Three Essays on Taxation, Growth and Consumption

The purpose of this dissertation is to examine three distributional issues in macroeconomics. First I explore the effects fiscal federalism on economic growth across regions in China. Using the comprehensive official data set of China for 31 regions from 1952 until 1999, I investigate a number of indicators used by the literature to measure federalism and find robust support for only one such measure: the ratio of local total revenue to local tax revenue. Using a difference-in-difference approach and exploiting the two-year gap in the implementation of a tax reform across different regions of China, I also identify a positive relationship between fiscal federalism and regional economic growth. The second paper hypothesizes that an inequitable distribution of income negatively affects the rule of law in resource-rich economies and provides robust evidence in support of this hypothesis. By investigating a data set that contains 193 countries and using econometric methodologies such as the fixed effects estimator and the generalized method of moments estimator, I find that resource-abundance improves the quality of institutions, as long as income and wealth disparity remains below a certain threshold. When inequality moves beyond this threshold, the positive effects of the resource-abundance level on institutions diminish quickly and turn negative eventually. This paper, thus, provides robust evidence about the endogeneity of institutions and the role income and wealth inequality plays in the determination of long-run growth rates. The third paper sets up a dynamic general equilibrium model with heterogeneous agents to investigate the causal channels which run from a concern for international status to long-run economic growth. The simulation results show that the initial distribution of income and wealth play an important role in whether agents gain or lose from globalization.

Biogeochemical data from terrestrial and aquatic ecosystems in a periglacial catchment, West Greenland

Global warming is expected to be most pronounced in the Arctic where permafrost thaw and release of old carbon may provide an important feedback mechanism to the climate system. To better understand and predict climate effects and feedbacks on the cycling of elements within and between ecosystems in northern latitude landscapes, a thorough understanding of the processes related to transport and cycling of elements is required. A fundamental requirement to reach a better process understanding is to have access to high-quality empirical data on chemical concentrations and biotic properties for a wide range of ecosystem domains and functional units (abiotic and biotic pools). The aim of this study is therefore to make one of the most extensive field data sets from a periglacial catchment readily available that can be used both to describe present-day periglacial processes and to improve predictions of the future. Here we present the sampling and analytical methods, field and laboratory equipment and the resulting biogeochemical data from a state-of-the-art whole-ecosystem investigation of the terrestrial and aquatic parts of a lake catchment in the Kangerlussuaq region, West Greenland. This data set allows for the calculation of whole-ecosystem mass balance budgets for a long list of elements, including carbon, nutrients and major and trace metals.

Inventory of SINOPS project data sets

During the SINOPS project, an optimal state of the art simulation of the marine silicon cycle is attempted employing a biogeochemical ocean general circulation model (BOGCM) through three particular time steps relevant for global (paleo-) climate. In order to tune the model optimally, results of the simulations are compared to a comprehensive data set of 'real' observations. SINOPS' scientific data management ensures that data structure becomes homogeneous throughout the project. Practical work routine comprises systematic progress from data acquisition, through preparation, processing, quality check and archiving, up to the presentation of data to the scientific community. Meta-information and analytical data are mapped by an n-dimensional catalogue in order to itemize the analytical value and to serve as an unambiguous identifier. In practice, data management is carried out by means of the online-accessible information system PANGAEA, which offers a tool set comprising a data warehouse, Graphical Information System (GIS), 2-D plot, cross-section plot, etc. and whose multidimensional data model promotes scientific data mining. Besides scientific and technical aspects, this alliance between scientific project team and data management crew serves to integrate the participants and allows them to gain mutual respect and appreciation.

R-ArcticNet, A Regional Hydrographic Data Network for the Pan-Arctic Region (ISO-image of CD-ROM)

We describe the contemporary hydrography of the pan-Arctic land area draining into the Arctic Ocean, northern Bering Sea, and Hudson Bay on the basis of observational records of river discharge and computed runoff. The Regional Arctic Hydrographic Network data set, R-ArcticNET, is presented, which is based on 3754 recording stations drawn from Russian, Canadian, European, and U.S. archives. R-ArcticNET represents the single largest data compendium of observed discharge in the Arctic. Approximately 73% of the nonglaciated area of the pan-Arctic is monitored by at least one river discharge gage giving a mean gage density of 168 gages per 106 km2. Average annual runoff is 212 mm yr?1 with approximately 60% of the river discharge occurring from April to July. Gridded runoff surfaces are generated for the gaged portion of the pan-Arctic region to investigate global change signals. Siberia and Alaska showed increases in winter runoff during the 1980s relative to the 1960s and 1970s during annual and seasonal periods. These changes are consistent with observations of change in the climatology of the region. Western Canada experienced decreased spring and summer runoff.

Global distributions of diazotrophs abundance, biomass and nitrogen fixation rates - Gridded data product (NetCDF) - Contribution to the MAREDAT World Ocean Atlas of Plankton Functional Types

The MAREDAT atlas covers 11 types of plankton, ranging in size from bacteria to jellyfish. Together, these plankton groups determine the health and productivity of the global ocean and play a vital role in the global carbon cycle. Working within a uniform and consistent spatial and depth grid (map) of the global ocean, the researchers compiled thousands and tens of thousands of data points to identify regions of plankton abundance and scarcity as well as areas of data abundance and scarcity. At many of the grid points, the MAREDAT team accomplished the difficult conversion from abundance (numbers of organisms) to biomass (carbon mass of organisms). The MAREDAT atlas provides an unprecedented global data set for ecological and biochemical analysis and modeling as well as a clear mandate for compiling additional existing data and for focusing future data gathering efforts on key groups in key areas of the ocean. This is a gridded data product about diazotrophic organisms . There are 6 variables. Each variable is gridded on a dimension of 360 (longitude) * 180 (latitude) * 33 (depth) * 12 (month). The first group of 3 variables are: (1) number of biomass observations, (2) biomass, and (3) special nifH-gene-based biomass. The second group of 3 variables is same as the first group except that it only grids non-zero data. We have constructed a database on diazotrophic organisms in the global pelagic upper ocean by compiling more than 11,000 direct field measurements including 3 sub-databases: (1) nitrogen fixation rates, (2) cyanobacterial diazotroph abundances from cell counts and (3) cyanobacterial diazotroph abundances from qPCR assays targeting nifH genes. Biomass conversion factors are estimated based on cell sizes to convert abundance data to diazotrophic biomass. Data are assigned to 3 groups including Trichodesmium, unicellular diazotrophic cyanobacteria (group A, B and C when applicable) and heterocystous cyanobacteria (Richelia and Calothrix). Total nitrogen fixation rates and diazotrophic biomass are calculated by summing the values from all the groups. Some of nitrogen fixation rates are whole seawater measurements and are used as total nitrogen fixation rates. Both volumetric and depth-integrated values were reported. Depth-integrated values are also calculated for those vertical profiles with values at 3 or more depths.

Real-time surface current data in the Ibiza Channel from January to October 2016

The data set consists of maps of total velocity of surface currents in the Ibiza Channel, derived from HF radar measurements.

Reference list of 265 sources used for the discovery of relationships between data clusters and metadata properties

Visual cluster analysis provides valuable tools that help analysts to understand large data sets in terms of representative clusters and relationships thereof. Often, the found clusters are to be understood in context of belonging categorical, numerical or textual metadata which are given for the data elements. While often not part of the clustering process, such metadata play an important role and need to be considered during the interactive cluster exploration process. Traditionally, linked-views allow to relate (or loosely speaking: correlate) clusters with metadata or other properties of the underlying cluster data. Manually inspecting the distribution of metadata for each cluster in a linked-view approach is tedious, specially for large data sets, where a large search problem arises. Fully interactive search for potentially useful or interesting cluster to metadata relationships may constitute a cumbersome and long process. To remedy this problem, we propose a novel approach for guiding users in discovering interesting relationships between clusters and associated metadata. Its goal is to guide the analyst through the potentially huge search space. We focus in our work on metadata of categorical type, which can be summarized for a cluster in form of a histogram. We start from a given visual cluster representation, and compute certain measures of interestingness defined on the distribution of metadata categories for the clusters. These measures are used to automatically score and rank the clusters for potential interestingness regarding the distribution of categorical metadata. Identified interesting relationships are highlighted in the visual cluster representation for easy inspection by the user. We present a system implementing an encompassing, yet extensible, set of interestingness scores for categorical metadata, which can also be extended to numerical metadata. Appropriate visual representations are provided for showing the visual correlations, as well as the calculated ranking scores. Focusing on clusters of time series data, we test our approach on a large real-world data set of time-oriented scientific research data, demonstrating how specific interesting views are automatically identified, supporting the analyst discovering interesting and visually understandable relationships.

Machine learning and data decompositions for complex networked dynamical systems

Thesis (Ph.D.)--University of Washington, 2016-08

Spatial modeling of data with excessive zeros applied to reindeer pellet-group counts

We analyze a real data set pertaining to reindeer fecal pellet-group counts obtained from a survey conducted in a forest area in northern Sweden. In the data set, over 70% of counts are zeros, and there is high spatial correlation. We use conditionally autoregressive random effects for modeling of spatial correlation in a Poisson generalized linear mixed model (GLMM), quasi-Poisson hierarchical generalized linear model (HGLM), zero-inflated Poisson (ZIP), and hurdle models. The quasi-Poisson HGLM allows for both under- and overdispersion with excessive zeros, while the ZIP and hurdle models allow only for overdispersion. In analyzing the real data set, we see that the quasi-Poisson HGLMs can perform better than the other commonly used models, for example, ordinary Poisson HGLMs, spatial ZIP, and spatial hurdle models, and that the underdispersed Poisson HGLMs with spatial correlation fit the reindeer data best. We develop R codes for fitting these models using a unified algorithm for the HGLMs. Spatial count response with an extremely high proportion of zeros, and underdispersion can be successfully modeled using the quasi-Poisson HGLM with spatial random effects.

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

Heat flow from the Southeast Indian Ridge flanks between 80°E and 140°E: Data review and analysis - art. no. B01101

We analyze available heat flow data from the flanks of the Southeast Indian Ridge adjacent to or within the Australian-Antarctic Discordance (AAD), an area with patchy sediment cover and highly fractured seafloor as dissected by ridge- and fracture-parallel faults. The data set includes 23 new data points collected along a 14-Ma old isochron and 19 existing measurements from the 20- to 24-Ma old crust. Most sites of measurements exhibit low heat flux (from 2 to 50 mW m(-2)) with near-linear temperature-depth profiles except at a few sites, where recent bottom water temperature change may have caused nonlinearity toward the sediment surface. Because the igneous basement is expected to outcrop a short distance away from any measurement site, we hypothesize that horizontally channelized water circulation within the uppermost crust is the primary process for the widespread low heat flow values. The process may be further influenced by vertical fluid flow along numerous fault zones that crisscross the AAD seafloor. Systematic measurements along and across the fault zones of interest as well as seismic profiling for sediment distribution are required to confirm this possible, suspected effect.

Ecological drivers of a vector borne pathogen: distribution and abundance of Borrelia burgdorferi sensu lato and its vector Ixodes ricinus in Scotland

Vector-borne disease emergence in recent decades has been associated with different environmental drivers including changes in habitat, hosts and climate. Lyme borreliosis is among the most important vector-borne diseases in the Northern hemisphere and is an emerging disease in Scotland. Transmitted by Ixodid tick vectors between large numbers of wild vertebrate host species, Lyme borreliosis is caused by bacteria from the Borrelia burgdorferi sensu lato species group. Ecological studies can inform how environmental factors such as host abundance and community composition, habitat and landscape heterogeneity contribute to spatial and temporal variation in risk from B. burgdorferi s.l. In this thesis a range of approaches were used to investigate the effects of vertebrate host communities and individual host species as drivers of B. burgdorferi s.l. dynamics and its tick vector Ixodes ricinus. Host species differ in reservoir competence for B. burgdorferi s.l. and as hosts for ticks. Deer are incompetent transmission hosts for B. burgdorferi s.l. but are significant hosts of all life-stages of I. ricinus. Rodents and birds are important transmission hosts of B. burgdorferi s.l. and common hosts of immature life-stages of I. ricinus. In this thesis, surveys of woodland sites revealed variable effects of deer density on B. burgdorferi prevalence, from no effect (Chapter 2) to a possible ‘dilution’ effect resulting in lower prevalence at higher deer densities (Chapter 3). An invasive species in Scotland, the grey squirrel (Sciurus carolinensis), was found to host diverse genotypes of B. burgdorferi s.l. and may act as a spill-over host for strains maintained by native host species (Chapter 4). Habitat fragmentation may alter the dynamics of B. burgdorferi s.l. via effects on the host community and host movements. In this thesis, there was lack of persistence of the rodent associated genospecies of B. burgdorferi s.l. within a naturally fragmented landscape (Chapter 3). Rodent host biology, particularly population cycles and dispersal ability are likely to affect pathogen persistence and recolonization in fragmented habitats. Heterogeneity in disease dynamics can occur spatially and temporally due to differences in the host community, habitat and climatic factors. Higher numbers of I. ricinus nymphs, and a higher probability of detecting a nymph infected with B. burgdorferi s.l., were found in areas with warmer climates estimated by growing degree days (Chapter 2). The ground vegetation type associated with the highest number of I. ricinus nymphs varied between studies in this thesis (Chapter 2 & 3) and does not appear to be a reliable predictor across large areas. B. burgdorferi s.l. prevalence and genospecies composition was highly variable for the same sites sampled in subsequent years (Chapter 2). This suggests that dynamic variables such as reservoir host densities and deer should be measured as well as more static habitat and climatic factors to understand the drivers of B. burgdorferi s.l. infection in ticks. Heterogeneity in parasite loads amongst hosts is a common finding which has implications for disease ecology and management. Using a 17-year data set for tick infestations in a wild bird community in Scotland, different effects of age and sex on tick burdens were found among four species of passerine bird (Chapter 5). There were also different rates of decline in tick burdens among bird species in response to a long term decrease in questing tick pressure over the study. Species specific patterns may be driven by differences in behaviour and immunity and highlight the importance of comparative approaches. Combining whole genome sequencing (WGS) and population genetics approaches offers a novel approach to identify ecological drivers of pathogen populations. An initial analysis of WGS from B. burgdorferi s.s. isolates sampled 16 years apart suggests that there is a signal of measurable evolution (Chapter 6). This suggests demographic analyses may be applied to understand ecological and evolutionary processes of these bacteria. This work shows how host communities, habitat and climatic factors can affect the local transmission dynamics of B. burgdorferi s.l. and the potential risk of infection to humans. Spatial and temporal heterogeneity in pathogen dynamics poses challenges for the prediction of risk. New tools such as WGS of the pathogen (Chapter 6) and blood meal analysis techniques will add power to future studies on the ecology and evolution of B. burgdorferi s.l.

Studying the Causes and Consequences of Internal Labor Migration Using Survey and Administrative Data Sources

This dissertation comprises three chapters. The first chapter motivates the use of a novel data set combining survey and administrative sources for the study of internal labor migration. By following a sample of individuals from the American Community Survey (ACS) across their employment outcomes over time according to the Longitudinal Employer-Household Dynamics (LEHD) database, I construct a measure of geographic labor mobility that allows me to exploit information about individuals prior to their move. This enables me to explore aspects of the migration decision, such as homeownership and employment status, in ways that have not previously been possible. In the second chapter, I use this data set to test the theory that falling home prices affect a worker’s propensity to take a job in a different metropolitan area from where he is currently located. Employing a within-CBSA and time estimation that compares homeowners to renters in their propensities to relocate for jobs, I find that homeowners who have experienced declines in the nominal value of their homes are approximately 12% less likely than average to take a new job in a location outside of the metropolitan area where they currently reside. This evidence is consistent with the hypothesis that housing lock-in has contributed to the decline in labor mobility of homeowners during the recent housing bust. The third chapter focuses on a sample of unemployed workers in the same data set, in order to compare the unemployment durations of those who find subsequent employment by relocating to a new metropolitan area, versus those who find employment in their original location. Using an instrumental variables strategy to address the endogeneity of the migration decision, I find that out-migrating for a new job significantly reduces the time to re-employment. These results stand in contrast to OLS estimates, which suggest that those who move have longer unemployment durations. This implies that those who migrate for jobs in the data may be particularly disadvantaged in their ability to find employment, and thus have strong short-term incentives to relocate.

AMPLITUDE-VERSUS-ANGLE ANALYSIS AND WIDE-ANGLE-INVERSION OF CROSSWELL SEISMIC DATA IN A CARBONATE RESERVOIR

Crosswell data set contains a range of angles limited only by the geometry of the source and receiver configuration, the separation of the boreholes and the depth to the target. However, the wide angles reflections present in crosswell imaging result in amplitude-versus-angle (AVA) features not usually observed in surface data. These features include reflections from angles that are near critical and beyond critical for many of the interfaces; some of these reflections are visible only for a small range of angles, presumably near their critical angle. High-resolution crosswell seismic surveys were conducted over a Silurian (Niagaran) reef at two fields in northern Michigan, Springdale and Coldspring. The Springdale wells extended to much greater depths than the reef, and imaging was conducted from above and from beneath the reef. Combining the results from images obtained from above with those from beneath provides additional information, by exhibiting ranges of angles that are different for the two images, especially for reflectors at shallow depths, and second, by providing additional constraints on the solutions for Zoeppritz equations. Inversion of seismic data for impedance has become a standard part of the workflow for quantitative reservoir characterization. Inversion of crosswell data using either deterministic or geostatistical methods can lead to poor results with phase change beyond the critical angle, however, the simultaneous pre-stack inversion of partial angle stacks may be best conducted with restrictions to angles less than critical. Deterministic inversion is designed to yield only a single model of elastic properties (best-fit), while the geostatistical inversion produces multiple models (realizations) of elastic properties, lithology and reservoir properties. Geostatistical inversion produces results with far more detail than deterministic inversion. The magnitude of difference in details between both types of inversion becomes increasingly pronounced for thinner reservoirs, particularly those beyond the vertical resolution of the seismic. For any interface imaged from above and from beneath, the results AVA characters must result from identical contrasts in elastic properties in the two sets of images, albeit in reverse order. An inversion approach to handle both datasets simultaneously, at pre-critical angles, is demonstrated in this work. The main exploration problem for carbonate reefs is determining the porosity distribution. Images of elastic properties, obtained from deterministic and geostatistical simultaneous inversion of a high-resolution crosswell seismic survey were used to obtain the internal structure and reservoir properties (porosity) of Niagaran Michigan reef. The images obtained are the best of any Niagaran pinnacle reef to date.

Development of Novel Time-Domain Electromagnetic Methods for Offshore Groundwater Studies: A Data Application from Bat Yam, Israel

Recent marine long-offset transient electromagnetic (LOTEM) measurements yielded the offshore delineation of a fresh groundwater body beneath the seafloor in the region of Bat Yam, Israel. The LOTEM application was effective in detecting this freshwater body underneath the Mediterranean Sea and allowed an estimation of its seaward extent. However, the measured data set was insufficient to understand the hydrogeological configuration and mechanism controlling the occurrence of this fresh groundwater discovery. Especially the lateral geometry of the freshwater boundary, important for the hydrogeological modelling, could not be resolved. Without such an understanding, a rational management of this unexploited groundwater reservoir is not possible. Two new high-resolution marine time-domain electromagnetic methods are theoretically developed to derive the hydrogeological structure of the western aquifer boundary. The first is called Circular Electric Dipole (CED). It is the land-based analogous of the Vertical Electric Dipole (VED), which is commonly applied to detect resistive structures in the subsurface. Although the CED shows exceptional detectability characteristics in the step-off signal towards the sub-seafloor freshwater body, an actual application was not carried out in the extent of this study. It was found that the method suffers from an insufficient signal strength to adequately delineate the resistive aquifer under realistic noise conditions. Moreover, modelling studies demonstrated that severe signal distortions are caused by the slightest geometrical inaccuracies. As a result, a successful application of CED in Israel proved to be rather doubtful. A second method called Differential Electric Dipole (DED) is developed as an alternative to the intended CED method. Compared to the conventional marine time-domain electromagnetic system that commonly applies a horizontal electric dipole transmitter, the DED is composed of two horizontal electric dipoles in an in-line configuration that share a common central electrode. Theoretically, DED has similar detectability/resolution characteristics compared to the conventional LOTEM system. However, the superior lateral resolution towards multi-dimensional resistivity structures make an application desirable. Furthermore, the method is less susceptible towards geometrical errors making an application in Israel feasible. In the extent of this thesis, the novel marine DED method is substantiated using several one-dimensional (1D) and multi-dimensional (2D/3D) modelling studies. The main emphasis lies on the application in Israel. Preliminary resistivity models are derived from the previous marine LOTEM measurement and tested for a DED application. The DED method is effective in locating the two-dimensional resistivity structure at the western aquifer boundary. Moreover, a prediction regarding the hydrogeological boundary conditions are feasible, provided a brackish water zone exists at the head of the interface. A seafloor-based DED transmitter/receiver system is designed and built at the Institute of Geophysics and Meteorology at the University of Cologne. The first DED measurements were carried out in Israel in April 2016. The acquired data set is the first of its kind. The measured data is processed and subsequently interpreted using 1D inversion. The intended aim of interpreting both step-on and step-off signals failed, due to the insufficient data quality of the latter. Yet, the 1D inversion models of the DED step-on signals clearly detect the freshwater body for receivers located close to the Israeli coast. Additionally, a lateral resistivity contrast is observable in the 1D inversion models that allow to constrain the seaward extent of this freshwater body. A large-scale 2D modelling study followed the 1D interpretation. In total, 425 600 forward calculations are conducted to find a sub-seafloor resistivity distribution that adequately explains the measured data. The results indicate that the western aquifer boundary is located at 3600 m - 3700 m before the coast. Moreover, a brackish water zone of 3 Omega*m to 5 Omega*m with a lateral extent of less than 300 m is likely located at the head of the freshwater aquifer. Based on these results, it is predicted that the sub-seafloor freshwater body is indeed open to the sea and may be vulnerable to seawater intrusion.