Network externalities across financial institutions

We propose and estimate a financial distress model that explicitly accounts for the interactions or spill-over effects between financial institutions, through the use of a spatial continuity matrix that is build from financial network data of inter bank transactions. Such setup of the financial distress model allows for the empirical validation of the importance of network externalities in determining financial distress, in addition to institution specific and macroeconomic covariates. The relevance of such specification is that it incorporates simultaneously micro-prudential factors (Basel 2) as well as macro-prudential and systemic factors (Basel 3) as determinants of financial distress. Results indicate network externalities are an important determinant of financial health of a financial institutions. The parameter that measures the effect of network externalities is both economically and statistical significant and its inclusion as a risk factor reduces the importance of the firm specific variables such as the size or degree of leverage of the financial institution. In addition we analyze the policy implications of the network factor model for capital requirements and deposit insurance pricing.

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.

Time-in-area represents foraging activity in a wide-ranging pelagic forager

Successful Marine Spatial Planning depends upon the identification of areas with high importance for particular species, ecosystems or processes. For seabirds, advancements in biologging devices have enabled us to identify these areas through the detailed study of at-sea behaviour. However, in many cases, only positional data are available and the presence of local biological productivity and hence seabird foraging behaviour is inferred from these data alone, under the untested assumption that foraging activity is more likely to occur in areas where seabirds spend more time. We fitted GPS devices and accelerometers to northern gannets Morus bassanus and categorised the behaviour of individuals outside the breeding colony as plunge diving, surface foraging, floating and flying. We then used the locations of foraging events to test the efficiency of 2 approaches: time-in-area and kernel density (KD) analyses, which are widely employed to detect highly-used areas and interpret foraging behaviour from positional data. For KD analyses, the smoothing parameter (h) was calculated using the ad hoc method (KDad hoc), and KDh=9.1, where h = 9.1 km, to designate core foraging areas from location data. A high proportion of foraging events occurred in core foraging areas designated using KDad hoc, KDh=9.1, and time-in-area. Our findings demonstrate that foraging activity occurs in areas where seabirds spend more time, and that both KD analysis and the time-in-area approach are equally efficient methods for this type of analysis. However, the time-in-area approach is advantageous in its simplicity, and in its ability to provide the shapes commonly used in planning. Therefore, the time-in-area approach can be used as a simple way of using seabirds to identify ecologically important locations from both tracking and survey data.

Novas ferramentas para monitoramento ambiental usando SIG Web

The use of Geographic Information Systems (GIS) has becoming very important in fields where detailed and precise study of earth surface features is required. Applications in environmental protection are such an example that requires the use of GIS tools for analysis and decision by managers and enrolled community of protected areas. In this specific field, a challenge that remains is to build a GIS that can be dynamically fed with data, allowing researchers and other agents to recover actual and up to date information. In some cases, data is acquired in several ways and come from different sources. To solve this problem, some tools were implemented that includes a model for spatial data treatment on the Web. The research issues involved start with the feeding and processing of environmental control data collected in-loco as biotic and geological variables and finishes with the presentation of all information on theWeb. For this dynamic processing, it was developed some tools that make MapServer more flexible and dynamic, allowing data uploading by the proper users. Furthermore, it was also developed a module that uses interpolation to aiming spatial data analysis. A complex application that has validated this research is to feed the system with data coming from coral reef regions located in northeast of Brazil. The system was implemented using the best interactivity concept provided by the AJAX model and resulted in a substantial contribution for efficiently accessing information, being an essential mechanism for controlling events in the environmental monitoring

Geoprocessamento para identificar padrões do perfil de nascimentos na região do Vale do Paraíba

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Genetic variability in natural populations of Zeyheria montana mart. from the Brazilian Cerrado

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Suscetibilidade magnética para a estimativa de atributos do solo e mapeamento de áreas sob cultivo de cana-de-açúcar

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

The impact of atmospheric particulate matter on cancer incidence and mortality in the city of Sao Paulo, Brazil

This study aimed to verify the impact of inhalable particulate matter (PM10) on cancer incidence and mortality in the city of Sao Paulo, Brazil. Statistical techniques were used to investigate the relationship between PM10 on cancer incidence and mortality in selected districts. For some types of cancer (skin, lung, thyroid, larynx, and bladder) and some periods, the correlation coefficients ranged from 0.60 to 0.80 for incidence. Lung cancer mortality showed more correlations during the overall period. Spatial analysis showed that districts distant from the city center showed higher than expected relative risk, depending on the type of cancer According to the study, urban PM10 can contribute to increased incidence of some cancers and may also contribute to increased cancer mortality. The results highlight the need to adopt measures to reduce atmospheric PM10 levels and the importance of their continuous monitoring.

Digital Data Collection and Processing in Field and Lab: The Approach of Kinneret Regional Project

The paper showcases the field- and lab-documentation system developed for Kinneret Regional Project, an international archaeological expedition to the Northwestern shore of the Sea of Galilee (Israel) under the auspices of the University of Bern, the University of Helsinki, Leiden University and Wofford College. The core of the data management system is a fully relational, server-based database framework, which also includes time-based and static GIS services, stratigraphic analysis tools and fully indexed document/digital image archives. Data collection in the field is based on mobile, hand-held devices equipped with a custom-tailored stand-alone application. Comprehensive three-dimensional documentation of all finds and findings is achieved by means of total stations and/or high-precision GPS devices. All archaeological information retrieved in the field – including tachymetric data – is synched with the core system on the fly and thus immediately available for further processing in the field lab (within the local network) or for post-excavation analysis at remote institutions (via the WWW). Besides a short demonstration of the main functionalities, the paper also presents some of the key technologies used and illustrates usability aspects of the system’s individual components.

Hazardous air pollutants and childhood lymphohematopoietic cancer in Southeast Texas, 1995--2004

Southeast Texas, including Houston, has a large presence of industrial facilities and has been documented to have poorer air quality and significantly higher cancer rates than the remainder of Texas. Given citizens’ concerns in this 4th largest city in the U.S., Mayor Bill White recently partnered with the UT School of Public Health to determine methods to evaluate the health risks of hazardous air pollutants (HAPs). Sexton et al. (2007) published a report that strongly encouraged analytic studies linking these pollutants with health outcomes. In response, we set out to complete the following aims: 1. determine the optimal exposure assessment strategy to assess the association between childhood cancer rates and increased ambient levels of benzene and 1,3-butadiene (in an ecologic setting) and 2. evaluate whether census tracts with the highest levels of benzene or 1,3-butadiene have higher incidence of childhood lymphohematopoietic cancer compared with census tracts with the lowest levels of benzene or 1,3-butadiene, using Poisson regression. The first aim was achieved by evaluating the usefulness of four data sources: geographic information systems (GIS) to identify proximity to point sources of industrial air pollution, industrial emission data from the U.S. EPA’s Toxic Release Inventory (TRI), routine monitoring data from the U.S. EPA Air Quality System (AQS) from 1999-2000 and modeled ambient air levels from the U.S. EPA’s 1999 National Air Toxic Assessment Project (NATA) ASPEN model. Further, once these four data sources were evaluated, we narrowed them down to two: the routine monitoring data from the AQS for the years 1998-2000 and the 1999 U.S. EPA NATA ASPEN modeled data. We applied kriging (spatial interpolation) methodology to the monitoring data and compared the kriged values to the ASPEN modeled data. Our results indicated poor agreement between the two methods. Relative to the U.S. EPA ASPEN modeled estimates, relying on kriging to classify census tracts into exposure groups would have caused a great deal of misclassification. To address the second aim, we additionally obtained childhood lymphohematopoietic cancer data for 1995-2004 from the Texas Cancer Registry. The U.S. EPA ASPEN modeled data were used to estimate ambient levels of benzene and 1,3-butadiene in separate Poisson regression analyses. All data were analyzed at the census tract level. We found that census tracts with the highest benzene levels had elevated rates of all leukemia (rate ratio (RR) = 1.37; 95% confidence interval (CI), 1.05-1.78). Among census tracts with the highest 1,3-butadiene levels, we observed RRs of 1.40 (95% CI, 1.07-1.81) for all leukemia. We detected no associations between benzene or 1,3-butadiene levels and childhood lymphoma incidence. This study is the first to examine this association in Harris and surrounding counties in Texas and is among the first to correlate monitored levels of HAPs with childhood lymphohematopoietic cancer incidence, evaluating several analytic methods in an effort to determine the most appropriate approach to test this association. Despite recognized weakness of ecologic analyses, our analysis suggests an association between childhood leukemia and hazardous air pollution.^

Comparison and Assessment of Two Emission inventories for the Madrid Region

Emission inventories are databases that aim to describe the polluting activities that occur across a certain geographic domain. According to the spatial scale, the availability of information will vary as well as the applied assumptions, which will strongly influence its quality, accuracy and representativeness. This study compared and contrasted two emission inventories describing the Greater Madrid Region (GMR) under an air quality simulation approach. The chosen inventories were the National Emissions Inventory (NEI) and the Regional Emissions Inventory of the Greater Madrid Region (REI). Both of them were used to feed air quality simulations with the CMAQ modelling system, and the results were compared with observations from the air quality monitoring network in the modelled domain. Through the application of statistical tools, the analysis of emissions at cell level and cell – expansion procedures, it was observed that the National Inventory showed better results for describing on – road traffic activities and agriculture, SNAP07 and SNAP10. The accurate description of activities, the good characterization of the vehicle fleet and the correct use of traffic emission factors were the main causes of such a good correlation. On the other hand, the Regional Inventory showed better descriptions for non – industrial combustion (SNAP02) and industrial activities (SNAP03). It incorporated realistic emission factors, a reasonable fuel mix and it drew upon local information sources to describe these activities, while NEI relied on surrogation and national datasets which leaded to a poorer representation. Off – road transportation (SNAP08) was similarly described by both inventories, while the rest of the SNAP activities showed a marginal contribution to the overall emissions.

The importance of forest area and configuration relative to local habitat factors for conserving forest mammals: A case study of koalas in Queensland, Australia

The loss and fragmentation of forest habitats by human land use are recognised as important factors influencing the decline of forest-dependent fauna. Mammal species that are dependent upon forest habitats are particularly sensitive to habitat loss and fragmentation because they have highly specific habitat requirements, and in many cases have limited ability to move through and utilise the land use matrix. We addressed this problem using a case study of the koala (Phascolarctos cinereus) surveyed in a fragmented rural-urban landscape in southeast Queensland, Australia. We applied a logistic modelling and hierarchical partitioning analysis to determine the importance of forest area and its configuration relative to site (local) and patch-level habitat variables. After taking into account spatial auto-correlation and the year of survey, we found koala occurrence increased with the area of all forest habitats, habitat patch size and the proportion of primary Eucalyptus tree species; and decreased with mean nearest neighbour distance between forest patches, the density of forest patches, and the density of sealed roads. The difference between the effect of habitat area and configuration was not as strong as theory predicts, with the configuration of remnant forest becoming increasingly important as the area of forest habitat declines. We conclude that the area of forest, its configuration across the landscape, as well as the land use matrix, are important determinants of koala occurrence, and that habitat configuration should not be overlooked in the conservation of forest-dependent mammals, such as the koala. We highlight the implications of these findings for koala conservation. (c) 2006 Elsevier Ltd. All rights reserved.

Visibilidad y percepción en la construcción de un paisaje Prehistórico. El caso de Calviá (Mallorca, Islas Baleares)

El presente trabajo se centra en el estudio del papel que juega el control visual del espacio en las prácticas sociales de las comunidades prehistóricas. Este trabajo se articula a partir de un estudio de caso, el término municipal de Calviá, situado en el sureste de la isla de Mallorca, para analizar las diferentes formas de monumentalidad arquitectónica y cómo estas se constituyen cómo un punto de referencia social dentro del paisaje. Partiendo de una amplia horquilla temporal, que abarcaría el Bronce Naviforme (1550-850 AC), el período Talayótico (850-550 AC) y el Postalayótico (550-123 AC), se propone analizar los cambios y pervivencias en la construcción del paisaje, a través de estrategias de visibilidad, percepción y movimiento alrededor de los monumentos arquitectónicos. A través de la perspectiva de la Arqueología del Paisaje y mediante el uso de Sistemas de Información Geográfica (SIG) se propone un análisis de tendencias a largo plazo en la configuración social de un paisaje.

Quantification of air quality in space and time and its effects on health

The long-term adverse effects on health associated with air pollution exposure can be estimated using either cohort or spatio-temporal ecological designs. In a cohort study, the health status of a cohort of people are assessed periodically over a number of years, and then related to estimated ambient pollution concentrations in the cities in which they live. However, such cohort studies are expensive and time consuming to implement, due to the long-term follow up required for the cohort. Therefore, spatio-temporal ecological studies are also being used to estimate the long-term health effects of air pollution as they are easy to implement due to the routine availability of the required data. Spatio-temporal ecological studies estimate the health impact of air pollution by utilising geographical and temporal contrasts in air pollution and disease risk across $n$ contiguous small-areas, such as census tracts or electoral wards, for multiple time periods. The disease data are counts of the numbers of disease cases occurring in each areal unit and time period, and thus Poisson log-linear models are typically used for the analysis. The linear predictor includes pollutant concentrations and known confounders such as socio-economic deprivation. However, as the disease data typically contain residual spatial or spatio-temporal autocorrelation after the covariate effects have been accounted for, these known covariates are augmented by a set of random effects. One key problem in these studies is estimating spatially representative pollution concentrations in each areal which are typically estimated by applying Kriging to data from a sparse monitoring network, or by computing averages over modelled concentrations (grid level) from an atmospheric dispersion model. The aim of this thesis is to investigate the health effects of long-term exposure to Nitrogen Dioxide (NO2) and Particular matter (PM10) in mainland Scotland, UK. In order to have an initial impression about the air pollution health effects in mainland Scotland, chapter 3 presents a standard epidemiological study using a benchmark method. The remaining main chapters (4, 5, 6) cover the main methodological focus in this thesis which has been threefold: (i) how to better estimate pollution by developing a multivariate spatio-temporal fusion model that relates monitored and modelled pollution data over space, time and pollutant; (ii) how to simultaneously estimate the joint effects of multiple pollutants; and (iii) how to allow for the uncertainty in the estimated pollution concentrations when estimating their health effects. Specifically, chapters 4 and 5 are developed to achieve (i), while chapter 6 focuses on (ii) and (iii). In chapter 4, I propose an integrated model for estimating the long-term health effects of NO2, that fuses modelled and measured pollution data to provide improved predictions of areal level pollution concentrations and hence health effects. The air pollution fusion model proposed is a Bayesian space-time linear regression model for relating the measured concentrations to the modelled concentrations for a single pollutant, whilst allowing for additional covariate information such as site type (e.g. roadside, rural, etc) and temperature. However, it is known that some pollutants might be correlated because they may be generated by common processes or be driven by similar factors such as meteorology. The correlation between pollutants can help to predict one pollutant by borrowing strength from the others. Therefore, in chapter 5, I propose a multi-pollutant model which is a multivariate spatio-temporal fusion model that extends the single pollutant model in chapter 4, which relates monitored and modelled pollution data over space, time and pollutant to predict pollution across mainland Scotland. Considering that we are exposed to multiple pollutants simultaneously because the air we breathe contains a complex mixture of particle and gas phase pollutants, the health effects of exposure to multiple pollutants have been investigated in chapter 6. Therefore, this is a natural extension to the single pollutant health effects in chapter 4. Given NO2 and PM10 are highly correlated (multicollinearity issue) in my data, I first propose a temporally-varying linear model to regress one pollutant (e.g. NO2) against another (e.g. PM10) and then use the residuals in the disease model as well as PM10, thus investigating the health effects of exposure to both pollutants simultaneously. Another issue considered in chapter 6 is to allow for the uncertainty in the estimated pollution concentrations when estimating their health effects. There are in total four approaches being developed to adjust the exposure uncertainty. Finally, chapter 7 summarises the work contained within this thesis and discusses the implications for future research.