1985) proposes a mechanical model for porous materials by assuming that the mechanical response function of the material under infinitesimal deformation is a function of the infinitesimal deformation tensor, the volume fraction, and the texture tensor that characterizes the symmetry of the geometrical arrangement of the porous medium. By obtaining a relationship between the components of the elasticity tensor, the components of the texture tensor and the volume fraction of the porous medium, the author notes that resulting the elasticity tensor does not yield all possible types of symmetry of the porous material, being restricted to orthotropy and its particular cases, such as the isotropic and transverse isotropy. The elasticity tensor obtained by Cowin (1985) does not describe the local behavior of porous media, and depends explicitly on the fabric tensor components, which represent a non local measure. This dissertation aims to study and analyze the model proposed by Cowin (1985). A formulation for the response function of linear elastic porous materials under infinitesimal deformation that describes the local behavior of the porous medium is also proposed.

O Laboratório do Acelerador Linear do Instituto de Física da Universidade de São Paulo está desenvolvendo um estudo sobre a eficiência e a função resposta de detetores de HPGe a fótons de alta energia. Neste trabalho foi estudada a função resposta de fótons provenientes da reação 19F(p,alfa gama)16O. Na reação podem ser observados os fótons característicos de 6,1 MeV, 6,9 MeV e 7,1 MeV. Fótons com esta energia possuem um grande potencial para várias aplicações importantes, como \"Proton Induced Gamma-ray Emission\" (PIGE), gamagrafia e procedimentos de calibração. No caso de procedimentos de calibração essa reação possui um diferencial: o fluxo de fótons observado é bem maior do que em outras reações estudadas, tais como 27Al (p, gama)28Si e 23Na(p, gama)24Mg. Os experimentos foram realizados no Laboratório de Análise de Materiais por Feixes Iônicos (LAMFI) do IFUSP, utilizando um acelerador eletrostático tipo \"Pelletron-tandem\" de 1,7 MV de tensão máxima no terminal. O detetor estudado foi um HPGe do tipo coaxial \"reverse-electrode closed-end\" com 72,5 mm de diâmetro e 60,5 mm de comprimento e 60% da eficiência de um detetor de NaI para fótons de 1,332 MeV. O detetor foi posicionado a 0 grau em relação à linha de feixe. A corrente de prótons na irradiação era da ordem de 50 nA e a energia dos prótons variou entre 1,36 MeV e 1,42 MeV. O alvo utilizado consistia em 250 micro g/cm^2 de CaF2 evaporado em um suporte de Ta. Os picos dos três fótons da reação 19F(p,alfa gama)16O apresentaram deformações devido à emissão em vôo dos fótons. Essas deformações apresentam variações em função da energia dos prótons. Com o objetivo de descrever as formas dos picos foi desenvolvido um programa que utiliza a técnica de Monte Carlo para simulá-las. Os dados sobre \"yields\" relativos dos fótons e seção de choque da reação 19F(p,alfa gama)16O encontrados na literatura são imprecisos e contraditórios. Então, como parte dos resultados deste trabalho, foram obtidos os \"yields\" relativos dos fótons da reação 19F(p,alfa gama)16O para energias de prótons entre 1,360 MeV e 1,420 MeV. A função resposta do detetor para as diferentes formas dos picos foram obtidas através de simulações com o programa MCNP5. Para estas simulações foi feita uma descrição detalhada da geometria interna do detetor, obtida por meio de radiografias do mesmo. As intensidades relativas dos fótons da reação 19F(p,alfa gama)16O em função da energia dos prótons puderam ser obtidas através de um ajuste por mínimos quadrados das funções respostas simuladas aos espectros experimentais de altura de pulso. / In the 19F(p, alpha gamma)16O reaction, characteristic gamma-rays with energies: 6.1 MeV; 6.9 MeV and 7.1 keV can be observed. These photons can be used in many important applications such as Proton Induced Gamma-ray Emission (PIGE), gamma radiography and calibration purposes. It has another advantage in calibration procedures, which is the observed photon flux is greater than other reactions studied, 27Al(p, gamma)28Si and 23Na(p, gamma)24Mg. In our laboratory, we are studying the efficiency and response function of HPGe detectors for high energy photons, and for this it is necessary a source with a level scheme with a few gamma-ray transitions and known relative yields. The 19F(p, alpha gamma)16O reaction satisfies the first condition but in the literature we found relative yields for thick targets or reaction cross section for thin targets. However, we use targets of intermediate thickness, therefore in this work we measure the relative gamma-ray yields for protons with energies between 1.36 MeV and 1.42 MeV. The experiments were performed at the 1.7 MV Pelletron tandem accelerator of the Laboratório de Análise de Materiais por Feixes Iônicos (LAMFI) located at Instituto de Física da Universidade de São Paulo, using a reverse-electrode closed-end coaxial HPGe detector with 72.5 mm in diameter and 60.5 mm in length, at 0 degree. The proton irradiation current was 50 nA, and the target consisted of 250 micro g/cm^2 CaF2 evaporated on a 0.1 mm Ta backing. In this reaction the 20Ne resonant state fissions in flight, and the resulting 16O excited states have different half-lives; all observed peaks are deformed due to either Doppler broadening from 16O random velocity direction or Doppler shift from nuclei that leave the target toward the vacuum chamber. Moreover, the peak deformations vary with the proton energy. These deformations were modeled by a Monte Carlo simulation that follows the oxygen nuclei in its trajectory until photon emission, considering the changes in spatial distribution of the exact interaction point in the target with incident proton energy due to the large resonance width and proton energy loss, and 16O energy loss and multiple scattering until decay, in the different target layers. Using the detector response functions calculated by MCNP5 simulations, the relative intensities of the three gamma rays were obtained by a least square fit of the response functions, taking into account the Doppler broadening and shift for each gamma ray, to the data in the experimental pulse-height spectrum.

O conhecimento preciso do espectro energético de fótons é de extrema importância na radioterapia no que se refere à escolha adequada das doses a que os pacientes são submetidos. Os dados de saída dos detectores de radiação são apenas espectros de altura de pulso (PHD), ao invés de espectros de energia, que correspondem a informações distorcidas sobre a fonte e seus decaimentos devido a diversos erros associados ao processo de cintilação do cristal e à eletrônica. Os resultados medidos foram obtidos com o uso de um detector cintilador de NaI(Tl) e as simulações Monte Carlo foram feitas com o uso do programa EGSnrc. A partir das características do detector obtidas experimentalmente, nossas simulações puderam ser validadas para se aproximarem o mais próximo possível do caso real em laboratório. Dessas medidas experimentais de fontes radioativas de calibração e simulações, foi montada uma matriz resposta inversa que transforma PHD em espectro de energia de fótons. Uma vez que a faixa energética das fontes radioativas medidas teve um limite de 1.6MeV, a matriz resposta também o apresenta, mas que pode ser contornado de acordo com a geometria usada para a obtenção do PHD a ser corrigido. Observa-se que a resposta do detector é diretamente proporcional à energia e assim, dependendo da energia incidente a ser estudada, dois tipos de matriz resposta inversa podem ser aplicadas. Os resultados desta transformação de PHD para espectro de energia de fótons são apresentados. / The accurate knowledge of the photon energy spectrum in radiotherapy is of extremely importance when it comes to the appropriate choice for doses whose patients are submitted. The output data from the radiation detectors is described as pulse high distributions, instead of energy spectra, that correspond to distorted information about the source and its decays due to many errors associated to the crystal scintillation process and the electronics. The measured results were obtained with a NaI(Tl) scintillation detector and Monte Carlo simulations were performed by the EGSnrc program. From the detector characteristics obtained experimentally, the simulations were validated so they could approximate the more real as possible as in laboratory. Using these simulated and experimental calibration sources, an inverse response matrix was built and transforms pulse high distributions in photons energy spectrum. Once the correction energy limit due to the radiation sources used is approximately 1.6 MeV, so the response matrix has a limit, but it can be overcame by the beam incident angle and the geometry used when the pulse high distributions to be corrected is going to be measured. One can realize that the detector response is directly proportional to the incident energy and, when it is intense as in a LINAC or weak as in a calibration source, different types of matrix can be applied. The results from these transformations are presented.