Path-constrained and incremental floorplanning using sequence pairs

This research focuses on the floorplanning stage of the VLSI physical design cycle. The first part of this research is on path-constrained floorplan. In order to maximize CPU performance and improve clock cycle time, modules on critical paths must be placed in a straight line from an input pin to an output pin. This technique uses the sequence-pairs method. The second part of this research is on incremental floorplan. Given a floorplan, we want to generate a different floorplan that is very similar to the original floorplan after incremented changes in module sizes have been made. Once again, we use sequence-pairs with various cost functions to solve the problem. We have been successful in obtaining a provably correct solution for a limited version of the path-constrained problem. Experimental results demonstrating the efficiency of our methods are also presented

Long-Run Purchasing Power Parity with Asymmetric Adjustment: Evidence from Mainland China and Taiwan

This study applies threshold cointegration test advanced by Enders and Siklos (2001) to investigate the properties of asymmetric adjustment in long-run purchasing power parity (PPP) for both Mainland China and Taiwan during the January 1986 to October 2009 period. Although there is evidence of long-run PPP for both Mainland China and Taiwan, the adjustment mechanism is asymmetric. These results have important policy implications for both Mainland China and Taiwan under study.threshold cointegration test; Purchasing Power Parity; asymmetric adjustment; Mainland China; Taiwan

An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan

This note studies the long-run relationship between real estate and stock markets in the Taiwan context over the 1986Q3 to 2006Q4 period, using standard cointegration test of Johansen and Juselius (1990) and that of Engle-Granger (1987) as well as the fractional cointegration test of Geweke and Porter-Hudak (1983). The results from both types of cointegration tests strongly indicate that these two markets are not cointegrated with each other. With respect to risk diversification, it is obvious that investors and financial institutions should have included both assets in the same portfolio during that period.