Essays on macroeconometrics

Thesis advisor: Zhijie XiaoThis dissertation contains three chapters in theoretical Macroeconometrics and applied Macroeconometrics. This first chapter addresses the issues related to the estimation, testing and computation of ordered structural breaks in multivariate linear regressions. Unlike common breaks, ordered structural breaks are those breaks that are related across equations but not necessarily occurring at the same dates. A likelihood ratio test assuming normal errors is proposed in this chapter in order to detect the ordered structural breaks in multivariate linear regressions. The estimation of ordered structural breaks uses quasi-maximum likelihood and adopts the efficient algorithm of Bai and Perron (2003). I also provide results about the consistency and rate of convergence when searching for ordered structural breaks. Finally, these methods are applied to one empirical example: the mean growth rate of output in three European countries and United States. This second chapter focuses on the parameter stability of dynamic stochastic general equilibrium (DSGE) models. To this end, I solve and estimate a representative New Keynesian model using both linear and nonlinear methods. I first examine how nonlinearities affect the parameter stability of the New Keynesian model. The results show that parameter instabilities still exist even using nonlinear solutions, and also highlight differences between two nonlinear solution methods: perturbation method and projection method. In addition, I propose a sequential procedure for searching for multiple structural breaks in nonlinear models, and apply it to the New Keynesian model. Two common structural breaks among these estimated parameters are identified for all the five solutions considered in this chapter. One structural break is in the early 1970s, while another one locates around the middle 1990s. In the third chapter, we investigate changes in long run productivity growth in the United States. In particular, we approach productivity growth from a sectoral perspective, and decompose the whole economy into two broad sectors: investment goods-producing sector and consumption goods-producing sector. Although the evidence of changes in the aggregate productivity growth is far from obvious at conventional test size, we find evidence of structural breaks in the sectoral productivity growth using both growth accounting and DSGE model based measures. There are two structural breaks in investment goods-producing sector using growth accounting measures, which indicates that the era of investment and productivity boom in the middle 1990s may have ended before the Great Recession. In addition, our results show there is one structural break in consumption goods-producing sector around the 1970s and attribute the aggregate productivity slowdown at that time to consumption goods-producing sector. These results are broadly consistent with Ireland and Schuh (2008). Our results offer up with a modestly pessimistic outlook on future productivity growth and, therefore, potential output.Thesis (PhD) — Boston College, 2013.Submitted to: Boston College. Graduate School of Arts and Sciences.Discipline: Economics

Middle-obstacle approach of mapping phase-field model unto its sharp interface counterpart

A new diffuse interface model has been proposed in this study for simulating binary alloy solidification under universal cooling conditions, involving both equilibrium and non-equilibrium solute partitioning. Starting from the Gibbs-Thomson equation, which is the classical theory that describes the dynamics of a sharp interface, the phase-field equation is derived using a traveling wave solution that represents a diffuse interface. To tackle the spurious effects caused by the variation of liquid concentration within the diffuse interface with artificial width, a middle obstacle is introduced to sharpen the diffuse interface and an invariant liquid concentration can be found for determining a constant undercooling in the interface normal direction. For slow solidification under equilibrium conditions, the convergence performance of the dendrite tip shows superior invulnerability to the width effect of the diffuse interface. For rapid solidification under non-equilibrium conditions, the output partition coefficients obtained from the steady-state concentration profiles agree with the input velocity-dependent function. The proposed model is promising to be an indispensable tool for the development of advanced alloy materials through the microstructure control of solidification under a wide range of cooling conditions

Comparative Analysis on Elastic-plastic Analytical Methods for Tunnel Surrounding Rocks

Elastic-plastic analysis is an important way to obtain the mechanical characteristics of surrounding rocks. However, selecting a reasonable analytical method is difficult. To explore the differences between the surrounding rocks constitutive relation and yield criterion analytical methods, the stress distribution and deformation characteristics of tunnel surrounding rocks at the −817 m firefighting material chamber of the Wangfenggang Well, Xieyi Mine, Huainan Coal Industry Group (China) were analyzed by using the bilinear constitutive relation and unified strength criterion analytical methods. Calculated results of the two analytical methods were compared. The radius and displacement evolution laws of the plastic region on tunnel surrounding rocks with in situ rock stress and supporting resistance were discussed. Results demonstrate that compared with the unified strength criterion analytical method, the bilinear constitutive relation analytical method avoids the influences of intermediate principal stress coefficient on results and the tangential stress distribution curve is smooth. The calculated radius of the plastic region and periphery displacement of the tunnel are 4,365 m and 87,373 mm, which are higher than those of the unified strength criterion analytical method. Stress difference is a major factor that influences the mechanical characteristics of tunnel surrounding rocks. As the stress difference decreases from 20,4 MPa to 16,4 MPa, the radius of the plastic region and periphery displacement of the tunnel decrease by 0,697 m and 26,73 mm, respectively. This study provides theoretical references for the practical selection of elastic-plastic analytical method for tunnel surrounding rocks

Sharing, Teaching and Aligning: Knowledgeable Transfer Learning for Cross-Lingual Machine Reading Comprehension

In cross-lingual language understanding, machine translation is often utilized to enhance the transferability of models across languages, either by translating the training data from the source language to the target, or from the target to the source to aid inference. However, in cross-lingual machine reading comprehension (MRC), it is difficult to perform a deep level of assistance to enhance cross-lingual transfer because of the variation of answer span positions in different languages. In this paper, we propose X-STA, a new approach for cross-lingual MRC. Specifically, we leverage an attentive teacher to subtly transfer the answer spans of the source language to the answer output space of the target. A Gradient-Disentangled Knowledge Sharing technique is proposed as an improved cross-attention block. In addition, we force the model to learn semantic alignments from multiple granularities and calibrate the model outputs with teacher guidance to enhance cross-lingual transferability. Experiments on three multi-lingual MRC datasets show the effectiveness of our method, outperforming state-of-the-art approaches.Comment: emnlp 202

Thermal performance of cold thermal energy storage system with fin and fin–foam structures

The heat transfer performance of most cold thermal energy storage (CTES) devices is limited by the low thermal conductivity of phase change materials (PCMs) and the increase in the thickness of PCMs. A comparative work was performed to explore the heat transfer performance of CTES systems with a fin structure (Fin-CTES) and a fin–foam structure (Fin–foam-CTES). The heat transfer performance, temperature distribution, and thermal effectiveness of Fin-CTES and Fin–foam-CTES at different inlet temperatures and volume flow rates of heat transfer fluid were investigated and compared. Results demonstrated that the overall heat transfer performance of Fin–foam-CTES is better than that of Fin-CTES. However, compared with the PCM in Fin-CTES, that in Fin–foam-CTES has a greater degree of supercooling, reaching 4.35 °C at the maximum. In the discharging (melting) process, Fin-CTES and Fin–foam-CTES have almost similar heat transfer effectiveness, in which the maximum difference is only 0.0107. That is, the enhanced heat transfer effect of the natural convection of the liquid PCM and the metal foam is basically the same during the discharging process.</p

Qwen Technical Report

Large language models (LLMs) have revolutionized the field of artificial intelligence, enabling natural language processing tasks that were previously thought to be exclusive to humans. In this work, we introduce Qwen, the first installment of our large language model series. Qwen is a comprehensive language model series that encompasses distinct models with varying parameter counts. It includes Qwen, the base pretrained language models, and Qwen-Chat, the chat models finetuned with human alignment techniques. The base language models consistently demonstrate superior performance across a multitude of downstream tasks, and the chat models, particularly those trained using Reinforcement Learning from Human Feedback (RLHF), are highly competitive. The chat models possess advanced tool-use and planning capabilities for creating agent applications, showcasing impressive performance even when compared to bigger models on complex tasks like utilizing a code interpreter. Furthermore, we have developed coding-specialized models, Code-Qwen and Code-Qwen-Chat, as well as mathematics-focused models, Math-Qwen-Chat, which are built upon base language models. These models demonstrate significantly improved performance in comparison with open-source models, and slightly fall behind the proprietary models.Comment: 59 pages, 5 figure

A Time-Frequency Joint Time-Delay Difference Estimation Method for Signal Enhancement in the Distorted towed Hydrophone Array

To acquire the enhanced underwater ship-radiated noise signal in the presence of array shape distortion in a passive sonar system, the phase difference of the line-spectrum component in ship-radiated noise is often exploited to estimate the time-delay difference for the beamforming-based signal enhancement. However, the time-delay difference estimation performance drastically degrades with decreases of the signal-to-noise ratio (SNR) of the line-spectrum component. Meanwhile, although the time-delay difference estimation performance of the high-frequency line-spectrum components is generally superior to that of the low-frequency one, the phase difference measurements of the high-frequency line-spectrum component often easily encounter the issue of modulus 2π ambiguity. To address the above issues, a novel time-frequency joint time-delay difference estimation method is proposed in this paper. The proposed method establishes a data-driven hidden Markov model with robustness to phase difference ambiguity by fully exploiting the underlying property of slowly changing the time-delay difference over time. Thus, the phase difference measurements available for time-delay difference estimation are extended from that of low-frequency line-spectrum components in a single frame to that of all detected line-spectrum components in multiple frames. By jointly taking advantage of the phase difference measurements in both time and frequency dimensions, the proposed method can acquire enhanced time-delay difference estimates even in a low SNR case. Both simulation and at-sea experimental results have demonstrated the effectiveness of the proposed method

State Judgement Model of the Coal and Rock Medium and Its Engineering Application

In the loading and failure process of the coal and rock medium, with the increasing of the damaging and failure extent, the medium state gradually changed from the continuous, the quasicontinuous, and the discontinuous to the loose successively. To evaluate the damaging failure extent of the coal and rock mass and distinguish the state of the coal and rock mass medium, first, the medium state index was defined based on the acoustic wave propagation model. Then, based on the coal mass in the working face 8512 in the Chenjiagou Coal Mine in China, the acoustic character and the mechanical character experiments were conducted. Through experiments, the variation law of the ultrasonic wave velocity and the medium state index of the coal mass with the strain under the compressive state were acquired; with the increasing of the strain, the medium state indexes successively experienced the variation process including stabilising around 0, slow increasing, dramatic increasing, and stabilising around 1. Then, based on the variation law of the medium state index, the coal and rock mass medium state judgement model was constructed. This model was applied to judge the coal mass medium state. After it, the mudstones in the roof of the same working face were regarded as the research object, the mudstone medium state was divided into 4 types according to the medium state judgement model, namely, continuous, quasicontinuous, discontinuous, and bulk solid, and the mudstone failure state was basically consistent with the continuous, quasicontinuous, discontinuous, and bulk solid state. The adaptability and rationality of the judgement model was verified. Finally, engineering application of the judgement model was conducted. The distribution law of the top coal with different medium state was acquired. In the top coal that was 186 m away from the working face, it belonged to the continuous medium state. As for the top coal that was 6 m to 186 m far away from the working face, it was under the quasicontinuous medium state. For the top coal that was 3 m to 6 m far away from the working face, it was under the discontinuous medium state. For the top coal that was less than 3 m far away from the working face and behind the working face, it belonged to the bulk solid medium state. The state judgement model can successfully distinguish the medium state of the coal seam and mudstones in the roof in the working face 8512. This provided a new approach to evaluate the damaging failure extent of the coal and rock medium in the Chenjiagou Coal Mine