A new Test of Uncovered Interest Rate Parity: Evidence from Turkey

This paper examines if uncovered interest rate parity condition holds for Turkey. In this paper, an empirical analysis is provided for the dates between December 2001 and June 2007 by using monthly data for Turkey and the U.S. Main finding is that UIP does not hold for Turkey. In addition to this, UIP deviation goes up over time, AR (1) fits the data well, there is an ARCH effect and GARCH (1,1) specification is significant for Turkish case.Uncovered Interest Rate Parity; Unit Root Test; AR Process; ARCH and GARCH Models

From spin-polarized interfaces to giant magnetoresistance in organic spin valves

We calculate the spin-polarized electronic transport through a molecular bilayer spin valve from first principles, and establish the link between the magnetoresistance and the spin-dependent inter- actions at the metal-molecule interfaces. The magnetoresistance of a Fe|bilayer-C70|Fe spin valve attains a high value of 70% in the linear response regime, but it drops sharply as a function of the applied bias. The current polarization has a value of 80% in linear response, and also decreases as a function of bias. Both these trends can be modelled in terms of prominent spin-dependent Fe|C70 interface states close to the Fermi level, unfolding the potential of spinterface science to control and optimize spin currents.Comment: 13 pages, 5 figure

Indeterminate Equilibria in New Keynesian DSGE Model: An Application to the US Great Moderation

This paper tests “Bad Policy” Hypothesis which refers to the Great Moderation in the US. We examine this hypothesis by simulating model based impulse response functions for the both pre-Volcker period and post 1982 period. Deriving and simulating standard New Keynesian DSGE Model explicitly, we find that while post 1982 policy i.e. active policy, is consistent with the unique stable equilibrium characteristics; pre-Volcker or passive monetary policy generates equilibrium indeterminacy. Moreover, our simulated-impulse response functions show that the response of inflation and the output gap in post 82 period is weaker than the macroeconomic responses of the pre-Volcker period.The Great Moderation, Indeterminacy, Determinate Equilibrium, New Keynesian DSGE Model, Monetary Policy, Sunspot shocks

Studies of Neutrino-Electron Scattering at the Kuo-Sheng Reactor Neutrino Laboratory

Studies on electron antineutrino-electron elastic scattering were performed using a 200-kg CsI(Tl) scintillating crystal detector array at the Kuo-Sheng Nuclear Power Plant in Taiwan. The measured cross section of R(exp) = [1.00 +- 0.32(stat)]xR(SM) is consistent with the Standard Model expectation and the corresponding weak mixing angle derived is sin2T = 0.24 +- 0.05 (stat). The results are consistent with a destructive interference effect between neutral and charged-currents in this process. Limits on neutrino magnetic moment of mu(nu_(e)) < 2.0 x 10^(-10) mu_(B) at 90% confidence level and on electron antineutrino charge radius of r^(2) < (0.12 +- 2.07)x10^(-32) cm^2 were also derived.Comment: Parallel talk at ICHEP08, Philadelphia, USA, July 2008. 4 pages, LaTex, 4 eps figure

Constraints on Dark Photon from Neutrino-Electron Scattering Experiments

A possible manifestation of an additional light gauge boson $A^\prime$, named as Dark Photon, associated with a group $U(1)_{\rm B-L}$ is studied in neutrino electron scattering experiments. The exclusion plot on the coupling constant $g_{\rm B-L}$ and the dark photon mass $M_{A^\prime}$ is obtained. It is shown that contributions of interference term between the dark photon and the Standard Model are important. The interference effects are studied and compared with for data sets from TEXONO, GEMMA, BOREXINO, LSND as well as CHARM II experiments. Our results provide more stringent bounds to some regions of parameter space.Comment: 22 pages, 6 figures, 2 tables, text improved, fig.6 updated, references adde

BAYESIAN ANALYSIS OF THE COMPOUND COLLECTIVE MODEL: THE NET PREMIUM PRINCIPLE WITH EXPONENTIAL POISSON AND GAMMA–GAMMA DISTRIBUTIONS

This article develops a Bayesian analysis of the Compound Collective Model utilizing the Net Premium Principle, considering single-period models. With respect to likelihoods, we used a Poisson distribution for the number of claims and an Exponential distribution for the severity of the accident/event. Gamma distributions were used for the prior distributions. The robustness of the posterior premium was analyzed with respect to the prior distribution specification of the severity of the accident/event, utilizing contamination classes, these being the class of all the distributions and that of all the unimodal distributions with the same mode. Numerical applications of the results obtained were performed.Compound collective model; Bayesian analysis; Robustness analysis.

Covariant Symplectic Structure and Conserved Charges of New Massive Gravity

We show that the symplectic current obtained from the boundary term, which arises in the first variation of a local diffeomorphism invariant action, is covariantly conserved for any gravity theory described by that action. Therefore, a Poincare invariant 2-form can be constructed on the phase space, which is shown to be closed without reference to a specific theory. Finally, we show that one can obtain a charge expression for gravity theories in various dimensions, which plays the role of the Abbott-Deser-Tekin (ADT) charge for spacetimes with non-constant curvature backgrounds, by using the diffeomorphism invariance of the symplectic 2-form. As an example, we calculate the conserved charges of some solutions of New Massive Gravity (NMG) and compare the results with the previous works.Comment: 18 pages, No figures, RevTEX4.1; ver 2: minor corrections, version accepted for publication in Physical Review

Remarkable effect of stacking on the electronic and optical properties of few layer black phosphorus

The effect of the number of stacking layers and the type of stacking on the electronic and optical properties of bilayer and trilayer black phosphorus are investigated by using first principles calcula- tions within the framework of density functional theory. We find that inclusion of many body effects (i.e., electron-electron and electron-hole interactions) modifies strongly both the electronic and opti- cal properties of black phosphorus. While trilayer black phosphorus with a particular stacking type is found to be a metal by using semilocal functionals, it is predicted to have an electronic band gap of 0.82 eV when many-body effects are taken into account within the G0W0 scheme. Though different stacking types result in similar energetics, the size of the band gap and the optical response of bilayer and trilayer phosphorene is very sensitive to the number of layers and the stacking type. Regardless of the number of layers and the type of stacking, bilayer and trilayer black phosphorus are direct band gap semiconductors whose band gaps vary within a range of 0.3 eV. Stacking arrangments different from the ground state structure in both bilayer and trilayer black phosphorus significantly modify valence bands along the zigzag direction and results in larger hole effective masses. The optical gap of bilayer (trilayer) black phosphorus varies by 0.4 (0.6) eV when changing the stacking type. Due to strong interlayer interaction, some stackings obstruct the observation of the optical excitation of bound excitons within the quasi-particle band gap. In other stackings, the binding energy of bound excitons hardly changes with the type of stacking and is found to be 0.44 (0.30) eV for bilayer (trilayer) phosphorous

Investigating The Role of AEG-1 in Mouse Models of Pain

Background: Astrocyte Elevated Gene 1 (AEG-1) is a multifunctional protein shown to be a regulator of transcription and multiple intracellular signaling pathways. The role of AEG-1 in cellular inflammation appears to be primarily facilitated by its direct interaction with the transcription factor NFκB, transcriptional regulator of inflammatory cytokines. May be have a potential role in models of pain, particularly chronic inflammatory and chemotherapy induced peripheral neuropathy (CIPN). Methods: C57BL6/J male and female mice, 8-14 weeks old. AEG-1 wild type (WT) and global knockout (KO) male and female mice, 8-14 weeks old. Chronic Inflammatory Pain induced via i.pl. injection of 50% Freund\u27s Complete Adjuvant (CFA) or vehicle into mouse right hind paw. CIPN induced via four 8 mg/kg, i.p. injections of Paclitaxel or vehicle (Toma, et. al). Mechanical hypersensitivity assessed via von frey filaments. Acetone Test was used to assess cold sensitivity. mRNA transcripts collected from tissues were measured via qRT-PCR. Results: AEG-1 KO mice displayed protection from CFA induced mechanical hypersensitivity, thermal sensitivity, and reduces paw edema compare to WT mice. AEG-1 KO mice displayed enhanced recovery from paclitaxel induced mechanical hypersensitivity and cold sensitivity compared to WT mice. AEG-1 expression levels in the periaqueductal grey, spinal cord, and L4-6 corresponding dorsal root ganglia collected from C57BL6/J mice treated with 8mg/Kg paclitaxel or 50% CFA (3 days post injection) showed no difference from control groups. Conclusions: Our data suggest that AEG-1 may be involved in inflammatory and CIPN related nociception in C57BL6/J mice.https://scholarscompass.vcu.edu/gradposters/1093/thumbnail.jp