In this Master Thesis there are summarized basic methods for modelling time series, such as linear regression with seasonal dummy variables, exponential smoothing and SARIMA processes. The thesis is aimed on modelling and forecasting seasonal time series using these methods. Goals of the Thesis are to introduce and compare these methods using a set of 2184 seasonal time series followed by evaluation their prediction abilities. The main benefit of this Master Thesis is understanding of different aspects of forecasting time series and empirical verification of advantages and disadvantages these methods in field of creating predictions.

自從1979年中國大陸開放改革以來，中國大陸吸引外商投資實際金額便不斷成長，從1997年到2006年，中國大陸吸引外商直接投資實際累計金額高達882.038億美元，儼然成為開發中國家吸引外資最大國。 事實上，許多文獻探討影響中國大陸外資的因素，不外乎經濟及政治方面的影響，但鮮少提及政治方面的影響，因此本文特別將中國大陸各省政治權力影響外資的情況提出討論，作為往後探討中國大陸外資的補充文章。 / Since the implementation of opening policies in 1979, China has increasingly utilized overseas funds actively to accelerate industrialization and industrial promotion. From the beginning of the “Open Door” policy in 1979 to 2006, China has received $882.038 billion in foreign direct investment (FDI). Indeed, China is the largest developing country of FDI. As a matter of fact, numerous political and economic reasons will attract FDI. This paper uses political power as a new variable that no one has considered it as a political factor of determining FDI before. Panel data analysis is adopted because this paper aims to examine the determinants of FDI distribution across provinces and over time. Therefore, this paper adopts panel data analysis. According to regression model, political power actually affects FDI positively but the effect of influence is decreasing in course of time. However, this paper specially investigates the impact of political power on FDI that no one has discussed before so this paper can be regarded as a complementary paper in studying FDI.

Comment rendre plus attractives, efficaces, efficientes et pertinentes les institutions d'enseignement supérieur ? Cette question constitue une préoccupation majeure en ce début de millénaire qui voit grandir l'intérêt pour les questions relatives à l'Education en général et celles portant sur l'Université en particulier, même au sein d'institutions fortement marquées par leurs conceptions économico-financières du développement (Banque Mondiale, FMI, et autres bailleurs de fonds). Cette situation découle de la crise que connaît l'Université aussi bien dans les pays riches que dans les autres, bien qu'elle reste plus marquée dans ces derniers. En fait, elle est la résultante de mutations des missions de l'Université, de la raréfaction de ses ressources, de l'augmentation de ses charges, du fait notamment de la massification (quantitative et qualitative) de ses effectifs, de la faiblesse de son efficacité aux plans interne comme externe. Entre autres mesures correctives, la sélection à l'entrée a été retenue dans beaucoup d'Université dont l'U.C.A.D. Le présent travail est une contribution à la maîtrise des facteurs prédictifs de la performance des étudiants en première année. Il tente de dégager les pistes d'action pour arriver à une modélisation des déterminants de la réussite à l'université. Spécifique tant au plan contextuel (espace, discipline et période), méthodologique (empirisme et théorie, évaluation et prospective avec des données de types transversal et diachronique portant sur des étudiants satisfaisants ou non aux critères de sélection) qu'épistémologique (enjeux ontogénique, politique et pragmatique, articulation du quantitatif et du qualitatif et prise en compte du singulier et du commun), la recherche procède d'un raisonnement en trois étapes qui constituent trois études emboîtées. La préférence a été donnée à l'analyse des variances expliquées par les différentes variables prédictives et des coefficients de régression plutôt qu'à l'étude des coefficients de corrélation. Cette analyse est précédée d'une étude des évolutions des indicateurs macroscopiques (effectifs, taux de réussite, budgets, temps de transit) et des erreurs commises dans la sélection. La Faculté des Sciences et Techniques de l'U.C.A.D. a été retenue comme terrain de la recherche. Nous avons pu y étudier un échantillon comprenant à la fois des étudiants satisfaisant aux critères de sélection et des étudiants ne satisfaisant pas à ces critères. En général, quand il s'agit d'évaluer une procédure de sélection à l'entrée d'un programme de formation, ce dernier groupe, parce que les personnes qui la constituent ne sont pas autorisées à suivre les programmes de formation visés, n'est pas pris en compte. En fait, il est impossible d'avoir les données les concernant. Dans notre cas, il nous a donc été possible de faire des comparaisons. / How to make more attractive, effective, efficient and relevant the institutions of higher education? This question constitutes a major concern at this beginning of millennium which sees growing the interest for the questions relating to Education in general and those bearing about the University in particular, even within institutions strongly marked by their economic-financial designs of the development (the World Bank, the IMF, and other backers). This situation rises from the crisis as the University in the rich countries as in the others undergoes as well, although it remains more marked in the latter. In fact, it is the resultant of changes of the missions of the University, of the rarefaction of its resources, the increase in its loads, and the fact in particular of the massification (quantitative and qualitative) of its numbers, of the weakness of its effectiveness in the domestic fronts like external. Inter alias corrective measurements, the selection at the entry was retained in much University of which the U.C.A.D. This work is a contribution to the mastery of the predictive factors of the performance of the first-year students. It tries to release the tracks of action to arrive at a formalization of the determinants of the success at the university. Specific so much to the contextual plan (space, discipline and period), methodological (empiricism and theory, evaluation and futurology with data of the types transverse and diachronic bearing on satisfactory students or not with the criteria of selection) that epistemological (stakes ontogenetic, policy and pragmatic, articulation of quantitative and qualitative and taken into account of the singular and the common run), research proceeds of a reasoning in three stages which constitute three encased studies. The preference was given to the analysis variances explained by the various predictive variables and of the coefficients of regression rather than being studied of the coefficients of correlation. This analysis is preceded by a study of the evolutions of the macroscopic indicators (effective, rate of rate of success, budgets, time of transit) and the errors made in the selection. Faculty of Sciences and Techniques of U.C.A.D. was retained like field of research. There we could study a sample including/understanding at the same time students satisfying the criteria of selection and the students not satisfying these criteria. In general, when it is a question of evaluating a procedure of selection to the entry of a training scheme, this last group, because the people which constitute it are not authorized to follow the training schemes concerned, is not taken into account. In fact, it is impossible to have the data with regard to them. In our case, it was thus possible to us to make comparisons.

Submitted by Gustavo Rodrigues Macedo (rmgustavo@gmail.com) on 2016-08-30T12:23:42Z No. of bitstreams: 1 Estimando a retração recente no preço de minério de ferro.pdf: 1558651 bytes, checksum: ae2442fd7ce1f72ff8de6b972a7972e0 (MD5) / Approved for entry into archive by GILSON ROCHA MIRANDA (gilson.miranda@fgv.br) on 2016-09-08T19:05:06Z (GMT) No. of bitstreams: 1 Estimando a retração recente no preço de minério de ferro.pdf: 1558651 bytes, checksum: ae2442fd7ce1f72ff8de6b972a7972e0 (MD5) / Approved for entry into archive by GILSON ROCHA MIRANDA (gilson.miranda@fgv.br) on 2016-09-21T14:11:03Z (GMT) No. of bitstreams: 1 Estimando a retração recente no preço de minério de ferro.pdf: 1558651 bytes, checksum: ae2442fd7ce1f72ff8de6b972a7972e0 (MD5) / Made available in DSpace on 2016-09-26T12:06:22Z (GMT). No. of bitstreams: 1 Estimando a retração recente no preço de minério de ferro.pdf: 1558651 bytes, checksum: ae2442fd7ce1f72ff8de6b972a7972e0 (MD5) Previous issue date: 2015-05-28 / This study presents an analysis about the sharp fall in the price of iron ore observed during the year of 2014, using econometric methods to assess the impact of the strong increase in the volumes supplied to the seaborne market combined with a slowdown in some steel-intensive sectors in China. The study briefly presents the industry and the recent developments of the iron ore seaborne market, and then uses regression models to estimate determinant factors for iron ore price. The results indicate that a significant part of the price decline observed in 2014 cannot be explained by usual factors, suggesting that the atypical conditions observed during the year determined the market equilibrium. / Este trabalho apresenta uma análise sobre a retração no preço do minério de ferro observada no ano de 2014, com o objetivo de avaliar o impacto do choque positivo na oferta aliado à desaceleração de setores demandantes de aço na China. O estudo faz uma breve apresentação da indústria e do mercado transoceânico de minério de ferro e, em seguida, estima com métodos econométricos fatores determinantes do preço. Os resultados indicam que uma parcela significativa da queda do preço do minério em 2014 não pode ser explicada por fatores usuais, sugerindo que as condições atípicas observadas naquele ano determinaram o equilíbrio no mercado de minério de ferro.

Les TIC sont un facteur clé de performance dans les pays développés. Cette thèse s’intéresse à l’adoption des TIC et leur impact sur la performance des PME manufacturières d’un pays en développement. A la suite d’une première partie qui présente le cadre théorique et conceptuel, le reste de la thèse est organisé en trois études empiriques. La première étude propose une modélisation Probit afin d’identifier les déterminants d’adoption des TIC. Le capital humain est la variable explicative la plus significative. Se basant sur la régression linéaire à variables muettes, la causalité de Granger, le test de Kruskal-Wallis et le test de l’ANOVA de Welch, suivis des tests post-hoc correspondants, la deuxième étude met en évidence l’existence d’un fort lien statistique significatif entre le niveau d’adoption des TIC et la rentabilité. Dans une troisième étude, plusieurs modélisations Probit (simple, ordonné et multivarié) ont été testées sur différentes mesures de performance. Nous montrons, premièrement, que les TIC ont un impact positif sur la productivité, la rentabilité et la compétitivité. Deuxièmement, les TIC, le capital humain et la formation sont les déterminants de la performance globale. Enfin, la contribution des TIC à la performance globale est forte lorsqu’elles sont combinées au capital humain qualifié. En définitive, nos résultats empiriques ont montré un effet positif des TIC, du capital humain et du changement organisationnel sur la performance des PME. / ICT is a key performance factor in developed countries. This PhD thesis focuses on the adoption of ICTs and their impact on the performance of manufacturing SMEs in a developing country. Following a first part covering the theoretical and conceptual framework, the rest of the thesis is organized in three empirical studies. The first study uses a Probit model in order to identify the determinants of ICT adoption. Human capital seems to be the most significant explanatory variable. Based on linear regression of dummy variables, Granger causality, Kruskal-Wallis test, ANOVA test of Welch, followed by corresponding post-hoc tests, the second study highlights the existence of a strong statistically significant relationship between the level of ICT adoption and profitability. In a third study, many Probit models (simple, ordered and multivariate) were tested on different measures of performance. Firstly, we show that ICT have a positive impact on productivity, profitability and competitiveness of SMEs. Secondly, ICT, human capital and training are determinants of firm overall performance. Thirdly, when combined together, ICT and highly skilled human resources have an important contribution to the global performance. In conclusion, our empirical results demonstrate a positive impact of ICT, human capital and organizational change on firm performance.