Estimating the spatial scales of regionalized variables by nested sampling, hierarchical analysis of variance and residual maximum likelihood

The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.

Estimating the spatial scales of regionalized variables by nested sampling, hierarchical analysis of variance and residual maximum likelihood

The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.

Arthropod community structure in pastures of an island archipelago (Azores): looking for local-regional species richness patterns at fine-scales

The arthropod species richness of pastures in three Azorean islands was used to examine the relationship between local and regional species richness over two years. Two groups of arthropods, spiders and sucking insects, representing two functionally different but common groups of pasture invertebrates were investigated. The local-regional species richness relationship was assessed over relatively fine scales: quadrats (= local scale) and within pastures (= regional scale). Mean plot species richness was used as a measure of local species richness (= alpha diversity) and regional species richness was estimated at the pasture level (= gamma diversity) with the 'first-order-Jackknife' estimator. Three related issues were addressed: (i) the role of estimated regional species richness and variables operating at the local scale (vegetation structure and diversity) in determining local species richness; (ii) quantification of the relative contributions of alpha and beta diversity to regional diversity using additive partitioning; and (iii) the occurrence of consistent patterns in different years by analysing independently between-year data. Species assemblages of spiders were saturated at the local scale (similar local species richness and increasing beta-diversity in richer regions) and were more dependent on vegetational structure than regional species richness. Sucking insect herbivores, by contrast, exhibited a linear relationship between local and regional species richness, consistent with the proportional sampling model. The patterns were consistent between years. These results imply that for spiders local processes are important, with assemblages in a particular patch being constrained by habitat structure. In contrast, for sucking insects, local processes may be insignificant in structuring communities.

Habitat correlates of distribution and local population decline of the endemic Sardinian newt Euproctus platycephalus

Habitat-based statistical models relating patterns of presence and absence of species to habitat variables could be useful to resolve conservation-related problems and highlight the causes of population declines. In this paper, we apply such a modelling approach to an endemic amphibian, the Sardinian mountain newt Euproctus platycephalus, considered by IUCN a critically endangered species. Sardinian newts inhabit freshwater habitat in streams, small lakes and pools on the island of Sardinia (Italy). Reported declines of newt populations are not yet supported by quantitative data, however, they are perceived or suspected across the species' historical range. This study represents a first attempt trying to statistically relate habitat characteristics to Sardinian newt occurrence and persistence. Linear regression analysis revealed that newts are more likely to be found in sites with colder water temperature, less riparian vegetation and, marginally, absence of fish. The implications of the results for the conservation of the species are discussed, and suggestions for the short-term management of newt inhabited sites suggested. (C) 2003 Elsevier Ltd. All rights reserved.

Air flow influences on local climate: observed and simulated mean relationships for the United Kingdom

Synoptic-scale air flow variability over the United Kingdom is measured on a daily time scale by following previous work to define 3 indices: geostrophic flow strength, vorticity and direction. Comparing the observed distribution of air flow index values with those determined from a simulation with the Hadley Centre’s global climate model (HadCM2) identifies some minor systematic biases in the model’s synoptic circulation but demonstrates that the major features are well simulated. The relationship between temperature and precipitation from parts of the United Kingdom and these air flow indices (either singly or in pairs) is found to be very similar in both the observations and model output; indeed the simulated and observed precipitation relationships are found to be almost interchangeable in a quantitative sense. These encouraging results imply that some reliability can be assumed for single grid-box and regional output from this climate model; this applies only to those grid boxes evaluated here (which do not have high or complex orography), only to the portion of variability that is controlled by synoptic air flow variations, and only to those surface variables considered here (temperature and precipitation).

What does global mean temperature tell us about local climate?

The subject of climate feedbacks focuses attention on global mean surface air temperature (GMST) as the key metric of climate change. But what does knowledge of past and future GMST tell us about the climate of specific regions? In the context of the ongoing UNFCCC process, this is an important question for policy-makers as well as for scientists. The answer depends on many factors, including the mechanisms causing changes, the timescale of the changes, and the variables and regions of interest. This paper provides a review and analysis of the relationship between changes in GMST and changes in local climate, first in observational records and then in a range of climate model simulations, which are used to interpret the observations. The focus is on decadal timescales, which are of particular interest in relation to recent and near-future anthropogenic climate change. It is shown that GMST primarily provides information about forced responses, but that understanding and quantifying internal variability is essential to projecting climate and climate impacts on regional-to-local scales. The relationship between local forced responses and GMST is often linear but may be nonlinear, and can be greatly complicated by competition between different forcing factors. Climate projections are limited not only by uncertainties in the signal of climate change but also by uncertainties in the characteristics of real-world internal variability. Finally, it is shown that the relationship between GMST and local climate provides a simple approach to climate change detection, and a useful guide to attribution studies.

The impact of big-boxes on local retail : What happens when IKEA comes to town?

The development of large discount retailers, or big-boxes as they are sometimes referred to, are often subject to heated debate and their entry on a market is greeted with either great enthusiasm or dread. For instance, the world’s largest retailer Wal-Mart (Forbes 2014) has a number of anti- and pro-groups dedicated to its being and the event of a Wal-Mart entry tends to be met with protests and campaigns (Decamme 2013) but also welcomed by, for instance, consumers (Davis & DeBonis 2013). Also in Sweden, the entry of a big box is a hot topic and before IKEA’s opening i Borlänge 2013, the first in Sweden in more than five years, great expectations were mixed with worry (Västerbottens-Kuriren 2011).The presence of large scale discount retailers is not, however, a novel phenomenon but a part of a long-term change in retailing that has taken place globally over the past couple of decades (Taylor & Smalling, 2005). As noted by Dawson (2006), the trend in Europe has over the past few decades gone towards an increasing concentration of large firms along with a decrease of smaller firms.This trend is also detectable in the Swedish retail industry. Over the past decade, the retailing industry in Sweden has increased by around 190 Billion SEK, and its share of GDP has risen from 2,7% to 2,9%, while the number of employees have increased from 200 000 to 250 000 (HUI 2013). This growth, however, has not been distributed evenly but rather it has been oriented mainly towards out-of-town retail clusters. Parallel to this development, the number of large retailers has risen at the expense of market shares of smaller independent firms (Rämme et al 2010). Thereby, the presence of large scale retailers is simply part of a changing retail landscape.The effects of this development, where large scale retailing agents relocate shopping to out-of-town shopping areas, have been heavily debated. On the one hand, the big-boxes are accused of displacing independent small retail businesses in the city-centers and the residential areas, resulting in, to some extent, reduced employment opportunities and less availability for the consumers - especially the elderly (Ljungberg et al 2006). In addition, as access to shopping now tends to require some sort of a motorized vehicle, environmental aspects to the discussion have emerged. Ultimately these types of concerns have resulted in calls for regulations against this development (Olsson 2010). On the other hand, the proponents of the new shopping landscape argue that this evolution implies productivity gains, the benefits of lower prices and an increased variety of products (Maican & Orth 2012). Moreover it is argued that it leads to, for instance, better services (such as longer opening hours) and a creative destruction transformation pressure on retailers, which brings about a renewal of city-centerIIretail and services, increasing their attractivity (Bergström 2010). The belief in benefits of a big box entry can be exemplified by the attractivity of IKEA, and the fact that municipalities are prepared to commit to expenses amounting up to hundreds of millions in order to attract the entry of this big-box. Borlänge municipality, for instance, agreed to expenses of about 350 million SEK in order to secure the entry of IKEA, which opened in 2013 (Blomgren 2009).Against this backdrop, the overall effects of large discount retailers become important: Are the economic benefits enough to warrant subsidies or are there, on the contrary, some very compelling grounds for regulations against these types of establishments? In other words; how is overall retail in a region where a store like IKEA enters affected? And how are local retail firms affected?In order to answer these questions, the purpose of this thesis is to study how entry of a big-box retailer affects the entry region. The object of this study is IKEA - one of the world’s largest retailers, with 345 stores, active in over 40 countries and with profits of about 3.3 billion (IKEA 2013; IKEA 2014). By studying the effects of IKEA-entry, both on an aggregated level and on firm level, this thesis intends to find indications of how large discount retail establishments in general can be expected to affect the economic development both in a region overall, but also on the local firm level, something which is of interest to both policymakers as well as the retailing industry in general.The first paper examines the effects of IKEA on retail revenues and employment in the municipalities that IKEA chose to enter between 2000 and 2011; Gothenburg, Haparanda, Kalmar and Karlstad. By means of a matching method we first identify non-entry municipalities that have a similar probability of IKEA entry as the true entry municipalities. Then, using these non-entry municipalities as a control group, the causal effects of IKEA entry can be estimated using a treatment-control approach. We also extend the analysis to examine the spatial impact of IKEA by estimating the effects on retail in neighboring municipalities. It is found that a new IKEA store increases revenues in durable goods trade with 20% in the entry municipality and the number of employees with 17%. Only small, and in most cases statistically insignificant, negative effects were found in neighboring municipalities.It appears that there is a positive net effect on durables retail sales and employment in the entry municipality. However, the analysis is based on data on an aggregated municipality level and thereby it remains unclear if and how the effects vary within the entry municipalities. In addition, the data used in the first study includes the sales and employment of IKEA itself, which could account for the majority of the increases in employment and retail. Thereby the potential spillover effects on incumbent retailers in the entry municipalities cannot be discerned in the first study.IIITo examine effects of IKEA entry on incumbent retail firms, the second paper in this thesis analyses how IKEA entry affects the revenues and employment of local retail firms in three municipalities; Haparanda, Kalmar and Karlstad, which experienced entry by IKEA between 2000 and 2010. In this second study, we exclude Gothenburg due to the fact that big-box entry appears to have weaker effects in metropolitan areas (as indicated by Artz & Stone 2006). By excluding Gothenburg we aim to reduce the geographical heterogeneity in our study. We obtain control municipalities that are as similar as possible to the three entry municipalities using the same method as in the previous study, but including a slightly different set of variables in the selection equation. Using similar retail firms in the control municipalities as our comparison group, we estimate the impact of IKEA entry on revenues and employment for retail firms located at varying distances from the IKEA entry site.The results generated in this study imply that entry by IKEA increases revenues in incumbent retail firms by, on average, 11% in the entry municipalities. In addition, we do not find any significant impact on retail revenues in the city centers of the entry municipalities. However, we do find that retail firms within 1 km of the IKEA experience increases in revenues of about 26%, which indicates large spillover effects in the area nearby the entry site. As expected, this impact decreases as we expand the buffer zone: firms located between 0-2 km experiences a 14% increase and firms in 2-5 km experiences an increase of 10%. We do not find any significant impacts on retail employment.

Predicting entry of Swedish wholesale firms into local markets

Applying microeconomic theory, we develop a forecasting model for firm entry into local markets and test this model using data from the Swedish wholesale industry. The empirical analysis is based on directly estimating the profit function of wholesale firms. As in previous entry studies, profits are assumed to depend on firm- and location-specific factors,and the profit equation is estimated using panel data econometric techniques. Using the residuals from the profit equation estimations, we identify local markets in Sweden where firm profits are abnormally high given the level of all independent variables included in the profit function. From microeconomic theory, we then know that these local markets should have higher net entry than other markets, all else being equal, and we investigate this in a second step,also using a panel data econometric model. The results of estimating the net-entry equation indicate that four of five estimated models have more net entry in high-return municipalities, but the estimated parameter is only statistically significant at conventional levels in one of our estimated models.

Meteomap: Generation Of Meteorological Variables For Distributed Physically-Based Hydrological Modeling

Distributed energy and water balance models require time-series surfaces of the meteorological variables involved in hydrological processes. Most of the hydrological GIS-based models apply simple interpolation techniques to extrapolate the point scale values registered at weather stations at a watershed scale. In mountainous areas, where the monitoring network ineffectively covers the complex terrain heterogeneity, simple geostatistical methods for spatial interpolation are not always representative enough, and algorithms that explicitly or implicitly account for the features creating strong local gradients in the meteorological variables must be applied. Originally developed as a meteorological pre-processing tool for a complete hydrological model (WiMMed), MeteoMap has become an independent software. The individual interpolation algorithms used to approximate the spatial distribution of each meteorological variable were carefully selected taking into account both, the specific variable being mapped, and the common lack of input data from Mediterranean mountainous areas. They include corrections with height for both rainfall and temperature (Herrero et al., 2007), and topographic corrections for solar radiation (Aguilar et al., 2010). MeteoMap is a GIS-based freeware upon registration. Input data include weather station records and topographic data and the output consists of tables and maps of the meteorological variables at hourly, daily, predefined rainfall event duration or annual scales. It offers its own pre and post-processing tools, including video outlook, map printing and the possibility of exporting the maps to images or ASCII ArcGIS formats. This study presents the friendly user interface of the software and shows some case studies with applications to hydrological modeling.

Do shocks permanently change output? : Local persistency in economic time series

While it is recognized that output fuctuations are highly persistent over certain range, less persistent results are also found around very long horizons (Conchrane, 1988), indicating the existence of local or temporary persistency. In this paper, we study time series with local persistency. A test for stationarity against locally persistent alternative is proposed. Asymptotic distributions of the test statistic are provided under both the null and the alternative hypothesis of local persistency. Monte Carlo experiment is conducted to study the power and size of the test. An empirical application reveals that many US real economic variables may exhibit local persistency.

A participação da sociedade na gestão pública local e na produção das políticas públicas: a atuação dos conselhos municipais de Ijupi -RS, de 1989 a 2001

Este estudo aborda participação da sociedade na gestão pública local, através do entendimento do funcionamento dos Conselhos Municipais, concebidos como espaços privilegiados para prática da democracia cidadã. Investigação interpretativa de caráter qualitativo, os conhecimentos construídos são marcados pela subjetividade pela interatividade em vários níveis: do pesquisador/cidadão com campo empírico com outros sujeitos envolvidos no processo, do pesquisador/cidadão com os autores que discutem este assunto do pesquisa dor/cidadão consigo mesmo. Permeado pela interdiscursividade, tematiza os conhecimentos teóricos respeito de participação, cidadania, democracia, descentralização, sociedade civil conselhos gestores de políticas públicas, ressignificando conceitos necessários ao processo participativo interativo entre sociedade civil Estado, articulando práticas e discursos em contextos históricos, políticos, culturais econômicos. Com estes pressupostos, busca conhecer, analisar evidenciar entendimentos intencionalidades formas de agir/gerenciar praticadas pelos Conselhos Municipais na fornulação, implementação avaliação das políticas públicas suas relações com gestão pública local, no período de 1989-2000, no município gaúcho de Ijuí. Mapeando variáveis, estabelece tipologias classificatórias nas quais enquadra os conselhos de Ijuí e, analisando/interpretando documentos, normas entrevistas narrativas, aborda as diversas características dos mesmos. experiência dos conselhos em Ijuí mostra que envolvimento da população, seja diretamente (como nas assembléias dos conselhos distritais) seja através de representantes das principais entidades da sociedade civil, além de garantir um caráter mais democrático gestão pública, possui potencial para interferir no modus operandi da máquina pública dos governos municipais. Aponta também para necessidade de ampliar espaços de participação informais, não institucionalizados, autônomos, abertos à participação de todos os cidadãos, constituindo-se cm processo educativo para construção de espaços potencializadores da cidadania interativa.

Três ensaios sobre o gasto local no Brasil: descentralização, eficiência e voto

Partindo de uma avaliação sobre o contexto mundial de descentralização fiscal e de democratização em que o Brasil se encontrava no final do século XX, essa tese apresenta na primeira parte uma análise empírica para países em desenvolvimento evidenciando o condicionamento do tipo de regime de governo na relação entre descentralização fiscal e tamanho de governo. Estimações por system-GMM para países em desenvolvimento mostram que existe um nível de descentralização fiscal, entre 20% e 30%, que uma vez superado, resulta em democracias com tamanhos de governos menores do que as ditaduras. Esses resultado, que chama a atenção tanto para os governos locais, como para a influência da democracia no gasto público, estimulou a continuação da pesquisa na avaliação da eficiência dos gastos municipais no Brasil e sua relação com o voto. Assim, no segundo ensaio, são calculados indicadores de evolução da eficiência e da produtividade do gasto municipal (fatores de Malmquist) entre 2004 e 2008, para as áreas da saúde e educação. Os resultados da análise por fronteira estocástica mostram que tanto na educação, como na saúde, houve avanços na fronteira de produção (TFPC, em média, de 18.7%, na educação e de 14.2% na saúde) por avanços de mudança técnica (Technical Change - TC), ao invés de elevação da eficiência (Technical Efficiency Change – TEC). No último ensaio, os indicadores de eficiência e de produtividade são usados para testar a hipótese de que o eleitor municipal premia com o voto os prefeitos que melhoraram a eficiência do gasto da educação e/ou saúde em sua gestão. Os resultados não rejeitam a hipótese para a educação, mas rejeitam para a saúde. A fim de tratar prováveis erros de medida das variáveis de produtividade, as estimações são instrumentalizadas em regressões por dois estágios.

Three essays on local demand for public services

Local provision of public services has the positive effect of increasing the efficiency because each locality has its idiosyncrasies that determine a particular demand for public services. This dissertation addresses different aspects of the local demand for public goods and services and their relationship with political incentives. The text is divided in three essays. The first essay aims to test the existence of yardstick competition in education spending using panel data from Brazilian municipalities. The essay estimates two-regime spatial Durbin models with time and spatial fixed effects using maximum likelihood, where the regimes represent different electoral and educational accountability institutional settings. First, it is investigated whether the lame duck incumbents tend to engage in less strategic interaction as a result of the impossibility of reelection, which lowers the incentives for them to signal their type (good or bad) to the voters by mimicking their neighbors’ expenditures. Additionally, it is evaluated whether the lack of electorate support faced by the minority governments causes the incumbents to mimic the neighbors’ spending to a greater extent to increase their odds of reelection. Next, the essay estimates the effects of the institutional change introduced by the disclosure on April 2007 of the Basic Education Development Index (known as IDEB) and its goals on the strategic interaction at the municipality level. This institutional change potentially increased the incentives for incumbents to follow the national best practices in an attempt to signal their type to voters, thus reducing the importance of local information spillover. The same model is also tested using school inputs that are believed to improve students’ performance in place of education spending. The results show evidence for yardstick competition in education spending. Spatial auto-correlation is lower among the lame ducks and higher among the incumbents with minority support (a smaller vote margin). In addition, the institutional change introduced by the IDEB reduced the spatial interaction in education spending and input-setting, thus diminishing the importance of local information spillover. The second essay investigates the role played by the geographic distance between the poor and non-poor in the local demand for income redistribution. In particular, the study provides an empirical test of the geographically limited altruism model proposed in Pauly (1973), incorporating the possibility of participation costs associated with the provision of transfers (Van de Wale, 1998). First, the discussion is motivated by allowing for an “iceberg cost” of participation in the programs for the poor individuals in Pauly’s original model. Next, using data from the 2000 Brazilian Census and a panel of municipalities based on the National Household Sample Survey (PNAD) from 2001 to 2007, all the distance-related explanatory variables indicate that an increased proximity between poor and non-poor is associated with better targeting of the programs (demand for redistribution). For instance, a 1-hour increase in the time spent commuting by the poor reduces the targeting by 3.158 percentage points. This result is similar to that of Ashworth, Heyndels and Smolders (2002) but is definitely not due to the program leakages. To empirically disentangle participation costs and spatially restricted altruism effects, an additional test is conducted using unique panel data based on the 2004 and 2006 PNAD, which assess the number of benefits and the average benefit value received by beneficiaries. The estimates suggest that both cost and altruism play important roles in targeting determination in Brazil, and thus, in the determination of the demand for redistribution. Lastly, the results indicate that ‘size matters’; i.e., the budget for redistribution has a positive impact on targeting. The third essay aims to empirically test the validity of the median voter model for the Brazilian case. Information on municipalities are obtained from the Population Census and the Brazilian Supreme Electoral Court for the year 2000. First, the median voter demand for local public services is estimated. The bundles of services offered by reelection candidates are identified as the expenditures realized during incumbents’ first term in office. The assumption of perfect information of candidates concerning the median demand is relaxed and a weaker hypothesis, of rational expectation, is imposed. Thus, incumbents make mistakes about the median demand that are referred to as misperception errors. Thus, at a given point in time, incumbents can provide a bundle (given by the amount of expenditures per capita) that differs from median voter’s demand for public services by a multiplicative error term, which is included in the residuals of the demand equation. Next, it is estimated the impact of the module of this misperception error on the electoral performance of incumbents using a selection models. The result suggests that the median voter model is valid for the case of Brazilian municipalities.

Co-movement between two processes with local persistence

This paper introduces a residual based test where the null hypothesis of c:&InOvement between two processes with local persistenc~ can be tested, even under the presence of an endogenous regressor. It, therefore, fills in an existing lacuna in econometrics, in which longrun relationships can also be tested if the dependent and independent variables do not have a unit root, but do exhibit local persistence.

Cálculo do Value at Risk (VaR) para o Ibovespa, pós crise de 2008, por meio dos modelos de heterocedasticidade condicional (GARCH) e de volatilidade estocástica (Local Scale Model - LSM)

O objetivo deste estudo é propor a implementação de um modelo estatístico para cálculo da volatilidade, não difundido na literatura brasileira, o modelo de escala local (LSM), apresentando suas vantagens e desvantagens em relação aos modelos habitualmente utilizados para mensuração de risco. Para estimação dos parâmetros serão usadas as cotações diárias do Ibovespa, no período de janeiro de 2009 a dezembro de 2014, e para a aferição da acurácia empírica dos modelos serão realizados testes fora da amostra, comparando os VaR obtidos para o período de janeiro a dezembro de 2014. Foram introduzidas variáveis explicativas na tentativa de aprimorar os modelos e optou-se pelo correspondente americano do Ibovespa, o índice Dow Jones, por ter apresentado propriedades como: alta correlação, causalidade no sentido de Granger, e razão de log-verossimilhança significativa. Uma das inovações do modelo de escala local é não utilizar diretamente a variância, mas sim a sua recíproca, chamada de “precisão” da série, que segue uma espécie de passeio aleatório multiplicativo. O LSM captou todos os fatos estilizados das séries financeiras, e os resultados foram favoráveis a sua utilização, logo, o modelo torna-se uma alternativa de especificação eficiente e parcimoniosa para estimar e prever volatilidade, na medida em que possui apenas um parâmetro a ser estimado, o que representa uma mudança de paradigma em relação aos modelos de heterocedasticidade condicional.