Using Documentaries in Teaching Arabic Poetry

The easy access to new technologies had transformed language teaching and learning in more ways than we can count it. Watching documentaries can keep students engaged and motivated. Film documentaries are highly authentic materials that can be an excellent learning tool in Arabic language learning classes. Teaching Arabic literature, poetry in particular, was always a great challenge to students and teachers. It requires a competency on a top of competency (Saussy 2005, 19). Arabic poetry is full of words and vocabulary that is not used in Modern Written Arabic. It is the aim of this study to integrate documentary films in teaching Arabic poetry to Arabic learners, and to develop appropriate approach to Arabic poetry. This pilot study is an attempt to see how Arabic learners benefits from using one documentary series called On the Footsteps of the Arabs “على خطى العرب” to learn about Arabic poetry . The TV programeme, produced by Al Arabiya television channel and presented by Eid Al-Yahya. The overall aim of this study was to introduce Arabic poetry through an authentic visual context, where students can have a full visual context to help them grasp the cultural references, styles, an content of Arabic poetry

What causes the forecasting failure of Markov-switching models ? A Monte Carlo study.

This paper explores the forecasting abilities of Markov-Switching models. Although MS models generally display a superior in-sample fit relative to linear models, the gain in prediction remains small. We confirm this result using simulated data for a wide range of specifications. In order to explain this poor performance, we use a forecasting error decomposition. We identify four components and derive their analytical expressions in different MS specifications. The relative contribution of each source is assessed through Monte Carlo simulations. We find that the main source of error is due to the misclassification of future regimes.Markov Switching; Regime Shifts; Forecasting;

What causes the forecasting failure of Markov-Switching models? A Monte Carlo study

This paper explores the forecasting abilities of Markov-Switching models. Although MS models generally display a superior in-sample fit relative to linear models, the gain in prediction remains small. We confirm this result using simulated data for a wide range of specifications by applying several tests of forecast accuracy and encompassing robust to nested models. In order to explain this poor performance, we use a forecasting error decomposition. We identify four components and derive their analytical expressions in different MS specifications. The relative contribution of each source is assessed through Monte Carlo simulations. We find that the main source of error is due to the misclassification of future regimes.Forecasting, Regime Shifts, Markov-Switching.

The European Way Out of Recessions

This paper proposes a two-regime Bounce-Back Function augmented Self-Exciting Threshold AutoRegression (SETAR) which allows for various shapes of recoveries from the recession regime. It relies on the bounce-back effects first analyzed in a Markov-Switching setup by Kim, Morley and Piger [2005] and recently extended by Bec, Bouabdallah and Ferrara [2011a]. This approach is then applied to post-1973 quarterly growth rates of French, German, Italian, Spanish and Euro area real GDPs. Both the linear autoregression and the standard SETAR without bounce-back effect null hypotheses are strongly rejected against the Bounce-Back augmented SETAR alternative in all cases but Italy. The relevance of our proposed model is further assessed by the comparison of its short-term forecasting performances with the ones obtained from a linear autoregression and a standard SETAR. It turns out that the bounce-back models one-step ahead forecasts generally outperform the other ones, and particularly so during the last recovery period in 2009Q3-2010Q4.Threshold autoregression, bounce-back effects, asymmetric business cycles. JEL classification: E32, C22.

The possible shapes of recoveries in Markov-Switching models

This paper explores the various shapes the recoveries may exhibit within a Markov- Switching model. It relies on the bounce-back effects first analyzed by Kim, Morley and Piger (2005) and extends the methodology by proposing i) a more flexible bounce-back model, ii) explicit tests to select the appropriate bounce-back function, if any, and iii) a suitable measure of the permanent impact of recessions. This approach is then applied to post-WWII quarterly growth rates of US, UK and French real GDPs.Markov-Switching models; bounce-back effects; asymmetric business cycles.

Formulation of an isogeometric shell element for crash simulation

In this paper, we propose, for the isogeometric analysis, a shell model based on a degenerated three dimensional approach. It uses a first order kinematic description in the thickness with transverse shear (Reissner-Mindlin theory). We examine various approaches to describe the geometry and compare them on various linear and non-linear benchmark problems. Both geometric and material non-linearities are treated. The obtained results are compared with the solutions of isogeometric solid model and with other numerical solutions found in the literature

Unemployment and work sharing in an efficiency wage model

This paper accounts for work sharing and unemployment in an efficiency wage model. The Solow condition holds when working hours are exogenous. Under the assumption of endogeneity and using general forms for the effort and cost functions, we prove that work sharing may have a reducing impact on unemployment.efficiency wage

The European way out of recession

This paper proposes a two-regime Bounce-Back Function augmented Self-Exciting Threshold AutoRegression (SETAR) which allows for various shapes of recoveries from the recession regime. It relies on the bounce-back effects first analyzed in a Markov-Switching setup by Kim, Morley and Piger [2005] and recently extended by Bec, Bouabdallah and Ferrara [2011a]. This approach is then applied to post-1973 quarterly growth rates of French, German, Italian, Spanish and Euro area real GDPs. Both the linear autoregression and the standard SETAR without bounce-back effect null hypotheses are strongly rejected against the Bounce-Back augmented SETAR alternative in all cases but Italy. The relevance of our proposed model is further assessed by the comparison of its short-term forecasting performances with the ones obtained from a linear autoregression and a standard SETAR. It turns out that the bounce-back models one-step ahead forecasts generally outperform the other ones, and particularly so during the last recovery period in 2009Q3-2010Q4.Threshold autoregression, bounce-back effects, asymmetric business cycles.

Utilizing concept maps to remediate prospective physics and chemistry teachers’ difficulties in inorganic qualitative analysis

Inorganic qualitative analysis remaining a difficult topic to learn and to teach influences the learner acquisitions. The study investigates utilizing concept maps to remediate prospective physics and chemistry teachers’ understanding of inorganic qualitative analysis, via a pre-and postintervention test methodology. Data were collected from the tests scores and the content analysis of responses. Results show a significant difference between the achieved scores, and a decrease of percentage responses located in 'incomprehension or unanswered' category. The gain scores are very pronounced for the "reagents and uses" basic (97.2%). This finding supports that the treatment may provide efficiency to remediate participants’ difficulties