The aim of this paper is to analyse and compare inflation and its dynamics between two countries -- the Czech Republic and Germany -- applying a special kind of econometric models. The first part of this paper is dedicated to economic theory of inflation -- fundamental terms, measuring methods and its targeting. The monetary policy in the Czech Republic and Germany is also shortly introduced. Next chapter tries to describe the econometric concept which is used in this paper -- vector autoregression model (VAR model). In connection with the VAR models, Granger causality, impulse response function, cointegration and error correction model are mentioned as well. The empirical part includes application of selected models on real time series of macroeconomic indicators. Next to the interpretation of results, the forecasts are also implemented.

The aim of this diploma thesis is to empirically investigate the explanatory power of Austrian business cycle theory. My dataset consists of US quarterly time series within the period between 1971 and 2009. As regards the NBER classification, this dataset covers six complete business cycles, including the recent global financial crisis. Following Wainhouse (1984), Keeler (2001) and Bjerkenes et al. (2010) I use Granger causality as one of the primary tools of the analysis. Moreover I also add Impulse response functions to discover the direction of observed relationships. As regards my primary group of hypotheses I found significant empirical evidence for the connection between changes in interest rate and structure of production. The secondary group of hypotheses is less successful; however I found the very first empirical illustration of Garrison's version of ABCT.

An increased share of construction with timber is one possible way of achieving more sustainable and energy-efficient life cycles of buildings. The main reason is that wood is a renewable material and buildings require a large amount of resources. Timber buildings taller than two storeys were prohibited in Europe until the 1990s due to fire regulations. In 1994, this prohibition was removed in Sweden.     Some of the early multi-storey timber buildings were associated with more complaints due to impact sound than concrete buildings with the same measured impact sound class rating. Research in later years has shown that the frequency range used for rating has not been sufficiently low in order to include all the sound characteristics that are important for subjective perception of impact sound in light weight timber buildings. The AkuLite project showed that the frequency range has to be extended down to 20 Hz in order to give a good quality of the rating. This low frequency range of interest requires a need for knowledge of the sound field distribution, how to best measure the sound, how to predict the sound transmission levels and how to correlate numerical predictions with measurements.     Here, the goal is to improve the knowledge and methodology concerning measurements and predictions of low frequency impact sound in light weight timber buildings. Impact sound fields are determined by grid measurements in rooms within timber buildings with different designs of their joist floors. The measurements are used to increase the understanding of impact sound and to benchmark different field measurement methods. By estimating transfer functions, from impact forces to vibrations and then sound pressures in receiving rooms, from vibrational test data, improved possibilities to correlate the experimental results to numerical simulations are achieved. A number of excitation devices are compared experimentally to evaluate different characteristics of the test data achieved. Further, comparisons between a timber based hybrid joist floor and a modern concrete floor are made using FE-models to evaluate how stiffness and surface mass parameters affect the impact sound transfer and the radiation.     The measurements of sound fields show that light weight timber floors in small rooms tend to have their highest sound levels in the low frequency region, where the modes are well separated, and that the highest levels even can occur below the frequency of the first room mode of the air. In rooms with excitation from the floor above, the highest levels tend to occur at the floor levels and in the floor corners, if the excitation is made in the middle of the room above. Due to nonlinearities, the excitation levels may affect the transfer function in low frequencies which was shown in an experimental study. Surface mass and bending stiffness of floor systems are shown, by simulations, to be important for the amount of sound radiated.     By applying a transfer function methodology, measuring the excitation forces as well as the responses, improvements of correlation analyses between measurements and simulations can be achieved / <p>Opponent:Kari, Leif, Professor</p><p>Handledare: Linderholt, Andreas, Lektor</p><p>ProjektProWoodSilent Timber BuildUrban TranquilityBioInnovation FBBB</p><p>Forskningsfinansiär: KK-stiftelsen</p><p>Delarbeten:</p><p>1. Low frequency measurements of impact sound performance in light weight timber frame office buildings</p><p>2. Low frequency sound pressure fields in small rooms in wooden buildings with dense and sparse joist floor spacings</p><p>3. Low Frequency Force to Sound Pressure Transfer Function Measurements Using a Modified Tapping Machine on a Light Weight Wooden Joinst Floor4. Impact evaluation of a thin hybrid wood based joist floor</p>

In this thesis, parametric studies have been performed for a soil-steel compositebridge to determine and investigate the most influential parameters on the dynamicresponse.High-speed railways are currently being planned in Sweden by the Swedish TransportAdministration with train speeds up to 320 km/h. According to the European designcodes, bridges must be verified with respect to dynamic resonance behaviour for trainspeeds exceeding 200 km/h. However, there are no guidelines or design criterion forperforming dynamic verifications of soil-steel composite bridges. The aim of thisthesis has therefore been to investigate the influence of the geometry and materialproperties of soil-steel composite bridges on their dynamic response.This thesis is based upon the frequency domain approach for dynamic analysis ofa soil-steel composite bridge using finite element software. In 2018, field measurementswere performed on a soil-steel composite bridge in Hårestorp, Sweden. Areference finite element model was developed based on previous research and wasverified against these field measurements. Parametric studies where performed byextrapolating the geometry of the reference model, focusing primarily on the crownheight, culvert span width and the location of the bedrock. Sensitivity analyses ofthe density- and stiffness of the soil was also performed.The parametric studies showed that the crown height was the most influential parameterwith respect to the amplitude of the resonance peak. Increasing it from 1 mto 3 m reduced the amplitude by approximately 70 %. An increased span width ofthe culvert was found to reduce the frequency and amplitude of the resonance peak,however increasing the stiffness of the culvert increased the resonance frequency.The position of the rock layer also reduced the amplitude of the resonance peak iflowered, likely because of lessened wave reflection. The lowest rock level investigatedshowed a significant decrease of more than 70 % in amplitude. However, the modelused to calculate this response was heavily extrapolated and thus difficult to verify.The sensitivity analyses showed that the soil density- and stiffness was negativelyand positively correlated with the resonance frequency, respectively. Additionally,the soil density lowered the amplitude of the resonance peak if increased.

Studien syftar till att undersöka hur den penningpolitiska transmissionsmekanismen, särskilt hur förändringar i styrräntan, påverkar hushållens konsumtion. Huvudsyftet som undersöks är huruvida effekten av konsumtion-förmögenhetskanalen existerar vid förändringar i styrräntan. Genom att estimera en SVAR- modell och använda impuls respons funktioner (IRF) kan vi besvara våra syften och analysera hur en chock med en standardavvikelse på styrräntan kommer att påverka hushållens konsumtionsbeteende. Vidare inaktiveras konsumtion- förmögenhetskanalen för att kunna göra en jämförelse med studiens tidigare estimat och påträffa en eventuell existens. Resultaten från studien visar att det inte finns några signifikanta indikationer på en konsumtion-förmögenhetskanal i samband med penningpolitiska åtgärder under tidsperioden från första kvartalet 1996 till fjärde kvartalet 2022. Slutsatsen av studien indikerar således att en konsumtion-förmögenhetskanal inte är den dominerande transmissionsmekanismen för att påverka hushållens konsumtion vid penningpolitiska åtgärder. / The study aims to examine how the monetary policy transmission mechanism, specifically changes in the policy interest rate, affect household consumption. The main objective investigated is whether the effect of the consumption-wealth channel exists during changes in the policy interest rate. By estimating a Structural Vector Autoregressive (SVAR) model and utilizing impulse response functions (IRFs), we can address our objectives and analyze how a shock of one standard deviation in the policy interest rate will impact household consumption behaviour. Furthermore, the consumption-wealth channel is deactivated to enable a comparison with the study's previous estimates and identify any potential existence. The results of the study indicate no significant evidence of a consumption-wealth channel associated with monetary policy measures during the period from the first quarter of 1996 to the fourth quarter of 2022. Thus, the study's conclusion suggests that the consumption-wealth channel is not the dominant transmission mechanism for influencing household consumption during monetary policy measures.

Simulation driven design is a method and process that has been developed over many years, and with today’s advanced software, the possibility to embed simulation into the design process has become a reality. The advantages of using simulation driven design in the product development process is well known and compared to a more traditional design process, the simulation driven design process can give the user the possibility to explore, optimize and design products with reduced lead time.  One of the methods that is applied in simulation driven design is the use of topology optimization (structural optimization). Topology optimization is something that GKN uses in the design process. Due to the complexity of the products GKN design and manufacture, the output from the topology optimization lacks good design interpretability and the design process requires a lot of time and effort.  The purpose of the thesis is to explore different simulation tools used for topology optimization and improve the methodology and process with higher design interpretability for a static topology optimization. This requires a good understanding of the component and the product development process. It is imperative that the topology result must have high design interpretability, and the visualization of the result must show the formation of clear rib structures.  The software’s used for performing topology optimization in this thesis are Inspire, SimLab, HyperMesh, and OptiStruct (HyperWorks suite). Static topology optimization is conducted, and manufacturing constraints for the casting process are considered. The methodology developed is robust for similar gearbox housing structures, and the process is set up to be efficient. The proposed method is verified by implementing it on a housing structure.  The resulting concept from the topology optimization is deemed to have higher design interpretability which improves knowledge transfer in the design process when compared to the current topology results. The weight of the product is reduced, and a more optimum design is reached with a lesser number of iterations. / Simuleringsdriven design är en metod och process som har utvecklats i många år, och med dagens avancerade programvaror har möjligheten att få in simulering direkt i designprocessen blivit verklighet. Fördelarna med att använda simuleringsdriven design i produktutvecklingsprocessen är välkända och jämfört med en mer traditionell designprocess kan den simuleringsdrivna designprocessen ge användaren möjlighet att utforska, optimera och designa produkter med reducerade ledtider som följd.  En av de metoder som tillämpas i simuleringsdriven design är användning av topologioptimering (strukturoptimering). Topologioptimering är något som GKN använder i designprocessen. På grund av komplexiteten hos produkterna GKN designar och tillverkar kräver designprocessen mycket ingenjörsarbete och tid. Produktionen har också problem med att tolka topologioptimeringsresultaten.. Syftet med avhandlingen är att utforska olika simuleringsverktyg som används för topologioptimering och förbättra metodiken och processen för att öka designtolkningen av en statisk topologioptimering. Detta kräver en god förståelse för komponenten och produktutvecklingsprocessen. För att förbättra osäkerheterna i resultaten från optimeringen, är det nödvändigt att dessa resultat är lätta att tolka, och visualiseringen av resultaten ska vara tydliga och visa hur lastvägarna går och därmed vart ribbor ska läggas.  Programvarorna som användes för att utföra topologioptimering i denna avhandling är Inspire, SimLab, HyperMesh och OptiStruct (HyperWorks suite). Statisk topologioptimering är utförd och tillverkningsbegränsningar för gjutningsprocesser har inkluderats.  Den metod som utvecklats är robust för liknande växellådshusstrukturer, och processen som föreslås är mera effektiv. Den föreslagna metoden har verifierats genom att den tillämpats för ett växellådshus.  Det resulterande topologikonceptet antas ha en bättre designtolkningsbarhet, vilket möjliggör en förbättrad kommunikation och kunskapsöverföring i konstruktionsprocessen, jämfört med den nuvarande processen. Produktens vikt minskas, och en mer optimal design nås med färre iterationer.

Orientador: Samuel da Silva / Resumo: Muitas aplicações da engenharia envolvem estruturas essencialmente não-lineares onde várias técnicas têm sido recentemente estudadas e investigadas por muitos pesquisadores. Dentre as várias abordagems, as que usam séries de Volterra têm apresentado propriedades úteis para fornecer um melhor entendimento para identificação e análise. Neste contexto, a presente tese propõem novas contribuições em como usar as séries de Volterra para caracterização, identificação e análise dinâmica de sistemas não-lineares usando sinais de entrada e saída e sinais somente de saída. Inicialmente, apresenta-se uma metodologia para análise de sistemas mecânicos não-lineares através das funções de resposta em frequência de alta-ordem (HOFRFs) e o conceito de HOFRFs estendidas com dados apenas de saída é introduzido e descrito em detalhes. Após isso, uma abordagem para identificação de sistemas não-lineares com base nas séries de Volterra através da expansão na base ortonormal de Kautz é proposta. Essa técnica permite identificar os seus núcleos mais facilmente e permite separar as contribuições dos termos lineares e não-lineares usando somente sinais de saída. Além disso, uma metodologia para análise modal de sistemas fracamente não-lineares sujeito a excitações com vários níveis de amplitude é também apresentada. A contribuição desse novo método reside no fato de que as HOFRFs são simplesmente estimadas como função das FRFs lineares. Basicamente, essa metodologia estende o conceito ... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: Most recent engineering applications involve structures essentially nonlinear where several techniques have been recently studied and investigated by many researchers. Among them, the methods based on Volterra series expansion have presented powerful properties to provide a better understanding for identification and analysis. In this context, the present thesis proposes new contributions in how to use Volterra series for characterization, identification and dynamical analysis of nonlinear systems based on input and output signals and output-only signals. Initially, a methodology for analysis of nonlinear mechanical systems through higher-order frequency response functions (HOFRFs) is presented and the concept of extended HOFRFs based on output-only is introduced and described in detail. Afterwards, an approach for identification of nonlinear systems based on Volterra series through the expansion onto orthonormal Kautz basis is proposed. This technique allows to identify the Volterra kernels easily and enable to split the contribution of the linear and nonlinear terms using input-output as well as output-only signals. Furthermore, a methodology for modal analysis of weakly nonlinear systems under multilevel excitation is also proposed. The contribution of this new approach lies in the fact that HOFRFs are simply computed as functions of the linear FRFs. Basically, it extends the conventional experimental modal analysis methods in order to characterize and treat no... (Complete abstract click electronic access below) / Doutor

Made available in DSpace on 2017-07-10T17:11:44Z (GMT). No. of bitstreams: 1 DISSERTACAO OSCAR SCUSSEL.pdf: 4301786 bytes, checksum: 8a64e99e73bc5e4478b9e5077d78baed (MD5) Previous issue date: 2013-03-04 / Impulse Response Functions (IRFs) are important in many engineering applications, mainly in structural dynamics and modal analysis involving experimental modal tests. These IRFs can be identified through several methods. Among these, the classical covariance method is one of the most used and it is based on the sum of convolution from the correlation functions between input and output signals known. However, this method is limited because it employs a large number of samples and has drawbacks related to over parametrization. In this sense, this work presentes and review the covariance method expanded in the ortonormal basis Kautz functions, because this alternative way allows to avoid these drawbacks. In order to ilustrate the procedure an algorithm with multiple objective functions to obtain the optimal poles of the Kautz filter is shown. The results are provided through three degree-of-freedom mechanical system simulated and experimental data in a beam to show the advantages, drawbacks, simplicity and efficiency of the proposed approach. / As funções de resposta ao impulso (IRFs) exercem papel de destaque na identificação de sistemas reais quando têm-se o conhecimento dos dados de entrada/saída do sistema. Essas IRFs são relevantes em muitas aplicações de Engenharia, especialmente em análise modal experimental de estruturas. Dentre os métodos para obtenção dessas IRFs, destaca-se o clássico método das covariâncias baseado na soma de convolução das funções de correlação entre os sinais de entrada e saída conhecidos. No entanto, esse método é limitado quando são coletadas muitas amostras e possui algumas desvantagens como efeitos de sobreparametrização. Neste sentido, este trabalho apresenta e revisa o método das covariâncias expandido na base ortonormal de Kautz para aplicações em identificação de sistemas mecânicos, pois essa forma alternativa permite evitar esses efeitos de sobreparametrização. Para obter os pólos ótimos dos filtros de Kautz, emprega-se um algoritmo multi-objetivo. Os resultados são verificados através de um sistema mecânico com três graus de liberdade e em dados experimentais a partir de uma viga na condição livre-livre no qual verificam-se as vantagens, desvantagens, simplicidade e eficiência do método proposto.

Submitted by OSCAR SCUSSEL null (oscar.scussel@gmail.com) on 2017-04-29T13:57:37Z No. of bitstreams: 1 PhDThesisScussel.pdf: 4308679 bytes, checksum: 08a1260ebbd5cc5320910fff695b1037 (MD5) / Approved for entry into archive by Luiz Galeffi (luizgaleffi@gmail.com) on 2017-05-03T16:39:39Z (GMT) No. of bitstreams: 1 scussel_o_dr_ilha.pdf: 4308679 bytes, checksum: 08a1260ebbd5cc5320910fff695b1037 (MD5) / Made available in DSpace on 2017-05-03T16:39:39Z (GMT). No. of bitstreams: 1 scussel_o_dr_ilha.pdf: 4308679 bytes, checksum: 08a1260ebbd5cc5320910fff695b1037 (MD5) Previous issue date: 2017-03-27 / Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) / Muitas aplicações da engenharia envolvem estruturas essencialmente não-lineares onde várias técnicas têm sido recentemente estudadas e investigadas por muitos pesquisadores. Dentre as várias abordagems, as que usam séries de Volterra têm apresentado propriedades úteis para fornecer um melhor entendimento para identificação e análise. Neste contexto, a presente tese propõem novas contribuições em como usar as séries de Volterra para caracterização, identificação e análise dinâmica de sistemas não-lineares usando sinais de entrada e saída e sinais somente de saída. Inicialmente, apresenta-se uma metodologia para análise de sistemas mecânicos não-lineares através das funções de resposta em frequência de alta-ordem (HOFRFs) e o conceito de HOFRFs estendidas com dados apenas de saída é introduzido e descrito em detalhes. Após isso, uma abordagem para identificação de sistemas não-lineares com base nas séries de Volterra através da expansão na base ortonormal de Kautz é proposta. Essa técnica permite identificar os seus núcleos mais facilmente e permite separar as contribuições dos termos lineares e não-lineares usando somente sinais de saída. Além disso, uma metodologia para análise modal de sistemas fracamente não-lineares sujeito a excitações com vários níveis de amplitude é também apresentada. A contribuição desse novo método reside no fato de que as HOFRFs são simplesmente estimadas como função das FRFs lineares. Basicamente, essa metodologia estende o conceito de métodos convencionais de analise modal experimental para caracterizar e tratar efeitos não-lineares. Os resultados via exemplos numéricos e experimentais apresentados ao longo da tese mostram as contribuições, benefícios e eficácia da proposta. / Most recent engineering applications involve structures essentially nonlinear where several techniques have been recently studied and investigated by many researchers. Among them, the methods based on Volterra series expansion have presented powerful properties to provide a better understanding for identification and analysis. In this context, the present thesis proposes new contributions in how to use Volterra series for characterization, identification and dynamical analysis of nonlinear systems based on input and output signals and output-only signals. Initially, a methodology for analysis of nonlinear mechanical systems through higher-order frequency response functions (HOFRFs) is presented and the concept of extended HOFRFs based on output-only is introduced and described in detail. Afterwards, an approach for identification of nonlinear systems based on Volterra series through the expansion onto orthonormal Kautz basis is proposed. This technique allows to identify the Volterra kernels easily and enable to split the contribution of the linear and nonlinear terms using input-output as well as output-only signals. Furthermore, a methodology for modal analysis of weakly nonlinear systems under multilevel excitation is also proposed. The contribution of this new approach lies in the fact that HOFRFs are simply computed as functions of the linear FRFs. Basically, it extends the conventional experimental modal analysis methods in order to characterize and treat nonlinear effects. The results based on numerical and experimental examples presented along the thesis show the contributions, benefits and effectiveness of the proposal. / FAPESP: 2012/09135-3 / CNPq: 47058/2012-0 / CNPq: 203610/2014-8

Valutamarknaden är världens största marknad och en nödvändig del av dagens globala samhälle, som gör det möjligt för företag att göra affärer i olika valutor och mellan olika gränser. Marknaden utgör en stor handelsplattform för både små och stora aktörer, för vilka det är viktigt att prognostisera valutakurser med gott resultat. Att modellera finansiella instrument i form av tidsserier är en av de vanligaste investeringsstrategierna och dess användningsområde sträcker sig från valutamarknaden till bland annat aktiemarknaden och råvarumarknaden. I denna uppsats undersöks fyra olika statistiska metoder för att modellera valutakursen Euro-US Dollar givet historisk data, och prognoser görs med de framtagna modellerna. Dessa metoder är slumpvandring, ARIMA, ARIMA-GARCH och VAR. Vidare undersöks för den dynamiska VAR-modellen hur valutamarkanden påverkar, och blir påverkad av, långa och korta räntan. Resultaten visar att ARIMA(3,1,2) förklarar valutakursen bäst medan VAR(2) med valutakursen och skillnaden mellan långa räntor som ingående variabler ger de bästa prediktionerna. / The foreign exchange market is the world’s largest market and is an essential part of the global society of today. The FX market enables companies to trade with different currencies across country borders. It is also a large trade-platform for both big and small financial actors, who greatly benefit from the advantages of good predictions. Modeling of financial instruments is one of the most commonly used investment strategies and its area of application ranges from the FX market to markets suchas the stock market and the commodity market. In this paper, four different statistical models are used to model the currency pair Euro-US Dollar. These methods are random walk, ARIMA, ARIMA-GARCH and VAR. Besides investigating which method that gives the best forecasts, the method that best describes the training datais also found. Furthermore, for the dynamic VAR model, it is explored how the FX market affects, and is affected by, the long term and short term interest. The results show that ARIMA(3,1,2) is the best at describing the exchange rate while VAR(2) with the exchange rate and the difference between long term interests as variables gives the best predictions.