Cette étude porte sur la dynamique instationnaire d'une bulle de Taylor dans un tube vertical en repère oscillant. L'objectif est de réaliser une étude expérimentale quantitative plus détaillée de cet écoulement instationnaire, très peu abordé dans la littérature. Les résultats expérimentaux sont obtenus pour des grands nombres de Reynolds pour comprendre les effets d'inertie. Deux configurations différentes sont étudiées : 1) tubes avec deux diamètres internes différents (9,8 mm et 20 mm) remplis d'eau, 2) le tube de diamètre D=9,8 mm rempli de quatre fluides peu visqueux. Le nombre de Bond Bo, basé sur la vitesse ascendante en cas stagnant, varie alors entre 13 et 57, où les effets de la tension superficielle peuvent être pris en compte. La bulle est suivie à l'aide d'une caméra rapide. les vitesses moyenne et fluctuante et le déphasage avec le plateau oscillant sont obtenus par traitement d'images et traitement numérique des données. Les résultats principaux montrent que pour les faibles accélérations la vitesse moyenne diminue et la vitesse fluctuante augmente lorsque l'accélération relative augmente. Au delà d'une accélération critique, la vitesse moyenne augmente et l'augmentation de la vitesse fluctuante semble ralentir. Ce changement de comportement semble être lié à la déformation de l'interface (courbure modifiée, ondes de surface) qui devient significative aux accélérations élevées. De plus, les comparaisons avec les résultats numériques obtenus en négligeant les effets capillaires sont effectuées. Des corrélations permettant de calculer les vitesses moyenne et fluctuante sont proposées. L'évolution temporelle de rayon de courbure au voisinage du nez de la poche est également étudiée pour les différentes accélérations et les résultats sont comparés avec le cas stagnant. Pour les accélérations élevées, la formation et la propagation des ondes oscillantes qui affectent la dynamique de l'écoulement sont quantifiées / The present work deals with the motion of a Taylor bubble rising through vertical oscillating pipes. The aim is to perform a more detailed and experimental quantitative study of this unsteady flow, still seldom addressed in the literature. The investigation is restricted to high Reynolds numbers to understand inertia effects. Experimental results are provided for two different configurations : 1) pipes with two different inner diameters (9.8 mm and 20 mm) filled with water, 2) the thinner pipe (D=9.8 mm) filled with four low viscous fluids. So the Bond number Bo, based on the steady rise velocity varies from 13 to 57, where the effects of surface tension can be considered. The bubble trajectory is tracked by using a high-speed video camera. The average terminal and fluctuating velocity, as well as the phase shift with the oscillating plate are obtained by using image processing. The main results show that for weak acceleration, the mean velocity decreases with the relative acceleration as the fluctuating velocity increases in proportion to this acceleration. Beyond a critical relative acceleration, the average velocity increases and the fluctuating velocity increase seems to slow down. This behavior change seems to be related to the interface deformation (modified curvature, surface waves) which becomes significant in high accelerations. Additionally, comparisons are made with the numerical results obtained by neglecting the capillary effects. Correlations allowing the prediction of mean and fluctuating velocities depending on the Bond number and relative acceleration are proposed and compared with our experimental results. The time evolution of the radii of curvature in the vicinity of the bubble nose is also studied for different relative accelerations and the results are compared with the stagnant case. In high accelerations, the formation and propagation of surface waves which may influence the bubble dynamics are quantified

[pt] O objetivo deste trabalho é trazer as principais contribuições teóricas acerca do debate sobre reconhecimento. Vivemos uma época em que o eixo da política e do poder desloca-se cada vez mais das lutas de distribuição para as lutas por reconhecimento simbólico. As sociedades democráticas contemporâneas são marcadas pela tensão entre a força homogeneizadora de uma cultura mundial e o acirramento das lutas em defesa de identidades particulares. A falta de reconhecimento ou o falso reconhecimento resultam em uma formação distorcida da própria identidade, assim, o reconhecimento não pressupõe cortesia, mas algo que deve ser garantido aos outros por consistir uma necessidade humana vital. A partir das reflexões propostas por Charles Taylor, Jürgen Habermas e Axel Honneth, pretendemos aproximar a temática, geralmente empreendida no campo da filosofia política, do Direito Constitucional e da realidade brasileira. / [en] The goal of this work is to put together the most important theoretical contributions concerning the recognition debate. We live in an era where the political and power axis shifted increasingly from the distribution of the symbolic recognition struggles. Contemporaneous democratic societies are marked by tension between the hegemonic global culture power and the aggravation of the particular identities struggles. The lack or false recognition results in a distorted formation of the self identity, and therefore, the recognition does not foresee courtesy, but something that should be guaranteed to others to consolidate a vital human need. Starting from the reflections proposed by Charles Taylor, Jürgen Habermas and Axel Honneth, we intend to approach the theme, usually covered in the political philosophy, of the Constitutional Law and the Brazilian reality.

Ce travail de thèse est consacré à l'étude des instabilités de Saffman-Taylor de fluides complexes modèles. Ces derniers sont des solutions de Xanthane dont le caractère rhéofluidifiant augmente avec la concentration en polymère. Dans un premier temps, nous avons étudié les propriétés rhéologiques de ces fluides modèles puis nous avons caractérisé leurs propriétés d'écoulement dans une cellule de Hele-Shaw de forte épaisseur. Dans un deuxième temps, nous avons mesuré par PIV (Particles Image Velocimetry) la distribution du champ de vitesse autour des doigts de Saffman-Taylor pour l'ensemble des fluides étudiés. Afin de valider les expériences de PIV, nous avons caractérisé les vitesses de sédimentation des traceurs, par la technique complémentaire de vélocimétrie par Speckle ultrasonore (Ultrasonic Speckle Velocimetry). Nous avons montré expérimentalement que le champ de vitesse pour tous les fluides est irrotationnel et que la forme du doigt peut être modélisé par un écoulement potentiel autour d'un solide de Rankine. Les expériences ont établi que le rayon de courbure à l'extrémité des doigts est l'unique paramètre qui dépend des propriétés rhéologiques des solutions de Xanthane. De plus, ce paramètre conditionne toute l'hydrodynamique autour des doigts de Saffman-Taylor. / This thesis is devoted to the study of Saffman-Taylor instabilities of complex fluids models. These are solutions of xanthan whose shear thinning behavior increases with polymer concentration.Initially, we studied the rheological properties of model fluids and then we characterized the properties of flow in a Hele-Shaw thick. In a second step, we measured by PIV (Particle Image Velocimetry) distribution of the velocity field around the fingers of Saffman-Taylor for all fluids studied. To validate the PIV experiments, we characterized the sedimentation rates of tracers, by the complementary technique of ultrasonic speckle velocimetry (Ultrasonic Speckle Velocimetry).We have shown experimentally that the velocity field for all fluids is irrotational and that the shape of the finger can be modeled by a potential flow around a Rankine solid. Experiments have shown that the radius of curvature at the top of the fingers is the only parameter which depends on the rheological properties of xanthan solutions.In addition, this parameter influences the whole hydrodynamic around Saffman-Taylor fingers.

Bwana Tela (1856-1927) alikuja Afrika ya mashriki kutoka Ulaya katika mwaka 1297 wa hijti (mwaka 1880 wa miladi), akakaa kwa muda wa myaka khamustaashara takriban. Ingawa alikuja kutangaza dini ya kiNasara, kazi aliyofanya zaidi Mambasa ilikuwa ni ya mambo ya utaalamu wa lugha ya kiSawahili, na mashairi yake, na utamaduni wa waSawahili. Alipata bahati ya kuwa na marafiki wataalamu wa kiMvita, khaswa Mwalimu Sikujuwa al-Batawi, na Bwana Hemedi al-Mambasi. Nyimbo zake za kiMisheni alizotunga kwa kiSawahili hazikutiwa maanani, lakini mahadhi aliokuwa akiimbiya yalibakiya kwa myaka mingi kwa jina la `mahildhi ya Tela´. Bwana Tela alisaidiana na Mwalimu Sikujuwa kuhifadhi t´ungo za washairi wengi wa kale zisipotee, khaswa t´ungo za Bwana Muyaka. Kadhalika alikusanya mithali ya kiSawahili, zaidi ya sita-mia. Karatasi zake alizoandika mambo ya kiSawahili, nyingi sasa ziko maktaba ya SOAS, London, na ni muhimu katika kutusaidiya kufahamu kiSawahili cha kiSawahili. Si makosa kusema kuwa Bwana Tela ndiye mtaalamu mkubwa wa kiSawahili katika wataalamu wote wa kiNgereza.

[pt] Nesse artigo aplicamos a técnica de estimação dos nowcasts apresentada por Giannone, Reichlin e Small (2008), para o PIB e inflação brasileiros. Extraímos informações de um elevado número de variáveis e produzimos modelos capazes de informar contemporaneamente uma medida para as variáveis em questão. Em posse dessa leitura cotidiana, produzida por esses modelos, estimamos uma regra de Taylor diária para o Banco Central do Brasil (BCB), o que permitiu melhor identificar choques monetários e alterações na função de reação do BCB ao longo do tempo. Concluímos, primeiramente, que os modelos nowcasts apresentam acurácia comparável às previsões do relatório Focus do BCB. Segundo, 2 (duas) comparações históricas realizadas mostraram indícios que nossa proxy para choques monetários diários está relacionada às decisões explícitas de política monetária. Por fim, encontramos evidências que os modelos nowcasts puderam capturar grande parte da informação relevante para a determinação da taxa de juros de curto prazo, o que deveria estimular a aplicação de tais modelos nos processos decisórios públicos e privados. / [en] In this article we apply the two-steps nowcasting method, described in Giannone, Reichlin, and Small (2008), to build nowcast models for Brazilian GDP and inflation. Throught the application of this method, we could extract information from a large data-set and build models which could be used to produce a daily measurement of GDP and inflation. Using this measurement was possible to build a daily Taylor rule for the Brazilian Central Bank (BCB). This new application of nowcast models allowed us to extract a daily measurement of monetary shocks. Our study produced three main findings. First, the nowcast model showed an accuracy close to projections presented in the Focus survey. Second, we identified by historical comparison that the monetary shocks proxy, measured by the differences between the daily Taylor rule and the movements in the short-term interest rate, are related with unanticipated monetary policies decisions. Finally, nowcasts were able to capture a great part of relevant information to determine the short-term interest rate, which should stimulate the policymakers and financial markets members to apply those models.

Les sociétés occidentales font face de plus en plus à des revendications des groupes communautaires exigeant la reconnaissance et une plus grande participation au pouvoir. Ailleurs, des sociétés traditionnelles et plurales empruntent le long chemin de la démocratisation. Dans un cas comme dans l'autre, il faut repenser le système politique et chercher des accommodements qui tiennent compte à la fois des droits de l'homme et du rôle moral de la communauté. Les deux auteurs abordés, Charles Taylor et Alain Touraine, tentent de répondre à ce dilemme en insistant sur le rôle central de l'agent (Taylor) ou du sujet (Touraine), ainsi que sa relation à la communauté.

John B. Taylor, professor i nationalekonomi vid Stanford University, presenterade år 1993 en penningpolitisk regel som syftade till att vara ett hjälpmedel för centralbanker vid räntebeslut. Taylor-regeln är mycket enkel i sitt uförande och baseras på att styrräntan bör sättas efter två variabler: BNP-gapet och inflationsavvikelsen. Denna styrränteregel fick genomslag inom den vetenskapliga världen men spreds även till makroekonomisk praktik och medförde stora förändringar för penningpolitiken. Flera empriska studier har publicerats sedan Taylor-regeln tillkom och det råder det delade meningar om hur väl Taylor-regeln presterar för olika typer av ekonomier och hur användbar den är idag. Det har även uppkomit nya teorier angående trögheten i effekterna av styrränteförändringar och vid vilken tidpunkt dessa får en inverkan på inflationstakten. Syftet med denna uppsats är att jämföra hur väl den ursprungliga Taylor-modellen och en tidslaggad modell förklarar centralbankernas historiska styrräntesättning i fem länder med inflationsmål under tidsperioden 2000-2013. Analysen av resultaten görs med utgångspunkt i ländernas olika ekonomiska egenskaper samt tidsperioden som studien omfattar. Studien begränsas till jämförelser av de två Taylor-modellernas tillämpbarhet vid styrräntesättningar för länderna Brasilien, Kanada, Polen, Sverige och Sydafrika. De två modellerna modifieras också med en styrränteutjämningsfunktion.   Våra resultat tyder på att den ursprungliga Taylor-regeln presterar bättre i förhållande till den tidslaggade modellen när det gäller att förklara den faktiska styrräntesättningen idag för alla länder i studien utom Polen. Den tidslaggade presterar dock bättre än den ursprungliga för de utvecklade ekonomierna Sverige och Kanada under 1990-talet. Båda modellerna gör kraftiga över- och underskattningar som till stor del avhjälps med den utjämningsfunktion som vi tillämpar. Koefficienterna hålls konstanta över hela tidsperioden, vilket inte är rimligt då en viss dynamik bör inkluderas så att regeln justeras efter varje period då för mycket vikt läggs vid BNP-variabeln som såldes är en bidragande faktor till regelns över- och underskattningar. Regeln presterar bättre för ekonomier med stabila förhållanden mellan tillväxttakt och inflationstakt än för länder som lider av mer volatila förhållanden mellan dessa två variabler, likt tillväxtländerna i vår studie. Dessutom ger Taylor-regeln skattningar som ligger närmre den faktiska styrräntesättningen under de tidigare delarna av perioden för att sedan till större del börja avvika från den faktiskt satta styrräntan.   Slutsatserna som kan dras utifrån våra resultat är att den ursprungliga Taylor-regeln presterar bäst i att beskriva ett lands styrräntesättning sett till kvantitativa mått medan en tidslaggad modell tar större hänsyn faktiska förhållanden. Över lag presterar modellerna bättre för de utvecklade ekonomierna än för tillväxtekonomierna och huruvida storleken på ekonomin har någon inverkan är svårt att avgöra. Resultaten tyder också på att Taylor-regeln med tidslagg ligger närmre den faktiska styrräntesättningen för de utvecklade ekonomierna under 1990-talet än under perioden 2000-2013 medan den ursprungliga presterar bättre idag. / John. B Taylor, professor of Economics at Stanford University, presented a monetary policy rule in 1993 which intended to help central banks with their interst rate decisions. In its design the Taylor-rule was very simple and based on only two variables: the GDP-gap and the deviation of actual inflation from the inflation target. The Taylor rule had a great impact on the academic research and also contributed to changes within monetary policy around the world. Many empirical studies have been published on the Taylor rule and there are divided contentions about its applicability in different kind of economies and its relevance today. New theories have also been published regardning the time aspect of the impact on inflation due to a change in the interest rate. The intentions of this study is to make a comparsion between the original Taylor rule and a Taylor rule including a time lag regarding how well they describe the actual interest rates set by the central banks in five countries during the period 2000-2013. The results will be analyzed under consideration of the different economies attributes. The study compares the two kinds of Taylor rules and the applicability in describing the historical interest rate in Brazil, Canada, Poland, Sweden and South Africa. The two rules have also been modified with an interest rate smoothing-function.   Our results conclude that the original Taylor rule describes the historical interest rate better than the rule including a time lag for the time period 2000-2013 for all countries apart from Poland. For the developed economies Canada and Sweden the time lagged model show less deviations for the 1990’s. However both rules tend to over and underestimate the valutation of the interest rate. The smoothing function does to some extent correct this problem. The coefficients of the variables are held constant during the study which in reality should not be the case. They should instead be adjusted between every period to make allowances for the different relationship of the two variables. Mostly too much weight is put on the GDP-variable which should be a contributing cause of the overestimations. The rules do however have the tendency to describe the historical interst rate of the developed economies superior to the developing economies. The performance is greater at the beginning of the period with less deviation from the actual outcome than later on. The conclusion of our study is that the original Taylor rule generally performs superior to the one including time lag with conciderations to the deviations from the actual interest rates. However, the Taylor rule including the time-lag does allow for actual circumstances which the original Taylor rule does not take into consideration. Mainly the rules do perform better for developed economies compared to developing economies. Regarding the impact of the size of the economy on the applicability of the rules it was difficult to conclude anything specific. The Taylor rule with the time-lag is more applicable for the developed economies during the earlier time period, the 1990’s, than the later time period, the 2000’s where the original Taylor rule shows less deviations.

The impetus of this paper is a survey conducted in Taylor County, Florida, by the writer. The survey was more extensive than intensive; for example, fifty people were submitted a questionnaire containing five questions; and were chosen at random to represent a cross section of the people of the county. Several professional people, laborers, housewives, filling station operators are typical examples of people applying to the survey. The five questions or statements submitted pertained to Taylor County schools. / Typescript. / "May 1955." / "A Paper." / "Submitted to the Graduate Council of Florida State University in partial fulfillment of the requirements for the degree of Master of Arts." / Advisor: Harris W. Dean, Professor Directing Paper. / Includes bibliographical references.

Submitted by EDUARDO MORATO MELLO (eduardo.mello@br.natixis.com) on 2015-02-04T19:07:16Z No. of bitstreams: 1 MPFE_EduardoMello.pdf: 1511350 bytes, checksum: 0c43eb471871651f1d5b9ab8996e0e63 (MD5) / Rejected by JOANA MARTORINI (joana.martorini@fgv.br), reason: Eduardo, Alterar o ano para 2015. on 2015-02-05T15:09:42Z (GMT) / Submitted by EDUARDO MORATO MELLO (eduardo.mello@br.natixis.com) on 2015-02-05T15:14:07Z No. of bitstreams: 1 MPFE_EduardoMello.pdf: 1511130 bytes, checksum: ee2bf1cdb611b05a4c962200c29ff28f (MD5) / Approved for entry into archive by JOANA MARTORINI (joana.martorini@fgv.br) on 2015-02-05T15:15:33Z (GMT) No. of bitstreams: 1 MPFE_EduardoMello.pdf: 1511130 bytes, checksum: ee2bf1cdb611b05a4c962200c29ff28f (MD5) / Made available in DSpace on 2015-02-05T15:21:22Z (GMT). No. of bitstreams: 1 MPFE_EduardoMello.pdf: 1511130 bytes, checksum: ee2bf1cdb611b05a4c962200c29ff28f (MD5) Previous issue date: 2015-01-30 / Este estudo investiga o poder preditivo fora da amostra, um mês à frente, de um modelo baseado na regra de Taylor para previsão de taxas de câmbio. Revisamos trabalhos relevantes que concluem que modelos macroeconômicos podem explicar a taxa de câmbio de curto prazo. Também apresentamos estudos que são céticos em relação à capacidade de variáveis macroeconômicas preverem as variações cambiais. Para contribuir com o tema, este trabalho apresenta sua própria evidência através da implementação do modelo que demonstrou o melhor resultado preditivo descrito por Molodtsova e Papell (2009), o 'symmetric Taylor rule model with heterogeneous coefficients, smoothing, and a constant'. Para isso, utilizamos uma amostra de 14 moedas em relação ao dólar norte-americano que permitiu a geração de previsões mensais fora da amostra de janeiro de 2000 até março de 2014. Assim como o critério adotado por Galimberti e Moura (2012), focamos em países que adotaram o regime de câmbio flutuante e metas de inflação, porém escolhemos moedas de países desenvolvidos e em desenvolvimento. Os resultados da nossa pesquisa corroboram o estudo de Rogoff e Stavrakeva (2008), ao constatar que a conclusão da previsibilidade da taxa de câmbio depende do teste estatístico adotado, sendo necessária a adoção de testes robustos e rigorosos para adequada avaliação do modelo. Após constatar não ser possível afirmar que o modelo implementado provém previsões mais precisas do que as de um passeio aleatório, avaliamos se, pelo menos, o modelo é capaz de gerar previsões 'racionais', ou 'consistentes'. Para isso, usamos o arcabouço teórico e instrumental definido e implementado por Cheung e Chinn (1998) e concluímos que as previsões oriundas do modelo de regra de Taylor são 'inconsistentes'. Finalmente, realizamos testes de causalidade de Granger com o intuito de verificar se os valores defasados dos retornos previstos pelo modelo estrutural explicam os valores contemporâneos observados. Apuramos que o modelo fundamental é incapaz de antecipar os retornos realizados. / This study investigates whether a Taylor rule-based model provides short-term, one-month-ahead, out-of-sample exchange-rate predictability. We review important research that concludes that macroeconomic models are able to forecast exchange rates over short horizons. We also present studies that are skeptical about the forecast predictability of exchange rates with fundamental models. In order to provide our own evidence and contribution to the discussion, we implement the model that presents the strongest results in Molodtsova and Papell’s (2009) influential paper, the 'symmetric Taylor rule model with heterogeneous coefficients, smoothing, and a constant.' We use a sample of 14 currencies vis-à-vis the US dollar to make out-of-sample monthly forecasts from January 2000 to March 2014. As with the work of Galimberti and Moura (2012), we focus on free-floating exchange rate and inflation-targeting economies, but we use a sample of both developed and developing countries. In line with Rogoff and Stavrakeva (2008), we find that the conclusion about a model’s out-of-sample exchange-rate forecast capability largely depends on the test statistics used: it is necessary to use stringent and robust test statistics to properly evaluate the model. After concluding that it is not possible to claim that the forecasts of the implemented model are more accurate than those of a random walk, we inquire as to whether the fundamental model is at least capable of providing 'rational,' or 'consistent,' predictions. To test this, we adopt the theoretical and procedural framework laid out by Cheung and Chinn (1998). We find that the implemented Taylor rule model’s forecasts do not meet the 'consistent' criteria. Finally, we implement Granger causality tests to verify whether lagged predicted returns are able to partially explain, or anticipate, the actual returns. Once again, the performance of the structural model disappoints, and we are unable to confirm that the lagged forecasted returns antedate the actual returns.

Submitted by Gabriel Perlott Miguens (gpmiguens@gmail.com) on 2017-03-29T02:52:07Z No. of bitstreams: 1 TESE_Cambio_Regra de Taylor.pdf: 908855 bytes, checksum: 1b33a5bdcea9f731382b0785af425c26 (MD5) / Approved for entry into archive by Renata de Souza Nascimento (renata.souza@fgv.br) on 2017-03-29T17:06:37Z (GMT) No. of bitstreams: 1 TESE_Cambio_Regra de Taylor.pdf: 908855 bytes, checksum: 1b33a5bdcea9f731382b0785af425c26 (MD5) / Made available in DSpace on 2017-03-29T17:13:21Z (GMT). No. of bitstreams: 1 TESE_Cambio_Regra de Taylor.pdf: 908855 bytes, checksum: 1b33a5bdcea9f731382b0785af425c26 (MD5) Previous issue date: 2017-02-17 / The objective of this paper is to analyze the relationship between the Brazilian nominal exchange rate and the economic fundamentals, defined according to the Taylor rule. The transitory and permanent decomposition method was applied in order to identify how the model variables respond to transitory and permanent shocks. The interest is to identify how this relationship occurred during the floating exchange period. In Brazil, this occurred in 1999. At the same time, we try to verify evidence to consider that the fluctuations of the Brazilian nominal exchange rate do not follow a random walk process in the modern era of floating exchange rate. The results showed that the variables of the model are cointegrated and the transitory shocks play an important role in the Brazilian nominal exchange rate fluctuations while the permanent shocks are quite present in the fluctuations of the economic fundamentals of the model. Moreover, the results suggest that there is evidence that the Brazilian nominal exchange rate behavior should not be considered a random walk process. / O objetivo deste trabalho é analisar a relação entre a taxa de câmbio nominal brasileira e os fundamentos econômicos, definidos de acordo com a regra de Taylor. Foi aplicado o método de decomposição transitória e permanente com objetivo de se identificar como as variáveis do modelo respondem à choques transitórios e permanentes ao longo do tempo. O interesse é identificar como se deu essa relação durante o período de câmbio flutuante no Brasil, que ocorreu a partir de 1999. Ao mesmo tempo, busca-se verificar a existência de evidências para considerarmos que as flutuações do câmbio nominal brasileiro não seguem um processo passeio aleatório na era moderna de câmbio flutuante. Os resultados demonstraram que as variáveis do modelo são co-integradas e que os choques transitórios possuem participação importante nas flutuações do câmbio nominal brasileiro enquanto os choques permanentes são bastante presentes nas flutuações dos fundamentos econômicos do modelo. Além disso, os resultados sugerem que há evidências de que o comportamento do câmbio nominal brasileiro não deve ser considerado um processo passeio aleatório.