Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

The strain-driven pyrochlore to "defect fluorite" phase transition in rare earth sesquioxide stabilized cubic zirconias

The relationship between the ordering characteristic of the pyrochlore structure type and that characteristic of the defect fluorite structure type (immediately on either side of two phase regions separating the two structure types) in a range of rare eath sesquioxide stabilized cubic zirconias is investigated via electron diffraction and imaging. Systematic structural change as a function of composition and relative size of the constituent metal ions is highlighted and a multi-q to single-q = 1/2 [111]* model proposed for the observed pyrochlore to defect fluorite phase transition. Strain introduced into the close-packed {111} metal ion planes of the defect fluorite average structure by the local cation and oxygen vacancy distribution is pointed to as the likely origin of the observed behavior. (C) 2001 Academic Press

Estimating economic relationships subject to firm- and time-varying equality and inequality constraints

Applied econometricians often fail to impose economic regularity constraints in the exact form economic theory prescribes. We show how the Singular Value Decomposition (SVD) Theorem and Markov Chain Monte Carlo (MCMC) methods can be used to rigorously impose time- and firm-varying equality and inequality constraints. To illustrate the technique we estimate a system of translog input demand functions subject to all the constraints implied by economic theory, including observation-varying symmetry and concavity constraints. Results are presented in the form of characteristics of the estimated posterior distributions of functions of the parameters. Copyright (C) 2001 John Wiley Sons, Ltd.

Interactive expectations

In modeling expectation formation, economic agents are usually viewed as forming expectations adaptively or in accordance with some rationality postulate. We offer an alternative nonlinear model where agents exchange their opinions and information with each other. Such a model yields multiple equilibria, or attracting distributions, that are persistent but subject to sudden large jumps. Using German Federal Statistical Office economic indicators and German IFO Poll expectational data, we show that this kind of model performs well in simulation experiments. Focusing upon producers' expectations in the consumption goods sector, we also discover evidence that structural change in the interactive process occurred over the period of investigation (1970-1998). Specifically, interactions in expectation formation seem to have become less important over time.

Adaptive economic growth

This paper develops an evolutionary theory of adaptive growth, understood as a product of structural change and economic self-transformation, based upon processes that are closely connected with but not reducible to the growth of knowledge. The dominant connecting theme is enterprise, the innovative variations it generates and the multiple connections between investment, innovation, demand and structural transformation in the market process. The paper explores the dependence of macroeconomic productivity growth on the diversity of technical progress functions and income elasticities of demand at the industry level, and the resolution of this diversity into patterns of economic change through market processes. It is shown how industry growth rates are constrained by higher-order processes of emergence that convert an ensemble of industry growth rates into an aggregate rate of growth. The growth of productivity, output and employment are determined mutually and endogenously, and their values depend on the variation in the primary causal influences in the system.

Archetype change in professional organizations: Survey evidence from large law firms

This paper examines the proposition that the traditional archetype of the professional partnership is said to have changed into a more 'business-like' entity, the managed professional business. It broadens the restricted case sample base on which much of the evidence has been adduced, by developing a survey questionnaire through which 197 large British law firms were sampled. Change, consistent with the notion of a more commercially oriented and consciously managed organization, is concentrated in the market-facing area of the firm but coexists with areas of continuity in the governance of the firm and its strategic management. The findings reveal a more managerial form of organization in which the core elements of the traditional form of professional organization have not been transformed. These results contest the assertion of either transformational or sedimented change found in other, case-based research and suggest that archetype change needs theoretically to be distinguished from the general phenomenon of greater managerialism within the professional service firm.

Characterization of the structural and surface properties of chemically modified MCM-41 material

Mesoporous Mobil catalytic materials of number 41 (MCM-41) silica was chemically modified using both inorganic and organic precursors and characterized using the techniques, XRD, XPS, MAS NMR, FTIR, W-Vis, and physical adsorption of nitrogen, hydrocarbons (hexane, benzene, acetone, and methanol) and water vapor. Modification using organic reagents was found to result in a significant loss in porosity and a shape change of surface properties (increased hydrophobicity and decreased acidity). With inorganic modifying reagents, the decrease in porosity was also observed while the surface properties were not significantly altered as reflected by the adsorption isotherms of organics and water vapors. Chemical modifications can greatly improve the hydrothermal stability of MCM-41 material because of the enhanced surface hydrophobicity (with organic modifiers) or increased pore wall thickness (with inorganic modifiers). (C) 2000 Elsevier Science B.V. All rights reserved.

Use of bulk density profiles from X-radiography to examine structural crust models

Exponential and sigmoidal functions have been suggested to describe the bulk density profiles of crusts. The present work aims to evaluate these conceptual models using high resolution X-radiography. Repacked seedbeds from two soil materials, air-dried or prewetted by capillary rise, were subjected to simulated rain, which resulted in three types of structural crusts, namely, slaking, infilling, and coalescing. Bulk density distributions with depth were generated using high-resolution (70 mum), calibrated X-ray images of slices from the resin-impregnated crusted seedbeds. The bulk density decreased progressively with depth, which supports the suggestion that a crust should be considered as a nonuniform layer. For the slaking and the coalescing crusts, the exponential function underestimated the strong change in bulk density across the morphologically defined transition between the crust and the underlying material; the sigmoidal function provided a better description. Neither of these crust models effectively described the shape of the bulk density profiles through the whole seedbed. Below the infilling and slaking crusts, bulk density increased linearly with depth as a result of slumping. In the coalescing crusted seedbed, the whole seedbed uniformly collapsed and most of the bulk density change within the crust could be ascribed to slumping (0.33 g cm(-3)) rather than to crusting (0.12 g cm(-3)). Finally, (i) X-radiography appears as a unique tool to generate high resolution bulk density profiles and (ii) in structural crusts, bulk density profiles could be modeled using the existing exponential and sigmoidal crusting models, provided a slumping model would be coupled.

Mapping cortical change in Alzheimer's disease, brain development, and schizophrenia

This paper describes algorithms that can identify patterns of brain structure and function associated with Alzheimer's disease, schizophrenia, normal aging, and abnormal brain development based on imaging data collected in large human populations. Extraordinary information can be discovered with these techniques: dynamic brain maps reveal how the brain grows in childhood, how it changes in disease, and how it responds to medication. Genetic brain maps can reveal genetic influences on brain structure, shedding light on the nature-nurture debate, and the mechanisms underlying inherited neurobehavioral disorders. Recently, we created time-lapse movies of brain structure for a variety of diseases. These identify complex, shifting patterns of brain structural deficits, revealing where, and at what rate, the path of brain deterioration in illness deviates from normal. Statistical criteria can then identify situations in which these changes are abnormally accelerated, or when medication or other interventions slow them. In this paper, we focus on describing our approaches to map structural changes in the cortex. These methods have already been used to reveal the profile of brain anomalies in studies of dementia, epilepsy, depression, childhood and adult-onset schizophrenia, bipolar disorder, attention-deficit/ hyperactivity disorder, fetal alcohol syndrome, Tourette syndrome, Williams syndrome, and in methamphetamine abusers. Specifically, we describe an image analysis pipeline known as cortical pattern matching that helps compare and pool cortical data over time and across subjects. Statistics are then defined to identify brain structural differences between groups, including localized alterations in cortical thickness, gray matter density (GMD), and asymmetries in cortical organization. Subtle features, not seen in individual brain scans, often emerge when population-based brain data are averaged in this way. Illustrative examples are presented to show the profound effects of development and various diseases on the human cortex. Dynamically spreading waves of gray matter loss are tracked in dementia and schizophrenia, and these sequences are related to normally occurring changes in healthy subjects of various ages. (C) 2004 Published by Elsevier Inc.

Structural Dynamics in (ND4)2[Cu(D2O)6](SO4)2

The extended X-ray absorption fine structure spectroscopy (EXAFS) of (ND4)(2)[CU(D2O)(6)](SO4)(2) at 5, 14,100, 200, and 298 K is reported. This indicates that the Cu-O bond lengths of the Cu(D2O)(6)(2+) ion do not change significantly within this temperature range, which contrasts with EPR results and X-ray and neutron diffraction experiments, which imply that two of the Cu-(D2O) bonds converge in length as the temperature is raised. The EXAFS measurements thus confirm that the bond distances yielded by the diffraction experiments refer to the average positions of ligands involved in a dynamic equilibrium in which the directions of the long and intermediate bonds of the Jahn-Teller distorted Cu(D2O)(6)(2+) ion are interchanged in the crystal lattice. Analysis of the displacement parameters is consistent with this interpretation, as are the wave functions calculated using a model involving Jahn-Teller vibronic coupling and the influence of lattice strain interactions.

Transforming the architect: Ownership form and archetype change

The adoption of the incorporated form of ownership in preference to partnership is linked to the shift to a more modem organizational archetype in professional firms. Yet existing empirical research offers insufficient insight into the organizational processes of this transformation in different professional arenas. Where ownership and control become separated, there is a clearer theoretical explanation of the implications for the way the firm is run. Where ownership and control remain inside, the firm, however, the consequences are not so clear and have not been well explored. Using survey and interview materials derived from a study of architecture practices, we examine the processes by which differences based on ownership emerge. Then, by drawing on Weberian theories, where they are concerned with professionalization as a project with material and social rewards, we specify more clearly the context for change in professional firms' archetypes. This, we conclude, provides a stronger basis for understanding the change trajectories of firms within professions and comparative organizational analysis between professions.