Thesis (Ph.D. (Statistics)) -- University of Limpopo, 2022 / Using the ARFIMA (autoregressive and fractionally integrated moving aver age) model extended with sGARCH (standard generalised autoregressive con ditional heteroscedasticity) and ’gjrGARCH (Glosten-Jagannathan-Runkle gen eralised autoregressive conditional heteroscedascity) innovations, fractional in tegration approach and state space model, this study has empirically examined persistency of inflation dynamics of Ghana and South Africa, the only two coun tries in Sub-Saharan Africa with Inflation Targeting (IT) monetary policy. The first part of the analysis employed monthly CPI (Consumer Price Index) in flation series for the period January 1971 to October 2014 obtained from the Bank of Ghana (BoG), and for the period January 1995 to December 2014 ob tained from Statistics South Africa. The second part involves the estimation of threshold effect of inflation on economic growth using annual data obtained from the IMF (International Monetary Fund) database for the period 1981 to 2014, for both countries. Results from the study showed that structural breaks, long memory and non linearities (or regime shifts) are largely responsible for inflation persistence, hence the ever-changing nature of inflation rates of Ghana and South Africa. ARFIMA(3,0.35,1)-‘gjrGARCH(1,1) under Generalised Error Distribution (GED) and ARFIMA(3,0.50,1)-‘gjrGARCH(1,1) under Student-t Distribution (STD) mod els provided the best fit for persistence in the conditional mean (or level) of CPI for Ghana and South Africa, respectively. The results from these models pro vided evidence of time-varying conditional mean and volatility in CPI inflation rates of both countries. The two models also revealed an asymmetric effect of inflationary shocks, where negative shocks appear to have greater impact than positive shocks, in terms of persistence on the conditional mean with time varying volatility. This thesis proposes a model that combines fractional integration with non linear deterministic terms based on the Chebyshev polynomials in time for the analysis of CPI inflation rates of Ghana and South Africa. We tested for non-linear deterministic terms in the context of fractional integration and esti mated the fractional differencing parameters, d to be 1.11 and 1.32 respectively, for the Ghanaian and the South African inflation rates, but the non-linear trends were found to be statistically insignificant in the two series. New ev idence from this thesis depicts that inflation rate of Ghana is highly persistent and non-mean reverting, with an estimated fractional differencing parameter, d > 1.0, and will therefore require some policy action to steer inflation back to stability. However, the South African inflation series was found to be a cyclical process with an order of integration estimated to be d = 0.7, depicting mean reversion, with the length of the cycles approximated to last for 80 months. Finally, the thesis incorporated structural breaks, long memory, non-linearity, and some explanatory variables into a state space model and estimated the threshold effect of inflation on economic growth. The empirical results suggest that inflation below the estimated levels of 9% and 6% for Ghana and South Africa respectively, will be conducive for economic growth. The policy implications of these results for both countries are as follows. First, both series had similar properties responsible for inducing inflation persistence such as structural breaks, non-linearities, long memory and asymmetric re sponse to negatives shocks - but with varied degrees of magnitude. For both countries, the conditional mean and unobserved components such as volatility for both countries were found to be time-varying. This thesis, therefore, recom mends to the BoG and the South African Reserve Bank (SARB) - responsible for monetary policies, and the Finance Ministers of both governments - respon sible for fiscal policies, to take the above-mentioned properties into account in the formulation of their monetary policies. Second, the thesis recommends that the BoG and the SARB consolidate the IT policy, since keeping inflation below the targets set of 9% and 6%, respectively for Ghana and South Africa, will boost economic growth. Third, policymakers could also design measures (monetary and fiscal policies) such as increase in interest rates, credit control, and reduction of unnecessary expenditure, among others, to control inflation due to its adverse effects on market volatility. Even though an increase in interest rates could assist in curtailing the recent and anticipated increase in inflation rates in both countries, where targets have been missed by Ghana and South Africa, it will also be prudent to legislate monetary policies around demand-supply side since the problem of both coun tries appears to be more of a structuralist than a monetarist. It is, therefore, recommended that both countries tighten the IT monetary policy in order to re duce inflation persistence. This will eventually impact on poverty and income distribution with ramifications for economic growth and/or development. The fourth implication of these results is that governments and central banks should be mindful of the actions and decisions they take, in the sense that unguarded decisions and unnecessary alarms could raise uncertainties in the economy, which could, in turn, affect the future trajectory of inflation. Finally, the thesis recommends that governments of both countries strengthen the pri vate sector, which is the engine of growth. For small and open economies such as Ghana and South Africa, this will grow the economy through job creation and restore investor confidence. / National Research Foundation (NRF), Department of Science and Technology (DST), Telkom’s Tertiary Education Support Programme (TESP) and the NRF-DST Centre of Excellence for Mathematical and Statistical Sciences (CoE-MaSS)

No description available.

Background and Aims: In India, alcohol per capita consumption (APC) has substantially increased over the past 2 decades. Although consumption does vary across the country, consistent state-level data are lacking. We aimed to identify all state-level alcohol exposure estimates since 2000 to (i) model consistent current drinking (CD) (12 months) prevalence estimates for all 36 states/union territories (UT) in 2019 and (ii) compare state-level CD trends with national-level APC trends. Design: A systematic review for studies on the Indian state-level prevalence of CD, lifetime abstinence (LA), alcohol use disorders (AUD) or the quantity of alcohol consumed among current drinkers (QU) was conducted. Subsequently, statistical modelling was applied. Setting: Data were collected and modelled for all Indian states/UTs. Participants: Studies since 2000 referring to the general adult population (≥15 years) of at least one Indian state/UT were eligible. The total sample size covered was 29 600 000 (males: females, 1:1.6). Measurements: Results on LA, AUD and QU were summarized descriptively. For (i) the state-, sex- and age-specific CD prevalence was estimated using random intercept fractional response models. For (ii) random intercept and slope models were performed. Findings: Of 2870 studies identified, 30 were retained for data extraction. LA, AUD and QU data were available for 31, 36 and 12 states/UTs, respectively. CD model estimates ranged from 6.4% (95% CI = 2.1%–18.1%; males) in Lakshadweep and 1.3% (95% CI = 0.7%–2.6%; females) in Delhi to 76.1% (95% CI = 68.1%–82.6%; males) and 63.7% (95% CI = 49.4%–75.7%; females) in Arunachal Pradesh. Over time, CD decreased in most states/UTs in the observed data, contradicting increasing national-level APC trends. Conclusions: Alcohol use (measured as consistent current drinking) in India has large regional variations, with alcohol consumption being most prevalent in the North-East, Chhattisgarh, Telangana, Himachal Pradesh, Punjab and Jharkhand.

Esta dissertação trata da regulamentação legal insuficiente do direito social fundamental ao benefício de prestação continuada - BPC (artigo 203, V, da Constituição Federal de 1988), estampada na regra do artigo 20, §3º, da Lei 8.742/93 (critério da renda per capita familiar ou critério econômico de concessão). Estuda a viabilidade, sob o aspecto jurídico, da aplicação da regra do artigo 34, parágrafo único, da Lei 10.741/03, como parâmetro objetivo complementar e propõe a extensão possível de aplicação desse dispositivo legal. Indica, também, considerando como necessário o diálogo do direito com outros ramos científicos, alguns caminhos possíveis para futuros estudos que tenham como objeto a atividade de criação de um novo critério de concessão do BPC. O presente estudo se desenvolveu, preponderantemente, mediante exame bibliográfico, com prevalência do raciocínio dedutivo. Compreendeu, também, análise de decisões judiciais, a qual foi enquadrada como qualitativa documental (tida como modalidade metodologicamente mais flexível de pesquisa empírica). Partiu-se de uma abordagem metodológica que compreende a dogmática jurídica como constituída por três dimensões: analítica, empírica e normativa. / This thesis discusses the insufficient legal regulation in the context of the fundamental social right to the benefit of continued support - CBC (Article 203, V, of the Federal Constitution of 1988), set forth in the rule provided by Article 20, §3°, of Law 8,742/93 (per capita income standard or economic criteria of concession). It also seeks to study the legal aspects related to the viability of the application of the rule set forth in Article 34, sole paragraph, of Law 10,741/03, as a complementary objective parameter, as well as proposes a possible extension of the enforcement of such legal provision. In addition, and considering as necessary the dialog between law and the other scientific fields, it also indicates possible paths for future studies that target the creation of a new concession criteria for the CBC. The study was developed based on the review of bibliographic material, with prevalence of the deductive reasoning. It also comprehends the review of court precedents, which were classified as documental qualitative (considered as a more flexible methodological modality of empirical research). The methodological approach used comprehends the legal dogmatic as formed by three dimensions: analytical, empirical and normative.

Made available in DSpace on 2016-04-26T20:23:00Z (GMT). No. of bitstreams: 1 Luiz Gonzaga da Cunha Freitas.pdf: 1108289 bytes, checksum: 329c4ddfc07645b905cf8344ad5268d5 (MD5) Previous issue date: 2014-08-07 / Search in this dissertation the discussion on the effectiveness of the BPC award Continued provision Benefit established by law n. 8,742, December 7, 1993 and its subsequent amendments, which regulated the Article 203, V, of the Federal Constitution, against the requirements that the law established for its grant, especially in socio-economic and medical expert testimonyin order to handle the crucial point in that many requests are no longer awarded, through an analysis of the legal bases that are mainly after internalization the legal system of the homeland of the place of the ICF-International Classification of functionality, disability and health. The crux of the question is trying to demonstrate that the BPC, understood as a benefit of amparo to the existential minimum, with the wording of article 6, heading, of the Federal Constitution, qualifies as a fundamental right in guard the dignity of the human person and respect for the principle of social need, highlighted by the applicant disability. In this sense, seeks to demonstrate that the State has not yet been able to give the necessary effectiveness to the BPC and the questions of existential minimum to the poor, despite the long treatment given to the subject in the Federal Constitution. To achieve the desired objectives supporting the work on doctrine, the legal system and jurisprudence, opting for the theoretical and dogmatic methodology. Timely reference to some regulations and instruments used by the Special Federal Civil Court of Sao Paulo, with regard to requirements for the granting of the BPC, showing, the illustrative reports content title, expert medical and socioeconomic, as well as judicial decision to assess how this Court faces the question. Still, to Crown the work, if the justices of our courts, with the goal of demonstrating how walks the jurisprudence homeland in dealing with the question of the existential minimum and in particular the assistance benefit, especially for the trial involving the applications of disabled people / Busca-se, na presente dissertação discutir a efetividade da concessão do Benefício de Prestação Continuada (BPC), criado pela Lei nº 8.742, de 07 de dezembro de 1993 e suas alterações posteriores, que regulamentou o art.203, V, da Constituição Federal, frente aos requisitos legais para a sua concessão, especialmente a prova pericial médica e socioeconômica. Trata-se de ponto crucial em razão do qual muitos pedidos deixam de ser concedidos, mediante uma análise dos fundamentos jurídicos que o revestem, principalmente após a internalização no ordenamento jurídico pátrio da Classificação Internacional de Funcionalidades, Incapacidade e Saúde (CIF). O objetivo do estudo está em demonstrar que o BPC, um benefício de amparo ao mínimo existencial, com redação do art.6º, da Constituição Federal, se enquadra como um direito fundamental social, que resguarda a dignidade da pessoa humana e o respeito ao princípio da necessidade social, com destaque para o requerente portador de deficiência. Nesse sentido, procura-se demonstrar que o Estado ainda não foi capaz de dar efetividade ao BPC e às questões de mínimo existencial ao deficiente, apesar do longo tratamento concedido ao tema na Constituição Federal. Para alcançar os objetivos pretendidos o estudo está fundamentado na doutrina, no ordenamento jurídico e na jurisprudência. Optamos, também, pela metodologia teórico-dogmática. Oportuna a referência a alguns regulamentos e instrumentais utilizados pelo Juizado Especial Federal Cível de São Paulo, no que tange aos requisitos para conceder o BPC, apresentando, como exemplo, o conteúdo de laudos médico-pericial e socioeconômico, além de decisão judicial para verificar como essa instância judicial enfrenta a questão. Ao final, lança-se mão dos julgados dos tribunais brasileiros para demonstrar como caminha a jurisprudência pátria em relação ao mínimo existencial e, em específico, ao benefício assistencial, com destaque para os julgados que envolvem os pedidos dos deficientes

Submitted by Douglas Albuquerque Guideli (douglasguideli@gmail.com) on 2018-08-02T16:46:49Z No. of bitstreams: 1 Dissertacao_08022018.pdf: 717184 bytes, checksum: b4ea6d8225322985348430a05aa0e914 (MD5) / Approved for entry into archive by Thais Oliveira (thais.oliveira@fgv.br) on 2018-08-02T22:34:31Z (GMT) No. of bitstreams: 1 Dissertacao_08022018.pdf: 717184 bytes, checksum: b4ea6d8225322985348430a05aa0e914 (MD5) / Approved for entry into archive by Suzane Guimarães (suzane.guimaraes@fgv.br) on 2018-08-03T12:29:09Z (GMT) No. of bitstreams: 1 Dissertacao_08022018.pdf: 717184 bytes, checksum: b4ea6d8225322985348430a05aa0e914 (MD5) / Made available in DSpace on 2018-08-03T12:29:09Z (GMT). No. of bitstreams: 1 Dissertacao_08022018.pdf: 717184 bytes, checksum: b4ea6d8225322985348430a05aa0e914 (MD5) Previous issue date: 2018-07-11 / Nesse trabalho serão analisados possíveis impactos das mudanças de cidades de equipes da NFL durante a década de 90 e início dos anos 2000. Foram analisados dados de renda e emprego dessas regiões e a existência ou não de impacto econômico virá da análise do comportamento das variáveis após a mudança da equipe para a nova cidade. Será utilizado a metodologia ArCo desenvolvido em Carvalho, Masini e Medeiros (2018). Foi encontrada uma grande bibliografia de estudos de impactos econômicos gerados pela prática profissional esportiva em regiões, sempre associando os benefícios concedidos pelo governo com o benefício econômico gerado pela mudança ou chegada de uma equipe profissional a uma região. Esse trabalho se difere dos demais pois em nenhum deles há a aplicação de um modelo contra factual, ou seja, a abordagem desse trabalho será a primeira a tentar evidenciar impactos econômicos após a chegada de equipes profissionais esportivas utilizando esse tipo de modelo estatístico. Não foram encontrados efeitos nas variáveis e regiões estudadas nesse trabalho da prática profissional esportiva em uma região. / The present project aims at analyzing possible impacts from changes in the base-city of NFL teams during the period comprising from 1990 to the early 21th century. Data regarding employment rate and income in those regions would be the main basis of the diagnosis. Therefore, a detailed analysis of the behavior of these variables after the moment of the move from the team to a new town would reveal whether there was an economic impact. The model applied would be the ArCo, developed in Carvalho, Masini e Medeiros (2018). There is an extensive biography available regarding studies related to economic impacts generated by professional sports’ practice in specific regions, always associating the benefits granted by the government with the economic benefit generated by the arrival or departure of a professional team to that region. However, this work significantly differs from the others because in none of them there is the application of a counterfactual model. Therefore, the approach of the present work will be the first one to attempt at demonstrating the economic impacts after the arrival of professional sports teams using this type of statistical model. Author did not found relevant economic effects in variables that were analyzed in this study.

Submitted by Francisco Augusto Seixas Thomé (francisco.thome@fgv.br) on 2013-01-03T21:38:35Z No. of bitstreams: 1 Thomé.pdf: 1674130 bytes, checksum: b3ec4566d7dfee1d5ea069cfedaa082a (MD5) / Approved for entry into archive by Vitor Souza (vitor.souza@fgv.br) on 2013-01-15T13:09:01Z (GMT) No. of bitstreams: 1 Thomé.pdf: 1674130 bytes, checksum: b3ec4566d7dfee1d5ea069cfedaa082a (MD5) / Made available in DSpace on 2013-02-04T18:21:25Z (GMT). No. of bitstreams: 1 Thomé.pdf: 1674130 bytes, checksum: b3ec4566d7dfee1d5ea069cfedaa082a (MD5) Previous issue date: 2012-05-31 / This study intends to verify how inelastic is the spending of money, with higher education in relation to the income. We found that families with higher income, spend more on that kind of education than those of lower. We observed also in Brazil, that as higher the incomes more is spent on high level education, but this correlation is inelastic, with an increase of 1,0% on the month income, carries 0,31% increase in monthly expenditure on tertiary education. In relation to the amount spent on education, the family income, we may observe that when the family income increases in certain geographic regions, a small part of it is reserved for high level education than in other regions, as we could verify. This suggests that families with high income levels, will not be affected when deciding to invest more in education to have a better quality of education compared to others. We may observe that among the brazilian regions, there are differences that often come from the number of residents and educational differences, usually in the same family. In families with higher income, we found often that part of this increase was forwarded to other activities, and this will not change so much its decision on investing in university education. It was verified that this occurs in the Southeast and South, because these locations revenue is above the national average and the number of residents per household is relatively lower. We also observed that in these regions the ratio of student is higher, confirming that they are the ones with better economic conditions and thus, they have better opportunity to invest in education. / O estudo em questão pretende verificar, o quão é inelástico o gasto com a educação de nível superior em relação à renda. Verificamos que os domicílios com maior renda há um gasto maior dos que os de menor renda. O que também foi verificado no Brasil é que, quanto maior a renda, maior é o gasto com educação de nível superior, porém esta correlação é inelástica, ou seja, com um aumento de 1,0% na renda mensal, acarreta 0,31% de aumento na despesa mensal com educação de nível superior. Quanto à proporção de gastos com educação na renda domiciliar, há evidências que com o aumento da renda em domicílios de certas Regiões Geográficas, há uma destinação de um percentual menor de sua renda para com os gastos em educação superior do que em outras regiões, conforme foi verificado. Isto leva a crer que em domicílios com um nível de renda maior, esta alteração de renda não influenciará tanto em sua decisão de investir mais em educação para ter um curso universitário de melhor qualidade de ensino. Pode-se observar que entre as regiões brasileiras, há diferenças que muitas vezes são oriundas da quantidade de moradores e diferenças educacionais, muitas vezes no próprio domicílio. Nos domicílios de maior renda, em um grande número de vezes, parte deste incremento de renda é alocada para outras atividades, pois isto não alterará em muito sua decisão relativa ao investimento no ensino superior. Foi verificado que isto ocorre nas Regiões Sudeste e Sul, pois nesses locais a renda é superior à média nacional e a quantidade de moradores por domicílio é relativamente menor. Observamos também que nestas regiões a relação de vagas por estudante é maior, corroborando que como são as regiões mais ricas, elas têm maior condição de investir na educação de nível superior.

This thesis is focused on the description and assessment of the relationships between human, institutional and social capital and the assessment of the effects of capital types on economic performance. After the operationalization of capital types and economic performance that was based on literature research, the relationships were analysed using the example of European regions (specifically NUTS 2). The analysis is focused on the regional differentiation of capital types and economic maturity. It also monitors the relationships between capital types and economic performance. This thesis is based on the latest statistical data from offices and surveys that deal with the quality of the institutional environment or the characteristics of social capital. The characteristics of capital types are shown in maps. For the statistical data analysis, we used factor, correlation and regressive analysis. Keywords: human, social and institutional capital, economic performance, GDP per capita, regional differentiation, European regions NUTS 2

No description available.

Water constraints for humans and nature are gaining more and more public attention as a critical environmental dilemma that needs to be addressed. When aquifers and rivers are running dry, the debate refers to an ongoing “world water crisis”. This thesis focuses on the water and agricultural production complexity in a global, regional and local perspective during different phases of development. It addresses the river basin closing process in light of consumptive water use changes, land use alterations, past and future food production in waterscarce developing countries in general, and a south Indian case study basin in particular, the Bhavani basin in Tamil Nadu. The study focuses on early phases of global agricultural development and addresses consumptive use and river depletion in response to land use change and irrigation expansion. It shows that focus must be shifted from a water use to a consumptive water use notion that considers both green and blue water resources. The Bhavani basin development trajectory reveals a dynamic interplay between land and water resources and different socio-political groups during the “green revolution” period. The present system has emerged as a step-by-step adaptation in response to hydro-climatic variability, human demands and infrastructure constraints. The study reveals three kinds of basin closure: allocation closure; hydrological closure; and perception wise closure. Many concerted actions on multiple scales have contributed to an increasing water use complexity even after closure. The study shows the extent to which natural variability hides creeping changes, and that the “average year” is a deceptive basis for water allocation planning. Future consumptive water requirements to feed growing populations in the developing world is analysed with a back-casting country-based approach. The study shows a doubling of water requirements by 2050 and how the challenge can be halved by increased water productivity. Since blue water accessibility for irrigation clearly will be insufficient, additional green water has to be acquired by horizontal agricultural expansion into other terrestrial ecosystems. The task will be substantial and increase the importance of global food trade. / Vattenbrist för människor och ekosystem är en mer och mer uppmärksammad miljöfråga. Sjunkande grundvattennivåer och uttorkade floder gör att många talar om en ”global vattenkris”. Denna avhandling fokuserar på de komplexa sambanden mellan vatten och jordbruksproduktion utifrån ett globalt, regionalt och lokalt perspektiv under olika utvecklingsfaser under fyra sekler. Den redogör för hur avrinningsområden överintecknas och slutligen ”stängs” för ytterligare vattenutvinning. Effekterna av ökad vattenutvinning i relation till historisk och framtida matproduktion analyseras generellt i utvecklingsländer med vattenbrist, och i detalj i en fallstudie i Bhavani avrinningsområde i Tamil Nadu i södra Indien. Studien visar för den tidiga jordbruksutvecklingen på global nivå hur förändrad markanvändning och bevattningsexpansion leder till förändrad balans mellan evapotranspiration och avrinning, med uttorkning av vattendrag som följd. Den visar vidare vikten av ett paradigmskifte där fokus flyttas från vattenanvändning till ”konsumerande” vattenanvändning, och som inkluderar både grönvatten- och blåvattenresurser. Analysen av Bhavaniområdets utvecklingskurva under det senaste seklets jordbruksutveckling visar på ett dynamiskt växelspel mellan land- och vattenresurser och mellan olika samhällsgrupper. Den nuvarande vattenanvändningssituationen har stegvis växt fram som en respons på hydroklimatisk variabilitet, människors behov och infrastrukturbegränsningar. Studien påvisar att ett avrinningsområde kan ses som ”stängt” på tre skilda sätt: när flödet är överintecknat, när utflödet sinar, och när vattenanvändare upplever att behoven överstiger tillgången. Även efter ”stängning” har etablering och intensifiering av vattenutvinning fortsatt och resulterat i ett alltmer komplext och sammanflätat vattenanvändningsmönster. Studien visar vidare hur hög hydroklimatisk variabilitet, dels gör att ”genomsnittlig vattentillgång” är förledande vid planering av vattenfördelning i ett avrinningsområde, och dels döljer smygande kumulativa effekter av ökad vattenutvinning. Slutligen anlyseras ländervis framtida vattenbehov för att möta matbehovet i världens utvecklingsländer, vilket visar på en fördubbling fram till 2050. Tack vare ökad vattenproduktivitet kan behovet emellertid halveras. Endast en bråkdel av det resterande behovet kan mötas genom ökad bevattning, dvs. med mera blåvatten. En stor del av vattenbehovet måste istället täckas med mera grönvatten via uppodling av andra terrestra ekosystem. Uppgiften innebär en betydande utmaning och global handel med jordbruksprodukter kommer att öka avsevärt i betydelse.