Made available in DSpace on 2015-12-03T18:35:33Z (GMT). No. of bitstreams: 1 Augustinho_Pinheiro_de_Lima.pdf: 1209591 bytes, checksum: 9d9f4ef77fde085c4ef423a0a2ca6be0 (MD5) Previous issue date: 2009-08-12 / Aiming to understand the relationship between the collection of the major state taxes - ICMS (VAT) and IPVA - and GDP in all units of the Federation in the period 1997 to 2006, it is an expression statistic for estimating this relationship and a ranking showing the degree of affinity between the collection of taxes mentioned state and GDP statistics for the equation, using the simple linear regression with its main premises in order to understand this relationship, whereas the GDP reflects the size of the economy of each state. The data concerning the current GDP was taken from the IBGE site which was used for comparison with the collection of IPVA. The current GDP, also served as a basis for calculating the adjusted GDP, of which exports were removed (free of VAT) and imports added (taxed by ICMS) to compare with the ICMS through simple linear regressions, while the values of the collections the ICMS and IPVA were taken from the site CONFAZ, organ of the Ministry of Finance to disclose such data. In the results, the equations are seen statistics that could estimate the tax, in addition to providing the development of the ranking. The survey results showed that 77.78% of the units in the Federation there is a greater increase in the collection of VAT and IPVA on the increase in GDP, ie, in most states to collect such taxes had a greater proportional increase that the increase of wealth in their economies. / Com o objetivo de compreender a rela????o entre a arrecada????o dos principais impostos estaduais ICMS e IPVA -, e o PIB em todas as unidades da Federa????o no per??odo de 1997 a 2006, procurou-se encontrar uma express??o estat??stica para estimar essa rela????o e um ranking evidenciando o grau de afinidade existente entre a arrecada????o dos mencionados impostos e o PIB estadual Para a equa????o estat??stica, utilizou-se a regress??o linear simples com suas principais premissas no intuito de compreender essa rela????o, considerando que o PIB reflete o tamanho da economia de cada Estado. Os dados referente ao PIB corrente foi extra??do do site do IBGE o qual foi utilizado para confronta????o com a arrecada????o do IPVA. Esse PIB corrente, tamb??m, serviu de base para calcular o PIB ajustado, do qual foram subtra??das as exporta????es (isento de ICMS) e somadas as importa????es (tributada pelo ICMS) para confrontar com o ICMS mediante regress??es lineares simples; j?? os valores das arrecada????es do ICMS e do IPVA foram extra??dos do site do CONFAZ, ??rg??o do Minist??rio da Fazenda que divulga esses dados. Nos resultados, ficaram evidenciadas as equa????es estat??sticas que puderam estimar os impostos, al??m de proporcionar a elabora????o do ranking. Os resultados da pesquisa demonstraram que em 77,78% das unidades da Federa????o existe um incremento maior na arrecada????o do ICMS e do IPVA, em rela????o ao acr??scimo no PIB, ou seja, na maioria dos Estados a arrecada????o desses impostos teve um aumento proporcional maior que o incremento de riquezas em suas economias.

Os centros de operação de sistemas elétricos de potência (SEP) exigem que uma vasta quantidade de informações esteja disponível para o controle e supervisão dos SEP. Em uma operação segura dos SEP é de suma importância que o processo de estimação de estado (EE) seja confiável. Visando este propósito, neste trabalho: i) propõe-se o desenvolvimento de um programa computacional que permita avaliar e aumentar a confiabilidade de um SEP em termos de qualidade e redundância das medidas disponíveis. Este programa fundamenta-se na fatoração da matriz Jacobiana transposta (\'H POT.t\') para realização da análise e restauração de observabilidade, e identificação de medidas críticas e conjuntos críticos de medidas. Para estimação de estado, é utilizado o algoritmo desacoplado rápido versão BX, e para a detecção e identificação de erros grosseiros, utiliza-se o teste dos resíduos normalizados; ii) propõe-se uma metodologia e um algoritmo para análise de observabilidade e identificação de ilhas observáveis, usando conceitos de caminhos de grafo e a fatoração triangular da matriz \'H POT. t\'. Para comprovar a eficiência das metodologias propostas, vários testes foram realizados, utilizando o sistema de 6, 14, 30 e 118 barras do IEEE. / The operating center requires much information in order to control and supervise the power systems. In a secure power systems operation it is important that the state estimation process be reliable. For that purpose, in this work: i) a computer program to evaluate and increment the reliability of power system in terms of redundancy and measurements availability is developed. That program is based on the \'H POT.t\' matrix factorization with the purpose of observability analysis and restoration; critical measurements and critical sets identification. The version BX of the fast decoupled algorithm for state estimation is used. Gross errors detection and identification is made through the normalized residue test; ii) using of path graph concepts a methodology and algorithm for network observability analysis and observable island identification is developed. To implement that algorithm, the triangular factorization of the transpose Jacobian matrix is used. To prove the efficiency of the proposed methodology, several tests were performed using the system of 6, 14, 30 and 118 buses from IEEE.

Dans l’analyse des émetteurs alpha et beta dans l’eau par scintillation liquide, la problématique de la discrimination des rayonnements se pose afin d’atteindre les limites de détection souhaitées. Dans le cas rare ou les énergies permettent une discrimination, nous avons mis en place un protocole d’analyse simultanée tritium/alpha sur des frottis. A l’aide d’une méthode a trois fenêtres il permet d’atteindre les limites de détection de 0,4 Bq/cm2 en tritium et de 0,04 Bq/cm2 en alpha.De façon générale, aucune distinction entre les spectres n’est possible et un ajustement du fond sous le pic alpha ne permet pas d’atteindre les limites de détection définies par les normes. Cependant le processus physique de scintillation permet une distinction des rayonnements, phénomène utilise par certains appareils, ceux-ci proposent donc le réglage par l’utilisateur d’un paramètre discriminant seuil. Nous avons développé un protocole de réglage permettant de reconstituer les spectres alpha et beta discrimines au mieux, rendant accessible une limite de détection de 0,03 Bq/L en alpha.Nous avons par ailleurs développé une approche innovante utilisant un détecteur en coïncidence dont les photomultiplicateurs sont connectes directement a une carte numérique d’acquisition. Chaque impulsion numérisée est ensuite traitée selon plusieurs critères simultanément, à la place des deux habituels. Aucun ne permet a lui seul d’obtenir une discrimination selon un seuil unique, mais la distribution des évènements dans chaque spectre est différente : un fenêtrage des évènements alpha permet d’atteindre une limite de détection de 0,2 Bq/L, quatre fois moindre que par une discrimination en énergie seule. / Analysis of water for alpha and beta emitters by liquid scintillation suffers from poor discrimination between the emissions and prevents reaching the lowest detection limits. In the rare cases where well separated energies permit discrimination, we can use a three-window protocol for simultaneous analysis of tritium and alphas of swipes that yields detection limits of 0.4 Bq/cm2 for tritium and 0.04 Bq/cm2 for alphas. In the general case, no distinction between the two radiations is possible. An adjustment of the background under the alpha peak does not allow reaching detection limits defined by the norms. However the physical process of scintillation offers users of certain models of apparatus to adjust a discrimination threshold that will separate the emissions. We have developed a protocol that reconstitutes spectra using independent settings that gives a detection limit for alphas of 0.03 Bq/L. We have also developed an innovative approach using a scintillation counter with its photomultipliers plugged directly into a fast analog-to-digital acquisition converter. Then each digitized pulse is simultaneously processed according to several criteria, instead of the usual two. No impulsion can be discriminated on the basis of a single threshold but the distribution of events in each spectrum is different: a window setting on the alphas permits attaining a detection limit of 0.2 Bq/L for alphas, four times lower than with a selection on energy alone.

Lentil (Lens culinaris Med.) is an important component of the human diet in the world, but in the meantime, Europe produces only 26% of the lentils it consumes. This is partly due to strong agronomic weaknesses that reduce yield such as lodging, bruchid beetles and weeds, especially in organic farming. Intercropping, the simultaneous growing of two or more species in the same field is tested here as an option to reduce these drawbacks and develop organic lentil production. The aims of this thesis were to (1) assess the potential of lentil-spring wheat intercrops to produce organic lentil, (2) understand the mechanisms that explain their performances, and (3) evaluate the profitability of such intercrops. A two-year field experiment was carried out in southwestern France in 2015 and 2016 under organic farming rules. Four lentil and two wheat cultivars were grown as sole crops and intercrops in multiple additive and substitutive designs. Our results showed that the total intercrop attainable grain yield was higher than the mean of sole crops. Yet, lentil yield in intercrop was lower than in sole crop as the result of a strong competition for resources from wheat in early lentil growth stages reducing the number of branches per plant of lentil. This led to lower gross margins of intercrops. However, lentil lodging was strongly reduced in intercrops thus its mechanical harvest efficiency increased. This led to similar mechanically harvested yields of lentil in intercrop and sole crop. Consequently, after mechanical harvest and grain cleaning, the marketable gross margin of intercrops was higher than that of sole crops. Our results suggest that (1) intercrop had no effect on bruchids, (2) the most effective intercrop is when lentil is at sole crop density and wheat at 15-20%, (3) intercrop performance is due to complementary use of N pools through legume N2 fixation and (4) the intensity of interspecific interactions depends on year, wheat density and genotypes. Our work indicates that lentil-spring wheat intercrop can develop organic lentil production but a better understanding of Genotype x Environment x Cropping system interactions may be useful to design optimized managements.

Este trabalho foi proposto com o objetivo de implementar uma ferramenta computacional para estimar os estados (tensões complexas nodais) de um sistema elétrico de potência e aplicar métodos alternativos para o processamento de erros topológicos, erros de parâmetros e/ou de erros grosseiros em medidas, baseados na interpretação geométrica dos erros e no conceito de inovação das medidas. O método utilizado para a resolução do problema de estimação de estado é o de mínimos quadrados ponderados. Através da interpretação geométrica, demonstrou-se matematicamente que o erro da medida é constituído de uma componente detectável e uma não-detectável, entretanto, as metodologias até então utilizadas para o processamento de erros consideram apenas a componente detectável do erro e, como consequência, podem falhar. Na tentativa de contornar essa limitação e baseado nos conceitos citados previamente, foi estudada e implementada uma metodologia alternativa para processar tais erros baseada na análise das componentes dos erros das medidas. Em primeiro lugar, é testado se o conjunto de medidas possui erros utilizando, para isso, o valor do erro de medida composto normalizado. Em seguida, diferencia-se se um ou outro erro ocorreu, ou mesmo se mais de um tipo de erro ocorreu. A correção a ser feita no parâmetro de linha ou na medida com erro grosseiro será o erro normalizado composto correspondente. A abordagem proposta neste trabalho requer somente um conjunto de medidas, e no mesmo instante. Para validação do programa, foram feitas diversas simulações nos sistemas de 14 e 57 barras do IEEE. / This work was proposed with the objective to implement a computational tool to estimate the states (nodal complex voltages) of a power system and apply alternative methods for the processing of topological errors, parameter errors and/or gross errors in measurements, based on the geometric interpretation of the errors and the innovation concept of measurements. The method used to solve the state estimation problem is the weighted least squares. Through geometric interpretation, it has been demonstrated mathematically that the measurement error is composed by a detectable component and a non-detectable, however, the methodologies heretofore used for error processing consider only the detectable component of the error and, consequently, can fail. In an attempt to overcome this limitation and based on the concepts mentioned previously, an alternative approach to process such errors was studied and implemented based on the analysis of the components of the measurements errors. Firstly, it is tested if the set of measurements has errors using, for that, the value of the composed measurement error in its normalized way. Next, it diers if either an error has occurred, or if more than one type of error occurred. The correction to be made in the line parameter or the measurement with gross error is the correspondent composed normalized error. The proposed approach in this paper requires only a set of measures, and at the same instant. To validate the software, several simulations were performed in the IEEE 14-bus and 57-bus systems.

This thesis presents three essays on the main determinants and regulations of international capital flows. The essays contribute to an ongoing significant debate among scholars and practitioners on what determines international capital flows by examining the following issues: Global liquidity, market sentiment and financial stability indices; Global liquidity and capital flow regulations; and Global governance and gross capital flows dynamics. In the first essay, we explore the main determinants of global liquidity, measured using cross-border claims of banks, and establish the link between a variety of financial stability indices and global liquidity. For a sample of 149 countries between 2000 and 2016, we find that Bloomberg Financial Stability Indices are more powerful in explaining global liquidity than FRED Financial Stress Indices and the Euro Area Systemic Stress Composite Indicator (CISS). Moreover, both market sentiment indices, namely the US Conference Board Leading Economic Index (LEI) and the US IBD/TIPP Economic Optimism Index are economically and statistically significant on cross-border bank flows. The research provides useful insights on what market sentiment and financial stability indices are better to employ for financial markets surveillance and as such practice of investment management. We argue that anyone interested in using financial stability indices as indicators of financial conditions and the level of financial stress would benefit from tracking several indices and not just one. The second essay examines the effectiveness of capital controls and macroprudential policies as ways to manage the volume of international capital flows, controlling for other determinants. The findings show that capital controls imposed on inflows generally prevail over controls imposed on outflows in reducing the magnitude of capital flows. The results are consistent with the pecking order theory on capital flows and are connected with the riskiness of different asset classes. For a sample of 112 countries over 2000 and 2016, we find that FX and/or countercyclical reserve (RR_REV) and general countercyclical capital buffer requirements (CTC), reserve requirement ratios (RR) and concentration limits (CONC) are the most effective macroprudential policies for managing countries' exposures to global liquidity fluctuations. Moreover, progress is being made to reduce the systemic risks created by systemically important financial institutions (SIFIs) using macroprudential policies. The results reflect recent developments in Basel III regulations and shed light on the effective calibration of capital flow regulations to country-specific circumstances. The final essay examines the link between global governance indicators and patterns of gross capital flows, controlling for other determinants. For a sample of 67 countries between 2000 and 2016, we contribute to explain the existence of the Lucas paradox (1990) on "why doesn't capital flow from rich to poor countries" and the Feldstein-Horioka puzzle (1980). The findings show that institutional quality rather than the effect of diminishing returns of capital is a key explanation for the Lucas paradox. Finally, we provide new evidence on the relationship between the multidimensional nature of financial development and gross capital flows. The findings show the importance and predominance of financial institutions versus financial markets in the dissemination of international capital flows across counties.

O objetivo específico da presente dissertação é estimar a elasticidade-PIB do Imposto de Renda Pessoa Física (IRPF) e Imposto Renda Pessoa Jurídica (IRPJ) no Brasil entre 1986 e 2012. A pesquisa também incorpora em seus objetivos uma análise técnica a respeito da tributação e seus impactos sobre o sistema econômico, tanto a nível microeconômico e macroeconômico, além de abordar o IRPF e IRPJ em seu aspecto econômico e jurídico. No tratamento metodológico são utilizados modelos de Vetor de Correção de erros (VEC) para estimar as elasticidades-PIB do IRPF e IRPJ. Os resultados apontam uma elasticidade-PIB, tanto para IRPF quanto IRPJ, acima da unidade, na maioria dos modelos estimados, e existem períodos determinados que impactam consideravelmente sobre à arrecadação desses tributos. / This dissertation estimates the GDP elasticity of income tax revenue for individuals (IRPF) and corporations (IRPJ) between 1986 and 2012. Additionally the research incorporates an analysis of the macroeconomic and microeconomic effects of taxation. IRPF and IRPJ are analyzed in great detail, including economic as well as legal aspects. An Error Correction Model is estimated to obtain the elasticities. The results show that both elasticities are higher than unit and that reforms that took place in some periods have a significant impact on tax collection.

This thesis deals with the transition of centrally planned economic system to market system, namely in the Czech Republic, Poland and Hungary. In the theoretical part are approximated goals and phases ot transformation and transformation strategies. Furthermore, the Washington consensus, the circumstances of its origin, its content and what position occupied in transition economies. The practical part monitor the development of individual economies in the period from 1990 until 2004. Development is not captured only by macroeconomic indicators (GDP, inflation, unemployment), but also by events that these indicators have an impact. Conclusion is devoted to an overall summary and assessment of the transformation process in all three countries.

Este trabalho foi proposto com o objetivo de implementar uma ferramenta computacional para estimar os estados (tensões complexas nodais) de um sistema elétrico de potência e aplicar métodos alternativos para o processamento de erros topológicos, erros de parâmetros e/ou de erros grosseiros em medidas, baseados na interpretação geométrica dos erros e no conceito de inovação das medidas. O método utilizado para a resolução do problema de estimação de estado é o de mínimos quadrados ponderados. Através da interpretação geométrica, demonstrou-se matematicamente que o erro da medida é constituído de uma componente detectável e uma não-detectável, entretanto, as metodologias até então utilizadas para o processamento de erros consideram apenas a componente detectável do erro e, como consequência, podem falhar. Na tentativa de contornar essa limitação e baseado nos conceitos citados previamente, foi estudada e implementada uma metodologia alternativa para processar tais erros baseada na análise das componentes dos erros das medidas. Em primeiro lugar, é testado se o conjunto de medidas possui erros utilizando, para isso, o valor do erro de medida composto normalizado. Em seguida, diferencia-se se um ou outro erro ocorreu, ou mesmo se mais de um tipo de erro ocorreu. A correção a ser feita no parâmetro de linha ou na medida com erro grosseiro será o erro normalizado composto correspondente. A abordagem proposta neste trabalho requer somente um conjunto de medidas, e no mesmo instante. Para validação do programa, foram feitas diversas simulações nos sistemas de 14 e 57 barras do IEEE. / This work was proposed with the objective to implement a computational tool to estimate the states (nodal complex voltages) of a power system and apply alternative methods for the processing of topological errors, parameter errors and/or gross errors in measurements, based on the geometric interpretation of the errors and the innovation concept of measurements. The method used to solve the state estimation problem is the weighted least squares. Through geometric interpretation, it has been demonstrated mathematically that the measurement error is composed by a detectable component and a non-detectable, however, the methodologies heretofore used for error processing consider only the detectable component of the error and, consequently, can fail. In an attempt to overcome this limitation and based on the concepts mentioned previously, an alternative approach to process such errors was studied and implemented based on the analysis of the components of the measurements errors. Firstly, it is tested if the set of measurements has errors using, for that, the value of the composed measurement error in its normalized way. Next, it diers if either an error has occurred, or if more than one type of error occurred. The correction to be made in the line parameter or the measurement with gross error is the correspondent composed normalized error. The proposed approach in this paper requires only a set of measures, and at the same instant. To validate the software, several simulations were performed in the IEEE 14-bus and 57-bus systems.

Os centros de operação de sistemas elétricos de potência (SEP) exigem que uma vasta quantidade de informações esteja disponível para o controle e supervisão dos SEP. Em uma operação segura dos SEP é de suma importância que o processo de estimação de estado (EE) seja confiável. Visando este propósito, neste trabalho: i) propõe-se o desenvolvimento de um programa computacional que permita avaliar e aumentar a confiabilidade de um SEP em termos de qualidade e redundância das medidas disponíveis. Este programa fundamenta-se na fatoração da matriz Jacobiana transposta (\'H POT.t\') para realização da análise e restauração de observabilidade, e identificação de medidas críticas e conjuntos críticos de medidas. Para estimação de estado, é utilizado o algoritmo desacoplado rápido versão BX, e para a detecção e identificação de erros grosseiros, utiliza-se o teste dos resíduos normalizados; ii) propõe-se uma metodologia e um algoritmo para análise de observabilidade e identificação de ilhas observáveis, usando conceitos de caminhos de grafo e a fatoração triangular da matriz \'H POT. t\'. Para comprovar a eficiência das metodologias propostas, vários testes foram realizados, utilizando o sistema de 6, 14, 30 e 118 barras do IEEE. / The operating center requires much information in order to control and supervise the power systems. In a secure power systems operation it is important that the state estimation process be reliable. For that purpose, in this work: i) a computer program to evaluate and increment the reliability of power system in terms of redundancy and measurements availability is developed. That program is based on the \'H POT.t\' matrix factorization with the purpose of observability analysis and restoration; critical measurements and critical sets identification. The version BX of the fast decoupled algorithm for state estimation is used. Gross errors detection and identification is made through the normalized residue test; ii) using of path graph concepts a methodology and algorithm for network observability analysis and observable island identification is developed. To implement that algorithm, the triangular factorization of the transpose Jacobian matrix is used. To prove the efficiency of the proposed methodology, several tests were performed using the system of 6, 14, 30 and 118 buses from IEEE.