MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments

MASCOTTE is the new version of the Banque de France's macro-econometric forecasting model. Following the last rebasing of National Accounts (currently at 1995 price), the previous version of the model was simplified, re-specified and re-estimated. The model is essentially used for making macro-economic projections of the French economy over a two-to-three year horizon, which requires an accounting framework as close as possible to the French National Accounts. The main agents are companies, households, general government and the rest of the world. The new version now includes a supply block derived from the explicit optimisation behaviour of companies using a Cobb-Douglas technology under imperfect competition, and a new Wage Setting schedule. Full homogeneity of the nominal side of the model ensures the independence between the nominal equilibrium and the real equilibrium, the latter being only determined in the long run by relative prices. Furthermore, as regards the specification of equations, special attention was paid to the consequences of changes in short-term interest rates.Macro-economic model ; Applied econometrics ; Forecasting ; France

Curvature-direction measures of self-similar sets

We obtain fractal Lipschitz-Killing curvature-direction measures for a large class of self-similar sets F in R^d. Such measures jointly describe the distribution of normal vectors and localize curvature by analogues of the higher order mean curvatures of differentiable submanifolds. They decouple as independent products of the unit Hausdorff measure on F and a self-similar fibre measure on the sphere, which can be computed by an integral formula. The corresponding local density approach uses an ergodic dynamical system formed by extending the code space shift by a subgroup of the orthogonal group. We then give a remarkably simple proof for the resulting measure version under minimal assumptions.Comment: 17 pages, 2 figures. Update for author's name chang

On the "Mandelbrot set" for a pair of linear maps and complex Bernoulli convolutions

We consider the "Mandelbrot set" $M$ for pairs of complex linear maps, introduced by Barnsley and Harrington in 1985 and studied by Bousch, Bandt and others. It is defined as the set of parameters $\lambda$ in the unit disk such that the attractor $A_\lambda$ of the IFS $\{\lambda z-1, \lambda z+1\}$ is connected. We show that a non-trivial portion of $M$ near the imaginary axis is contained in the closure of its interior (it is conjectured that all non-real points of $M$ are in the closure of the set of interior points of $M$). Next we turn to the attractors $A_\lambda$ themselves and to natural measures $\nu_\lambda$ supported on them. These measures are the complex analogs of much-studied infinite Bernoulli convolutions. Extending the results of Erd\"os and Garsia, we demonstrate how certain classes of complex algebraic integers give rise to singular and absolutely continuous measures $\nu_\lambda$. Next we investigate the Hausdorff dimension and measure of $A_\lambda$, for $\lambda$ in the set $M$, for Lebesgue-a.e. $\lambda$. We also obtain partial results on the absolute continuity of $\nu_\lambda$ for a.e. $\lambda$ of modulus greater than $\sqrt{1/2}$.Comment: 22 pages, 5 figure

Effective-Range Expansion of the Neutron-Deuteron Scattering Studied by a Quark-Model Nonlocal Gaussian Potential

The S-wave effective range parameters of the neutron-deuteron (nd) scattering are derived in the Faddeev formalism, using a nonlocal Gaussian potential based on the quark-model baryon-baryon interaction fss2. The spin-doublet low-energy eigenphase shift is sufficiently attractive to reproduce predictions by the AV18 plus Urbana three-nucleon force, yielding the observed value of the doublet scattering length and the correct differential cross sections below the deuteron breakup threshold. This conclusion is consistent with the previous result for the triton binding energy, which is nearly reproduced by fss2 without reinforcing it with the three-nucleon force.Comment: 21 pages, 6 figures and 6 tables, submitted to Prog. Theor. Phy

Complexity of multi-dimensional spontaneous EEG decreases during propofol induced general anaesthesia

Emerging neural theories of consciousness suggest a correlation between a specific type of neural dynamical complexity and the level of consciousness: When awake and aware, causal interactions between brain regions are both integrated (all regions are to a certain extent connected) and differentiated (there is inhomogeneity and variety in the interactions). In support of this, recent work by Casali et al (2013) has shown that Lempel-Ziv complexity correlates strongly with conscious level, when computed on the EEG response to transcranial magnetic stimulation. Here we investigated complexity of spontaneous high-density EEG data during propofol-induced general anaesthesia. We consider three distinct measures: (i) Lempel-Ziv complexity, which is derived from how compressible the data are; (ii) amplitude coalition entropy, which measures the variability in the constitution of the set of active channels; and (iii) the novel synchrony coalition entropy (SCE), which measures the variability in the constitution of the set of synchronous channels. After some simulations on Kuramoto oscillator models which demonstrate that these measures capture distinct ‘flavours’ of complexity, we show that there is a robustly measurable decrease in the complexity of spontaneous EEG during general anaesthesia

Average distances on self-similar sets and higher order average distances of self-similar measures

The purpose of this paper is twofold: (1) we study different notions of the average distance between two points of a self-similar subset of ℝ, and (2) we investigate the asymptotic behaviour of higher order average moments of self-similar measures on self-similar subsets of ℝ