Signals for R-parity-violating Supersymmetry at a 500 GeV e+ e- Collider

We investigate the production of charginos and neutralinos at a 500 GeV e^+e^- collider (NLC) and study their decays to the lightest neutralino, which then decays into multi-fermion final states through couplings which do not conserve R-parity. These couplings are assumed to affect only the decay of the lightest neutralino. Detailed analyses of the possible signals and backgrounds are performed for five selected points in the parameter space.Comment: 42 pages, LaTeX, 12 postscript figure

Forecasting interest rates: A Comparative assessment of some second generation non-linear model

Modelling and forecasting of interest rates has traditionally proceeded in the framework of linear stationary models such as ARMA and VAR, but only with moderate success. We examine here four models which account for several specific features of real world asset prices such as non-stationarity and non-linearity. Our four candidate models are based respectively on wavelet analysis, mixed spectrum analysis, non-linear ARMA models with Fourier coefficients, and the Kalman filter. These models are applied to weekly data on interest rates in India, and their forecasting performance is evaluated vis-…-vis three GARCH models (GARCH (1,1), GARCH-M (1,1) and EGARCH (1,1)) as well as the random walk model. The Kalman filter model emerges at the top, with wavelet and mixed spectrum models also showing considerable promise.Interest rates, wavelets, mixed spectra, non-linear ARMA, Kalman filter, GARCH, Forecast encompassing

FORECASTING INTEREST RATES - A COMPARATIVE ASSESSMENT OF SOME SECOND GENERATION NON-LINEAR MODELS

Modelling and forecasting of interest rates has traditionally proceeded in the framework of linear stationary models such as ARMA and VAR, but only with moderate success. We examine here four models which account for several specific features of real world asset prices such as non-stationarity and non-linearity. Our four candidate models are based respectively on wavelet analysis, mixed spectrum analysis, non-linear ARMA models with Fourier coefficients, and the Kalman filter. These models are applied to weekly data on interest rates in India, and their forecasting performance is evaluated vis--vis three GARCH models (GARCH (1,1), GARCH-M (1,1) and EGARCH (1,1)) as well as the random walk model. The Kalman filter model emerges at the top, with wavelet and mixed spectrum models also showing considerable promise.interest rates, wavelets, mixed spectra, non-linear ARMA, Kalman filter, GARCH, Forecast encompassing.

Relationship banking and the credit market in India: An empirical analysis

Relationship banking based on Okun's "customer credit markets" has important implications for monetary policy via the credit transmission channel. Studies of LDC credit markets from this point of view seem to be scanty and this paper attempts to address this lacuna. Relationship banking implies short-term disequilibrium in credit markets, suggesting the VECM (vector error-correction model) as an appropriate framework for analysis. We develop VECM models in the Indian context (for the period April 1991- December 2004 using monthly data) to analyse salient features of the credit market. An analysis of the ECMs (error-correction mechanisms) reveals that disequilibrium in the Indian credit market is adjusted via demand responses rather than supply responses, which is in accordance with the customer view of credit markets. Further light on the working of the model is obtained through the "generalized" impulse responses and "generalized" error decompositions (both of which are independent of the variable ordering). Our conclusions point towards firms using short-term credit as a liquidity buffer. This fact, together with the gradual adjustment exhibited by the "persistence profiles" provides substantive evidence in favour of "customer credit markets".customer credit markets, monetary policy, co-integration, impulse response, persistence profiles

"RELATIONSHIP BANKING" AND THE CREDIT MARKET IN INDIA : AN EMPIRICAL ANALYSIS

Relationship banking based on Okun's "customer credit markets" has important implications for monetary policy via the credit transmission channel. Studies of LDC credit markets from this point of view seem to be scanty and this paper attempts to address this lacuna. Relationship banking implies short-term disequilibrium in credit markets, suggesting the VECM (vector error-correction model) as an appropriate framework for analysis. We develop VECM models in the Indian context (for the period April 1991- December 2004 using monthly data) to analyse salient features of the credit market. An analysis of the ECMs (error-correction mechanisms) reveals that disequilibrium in the Indian credit market is adjusted via demand responses rather than supply responses, which is in accordance with the customer view of credit markets. Further light on the working of the model is obtained through the "generalized" impulse responses and "generalized" error decompositions (both of which are independent of the variable ordering). Our conclusions point towards firms using short-term credit as a liquidity buffer. This fact, together with the gradual adjustment exhibited by the "persistence profiles" provides substantive evidence in favour of "customer credit markets".

SPECTROPHOTOMETRIC DETERMINATION OF CEFPIROME IN PHARMACEUTICAL PREPARATION

Objective: A simple, sensitive and precise visible spectrophotometric method has been proposed for the determination of cefpirome (CFM) in pure and oral injectable dosage form. Methods: A spectrophotometric method is based on the formation of stable red color product by oxidation of drugs by ferric nitrate and subsequent complexation with 1, 10 – phenanthroline with maximum absorption at 515 nm. Result: The red color complex was formed between Fe (II) and 1, 10 – phenanthroline after reduction of Fe (III) to Fe (II) in the presence of CFM drug. The phosphoric acid solution was used only for quenching the complex formation reaction. Several parameters such as the maximum wavelength of absorption, the volume of reagents, sequence of addition and effect of temperature and time of heating were optimized to achieve high sensitivity, stability and reproducible results. Under the optimum conditions, linear relationship with good correlation coefficient (0.994) was found over the concentration range from 0.20 to 6.00 μg/mL with a molar extinction coefficient 7.7813 × 104 L/mol/cm, limit of detection 0.2026 and limit of quantification 0.6141 μg/mL, respectively. Conclusion: The proposed method was evaluated statistically for linearity, accuracy, and precision in terms of standard deviation, percentage recovery, percentage error and relative standard deviation. The proposed method can be applied for the routine estimation of CFM in the laboratory

Phase transitions in Lu2_2Ir3_3Si5_5

We report the results of our investigations on a polycrystalline sample of Lu$_2$Ir$_3$Si$_5$ which crystallizes in the U$_2$Co$_3$Si$_5$ type structure (Ibam). These investigations comprise powder X-ray diffraction, magnetic susceptibility, electrical resistivity and high temperature (120-300 K) heat capacity studies. Our results reveal that the sample undergoes a superconducting transition below 3.5 K. It also undergoes a first order phase transition between 150-250 K as revealed by an upturn in the resistivity, a diasmagnetic drop in the magnetic susceptibility and a large anomaly (20-30 J/mol K) in the specific heat data. We observe a huge thermal hysteresis of almost 45 K between the cooling and warming data across this high temperature transition in all our measurements. Low temperature X-ray diffraction measurements at 87 K reveals that the compound undergoes a structural change at the high temperature transition. Resistivity data taken in repeated cooling and warming cycles indicate that at the high temperature transition, the system goes into a highly metastable state and successive heating/cooling curves are found to lie above the previous one and the resistance keeps increasing with every thermal cycle. The room temperature resistance of a thermaly cycled piece of the sample decays exponentialy with time with a decay time constant estimated to be about 10$^4$ secs. The anomaly (upturn) in the resistivity and the large drop (almost 45%) in the susceptibility across the high temperature transition suggest that the observed structural change is accompanied or induced by an electronic transition.Comment: 7 figures, 1 table and 18 reference