Meteorological factors controlling low-level continental pollutant outflow across a coast

Coastal outflow describes the horizontal advection of pollutants from the continental boundary layer across a coastline into a layer above the marine boundary layer. This process can ventilate polluted continental boundary layers and thus regulate air quality in highly populated coastal regions. This paper investigates the factors controlling coastal outflow and quantifies its importance as a ventilation mechanism. Tracers in the Met Office Unified Model (MetUM) are used to examine the magnitude and variability of coastal outflow over the eastern United States for a 4 week period during summer 2004. Over the 4 week period, ventilation of tracer from the continental boundary layer via coastal outflow occurs with the same magnitude as vertical ventilation via convection and advection. The relative importance of tracer decay rate, cross-coastal advection rate, and a parameter based on the relative continental and marine boundary layer heights, on coastal outflow is assessed by reducing the problem to a time-dependent box-model. The ratio of the advection rate and decay rate is a dimensionless parameter which determines whether tracers are long-lived or short-lived. Long- and short-lived tracers exhibit different behaviours with respect to coastal outflow. For short-lived tracers, increasing the advection rate increases the diurnally averaged magnitude of coastal outflow, but has the opposite effect for very long-lived tracers. Short-lived tracers exhibit large diurnal variability in coastal outflow but long-lived tracers do not. By combining the MetUM and box-model simulations a landwidth is determined which represents the distance inland over which emissions contribute significantly to coastal outflow. A landwidth of between 100 and 400 km is found to be representative for a tracer with a lifetime of 24 h.

The dynamics and relationships of precipitation, temperature and convection boundaries in the dayside auroral ionosphere

A continuous band of high ion temperature, which persisted for about 8 h and zigzagged north-south across more than five degrees in latitude in the dayside (07:00– 15:00MLT) auroral ionosphere, was observed by the EISCAT VHF radar on 23 November 1999. Latitudinal gradients in the temperature of the F-region electron and ion gases (Te and Ti , respectively) have been compared with concurrent observations of particle precipitation and field-perpendicular convection by DMSP satellites, in order to reveal a physical explanation for the persistent band of high Ti , and to test the potential role of Ti and Te gradients as possible markers for the open-closed field line boundary. The north/south movement of the equatorward Ti boundary was found to be consistent with the contraction/expansion of the polar cap due to an unbalanced dayside and nightside reconnection. Sporadic intensifications in Ti , recurring on _10-min time scales, indicate that frictional heating was modulated by time-varying reconnection, and the band of high Ti was located on open flux. However, the equatorward Ti boundary was not found to be a close proxy of the open-closed boundary. The closest definable proxy of the open-closed boundary is the magnetosheath electron edge observed by DMSP. Although Te appears to be sensitive to magnetosheath electron fluxes, it is not found to be a suitable parameter for routine tracking of the open-closed boundary, as it involves case dependent analysis of the thermal balance. Finally, we have documented a region of newly-opened sunward convecting flux. This region is situated between the convection reversal boundary and the magnetosheath electron edge defining the openclosed boundary. This is consistent with a delay of several minutes between the arrival of the first (super-Alfv´enic) magnetosheath electrons and the response in the ionospheric convection, conveyed to the ionosphere by the interior Alfv´en wave. It represents a candidate footprint of the low-latitude boundary mixing layer on sunward convecting open flux

Low and middle altitude cusp particle signatures for general magnetopause reconnection rate variations: 1. Theory

We present predictions of the signatures of magnetosheath particle precipitation (in the regions classified as open low-latitude boundary layer, cusp, mantle and polar cap) for periods when the interplanetary magnetic field has a southward component. These are made using the “pulsating cusp” model of the effects of time-varying magnetic reconnection at the dayside magnetopause. Predictions are made for both low-altitude satellites in the topside ionosphere and for midaltitude spacecraft in the magnetosphere. Low-altitude cusp signatures, which show a continuous ion dispersion signature, reveal "quasi-steady reconnection" (one limit of the pulsating cusp model), which persists for a period of at least 10 min. We estimate that “quasi-steady” in this context corresponds to fluctuations in the reconnection rate of a factor of 2 or less. The other limit of the pulsating cusp model explains the instantaneous jumps in the precipitating ion spectrum that have been observed at low altitudes. Such jumps are produced by isolated pulses of reconnection: that is, they are separated by intervals when the reconnection rate is zero. These also generate convecting patches on the magnetopause in which the field lines thread the boundary via a rotational discontinuity separated by more extensive regions of tangential discontinuity. Predictions of the corresponding ion precipitation signatures seen by midaltitude spacecraft are presented. We resolve the apparent contradiction between estimates of the width of the injection region from midaltitude data and the concept of continuous entry of solar wind plasma along open field lines. In addition, we reevaluate the use of pitch angle-energy dispersion to estimate the injection distance.

The ionospheric signatures of flux transfer events and solar wind dynamic pressure changes

The generation of flow and current vortices in the dayside auroral ionosphere has been predicted for two processes ocurring at the dayside magnetopause. The first of these mechanisms is time-dependent magnetic reconnection, in “flux transfer events” (FTEs); the second is the action of solar wind dynamic pressure changes. The ionospheric flow signature of an FTE should be a twin vortex, with the mean flow velocity in the central region of the pattern equal to the velocity of the pattern as a whole. On the other hand, a pulse of enhanced or reduced dynamic pressure is also expected to produce a twin vortex, but with the central plasma flow being generally different in speed from, and almost orthogonal to, the motion of the whole pattern. In this paper, we make use of this distinction to discuss recent observations of vortical flow patterns in the dayside auroral ionosphere in terms of one or other of the proposed mechanisms. We conclude that some of the observations reported are consistent only with the predicted signature of FTEs. We then evaluate the dimensions of the open flux tubes required to explain some recent simultaneous radar and auroral observations and infer that they are typically 300 km in north–south extent but up to 2000 km in longitudinal extent (i.e., roughly 5 hours of MLT). Hence these observations suggest that recent theories of FTEs which invoke time-varying reconnection at an elongated neutral line may be correct. We also present some simultaneous observations of the interplanetary magnetic field (IMF) and solar wind dynamic pressure (observed using the IMP8 satellite) and the ionospheric flow (observed using the EISCAT radar) which are also only consistent with the FTE model. We estimate that for continuously southward IMF ( ≈ 5 nT) these FTEs contribute about 30 kV to the mean total transpolar voltage (∼30%).

Adaptive B-spline neural network based nonlinear equalization for high-order QAM systems with nonlinear transmit high power amplifier

High bandwidth-efficiency quadrature amplitude modulation (QAM) signaling widely adopted in high-rate communication systems suffers from a drawback of high peak-toaverage power ratio, which may cause the nonlinear saturation of the high power amplifier (HPA) at transmitter. Thus, practical high-throughput QAM communication systems exhibit nonlinear and dispersive channel characteristics that must be modeled as a Hammerstein channel. Standard linear equalization becomes inadequate for such Hammerstein communication systems. In this paper, we advocate an adaptive B-Spline neural network based nonlinear equalizer. Specifically, during the training phase, an efficient alternating least squares (LS) scheme is employed to estimate the parameters of the Hammerstein channel, including both the channel impulse response (CIR) coefficients and the parameters of the B-spline neural network that models the HPA’s nonlinearity. In addition, another B-spline neural network is used to model the inversion of the nonlinear HPA, and the parameters of this inverting B-spline model can easily be estimated using the standard LS algorithm based on the pseudo training data obtained as a natural byproduct of the Hammerstein channel identification. Nonlinear equalisation of the Hammerstein channel is then accomplished by the linear equalization based on the estimated CIR as well as the inverse B-spline neural network model. Furthermore, during the data communication phase, the decision-directed LS channel estimation is adopted to track the time-varying CIR. Extensive simulation results demonstrate the effectiveness of our proposed B-Spline neural network based nonlinear equalization scheme.

Response of El Niño sea surface temperature variability to greenhouse warming

The destructive environmental and socio-economic impacts of the El Niño/Southern Oscillation1, 2 (ENSO) demand an improved understanding of how ENSO will change under future greenhouse warming. Robust projected changes in certain aspects of ENSO have been recently established3, 4, 5. However, there is as yet no consensus on the change in the magnitude of the associated sea surface temperature (SST) variability6, 7, 8, commonly used to represent ENSO amplitude1, 6, despite its strong effects on marine ecosystems and rainfall worldwide1, 2, 3, 4, 9. Here we show that the response of ENSO SST amplitude is time-varying, with an increasing trend in ENSO amplitude before 2040, followed by a decreasing trend thereafter. We attribute the previous lack of consensus to an expectation that the trend in ENSO amplitude over the entire twenty-first century is unidirectional, and to unrealistic model dynamics of tropical Pacific SST variability. We examine these complex processes across 22 models in the Coupled Model Intercomparison Project phase 5 (CMIP5) database10, forced under historical and greenhouse warming conditions. The nine most realistic models identified show a strong consensus on the time-varying response and reveal that the non-unidirectional behaviour is linked to a longitudinal difference in the surface warming rate across the Indo-Pacific basin. Our results carry important implications for climate projections and climate adaptation pathways.

Endogenous-like orienting of visual attention in rats

This study investigated the orienting of visual attention in rats using a 3-hole nose-poke task analogous to Posner, Information processing in cognition: the Loyola Symposium, Erlbaum, Hillsdale, (1980) covert attention task for humans. The effects of non-predictive (50% valid and 50% invalid) and predictive (80% valid and 20% invalid) peripheral visual cues on reaction times and response accuracy to a target stimulus, using Stimuli-Onset Asynchronies (SOAs) varying between 200 and 1,200 ms, were investigated. The results showed shorter reaction times in valid trials relative to invalid trials for both subjects trained in the non-predictive and predictive conditions, particularly when the SOAs were 200 and 400 ms. However, the magnitude of this validity effect was significantly greater for subjects exposed to predictive cues, when the SOA was 800 ms. Subjects exposed to invalid predictive cues exhibited an increase in omission errors relative to subjects exposed to invalid non-predictive cues. In contrast, valid cues reduced the proportion of omission errors for subjects trained in the predictive condition relative to subjects trained in the non-predictive condition. These results are congruent with those usually reported for humans and indicate that, in addition to the exogenous capture of attention promoted by both predictive and non-predictive peripheral cues, rats exposed to predictive cues engaged an additional slower process equivalent to human`s endogenous orienting of attention. To our knowledge, this is the first demonstration of an endogenous-like process of covert orienting of visual attention in rats.

How do neighbouring populations affect local population change over time?

This study covers a period when society changed from a pre-industrial agricultural society to a post-industrial service-producing society. Parallel with this social transformation, major population changes took place. In this study, we analyse how local population changes are affected by neighbouring populations. To do so we use the last 200 years of local population change that redistributed population in Sweden. We use literature to identify several different processes and spatial dependencies in the redistribution between a parish and its surrounding parishes. The analysis is based on a unique unchanged historical parish division, and we use an index of local spatial correlation to describe different kinds of spatial dependencies that have influenced the redistribution of the population. To control inherent time dependencies, we introduce a non-separable spatial temporal correlation model into the analysis of population redistribution. Hereby, several different spatial dependencies can be observed simultaneously over time. The main conclusions are that while local population changes have been highly dependent on the neighbouring populations in the 19th century, this spatial dependence have become insignificant already when two parishes is separated by 5 kilometres in the late 20th century. Another conclusion is that the time dependency in the population change is higher when the population redistribution is weak, as it currently is and as it was during the 19th century until the start of industrial revolution.

Public debt indexation and denomination, the case of Brazil: a comment

In this work I analyze the model proposed by Goldfajn (2000) to study the choice of the denomination of the public debt. The main purpose of the analysis is pointing out possible reasons why new empirical evidence provided by Bevilaqua, Garcia and Nechio (2004), regarding a more recent time period, Önds a lower empirical support to the model. I also provide a measure of the overestimation of the welfare gains of hedging the debt led by the simpliÖed time frame of the model. Assuming a time-preference parameter of 0.9, for instance, welfare gains associated with a hedge to the debt that reduces to a half a once-for-all 20%-of-GDP shock to government spending run around 1.43% of GDP under the no-tax-smoothing structure of the model. Under a Ramsey allocation, though, welfare gains amount to just around 0.05% of GDP.

Modelando contágio financeiro através de cópulas

This article aims to test the hypothesis of contagion between the indices of nancial markets from the United States to Brazil, Japan and England for the period 2000 to 2009. Time varying copulas were used to capture the impact of Sub-prime crisis in the dependence between markets. The implemented model was a ARMA(1,0) st-ARCH(1,2) to the marginal distributions and Normal and Joe Clayton (SJC) copulas for the joint distribution. The results obtained allow to conclude that both for the gaussiana copula and for the SJC copula there is evidence of contagion between the American market and the Brazilian market. For the other two markets Londoner and Japanese, the evidence of the presence of contagion between these markets and the American has not been suf ciently clear in both copula

Gestão estratégica de riscos de um ativo de produção de petróleo: uma abordagem quantitativa

O objetivo dessa dissertação é estabelecer um modelo quantitativo de gestão de riscos estratégicos de um ativo de produção de petróleo, notadamente o valor em risco do seu fluxo de caixa e de sua rentabilidade. Para tanto, foi utilizado um modelo de fluxo de caixa onde a receita operacional foi definida como variável estocástica. A receita operacional foi estimada a partir de uma função de perdas que descreve o volume de produção de petróleo, e de uma trajetória de preços definida por um modelo geométrico browniano sem reversão a média e com volatilidade descrita por um processo GARCH. Os resultados obtidos demonstram que o modelo proposto é capaz de fornecer informações importantes para a gestão de riscos de ativos de produção de petróleo ao passo que permite a quantificação de diferentes fatores de risco que afetam a rentabilidade das operações. Por fim, o modelo aqui proposto pode ser estendido para a avaliação do risco financeiro e operacional de um conjunto de ativos de petróleo, considerando sua estrutura de dependência e a existência de restrições de recursos financeiros, físicos e humanos.

Três ensaios sobre política monetária e crédito

In the first essay, "Determinants of Credit Expansion in Brazil", analyzes the determinants of credit using an extensive bank level panel dataset. Brazilian economy has experienced a major boost in leverage in the first decade of 2000 as a result of a set factors ranging from macroeconomic stability to the abundant liquidity in international financial markets before 2008 and a set of deliberate decisions taken by President Lula's to expand credit, boost consumption and gain political support from the lower social strata. As relevant conclusions to our investigation we verify that: credit expansion relied on the reduction of the monetary policy rate, international financial markets are an important source of funds, payroll-guaranteed credit and investment grade status affected positively credit supply. We were not able to confirm the importance of financial inclusion efforts. The importance of financial sector sanity indicators of credit conditions cannot be underestimated. These results raise questions over the sustainability of this expansion process and financial stability in the future. The second essay, “Public Credit, Monetary Policy and Financial Stability”, discusses the role of public credit. The supply of public credit in Brazil has successfully served to relaunch the economy after the Lehman-Brothers demise. It was later transformed into a driver for economic growth as well as a regulation device to force private banks to reduce interest rates. We argue that the use of public funds to finance economic growth has three important drawbacks: it generates inflation, induces higher loan rates and may induce financial instability. An additional effect is the prevention of market credit solutions. This study contributes to the understanding of the costs and benefits of credit as a fiscal policy tool. The third essay, “Bayesian Forecasting of Interest Rates: Do Priors Matter?”, discusses the choice of priors when forecasting short-term interest rates. Central Banks that commit to an Inflation Target monetary regime are bound to respond to inflation expectation spikes and product hiatus widening in a clear and transparent way by abiding to a Taylor rule. There are various reports of central banks being more responsive to inflationary than to deflationary shocks rendering the monetary policy response to be indeed non-linear. Besides that there is no guarantee that coefficients remain stable during time. Central Banks may switch to a dual target regime to consider deviations from inflation and the output gap. The estimation of a Taylor rule may therefore have to consider a non-linear model with time varying parameters. This paper uses Bayesian forecasting methods to predict short-term interest rates. We take two different approaches: from a theoretic perspective we focus on an augmented version of the Taylor rule and include the Real Exchange Rate, the Credit-to-GDP and the Net Public Debt-to-GDP ratios. We also take an ”atheoretic” approach based on the Expectations Theory of the Term Structure to model short-term interest. The selection of priors is particularly relevant for predictive accuracy yet, ideally, forecasting models should require as little a priori expert insight as possible. We present recent developments in prior selection, in particular we propose the use of hierarchical hyper-g priors for better forecasting in a framework that can be easily extended to other key macroeconomic indicators.

The role of consumer's risk aversion on price rigidity

This paper aims at contributing to the research agenda on the sources of price stickiness, showing that the adoption of nominal price rigidity may be an optimal firms' reaction to the consumers' behavior, even if firms have no adjustment costs. With regular broadly accepted assumptions on economic agents behavior, we show that firms' competition can lead to the adoption of sticky prices as an (sub-game perfect) equilibrium strategy. We introduce the concept of a consumption centers model economy in which there are several complete markets. Moreover, we weaken some traditional assumptions used in standard monetary policy models, by assuming that households have imperfect information about the ineflicient time-varying cost shocks faced by the firms, e.g. the ones regarding to inefficient equilibrium output leveIs under fiexible prices. Moreover, the timing of events are assumed in such a way that, at every period, consumers have access to the actual prices prevailing in the market only after choosing a particular consumption center. Since such choices under uncertainty may decrease the expected utilities of risk averse consumers, competitive firms adopt some degree of price stickiness in order to minimize the price uncertainty and fi attract more customers fi.'

Comments on public debt indexation and denomination, the case of Brazil

In this work I analyze the model proposed by Goldfajn (2000) to study the choice of the denomination of the public debt. Some potential shortcmomings of the mo dei in explaining the data are discussed. Measures of the overestimation of the welfare gains of reducing distortions from taxation, under the model's simplified time frame, are also provided. Assuming a time-preference parameter of 0.9, for instance, welfare gains associated with a hedge to the debt that reduces to half a once-for-all 20o/o-of-GDP shock to governemnt spending run around 1.43% of GDP under the no-tax-smoothing structure of the model. Under a Ramsey allocation, though, welfare gains amount to just around 0.05% of GDP.

Simulation-based smoothing and filtering in factor stochastic volatility models : two econometric applications

In this article we use factor models to describe a certain class of covariance structure for financiaI time series models. More specifical1y, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. We build on previous work by allowing the factor loadings, in the factor mo deI structure, to have a time-varying structure and to capture changes in asset weights over time motivated by applications with multi pIe time series of daily exchange rates. We explore and discuss potential extensions to the models exposed here in the prediction area. This discussion leads to open issues on real time implementation and natural model comparisons.