Bank integration and co-movements across housing markets

This paper investigates whether bank integration measured by cross-border bank flows can capture the co-movements across housing markets in developed countries by using a spatial dynamic panel model. The transmission can occur through a global banking channel in which global banks intermediate wholesale funding to local banks. Changes in financial conditions are passed across borders through the banks’ balance-sheet exposure to credit, currency, maturity, and funding risks resulting in house price spillovers. While controlling for country-level and global factors, we find significant co-movement across housing markets of countries with proportionally high bank integration. Bank integration can better capture house price co-movements than other measures of economic integration. Once we account for bank exposure, other spatial linkages traditionally used to account for return co-movements across region – such as trade, foreign direct investment, portfolio investment, geographic proximity, etc. – become insignificant. Moreover, we find that the co-movement across housing markets decreases for countries with less developed mortgage markets characterized by fixed mortgage rate contracts, low limits of loan-to-value ratios and no mortgage equity withdrawal.

Spatial and temporal modeling of community non-timber forest extraction

This paper examines the interaction of spatial and dynamic aspects of resource extraction from forests by local people. Highly cyclical and varied across space and time, the patterns of resource extraction resulting from the spatial–temporal model bear little resemblance to the patterns drawn from focusing either on spatial or temporal aspects of extraction alone. Ignoring this variability inaccurately depicts villagers’ dependence on different parts of the forest and could result in inappropriate policies. Similarly, the spatial links in extraction decisions imply that policies imposed in one area can have unintended consequences in other areas. Combining the spatial–temporal model with a measure of success in community forest management—the ability to avoid open-access resource degradation—characterizes the impact of incomplete property rights on patterns of resource extraction and stocks.

Dynamic hydrological modeling in drylands with TRMM based rainfall

This paper introduces and evaluates DryMOD, a dynamic water balance model of the key hydrological process in drylands that is based on free, public-domain datasets. The rainfall model of DryMOD makes optimal use of spatially disaggregated Tropical Rainfall Measuring Mission (TRMM) datasets to simulate hourly rainfall intensities at a spatial resolution of 1-km. Regional-scale applications of the model in seasonal catchments in Tunisia and Senegal characterize runoff and soil moisture distribution and dynamics in response to varying rainfall data inputs and soil properties. The results highlight the need for hourly-based rainfall simulation and for correcting TRMM 3B42 rainfall intensities for the fractional cover of rainfall (FCR). Without FCR correction and disaggregation to 1 km, TRMM 3B42 based rainfall intensities are too low to generate surface runoff and to induce substantial changes to soil moisture storage. The outcomes from the sensitivity analysis show that topsoil porosity is the most important soil property for simulation of runoff and soil moisture. Thus, we demonstrate the benefit of hydrological investigations at a scale, for which reliable information on soil profile characteristics exists and which is sufficiently fine to account for the heterogeneities of these. Where such information is available, application of DryMOD can assist in the spatial and temporal planning of water harvesting according to runoff-generating areas and the runoff ratio, as well as in the optimization of agricultural activities based on realistic representation of soil moisture conditions.

Modeling the Stream Water Nitrate Dynamics in 60,000-km(2) European Catchment, the Garonne, Southwest France

The spatial and temporal dynamics in the stream water NO3-N concentrations in a major European river-system, the Garonne (62,700 km(2)), are described and related to variations in climate, land management, and effluent point-sources using multivariate statistics. Building on this, the Hydrologiska Byrans Vattenbalansavdelning (HBV) rainfall-runoff model and the Integrated Catchment Model of Nitrogen (INCA-N) are applied to simulate the observed flow and N dynamics. This is done to help us to understand which factors and processes control the flow and N dynamics in different climate zones and to assess the relative inputs from diffuse and point sources across the catchment. This is the first application of the linked HBV and INCA-N models to a major European river system commensurate with the largest basins to be managed tinder the Water Framework Directive. The simulations suggest that in the lowlands, seasonal patterns in the stream water NO3-N concentrations emerge and are dominated by diffuse agricultural inputs, with an estimated 75% of the river load in the lowlands derived from arable farming. The results confirm earlier European catchment studies. Namely, current semi-distrubuted catchment-scale dynamic models, which integrate variations in land cover, climate, and a simple representation of the terrestrial and in-stream N cycle, are able to simulate seasonal NO3-N patterns at large spatial (> 300 km(2)) and temporal (>= monthly) scales using available national datasets.

Modeling the Stream Water Nitrate Dynamics in 60,000-km(2) European Catchment, the Garonne, Southwest France

The spatial and temporal dynamics in the stream water NO3-N concentrations in a major European river-system, the Garonne (62,700 km(2)), are described and related to variations in climate, land management, and effluent point-sources using multivariate statistics. Building on this, the Hydrologiska Byrans Vattenbalansavdelning (HBV) rainfall-runoff model and the Integrated Catchment Model of Nitrogen (INCA-N) are applied to simulate the observed flow and N dynamics. This is done to help us to understand which factors and processes control the flow and N dynamics in different climate zones and to assess the relative inputs from diffuse and point sources across the catchment. This is the first application of the linked HBV and INCA-N models to a major European river system commensurate with the largest basins to be managed tinder the Water Framework Directive. The simulations suggest that in the lowlands, seasonal patterns in the stream water NO3-N concentrations emerge and are dominated by diffuse agricultural inputs, with an estimated 75% of the river load in the lowlands derived from arable farming. The results confirm earlier European catchment studies. Namely, current semi-distrubuted catchment-scale dynamic models, which integrate variations in land cover, climate, and a simple representation of the terrestrial and in-stream N cycle, are able to simulate seasonal NO3-N patterns at large spatial (> 300 km(2)) and temporal (>= monthly) scales using available national datasets.

Dynamic causal modeling applied to fMRI data shows high reliability

Sensitivity, specificity, and reproducibility are vital to interpret neuroscientific results from functional magnetic resonance imaging (fMRI) experiments. Here we examine the scan–rescan reliability of the percent signal change (PSC) and parameters estimated using Dynamic Causal Modeling (DCM) in scans taken in the same scan session, less than 5 min apart. We find fair to good reliability of PSC in regions that are involved with the task, and fair to excellent reliability with DCM. Also, the DCM analysis uncovers group differences that were not present in the analysis of PSC, which implies that DCM may be more sensitive to the nuances of signal changes in fMRI data.

Inverse problems in dynamic cognitive modeling

Inverse problems for dynamical system models of cognitive processes comprise the determination of synaptic weight matrices or kernel functions for neural networks or neural/dynamic field models, respectively. We introduce dynamic cognitive modeling as a three tier top-down approach where cognitive processes are first described as algorithms that operate on complex symbolic data structures. Second, symbolic expressions and operations are represented by states and transformations in abstract vector spaces. Third, prescribed trajectories through representation space are implemented in neurodynamical systems. We discuss the Amari equation for a neural/dynamic field theory as a special case and show that the kernel construction problem is particularly ill-posed. We suggest a Tikhonov-Hebbian learning method as regularization technique and demonstrate its validity and robustness for basic examples of cognitive computations.

Tropospheric planetary wave dynamics and mixture modeling: Two preferred regimes and a regime shift

Investigation of preferred structures of planetary wave dynamics is addressed using multivariate Gaussian mixture models. The number of components in the mixture is obtained using order statistics of the mixing proportions, hence avoiding previous difficulties related to sample sizes and independence issues. The method is first applied to a few low-order stochastic dynamical systems and data from a general circulation model. The method is next applied to winter daily 500-hPa heights from 1949 to 2003 over the Northern Hemisphere. A spatial clustering algorithm is first applied to the leading two principal components (PCs) and shows significant clustering. The clustering is particularly robust for the first half of the record and less for the second half. The mixture model is then used to identify the clusters. Two highly significant extratropical planetary-scale preferred structures are obtained within the first two to four EOF state space. The first pattern shows a Pacific-North American (PNA) pattern and a negative North Atlantic Oscillation (NAO), and the second pattern is nearly opposite to the first one. It is also observed that some subspaces show multivariate Gaussianity, compatible with linearity, whereas others show multivariate non-Gaussianity. The same analysis is also applied to two subperiods, before and after 1978, and shows a similar regime behavior, with a slight stronger support for the first subperiod. In addition a significant regime shift is also observed between the two periods as well as a change in the shape of the distribution. The patterns associated with the regime shifts reflect essentially a PNA pattern and an NAO pattern consistent with the observed global warming effect on climate and the observed shift in sea surface temperature around the mid-1970s.

The Dubawnt Lake palaeo-ice stream: evidence for dynamic ics sheet behaviour on the Canadian Shield and insights regarding the controls on ice-stream location and vigour

We report evidence for a major ice stream that operated over the northwestern Canadian Shield in the Keewatin Sector of the Laurentide Ice Sheet during the last deglaciation 9000-8200 (uncalibrated) yr BP. It is reconstructed at 450 km in length, 140 km in width, and had an estimated catchment area of 190000 km. Mapping from satellite imagery reveals a suite of bedforms ('flow-set') characterized by a highly convergent onset zone, abrupt lateral margins, and where flow was presumed to have been fastest, a remarkably coherent pattern of mega-scale glacial lineations with lengths approaching 13 km and elongation ratios in excess of 40:1. Spatial variations in bedform elongation within the flow-set match the expected velocity field of a terrestrial ice stream. The flow pattern does not appear to be steered by topography and its location on the hard bedrock of the Canadian Shield is surprising. A soft sedimentary basin may have influenced ice-stream activity by lubricating the bed over the downstream crystalline bedrock, but it is unlikely that it operated over a pervasively deforming till layer. The location of the ice stream challenges the view that they only arise in deep bedrock troughs or over thick deposits of 'soft' fine-grained sediments. We speculate that fast ice flow may have been triggered when a steep ice sheet surface gradient with high driving stresses contacted a proglacial lake. An increase in velocity through calving could have propagated fast ice flow upstream (in the vicinity of the Keewatin Ice Divide) through a series of thermomechanical feedback mechanisms. It exerted a considerable impact on the Laurentide Ice Sheet, forcing the demise of one of the last major ice centres.

Dynamic scaling of bred vectors in spatially extended chaotic systems

We unfold a profound relationship between the dynamics of finite-size perturbations in spatially extended chaotic systems and the universality class of Kardar-Parisi-Zhang (KPZ). We show how this relationship can be exploited to obtain a complete theoretical description of the bred vectors dynamics. The existence of characteristic length/time scales, the spatial extent of spatial correlations and how to time it, and the role of the breeding amplitude are all analyzed in the light of our theory. Implications to weather forecasting based on ensembles of initial conditions are also discussed.

Toward a combined seasonal weather and crop productivity forecasting system: Determination of the working spatial scale

A methodology is presented for the development of a combined seasonal weather and crop productivity forecasting system. The first stage of the methodology is the determination of the spatial scale(s) on which the system could operate; this determination has been made for the case of groundnut production in India. Rainfall is a dominant climatic determinant of groundnut yield in India. The relationship between yield and rainfall has been explored using data from 1966 to 1995. On the all-India scale, seasonal rainfall explains 52% of the variance in yield. On the subdivisional scale, correlations vary between variance r(2) = 0.62 (significance level p < 10(-4)) and a negative correlation with r(2) = 0.1 (p = 0.13). The spatial structure of the relationship between rainfall and groundnut yield has been explored using empirical orthogonal function (EOF) analysis. A coherent, large-scale pattern emerges for both rainfall and yield. On the subdivisional scale (similar to 300 km), the first principal component (PC) of rainfall is correlated well with the first PC of yield (r(2) = 0.53, p < 10(-4)), demonstrating that the large-scale patterns picked out by the EOFs are related. The physical significance of this result is demonstrated. Use of larger averaging areas for the EOF analysis resulted in lower and (over time) less robust correlations. Because of this loss of detail when using larger spatial scales, the subdivisional scale is suggested as an upper limit on the spatial scale for the proposed forecasting system. Further, district-level EOFs of the yield data demonstrate the validity of upscaling these data to the subdivisional scale. Similar patterns have been produced using data on both of these scales, and the first PCs are very highly correlated (r(2) = 0.96). Hence, a working spatial scale has been identified, typical of that used in seasonal weather forecasting, that can form the basis of crop modeling work for the case of groundnut production in India. Last, the change in correlation between yield and seasonal rainfall during the study period has been examined using seasonal totals and monthly EOFs. A further link between yield and subseasonal variability is demonstrated via analysis of dynamical data.

Are the spatial patterns of weeds scale-invariant?

In previous empirical and modelling studies of rare species and weeds, evidence of fractal behaviour has been found. We propose that weeds in modern agricultural systems may be managed close to critical population dynamic thresholds, below which their rates of increase will be negative and where scale-invariance may be expected as a consequence. We collected detailed spatial data on five contrasting species over a period of three years in a primarily arable field. Counts in 20×20 cm contiguous quadrats, 225,000 in 1998 and 84,375 thereafter, could be re-structured into a wide range of larger quadrat sizes. These were analysed using three methods based on correlation sum, incidence and conditional incidence. We found non-trivial scale invariance for species occurring at low mean densities and where they were strongly aggregated. The fact that the scale-invariance was not found for widespread species occurring at higher densities suggests that the scaling in agricultural weed populations may, indeed, be related to critical phenomena.