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Number of results: 12
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Abstract

Matched sampling is a methodology used to estimate treatment effects. A caliper mechanism is used to achieve better similarity among matched pairs. We investigate finite sample properties of matching with caliper and propose a slight modification to the existing mechanism. The simulation study compare performance of both methods and show that standard caliper perform well only in case of constant treatment or uniform propensity score distribution. Secondly, in a case of non-uniform distribution and non-uniform treatment the dynamic caliper method outperform standard caliper matching.

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Authors and Affiliations

Paweł Strawiński
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Abstract

This article analyses fuel pricing in Poland in the period January 2000 – March 2011. Two levels of prices are considered: wholesale prices set by Polish refineries and retail prices paid at petrol stations. Because refinery product prices are strongly dependent on the zloty exchange rate, a large part of the article deals with the modelling of the PLN/EUR exchange rate, in which process a CHEER model is used.

The multivariate cointegration analysis showed that the wholesale and retail prices of fuels and the exchange rate are linked through long-run relationships. As demonstrated, the wholesale price of fuel depends on the crude-oil price and the PLN/EUR exchange rate. Another finding is that changes in the wholesale price are fully transmitted to retail prices. As far as the exchange rate is concerned, the real interest rate parity hypothesis has been confirmed, as well as the significance of the risk as perceived by financial investors.

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Authors and Affiliations

Katarzyna Leszkiewicz-Kędzior
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Abstract

This paper presents some new results on exogeneity in models with latent variables. The concept of exogeneity is extended to the class of models with latent variables, in which a subset of parameters and latent variables is of interest. Exogeneity is discussed from the Bayesian point of view. We propose sufficient weak and strong exogeneity conditions in the vector error correction model (VECM) with stochastic volatility (SV) disturbances. Finally, an empirical illustration based on the VECM-SV model for the daily growth rates of two main official Polish exchange rates: USD/PLN and EUR/PLN, as well as EUR/USD from the international Forex market is presented. The exogeneity of the EUR/USD rate is examined. The strong exogeneity hypothesis of the EUR/USD rate is not rejected by the data.

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Authors and Affiliations

Anna Pajor
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Abstract

The article describes how to identify the boundary and yield surface for hypoplastic constitutive equations proposed by Wu, Gudehus and Bauer. It is shown how to identify and plot the surfaces for any equation in this class. Calculation errors are analyzed characteristic for applied set of numerical formulas. In the paper there are computer links to the source code prepared in the MATLAB system, based on instructions in the article. A sample consitutive domains are shown, plotted using the attached computer program.

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Authors and Affiliations

Z. Sikora
P. Cieśla
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Abstract

This paper presents simulation results of the consolidation process of the flotation waste landfill “Żelazny Most”. The mathematical model used in presented research is based on Biot’s model of consolidation and is extended with rheological skeleton. The load is the mass pressure of the landfill itself. The initial point selected for calculations was based on the ground water level calculated in a landfill. The creeping process in this waste landfill was analyzed along the north – south section. The solution is therefore 2D with the assumption of a plane strain state. Effective model parameters data were obtained in laboratory tests on the material from the waste landfill. Results obtained for a stress state in a storage state can help to determine whether the adopted linear model of visco-elastic medium does not lead to changes in the Coulomb – Mohr potential yield, showing the emergence of plasticity of material storage areas.

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Authors and Affiliations

T. Strzelecki
M. Bartlewska-Urban
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Abstract

Green-geo-engineering with geosynthetic reinforced soil structures is of increasing practice around the world. Poland is among the leading countries with the third biggest geogrid market in Europe. The German EBGEO 2010 Guideline for Soil Reinforcement with Geosynthetics as first European Guideline for Geosynthetics linked to the Eurocode 7, and the new design code for Japanese railway structures under seismic loading are introduced. New research results from the Geotechnical Institute of the RWTH Aachen, Germany, dealing with the soil/reinforcement interaction and new approaches for design codes for the reinforcement of base courses in traffic areas based on lab and field tests in the USA are presented.

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Authors and Affiliations

G. Heerten
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Abstract

The problem of consolidation of soil has been widely investigated. The basic approach was given by Terzaghi who assumed soil of constant physical and mechanical parameters. In the case of peat consolidation, the permeability coefficient of soil and the elasticity modulus are functions of the settlement which is an important additional factor. The model proposed here assumes varying the elasticity and permeability coefficients. Moreover, the settlement is described by the so-called elementary curve which was approximated empirically based upon laboratory tests. The model allows to consider the case when the filtration in the peat body goes in horizontal direction. It happens so when the charging layer does not receive outgoing water from the pores. The model includes also the case when the load involving consolidation varies in time i.e. the charging layer grows up gradually. The model has been applied practically in several cases and it comes that there is a good agreement between calculated and measured settlement of the consolidated peat layer.

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Authors and Affiliations

Z. Meyer
R. Coufal
M. Kowalów
T. Szczygielski
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Abstract

A certain non-linear differential equation containing a power of unknown function being the solution is considered with application to selected geotechnical problems. The equation can be derived to a linear differential equation by a proper substitution and properties of operations G and S.

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Authors and Affiliations

A. Milewska
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Abstract

This paper compares numerical solutions of transient two-dimensional unsaturated flow equation by using different averaging schemes for internodal conductivities. Averaging methods such as arithmetic mean, geometric mean, upstream weighting, and integrated mean are taken into account, as well as a recent approach based on steady-state approximation. The latter method proved the most flexible, producing relatively accurate solutions for both downward and upward flow cases.

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Authors and Affiliations

A. Szymkiewicz
K. Burzyński
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Abstract

The paper deals with the properties and microstructure of Reactive Powder Concrete (RPC), which was developed at Cracow University of Technology. The influence of three different curing conditions: water (W), steam (S) and autoclave (A) and also steel fibres content on selected properties of RPC was analyzed. The composite characterized by w/s ratio equal to 0.20 and silica fume to cement ratio 20%, depending on curing conditions and fibres content, obtained compressive strength was in the range from 200 to 315 MPa, while modulus of elasticity determined during compression was about 50 GPa. During three-point bending test load-deflection curves were registered. Base on aforementioned measurements following parameters were calculated: flexural strength, stress at limit of proportionality (LOP), stress at modulus of rapture (MOR), work of fracture (WF), and toughness indices I₅, I₁₀ and I₂₀. Both amount of steel fibres and curing conditions influence the deflection of RPC during bending.

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Authors and Affiliations

T. Zdeb
J. Śliwiński
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Abstract

The paper focuses on different approaches to the safety assessment of concrete structures designed using nonlinear analysis. The method based on the concept of partial factors recommended by Eurocodes, and methods proposed by M. Holicky, and by the author of this paper are presented, discussed and illustrated on a numerical example. Global safety analysis by M. Holicky needs estimation of the resistance coefficient of variation from the mean and characteristic values of resistance, and requires two separate nonlinear analyses. The reliability index value and the sensitivity factor for resistance should be also identified. In the method proposed in this paper, the resistance coefficient of variation necessary to calculate the characteristic value of resistance may be adopted from test results and the resultant partial factor for materials properties, and may be calculated according to Eurocodes. Thus, only one nonlinear analysis from mean values of reinforcing steel and concrete is required.

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Authors and Affiliations

Sz. Woliński

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