Duas ou mais séries não estacionárias são cointegradas se existir uma relação de equilíbrio de longo prazo entre elas. Nas últimas décadas, o interesse na literatura sobre o tema cointegração aumentou de maneira expressiva. Os modelos tradicionais supõem que o vetor de cointegração não varia ao longo do tempo. Entretanto, existem evidências na literatura de que esta suposição pode ser considerada muito restritiva. Utilizando o conceito de ondaletas, propomos um modelo de correção de erros vetorial em que é permitido ao vetor de cointegração variar ao longo do tempo. Diferente de trabalhos similares, é permitido ao vetor de cointegração variar suave ou abruptamente, dependendo da família de ondaletas considerada. Experimentos de Monte Carlo foram utilizados para estudar os quantis e o poder do teste de razão de verossimilhanças entre as hipóteses de cointegração usual e a de cointegração variando com o tempo. Os experimentos sugerem que o teste possui poder contra alternativas que variam ao longo do tempo. Foi demonstrada a capacidade do modelo em lidar satisfatoriamente com séries cointegradas simuladas, que apresentavam mudança de regime para o vetor de cointegração. O modelo foi empregado ainda para testar a validade da hipótese de paridade de poder de compra entre Estados Unidos e doze países da Organização para Cooperação e Desenvolvimento Econômico (OECD): Canadá, Japão e mais dez países europeus. Assim como em trabalhos similares, foram verificadas evidências de cointegração variando com o tempo entre os países. Foram utilizados valores-p bootstrap para verificar a significância da estatística do teste. / Two or more non-stationary time series are cointegrated if there is a long-run equilibrium relationship between them. In recent decades, interest in the literature on the subject of cointegration increased expressively. Traditional models that address this issue assume that the cointegration vector does not vary over time. However, there is evidence in the literature that this assumption can be considered very restrictive. Using the concept of wavelets, we propose a vector error correction model in which is allowed to the cointegration vector vary over time. Unlike similar works, the cointegration vector is allowed to vary smoothly or abruptly, depending on the considered family of wavelets. Monte Carlo experiments were used to study the quantiles and the power of the likelihood ratio test of the hypotheses of usual cointegration versus the time-varying cointegration. The experiments suggest that the test has power against alternatives that vary over time. It was demonstrated the ability of the model to deal satisfactorily with simulated cointegrated series, which presented regime change for the cointegration vector. The model was also used to test the validity of the Purchasing Power Parity hypothesis between United States and twelve countries of the Organization for Economic Cooperation and Development (OECD): Canada, Japan and ten other European countries. As in similar works, evidence of time-varying cointegration was verified among countries. Bootstrap p-values were used to verify the significance of the likelihood ratio of the test.

Made available in DSpace on 2016-03-15T19:26:16Z (GMT). No. of bitstreams: 1 Helene Albuquerque Rebelo 1.pdf: 1046658 bytes, checksum: 341e6608b9c7f265ac5e1303f07c7667 (MD5) Previous issue date: 2014-10-23 / Fundo Mackenzie de Pesquisa / The dissertation examines the behavior of the exchange rate in the long term from the perspective of the classical model of purchasing power parity theory (PPP), developed empirically by Cassel and the alternative model proposed by Basso originating from the Marxist benchmark, which emphasizes prices and productivities to determine the exchange rate. The exchange rate behavior is examined for three countries over the 1977-2006 period, with annual frequency. To test the models, it was used the consumer price index (CPI), the GDP, the value-added price index and gross producer price index (EU KLEMS database). The essay uses the causality tests of Johansen, the Dickey-Fuller and Phillips-Perron unit root tests, the VAR (vector autoregression) and VEC (vector error correction) models and performing a projection with the Model Confidence Set. It is ascertained that PPP was not supported for any of the 12 models generated. In Basso s approach, the 48 models generated, cointegration was found in only four models, therefore it is not possible to generalize the new model. / A dissertação examina o comportamento da taxa de câmbio no longo prazo sobre a perspectiva do modelo clássico da paridade do poder de compra (PPC) ou purchasing power parity theory (PPP), desenvolvido empiricamente por Cassel e do modelo alternativo proposto por Basso oriundo do referencial marxista, enfatizando preços e produtividades para determinar a taxa de câmbio. Examina-se o comportamento da taxa de câmbio para três países no período de 1977 a 2006, com frequência anual. Para testar os modelos, foram empregados o índice de preço ao consumidor (IPC), o deflator do PIB, o deflator dos valores agregados e o deflator de produção total (base de dados EU KLEMS). O trabalho utiliza o teste de causalidade de Johansen, os testes de raiz unitária de Dickey e Fuller e Phillips-Perron, os modelos de VAR (vetores autorregressivos) e VEC (vetores autorregressivos com correção de erro) e é feito projeção com Model Confidence Set. Constata-se que a PPP não foi corroborada para nenhum dos 12 modelos gerados. Na abordagem de Basso, dos 48 modelos gerados, encontrou-se cointegração apenas em quatro, portanto, não é possível generalizar o novo modelo.

Duas ou mais séries não estacionárias são cointegradas se existir uma relação de equilíbrio de longo prazo entre elas. Nas últimas décadas, o interesse na literatura sobre o tema cointegração aumentou de maneira expressiva. Os modelos tradicionais supõem que o vetor de cointegração não varia ao longo do tempo. Entretanto, existem evidências na literatura de que esta suposição pode ser considerada muito restritiva. Utilizando o conceito de ondaletas, propomos um modelo de correção de erros vetorial em que é permitido ao vetor de cointegração variar ao longo do tempo. Diferente de trabalhos similares, é permitido ao vetor de cointegração variar suave ou abruptamente, dependendo da família de ondaletas considerada. Experimentos de Monte Carlo foram utilizados para estudar os quantis e o poder do teste de razão de verossimilhanças entre as hipóteses de cointegração usual e a de cointegração variando com o tempo. Os experimentos sugerem que o teste possui poder contra alternativas que variam ao longo do tempo. Foi demonstrada a capacidade do modelo em lidar satisfatoriamente com séries cointegradas simuladas, que apresentavam mudança de regime para o vetor de cointegração. O modelo foi empregado ainda para testar a validade da hipótese de paridade de poder de compra entre Estados Unidos e doze países da Organização para Cooperação e Desenvolvimento Econômico (OECD): Canadá, Japão e mais dez países europeus. Assim como em trabalhos similares, foram verificadas evidências de cointegração variando com o tempo entre os países. Foram utilizados valores-p bootstrap para verificar a significância da estatística do teste. / Two or more non-stationary time series are cointegrated if there is a long-run equilibrium relationship between them. In recent decades, interest in the literature on the subject of cointegration increased expressively. Traditional models that address this issue assume that the cointegration vector does not vary over time. However, there is evidence in the literature that this assumption can be considered very restrictive. Using the concept of wavelets, we propose a vector error correction model in which is allowed to the cointegration vector vary over time. Unlike similar works, the cointegration vector is allowed to vary smoothly or abruptly, depending on the considered family of wavelets. Monte Carlo experiments were used to study the quantiles and the power of the likelihood ratio test of the hypotheses of usual cointegration versus the time-varying cointegration. The experiments suggest that the test has power against alternatives that vary over time. It was demonstrated the ability of the model to deal satisfactorily with simulated cointegrated series, which presented regime change for the cointegration vector. The model was also used to test the validity of the Purchasing Power Parity hypothesis between United States and twelve countries of the Organization for Economic Cooperation and Development (OECD): Canada, Japan and ten other European countries. As in similar works, evidence of time-varying cointegration was verified among countries. Bootstrap p-values were used to verify the significance of the likelihood ratio of the test.

Ce mémoire regroupe différentes études sur la préférence pour les garçons au Pakistan. Celles-ci analysent la fréquence et l'étendue de la préférence pour les garçons et son effet sur la grossesse des femmes. Le rôle que la préférence pour les garçons joue sur la participation des femmes au niveau des décisions au sein du ménage est examiné, tout comme son effet sur l'espacement des naissances, la probabilité d'une naissance à risque, ou l'impact de l'âge auquel une femme se marie sur l'équilibre entre les sexes et le développement de l'enfant né. Nous trouvons qu'il existe une préférence réelle et déclarée pour la progéniture masculine au Pakistan. La probabilité de poursuivre les grossesses diminue avec le nombre de garçons nés. De plus, les femmes qui ont au moins un garcon ont plus d'influence sur les décisions quotidiennes du ménage mais pas sur les décisions financières. La participation des femmes sur les décisions à prendre au sein du ménage augmente avec le nombre de garçons mais seulement jusqu'à la troisième naissance. D'ailleurs, les femmes ayant au moins un garçon attendent plus longtemps avant d'avoir d'autres enfants. Ce constat est plus particulièrement vrai dans le cadre d'une première naissance et il est moins présent à partir de la deuxième naissance. En outre, le fait de se marier à 18 ans ou plus tard influence de façon positive la préférence des femmes sur la composition de sa famille. Pourtant, peu importe qu’une femme se marie avant ou après 18 ans, cela ne modifie pas le biais en faveur des garçons dans leur investissement parental. A partir de ces résultats, nous proposons des préconisations politiques afin de lutter contre les inégalités entre les sexes au Pakistan. / This thesis is a collection of studies on son preference in Pakistan. The studies analyze the prevalence and strength of son preference and its effects on women’s childbearing. The role son preference plays in determining women's participation in intra-household decisionmaking is examined as are its effect on birth spacing, probability of risky births and role of maternal age at marriage in modifying gender-specific reproduction and development outcomes. We find strong evidence for both the revealed and stated preference for male offspring. The probability of continuing childbearing also decreases with the number of sons born. Furthermore, we find that women with at least one son have more say in ‘routine’ household decisions but not in financial decisions. Female participation in decision-making grows significantly with the number of sons but only up to the third parity. We find that women with at least one son are more likely to delay succeeding births. We obtain strong evidence at parity 1. The impact seems to dissipate beyond the second parity. Moreover, we find that marriage at 18 or later positively influence women’s preference for family’s sex composition. However, whether or not a woman married early or late does little to modify the male gender bias prevalent in parental investment. In light of these findings, we suggest policy measures that could help improve gender equity in the country.

Global civilisation, and therefore population health, is threatened by excessive inequality, weapons of mass destruction, inadequate economic and political theory and adverse global environmental change. The unequal distribution of global foreign exchange adjusted income is both a cause and a reflection of global social characteristics responsible for many aspects of these inter-related crises. ¶ The global distribution of foreign exchange adjusted income for the period 1964-1999 is examined. Using data for more than 99% of the global population, a substantial divergence in its distribution is found. The global Gini co-efficient, adjusted for national income inequality, increased from an already high value of 71% in 1964 to peak at more than 80% in 1995, before falling, very slightly, to 79% in 1999. The global distribution of purchasing parity power income is also examined, for a similar period. Though also found to be extremely unequal, its trend has not been to increased inequality. Implications of the differences between these two trends are discussed. ¶ A weighted time series index of global environmental change (IGEC) for the period 1960-1997 was also calculated. This uses nine categories of global time series environmental data, each scaled so that 100% represents the level of each category in nature prior to anthropogenic change; zero represents decline to a critical point. This index fell from 82% in 1960 to 55% in 1997, and will further decline during this century. ¶ Using evidence from several disciplines, it is argued that the decline in the IGEC correlates with major macro-environmental changes, which, combined with flawed social responses to scarcity and its perception, place at risk the ability of civilisation to function. This could occur because of the interaction of conflict, economically disastrous extreme climatic events, deterioration of other ecosystem services, regional food and water insecurity, and currently unforeseen events. Uncertainty regarding both a safe rate of decline and the tolerable nadir of the IGEC is substantial. ¶ Substantial reduction in the inequality of foreign exchange adjusted income is vital to enhance the development of policies able to reverse the decline in the environmental goods which underpin civilisation, and to promote the co-operation needed to maximise the chance that civilisation will survive.

心靈範圍在哪裡？以往我們討論心靈議題時，不外乎都是將心靈視為存在於體表之內的一種實體、一種器官或是一種功能，例如：靈魂、大腦、又或者是指包含大腦與所有在體表之內的神經系統。但是，Andy Clark與David Chalmers告訴我們在某些情況下，心靈是可以超越體表而存在的，心靈的界限不是我們的體表；這個立場被我們稱為「外在論」或是「展延心靈觀」。對照於Clark與Chalmers的立場，以往將體表視為心靈界限的立場就被統稱為「內在論」。 　　本篇論文以Clark與Chalmers於1998年發表的文章“The Extended Mind”為主，透過介紹展延心靈觀的發展背景聚焦於展延心靈觀的主要論點，並且根據Frederick Adams與Kenneth Aizawa對展延心靈觀的批評及Clark、Richard Menary等人所提出的回應讓我們對於展延心靈觀有更深入的討論與理解。最後，由Clark與Chalmers所提到的「社會性的展延心靈（socially extended mind）」回到語言與心靈的討論，透過Clark曾多次在文章與著作中提到俄國語言及心理學家Lev Semenovich Vygotsky的語言理論，試圖連結Clark與Chalmers的主動外在論與Putnam和Burge的傳統外在論，並且進一步地思考展延心靈觀發展性。

In der vorliegenden Arbeit wurde die Bedeutung des Einflusses von Laktationsnummer, Laktationsstadium, Körperkondition und Absetzverfahren auf Merkmale der Milchleistung und Eutergesundheit einer Herde Ostfriesischer Milchschafe untersucht. Die Tiere wurden nach dem Ablammen zufällig einer Früh- bzw. Spätabsetzergruppe zugeordnet (Absetzen der Lämmer 3 bzw. 42 Tage post partum). An insgesamt 40 Terminen wurden über eine vollständige Laktation Vorgemelks-, Hälftenanfangsgemelks- und Einzeltiergemelksproben gewonnen. Das Spektrum der untersuchten Merkmale umfasste die Milchmenge, die Milchinhaltsstoffe (Fett, Eiweiß, Laktose), die klinische Untersuchung des Euters, die somatische Zellzahl, die elektrische Leitfähigkeit und bakteriologische Untersuchungen. Zusätzlich wurden das Körpergewicht und die Körperkondition der Mutterschafe erfasst. Das durchschnittliche Leistungsniveau der Herde betrug 301±101,3 kg Milch, bei mittleren Milchfett-, Milcheiweiß-, und Laktosegehalten von 5,00, 5,14 bzw. 5,00 % (150-Tageleistung). Die Laktationsnummer hatte keinen signifikanten Effekt auf die Milchleistung. Schafe der Spätabsetzer-Gruppe produzierten im Anschluss an die Säugephase eine um 300 g signifikant höhere Testtagsmilchmenge als Tiere der Frühabsetzer-Gruppe. Das Absetzverfahren hatte keinen nachweisbaren Effekt auf die Milchinhaltsstoffe. Die Herde wies eine gute Eutergesundheit auf. Der Anteil bakteriologisch positiver Schafmilchproben betrug 28,5 %. Als dominante Erreger wurden in 96,6 % der bakteriologisch positiven Schafmilchproben Koagulasenegative Staphylokokken nachgewiesen. Der Anteil bakteriologisch positiver Euterhälftenbefunde stieg signifikant mit dem Fortschreiten der Laktation und zunehmender Laktationsnummer. Eine Euterinfektion mit Koagulasenegativen Staphylokokken sowie das Verfahren des Spätabsetzens beeinflussten alle drei untersuchten Eutergesundheitsparameter (logarithmierte Zellzahl, elektrische Leitfähigkeit und Laktosegehalt) negativ (p < 0,001).

In this work, a multilayer security solution for digital communication systems is provided by considering the joint effects of physical-layer security channel codes with application-layer cryptography. We address two problems: first, the cryptanalysis of error-prone ciphertext; second, the design of a practical physical-layer security coding scheme. To our knowledge, the cryptographic attack model of the noisy-ciphertext attack is a novel concept. The more traditional assumption that the attacker has the ciphertext is generally assumed when performing cryptanalysis. However, with the ever-increasing amount of viable research in physical-layer security, it now becomes essential to perform the analysis when ciphertext is unreliable. We do so for the simple substitution cipher using an information-theoretic framework, and for stream ciphers by characterizing the success or failure of fast-correlation attacks when the ciphertext contains errors. We then present a practical coding scheme that can be used in conjunction with cryptography to ensure positive error rates in an eavesdropper's observed ciphertext, while guaranteeing error-free communications for legitimate receivers. Our codes are called stopping set codes, and provide a blanket of security that covers nearly all possible system configurations and channel parameters. The codes require a public authenticated feedback channel. The solutions to these two problems indicate the inherent strengthening of security that can be obtained by confusing an attacker about the ciphertext, and then give a practical method for providing the confusion. The aggregate result is a multilayer security solution for transmitting secret data that showcases security enhancements over standalone cryptography.

The VLSI implementation complexity of a low density parity check (LDPC) decoder is largely influenced by the interconnect and the storage requirements. This dissertation presents the decoder architectures for regular and irregular LDPC codes that provide substantial gains over existing academic and commercial implementations. Several structured properties of LDPC codes and decoding algorithms are observed and are used to construct hardware implementation with reduced processing complexity. The proposed architectures utilize an on-the-fly computation paradigm which permits scheduling of the computations in a way that the memory requirements and re-computations are reduced. Using this paradigm, the run-time configurable and multi-rate VLSI architectures for the rate compatible array LDPC codes and irregular block LDPC codes are designed. Rate compatible array codes are considered for DSL applications. Irregular block LDPC codes are proposed for IEEE 802.16e, IEEE 802.11n, and IEEE 802.20. When compared with a recent implementation of an 802.11n LDPC decoder, the proposed decoder reduces the logic complexity by 6.45x and memory complexity by 2x for a given data throughput. When compared to the latest reported multi-rate decoders, this decoder design has an area efficiency of around 5.5x and energy efficiency of 2.6x for a given data throughput. The numbers are normalized for a 180nm CMOS process. Properly designed array codes have low error floors and meet the requirements of magnetic channel and other applications which need several Gbps of data throughput. A high throughput and fixed code architecture for array LDPC codes has been designed. No modification to the code is performed as this can result in high error floors. This parallel decoder architecture has no routing congestion and is scalable for longer block lengths. When compared to the latest fixed code parallel decoders in the literature, this design has an area efficiency of around 36x and an energy efficiency of 3x for a given data throughput. Again, the numbers are normalized for a 180nm CMOS process. In summary, the design and analysis details of the proposed architectures are described in this dissertation. The results from the extensive simulation and VHDL verification on FPGA and ASIC design platforms are also presented.

Low Density Parity Check (LDPC) codes are the parity check codes of long block length, whose parity check matrices have relatively few non-zero entries. To improve the performance at relatively short block lengths, LDPC codes are constructed by either pseudo-random or quasi-cyclic methods instead of random construction methods. In this thesis, pseudo-random code construction methods, the effects of closed loops and the graph connectivity on the performance of pseudo-random LDPC codes are investigated. Moreover, quasi-cyclic LDPC codes, which have encoding and storage advantages over pseudo-random LDPC codes, their construction methods and performances are reviewed. Finally, performance comparison between pseudo-random and quasi-cyclic LDPC codes is given for both regular and irregular cases.