Michel Corajoud and Parc Départemental du Sausset

Among the many significant contributions France has made to contemporary landscape architecture, Michel Corajoud counts as one of the towering figures and his Parc Départemental du Sausset as one of the great park visions of the 1980s. In France, and beyond, Corajoud has emerged as one of the protagonists of the great era that this decade has come to be considered in landscape architecture. He was the primary promoter of teaching landscape in France, the creator of the first landscape architecture school (ENSP at Versailles), a visionary and able designer of large projects. If Parc de la Villette can be considered the most significant project of this period, in terms of innovation of public open spaces, Parc Départemental du Sausset is, for its large and complex vision, an exemplary model of a periurban park that combines rural fringe, suburban settlements, and urban infrastructure with an ecological sensitivity that had not previously been envisioned in other parks. Sausset is a project that works on all scales of the landscape, from the garden to the natural park, and to agriculturalfields. It makes multiple references to French landscape history. It presents itself as an ever-changing place, where landscape processes, with their evolutionary dynamics, can be perceived and witnessed by its users. Above all, Sausset is a park that successfully defines the philosophical dialectics between modernity and post-modernity by expressing a tension between innovation and the revival of a strong tradition

Psychometric properties and validity of an instrument measuring lower secondary students’ perceived competence in educational decision-making process

Making decisions about school or career is a very important task for young people since these choices can have long-term consequences. The main purpose of this study is to examine psychometric properties and construct validity of Perceived Competence in Educational Decision-making Process Questionnaire (PCEDPQ). A multi-group confirmatory factor analysis (MCFA) is performed to test the scale theoretical structure and the metric invariance across gender. Results of MCFA are consistent with the hypothesized scale structure and show measurement invariance across gender. The reliability of the scales in terms of internal consistency ranged from .74 to .7

Stability of Reeb graphs under function perturbations: the case of closed curves

Reeb graphs provide a method for studying the shape of a manifold by encoding the evolution and arrangement of level sets of a simple Morse function defined on the manifold. Since their introduction in computer graphics they have been gaining popularity as an effective tool for shape analysis and matching. In this context one question deserving attention is whether Reeb graphs are robust against function perturbations. Focusing on 1-dimensional manifolds, we define an editing distance between Reeb graphs of curves, in terms of the cost necessary to transform one graph into another. Our main result is that changes in Morse functions induce smaller changes in the editing distance between Reeb graphs of curves, implying stability of Reeb graphs under function perturbations.Comment: 23 pages, 12 figure

Bootstrap LR tests of stationarity, common trends and cointegration

The paper considers likelihood ratio (LR) tests of stationarity, common trends and cointegration for multivariate time series. As the distribution of these tests is not known, a bootstrap version is proposed via a state space representation. The bootstrap samples are obtained from the Kalman filter innovations under the null hypothesis. Monte Carlo simulations for the Gaussian univariate random walk plus noise model show that the bootstrap LR test achieves higher power for medium-sized deviations from the null hypothesis than a locally optimal and one-sided LM test, that has a known asymptotic distribution. The power gains of the bootstrap LR test are significantly larger for testing the hypothesis of common trends and cointegration in multivariate time series, as the alternative asymptotic procedure -obtained as an extension of the LM test of stationarity- does not possess properties of optimality. Finally, it is showed that the (pseudo) LR tests maintain good size and power properties also for non-Gaussian series. As an empirical illustration, we find evidence of two common stochastic trends in the volatility of the US dollar exchange rate against european and asian/pacific currencies.Kalman filter, state-space models, unit roots

OPTIMAL HOMEOMORPHISMS BETWEEN CLOSED CURVES

The concept of natural pseudo-distance has proven to be a powerful tool for measuring the dissimilarity between topological spaces endowed with continuous real-valued functions. Roughly speaking, the natural pseudo-distance is defined as the infimum of the change of the functions' values, when moving from one space to the other through homeomorphisms, if possible. In this paper, we prove the first available result about the existence of optimal homeomorphisms between closed curves, i.e. inducing a change of the function that equals the natural pseudo-distance

ESTIMATING CORE INFLATION IN NORWAY

Central banks are continually considering the problem of how to identify which price changes should be considered permanent and which entirely temporary. Indeed, due to the delayed effect that monetary policy uses to put its choices into action, a wrong valuation of the type of inflation can prove extremely costly for the economy and does not produce the desired results. Since price indexes (as CPI) deliver a distorted picture of underlying inflation, it is necessary to devise a more appropriate target for monetary policy. The need to find a good measure for the latter variable becomes more marked when the central bank adopts price stability as the overriding aim of monetary policy. In this paper we apply the Quah and Vahey (1995) methodology to Norway, oil producing OECD country, and derive measures of core inflation by imposing restrictions from economic theory within the context of a multivariate econometric analysis. To estimate long-term movements of inflation, we present two models that enable the distinction between core and non-core inflation and also between domestic and imported inflation. We conclude that in all the models presented core inflation is a �prime mover� of inflation.Core inflation, Monetary Policy, Norway