A segmentação dos mercados internacionais permite a existência do pricing-to-market, hipótese inicialmente formulada por Krugman (1986). O primeiro objetivo deste trabalho foi testar o pricing-to-market realizado pelos exportadores brasileiros entre 1999 e 2012 utilizando dados para 26 setores industriais. À partir do modelo de Marston (1990), a sua estratégia de identificação adotada foi expandida para ser utilizada em dados em painel e considerar a possibilidade de cointegração entre as variáveis. Modelos de correção de erros em painel foram estimados utilizando diferentes técnicas de estimação, o efeito médio da taxa real de câmbio no longo prazo é de 0.673, ou seja, um aumento de 1% na taxa real de câmbio leva a um aumento de aproximadamente 0.07% nos preços relativos. No curto prazo, o efeito médio da taxa real de câmbio é de 0.233 nos preços relativos. Então há um efeito maior da taxa real de câmbio no longo prazo que no curto prazo. Após encontrar evidências de pricing-to-market nas exportações brasileiras, este estudo testou a assimetria do pricing-to-market através do modelo de painel com parâmetros limiares proposto por Hansen (1999). Foi estudado se a assimetria ou a volatilidade cambial possuem efeitos no nível de pricing-to-market realizado. As evidências encontradas mostram que a taxa real de câmbio possui efeitos assimétricos, há um aumento do pricing-to-market com a desvalorização cambial. / The segmentation of international markets allows the pricing-to-market, hypothesis initially defined by Krugman (1986). The first objective of this work is to test the pricing-to-market held by Brazilian exporters between 1999 and 2012 using data panel for 26 industrial sectors. Using the model proposed by Marston (1990), his identification strategy has been expanded from and consider the possibility of cointegration between the variables. Panel error correction models were estimated using differents estimation techniques, the average effect of the real exchange rate in the long run is 0.673, i.e. an increase of 1% in the real exchange rate leads to an increase of 0.07% in relative prices. In the short term, the average effect of the real exchange rate is 0.233 in relative prices. So there is a higher effect of real exchange rate in the long run than the in the short term. After finding evidence of the Brazilian pricing-to-market, this study tested the asymetric pricingto-market using the panel threshold model proposed by Hansen (1999). It was examined whether the exchange rate asymmetry or the volatility have effects on the level of pricing-tomarket. The evidences shows the real exchange rate has asymmetric effects, there is an increase of brazilian pricing-to-market associated with a depreciated exchange rate.

O processamento de informação quântica requer medidas, muitas vezes precedidas devoluções unitárias. Uma descrição realista de um computador quântico também deve levar em conta que o sistema interage com um ambiente externo - distinto do observador - que o remove de sua evolução ideal, gerando erros. Neste trabalho, fazemos um estudo da dinâmica de sistemas quânticos observados múltiplas vezes ou continuamente, enquanto interagem com ambientes externos. Para tanto, empregamos uma equação mestra híbrida, que permite modelar uma interação contínua e markoviana do sistema com o medidor, enquanto o ruído do ambiente apresenta características não markovianas. O estudo da dinâmica de uma medida contínua ruidosa revela que o sistema melhor preserva suas populações iniciais quando é realizada a medida de uma observável que não comuta com os operadores do ruído produzido pelo ambiente. Estes resultados, já conhecidos para o caso simples de um qubit de memória interagindo com o vácuo, são generalizados para uma temperatura inicial superior a zero e para um qubit submetido a uma porta quântica. A universalidade destes fenômenos de preservação da população inicial permite fazer analogia com o efeito Zenão quântico. Mantendo o mesmo formalismo, mas adaptando a interação com o ambiente para descrever um decaimento verificamos que o efeito Zenão quântico é observado para acoplamentos fracos com o ambiente. Tratamos também de como tal conhecimento sobre a preservação das populações pela medida auxilia na elaboração de melhores formas de preservar a informação em códigos quânticos. Com o auxílio da teoria das medidas fracas, propomos um possível método experimental simples para o teste da validade dos modelos de descrição de medidas contínuas. Com este estudo da dinâmica de uma medida quântica, esperamos elucidar questões de ordem prática no processamento de informação quântica, assim como ajudar no melhor entendimento de questões fundamentais, como o postulado da medida. / The processing of quantum information requires measurements, often preceded by unitary evolutions. A faithful description of a quantum computer should also take into account that the system interacts with an external environment - other than the observer - that removes it from its ideal evolution, causing errors. Here, we study the dynamics of quantum systems observed multiple times or continuously, while they interact with external environments. To do this, we employ a hybrid master equation, which allows us to model a continuous, Markovian interaction between the system and the measurement apparatus, while the environmental noise presents non-Markovian features. This study of the dynamics of the noisy continuous measurement reveals that the system better preserves its initial populations when the observable measured does not commute with the environmental noise operators. These results, already known for the simpler case of a memory qubit interacting with vacuum, are generalized for an initial temperature above zero and a qubit undergoing a quantum gate. The universality of these phenomena of preservation of the initial populations allows an analogy with the Quantum Zeno Effect. Keeping the same formalism, but adapting the environmental interaction to describe a decay, we verify that the quantum Zeno effect is observed for weak coupling with the environment. We also deal with how the knowledge about the preservation of the populations by the measurement helps in creating better ways to preserve the information in quantum codes. With the help of the weak measurement theory, we propose a simple experimental method to test the validity of models that describe a continuous measurement. With this study of the dynamics of a quantum measurement, we hope to help solve practical issues in quantum information processing, as well as provide greater insight into fundamental questions, such as the measurement postulate.

Nesta tese são desenvolvidos três estudos sobre as reservas internacionais brasileiras, utilizando diferentes técnicas econométricas, com o objetivo de determinar a influência de medidas absolutas e relativas de reservas sobre o rating soberano de crédito e o spread soberano, bem como o nível adequado para garantir a liquidez externa. As análises foram feitas com dados mensais do período jan/2000-jun/2008. No primeiro estudo, mostrou-se que diferentes medidas de reservas internacionais apresentam efeito significativo na explicação do rating soberano de crédito, através de modelos ordered logit para a média dos ratings emitidos pelas três principais agências (Moody's, Standard & Poors e Fitch). Entretanto, o indicador de maior poder explicativo não foi o nível absoluto de reservas, mas a razão entre dívida pública externa líquida e PIB. Outras variáveis de destacada importância na maioria dos modelos foram o percentual da dívida interna de curto prazo, investimento estrangeiro direto/PIB e inflação. Variáveis tradicionalmente utilizadas como indicadores de liquidez, como razão reservas/importações e conta corrente/PIB, não foram significativas na maioria dos modelos. Os resultados confirmam os indícios contidos no discurso das agências de rating, quanto à importância das reservas internacionais em sua avaliação, embora alertando que outras variáveis, como perfil de endividamento do governo e perspectivas de crescimento, são também fundamentais. O segundo estudo de caso encontrou relação significativa entre as reservas internacionais e o spread soberano, através de modelos de correção de erros. O efeito estimado do rating soberano foi não-significativo ou pouco explicativo, comparado aos fundamentos, provavelmente devido à volatilidade do spread soberano em resposta a variações nas condições do mercado, ao contrário do rating. O melhor modelo obtido utilizou o nível absoluto de reservas, evidenciando também efeitos significativos da aversão global ao risco, taxas de juros internacionais e crises políticas internas. Os resultados desse estudo indicam custo marginal decrescente das reservas internacionais e a necessidade de considerá-lo endógeno em modelos de minimização de custos para determinação do nível ótimo de reservas. O terceiro estudo implementou a metodologia de Liquidity-at-Risk sugerida por Greenspan (1999) para avaliar a adequação do nível de reservas internacionais para a manutenção da liquidez externa. Para a medida de liquidez reservas/dívida externa de curto prazo (razão de Guidotti), estimou-se que o nível de reservas internacionais mantidas pelo Brasil em jun/2008 (US$200 bilhões) era aproximadamente o dobro do necessário para garantir uma razão de Guidotti superior a 1, com 99% de probabilidade, durante 24, 36 ou 48 meses. Em diversos cenários alternativos de percentual das dívidas externa e interna de curto prazo, meta de superávit primário, índice de aversão ao risco e taxas de juros externas, as reservas iniciais necessárias situaram-se em US$85-105 bilhões. A análise de custos revela que o aumento das reservas diminui os juros médios da dívida, embora efeito maior pudesse ser alcançado através do aumento do superávit primário. As evidências sugerem que a motivação das autoridades brasileiras para a manutenção de reservas em torno de US$200 bilhões não é puramente precaucionária, admitindo as hipóteses de ganho de credibilidade e flexibilidade para a execução da política fiscal. / This thesis developed three case studies on the Brazilian international reserves, using various econometric techniques in order to determine the influence of absolute and relative measures of reserves over both the sovereign credit rating and the sovereign spread, as well as to assess the adequate reserves level to ensure external liquidity. Analyses were carried out on monthly data from Jan/2000 to Jun/2008. The first case study found significant effects of different reserves measures in explaining the sovereign credit rating, by fitting ordered logit models to the average of the ratings issued by the three main agencies (Moody's, Standard & Poors and Fitch) for the Brazilian long term external debt. However, the best explaining variable was not the absolute level of reserves, but the ratio "net public external debt/GDP" instead. It was noteworthy the significance of the following variables in most of the models tested: short term internal debt (%), foreign direct investment/GDP and inflation. Variables traditionally used as external liquidity measures, like reserves/imports and current account/GDP, are not statistically significant in most of the models fitted in this study. Results support the evidence found in the rating agencies' reports, as to the importance of international reserves in their credit quality assessment, although pointing to other variables, like government debt profile and growth perspectives, as equally critical. The second case study found significant relationship between the Brazilian international reserves and its sovereign spread, using error correction models. The estimated effect of sovereign rating was either non-significant, or poorly explanatory when compared to macroeconomic fundamentals, probably due to the volatility of sovereign spread in response to changes in market conditions, unlike the sovereign rating. The best model obtained included the absolute level of reserves, showing also significant effect of the global risk aversion, external interest rates and internal political crises. The results of this study point to a decreasing marginal cost of international reserves and the need of considering it as endogenous in optimal reserves models based in cost minimization. Finally, the third case study implemented the Liquidity-at-Risk methodology suggested by Greenspan (1999), in order to assess the Brazilian reserves level adequacy in maintaining external liquidity. For the liquidity measure adopted - the ratio "reserves/short term external debt" (Guidotti's ratio) - it was found that the Brazilian reserves level held in Jun/2008 (US$200 billion) was roughly twice the necessary one to ensure a Guidotti's ratio above 1, with 99% probability, within 24, 36 or 48 months. In several alternative scenarios varying the short term external debt, short term internal debt, primary surplus, global risk aversion and external interest rates, the required initial reserves was in the range US$85-105 billion. An analysis of alternative policies' costs revealed the expected effect of higher reserves in decreasing the average debt service, although a dramatically higher impact would be obtained by an increase in primary surplus. Evidence suggest that the Brazilian authorities motivation for holding international reserves as high as US$200 billion may not be purely precautionary, pointing to the hypotheses of credibility gains and fiscal flexibility issues.

Context: Video streaming over best-effort networks is complicated by a number of factors including unknown and time-varying bandwidth, transmission delay, and high packet losses. Excessive packet loss can causes significant degradation in quality of video perceived by users of real-time video applications. Recent studies suggest that error control schemes using Forward Error Correction (FEC) is a good candidate for decreasing the negative impact of packet loss on video quality. With FEC scheme, redundant information is transmitted along with the original information so that the lost original video data can be recovered at least in part from the redundant information. Although sending additional redundancy increases the probability of recovering lost packets, it also increases the bandwidth requirements which in turn increase loss rate of the video stream due to congestion. For this reason FEC is characterized as effective when the redundancy is sufficient to recover the lost data, ineffective when the redundancy is little to recover the lost data and inefficient when the redundancy is high for the lost data. To provide best performance for the streaming application and the network, it is important to determine, in real time, the proper amount of redundant information according to the loss behavior of the network. However it not clears how to choose optimal redundancy given the constraints mentioned above at any given point in time. Objective: This thesis investigated the limitations of existing static FEC schemes and suggested alternative approaches that can achieve effectiveness through sending the appropriate amount of FEC redundancy in real-time. Three dynamic redundancy adaptation control systems On-Off, Proportional, Proportional-Integral have been design and implemented based on existing conventional FEC mechanisms. Moreover the performance evaluation of each mechanism is performed on simulated environment. Method: A performance evaluation methodology using network simulation and key evaluation criteria to test the mechanisms under different network conditions and the scenarios for each different network are considered. The proposed mechanisms were implemented in a simulation environment by using NS2. After the implementation and validation of the techniques, several simulation experiments have been conducted to study the performance of each redundancy adjustment schemes. Results: The result of the simulation experiments and performance analysis showed that both Proportional and Proportional-Integral (PI) redundancy controller based on Adaptive Forward Error Correction (AFEC) mechanisms significantly reduce the number of discarded video blocks as compared with the On-Off based scheme. On the other hand On-Off based AFEC mechanisms added small number of excess redundancy. The amount of excess redundancy added by the Proportional and PI controllers significantly increases as the packet drop rate of the transmission channel increases. Conclusion: Based on the findings of this study, using the PI adaptation based AFEC mechanisms is potentially viable option for enhancing the performance of video streaming applications over the network. / +46762356096 +251929003705/+46739691250

This report briefly describes the special requirements for a computer board for use in space. In particular, component selection and ways of mitigating the soft and hard errors are discussed. Furthermore, one implementation for a low-cost, relatively high performance computer that will work in the harsh space environment is presented. The report is primarily intended for those familiar with digital design, who need an introduction to construction of space or other high-reliability hardware. As the quality (resolution) of imagers, spectrometers and other data sources in scientific satellite payloads is increasing, there is also an increasing demand for more processing power in order to compress or in other way process the data before transmitting it on the limited bandwidth microwave downlink to Earth. Scientific instruments are usually mission specific and have rather low budget, so there is a need for a powerful computer board that can be used for a number of missions in order to keep the engineering costs down.

[pt] O objeto desta dissertação é investigar o impacto do câmbio em diversos setores de exportação no Brasil, utilizando equações econométricas uniequacionais. Em particular, é utilizado o modelo em defasagens autoregressivas distribuídas (ADL) para obtenção das elasticidades de longo prazo. A dinâmica de curto prazo é obtida sob a forma de um modelo de correção de erros (ECM). São estimadas seis formas alternativas para a equação das exportações, as quais se diferenciam pelas medidas de câmbio (três) e renda mundial (duas) utilizadas. As estimativas das elasticidades- câmbio das exportações indicam uma relação de longo prazo na maior parte dos 18 setores estudados, porém seu impacto sobre o nível das exportações não é considerado alto, pois as estimativas em sua maioria são inferiores a unidade. No curto prazo, o impacto do câmbio revelou-se ainda mais baixo. Em síntese, o presente estudo mostra que, para o crescimento das exportações, o comportamento do câmbio não é o fator de destaque. No bojo desse estudo, no entanto, outros determinantes das exportações setoriais são identificados: renda mundial, competitividade externa e o produto potencial da indústria. / [en] The aim of this dissertation is to investigate the impact of the exchange rate in several export sectors of the brazilian economy, throughout the use of uniequation econometric models. In particular, we make use of the autoregressive distributed lags model (ADL) to obtain the long run exchange rate elasticities. The short run dynamics is obtained by use of a model with error correction mechanism (ECM). We estimate six alternative forms for the export equations, which differ by the indicators of exchange rate (three) and world income (two) used. The elasticities estimated for the majority of the 18 export sectors investigated suggest the existence of a long run relation between exchange rate and quantum of exports. Nevertheless this impact is not substantial, given the small size of the elasticities coefficients. On the short run, the exchange rate impact was even less pronounced. In a nut shell, our study shows that, in Brazil, the growth of exports is not very much affected by the exchange rate, although other factors have been found to have an effect: world income, foreign competition and industry potential product.

The dissertation thesis is devoted to the topic of investment with emphasis on their position within the transmission mechanism of inflation targeting. It discusses starting-points of inflation targeting regime, individual transmission channels of monetary policy including their connections, and routes through which the central bank may influence the investment. There are analyzed selected investment theories and other theoretical models that are associated with the investment. Factors, whose changes may induce changes in investment, are derived using the intersection of these two analyzed aspects. They are variables, which flow from a theoretical analysis of transmission channels, as well as variables, that are not directly accented within these channels, but they can be affected by the central bank. Even factors, that are not within the competence of the central bank, are included among the variables. Using available data, sources of investment variability are verified on data for the Czech Republic. Basic empirical analysis of time series and correlation analysis are performed and the vector error correction model is compiled.

This thesis is devoted to designing and applying advanced algorithmical and statistical tools for analysis of NGS data related to cancer and infection diseases. NGS data under investigation are obtained either from host samples or viral variants. Recently, random peptide phage display libraries (RPPDL) were applied to studies of host's antibody response to different diseases. We study human antibody response to breast cancer and mouse antibody response to Lyme disease by sequencing of the whole antibody repertoire profiles which are represented by RPPDL. Alternatively, instead of sequencing immune response NGS can be applied directly to a viral population within an infected host. Specifically, we analyze the following RNA viruses: the human immunodeficiency virus (HIV) and the infectious bronchitis virus (IBV). Sequencing of RNA viruses is challenging because there are many variants inside population due to high mutation rate. Our results show that NGS helps to understand RNA viruses and explore their interaction with infected hosts. NGS also helps to analyze immune response to different diseases, trace changing of immune response at different disease stages.

Abstract This thesis proposes cross-layer approaches which enable to improve energy efficiency of wireless sensor networks and wireless body area networks (WSN & WBAN). The focus is on the physical (PHY) and medium access control (MAC) layers of communication protocol stack and exploiting their interdependencies. In the analysis of the PHY and MAC layers, their relevant characteristics are taken into account, and cross-layer models are developed to study the effect of these layers on energy efficiency. In addition, cross-layer analysis is applied at the network level by addressing hierarchical networks' energy efficiency. The objective is to improve energy efficiency by taking into account that substantial modifications to current standards and techniques are not required to take advantage of the proposed methods. The studied scenarios of WSN take advantage of the wake-up radio (WUR). A generic WUR-based MAC (GWR-MAC) protocol with objective to improve energy efficiency by avoiding idle listening is proposed. First, the proposed cross-layer model is developed at a general level and applied to study the forward error correction (FEC) code rate selection effect on the length of the transmission period and energy efficiency in a star topology network. Then an energy efficiency model for intelligent hierarchical architecture based on GWR-MAC is proposed and performance comparison with a duty-cycle radio (DCR) approach is performed. Interactions between different layers' devices are taken into account, and the WUR and DCR approaches are compared as a function of event frequency. The third cross-layer model focuses on the effect of the FEC code rate and data packet payload length on the energy efficiency of the IEEE Std 802.15.6-based WBANs using IR-UWB PHY. The results acquired by using analytical modelling and simulations with the Matlab software clearly illustrates the potential energy gains that can be achieved with the proposed cross-layer approaches. The developed WUR-based MAC protocol, analytical models and achieved results can be exploited by other researchers in the WSN and WBAN field. The contribution of this thesis is also to stimulate further research on these timely topics and foster development of short-range communication, which has a crucial role in future converging networks such as the Internet of Things. / Tiivistelmä Tässä väitöskirjassa ehdotetaan protokollakerrosten välistä tietoa hyödyntäviä (cross-layer) lähestymistapoja, jotka mahdollistavat energiatehokkuuden parantamisen langattomissa sensori- ja kehoverkoissa. Työ kohdistuu fyysisen- ja kanavanhallintakerroksen välisen vuorovaikutuksen tutkimiseen. Fyysisen- ja kanavanhallintakerrosten analyysissä huomioidaan niiden tärkeimmät ominaisuudet ja tutkitaan kerrosten yhteistä energiatehokkuutta. Lisäksi kerrosten välistä analyysiä sovelletaan verkkotasolle tutkimalla hierarkkisen verkon energiatehokkuutta. Tavoitteena on energiatehokkuuden parantamisen mahdollistaminen siten, että merkittäviä muutoksia nykyisiin standardeihin ja tekniikoihin ei tarvitse tehdä hyödyntääkseen ehdotettuja menetelmiä. Tutkitut sensoriverkkoskenaariot hyödyntävät heräteradiota. Väitöskirjassa ehdotetaan geneerinen heräteradiopohjainen kanavanhallintaprotokolla (GWR-MAC), jolla parannetaan energiatehokkuutta vähentämällä turhaa kanavan kuuntelua. Kerrosten välinen malli kehitetään ensin yleisellä tasolla ja sen avulla tutkitaan virheenkorjauskoodisuhteen valinnan vaikutusta lähetysperiodin pituuteen ja energiatehokkuuteen tähtitopologiaan pohjautuvissa sensoriverkoissa. Sitten väitöskirjassa ehdotetaan energiatehokkuusmalli älykkäälle GWR-MAC -protokollaan perustuvalle hierarkkiselle arkkitehtuurille ja sen suorituskykyä vertaillaan toimintajaksoperiaatteella toimivaan lähestymistapaan. Eri kerroksilla olevien laitteiden väliset vuorovaikutukset huomioidaan heräteradio- ja toimintajaksoperiaatteella toimivien verkkojen suorituskykyvertailussa tapahtumatiheyden funktiona. Kolmas malli kohdistuu virheenkorjauskoodisuhteen ja datapaketin hyötykuorman pituuden energiatehokkuusvaikutuksen tutkimiseen IEEE 802.15.6 -standardiin perustuvissa langattomissa kehoverkoissa. Analyyttinen mallinnus ja Matlab-ohjelmiston avulla tuotetut simulointitulokset osoittavat selvästi energiatehokkuushyödyt, jotka saavutetaan ehdotettuja menetelmiä käyttämällä. Kehitetty GWR-MAC -protokolla, analyyttiset mallit ja tulokset ovat hyödynnettävissä sensori- ja kehoverkkotutkijoiden toimesta. Tämän väitöskirjan tavoitteena on myös näiden ajankohtaisten aiheiden jatkotutkimuksen stimulointi sekä lyhyen kantaman viestinnän kehityksen vauhdittaminen, sillä niillä on erittäin merkittävä rooli tulevaisuuden yhteen liittyvissä verkoissa, kuten esineiden ja asioiden Internetissä.

Aim of this thesis was finding out whether there is asymmetry on gasoline market in Czech republic, which is common knowledge or if asymmetry is only illusion. With daily data about gasoline and diesel prices from CZ market and also daily Brent Crude Oil price, thesis tires to prove that there is no asymmetry on the market. Analysis was done with asymmetric error correction model and further testing of asymmetry with koeficients from ECM. Results yield that both gasoline and diesel markets show rather symmetrical reaction on entry price change. Asymmetry was proven only in few lags and final statement is that asymmetry on market in Czech republic is rather illusion then reality.