Thesis (M.Sc.). / Written for the Dept. of Physics. Title from title page of PDF (viewed 2008/12/10). Includes bibliographical references.

Thesis (Ph. D.)--Georgetown University, 1996. / Includes bibliographical references (leaves 127-132).

Solid inflation is a unique inflationary model, in which inflatons have time-independent but spatially dependent vacuum expectation values. Since it does not conform to conventional inflationary models, it gives quite unique observational predictions, which in principle can be tested by observations. However, the original version of solid inflation hypothesizes an ideal type of solid: an isotropic solid. As a generalization, this thesis discusses a more realistic solid, which has a symmetry under a point group. As a result, its underlying structure can be maximally anisotropic even though it can still give isotropic predictions at the background and quadratic fluctuations in scalar modes. In another branch of generalizations, this thesis performs a thorough analysis of higher-derivative interactions in solid inflation, which the original version ignores.

No description available.

Though historically the word "tachyon" has been used to describe hypothetical particles which propagate faster than the speed of light, in a more modern context the term has been recycled to refer to certain unstable states in field theory. This thesis explores the role of tachyonic instabilities in cosmology considering tachyons which arise in string theory and also more conventional, field theoretic instabilities. Our study of such instabilities is, in part, motivated by attempts to embed inflation into string theory. We will argue that the study of string theory models of inflation is well-motivated and may provide a rare potential observational window into string physics. / After reviewing the necessary background material concerning inflation, cosmological perturbation theory and tachyonic instabilities we study in detail the dynamics of the tachyonic instability which marks the end of a particular string theory model of inflation, focusing on the processes of reheating and cosmic string production. We show that the peculiar dynamics of the open string tachyon leads to various novelties in these processes and consider also potential observational consequences. / We consider tachyonic preheating at the end of hybrid inflation in a conventional field theory setting and show that the preheating process can leave an observable imprint on the Cosmic Microwave Background, either through n = 4 contamination of the power spectrum or else through large nongaussian signatures. The possibility of large nongaussianity is particularly interesting since it demonstrates that hybrid inflation provides one of the few well-motivated models which can generate an observable nongaussian signature. / Finally, we study a novel string theoretic model of inflation, p-adic inflation. This model is nonlocal, however, it is free of the usual problems (such as ghosts) which plague nonlocal theories. Furthermore, the nonlocal structure of the theory leads to a variety of unexpected dynamics including the possiblity of a slowly rolling inflaton, despite an extremely steep potential.

Using Canadian data we estimate the effects of monetary policy shocks on various real and nominal variables using a fully recursive VAR model. We decompose the nominal interest rate into an ex-ante real interest rate and inflationary expectations using the Blanchard-Quah structural VAR model with the identifying restriction that ex-ante real interest rate shocks have but a temporary impact on the nominal interest rate. The inflationary expectations are then employed to estimate a policy reaction function that identifies monetary policy shocks. We find that a positive shock introduced by raising the monetary aggregates raises inflationary expectations and temporarily lowers the ex-ante real interest rate. As well, it depreciates the Canadian dollar and generates other macro effects consistent with conventional monetary theory although these effects are not statistically significant. Using the overnight target rate as the monetary policy instrument we find that a contractionary monetary policy shock lowers inflationary expectations and raises the ex-ante real interest. Such a contractionary monetary policy shock also appreciates the Canadian currency, decreases industrial output and increases the unemployment rate. We obtain qualitatively better results using the overnight target rate rather than a monetary aggregate as the monetary policy instrument. Our estimated results are robust to various modifications of the basic VAR model and do not encounter empirical anomalies such as the liquidity and exchange rate puzzles found in some previous VAR studies of the effects of monetary policy shocks in an open economy.

Using Canadian data we estimate the effects of monetary policy shocks on various real and nominal variables using a fully recursive VAR model. We decompose the nominal interest rate into an ex-ante real interest rate and inflationary expectations using the Blanchard-Quah structural VAR model with the identifying restriction that ex-ante real interest rate shocks have but a temporary impact on the nominal interest rate. The inflationary expectations are then employed to estimate a policy reaction function that identifies monetary policy shocks. We find that a positive shock introduced by raising the monetary aggregates raises inflationary expectations and temporarily lowers the ex-ante real interest rate. As well, it depreciates the Canadian dollar and generates other macro effects consistent with conventional monetary theory although these effects are not statistically significant. Using the overnight target rate as the monetary policy instrument we find that a contractionary monetary policy shock lowers inflationary expectations and raises the ex-ante real interest. Such a contractionary monetary policy shock also appreciates the Canadian currency, decreases industrial output and increases the unemployment rate. We obtain qualitatively better results using the overnight target rate rather than a monetary aggregate as the monetary policy instrument. Our estimated results are robust to various modifications of the basic VAR model and do not encounter empirical anomalies such as the liquidity and exchange rate puzzles found in some previous VAR studies of the effects of monetary policy shocks in an open economy.

Thesis (M.Sc.). / Written for the Dept. of Physics. Title from title page of PDF (viewed 2009/09/07). Includes bibliographical references.

Thesis (Ph. D.)--University of Illinois at Urbana-Champaign, 1994. / Vita. Includes bibliographical references (leaves 319-325).

Thesis (Ph. D.)--Harvard University, 1991. / Includes bibliographical references (leaves [328]-[346]).