Conditional Spectral Analysis of Replicated Multiple Time Series with Application to Nocturnal Physiology

This article considers the problem of analyzing associations between power spectra of multiple time series and cross-sectional outcomes when data are observed from multiple subjects. The motivating application comes from sleep medicine, where researchers are able to non-invasively record physiological time series signals during sleep. The frequency patterns of these signals, which can be quantified through the power spectrum, contain interpretable information about biological processes. An important problem in sleep research is drawing connections between power spectra of time series signals and clinical characteristics; these connections are key to understanding biological pathways through which sleep affects, and can be treated to improve, health. Such analyses are challenging as they must overcome the complicated structure of a power spectrum from multiple time series as a complex positive-definite matrix-valued function. This article proposes a new approach to such analyses based on a tensor-product spline model of Cholesky components of outcome-dependent power spectra. The approach flexibly models power spectra as nonparametric functions of frequency and outcome while preserving geometric constraints. Formulated in a fully Bayesian framework, a Whittle likelihood based Markov chain Monte Carlo (MCMC) algorithm is developed for automated model fitting and for conducting inference on associations between outcomes and spectral measures. The method is used to analyze data from a study of sleep in older adults and uncovers new insights into how stress and arousal are connected to the amount of time one spends in bed

SUSTAINABLE EFFICIENCY OF FIRMS WHEN NEW SUSTAINABILITY TARGETS ARE INTRODUCED

There is a high potential for simultaneously increasing sustainability of the earth system and economic development by removing inefficiencies currently present both at the production input and output side. In this paper a static view on sustainability is employed, by introducing capacity constraints as the boundaries above (or below) which the system cannot maintain its stable state. Currently these capacity constraints are often not respected. In this paper it is shown how the efficiency improvement pathway of an industry and the firms within it can be calculated to come to a sustainable, profit maximizing state, given the existence of these capacity constraints.Efficiency analysis, sustainability, DEA, directional distance vectors, Resource /Energy Economics and Policy,

Modelling the effects of an abolition of the EU sugar quota on internal prices, production and imports

We apply a spatial price equilibrium model of the world sugar market to simulate an abolishment of the EU quota system in 2015/16. To overcome the normative nature of the approach, we calibrate the model by attaching a non-linear cost term to each trade flow. This is in some regards similar to positive mathematical programming. We suggest an economic interpretation and an econometric specification of the cost term. Production in the EU increases to almost 16 million tons. Twelve member states increase production, seven reduce it. Preferential imports are significantly reduced. Simulated effects are found to be more pronounced the higher the world market price.CAP, structural change, sugar, TRQ, spatial modelling, trade preferences, PMP, Agricultural and Food Policy, Farm Management, Land Economics/Use,

Flexible quota constraints in positive mathematical programming models

To explain over- and underuse of available quota, Buysse et al. (2007) have integrated the shadow cost of the quota constraint in a quota flexibility function in a positive mathematical programming model. This method and central hypothesis, formulated and tested for the case of Belgian sugar beet farms, is in current paper extended and confirmed for the cases of Flemish dairy quota and manure emission rights. Despite the different organisation, objectives and implementations of the diverse quota systems, the results are similar. A higher utilisation of quota is significantly driven by the quota rent, but farm characteristics are also important and the effect declines with increasing quota rent. Regardless the quota, the dairy quota flexibility behaviour of the sample of Flemish farms results in an output price elasticity of 0.6%. The quota flexibility functions can be used for policy analysis, model sophistication and farm advisory instrument.Quota, flexibility, Positive Mathematical Programming, farm model, Common Agricultural Policy, Agricultural and Food Policy, Demand and Price Analysis, Research Methods/ Statistical Methods,

Fertilization: trade-offs between manure abatement and plant productivity

In 2005, 30% of the Flemish farms faced a manure excess, while at aggregated level still 9.7% of the emission rights were unused. This means that, despite the various possibilities, Flemish farmers do not succeed in an effective exchange of manure between farms. In current paper is shown how inorganic fertilizer use influences the use and exchange of organic nitrogen. Because of the mutual interdependency between organic and inorganic nitrogen emission rights (or quota), inorganic nitrogen use limits the emission rights for organic nitrogen. Utilisation of these emission rights are analysed as a trade-offs choice between plant productivity (use of inorganic nitrogen) and manure disposal, as the major abatement alternative of manure production. Farmers still prefer inorganic fertilizers because of their effect on plant productivity and income. However, by changing the quota rent of organic nitrogen, the fertilization behaviour can be influenced. A higher quota rent of organic nitrogen would increase the use of manure. This trade-off behaviour seriously influences effectiveness of policies. When the objective is to lower the total nitrogen use, a mere reduction of organic quota can partially be counteracted by a higher inorganic nitrogen use. When the objective is to better spread the manure, increasing the quota rent for deficit farms will increase their acceptance of manure.manure abatement, nutrient emission rights, Tobit model, Crop Production/Industries,

A FARM LEVEL ANALYSIS OF THE RELATION BETWEEN CAP REFORMS AND LOCAL ENVIRONMENTAL LEGISLATIONS: HOW AND IN WHICH EXTENT FLEMISH DAIRY FARMERS CAN FILL UP EXTRA MILK QUOTA?

The agricultural policies shift gradually from EU-level organised market interventions to local organised environmental policies. This paper explores the growth possibilities of the Flemish dairy sector with the outlook of a quota abolishment as a case study of this policy shift. The dairy quota policy seems very restrictive for the highly profitable Flemish dairy sector, but the environmental restrictions from the manure regulation can limit the growth of the dairy sector as well. The paper uses a spatial multi-agent simulation model applied to a sample of 40.000 farms to estimate price development of emission rights and their possible impact on the growth of the dairy production. The results show that a higher milk production leads to higher prices for emission rights. However, the increased cost of manure emission rights is not expected to impede dairy farm growth because the current milk quota rent estimates go far beyond the cost of manure emission rights.milk quota, manure emission rights, mathematical programming, Flanders, Agricultural and Food Policy, Industrial Organization, Research Methods/ Statistical Methods, C02, C61, L11, Q18,

Derogation on the EU Nitrates Directive: does it make a difference?

The paper discusses an ex ante evaluation of the derogation on the Nitrates Directive for Flanders, Belgium, which is a case of intensive but highly productive livestock areas. The aim is to develop an accurate simulation model to detect small differences in manure surpluses caused by changes of manure production and/or utilization. The system of models consists of various modules to fine tune the calculations of manure production, fertilizing behaviour and manure allocation and disposal on and off farm. The results show that derogation may cause the existing manure surpluses to expire, if only nitrogen limits are considered and no transactions costs are taken into account. When also phosphate fertilization limits are considered, the increase in manuring possibilities is much lower than expected. Ongoing research focuses on the marginal shifts in manure surplus at farm level and possible effects of transactions costs.Nitrates Directive, derogation, modelling, Environmental Economics and Policy, Livestock Production/Industries,

Effects of a flat rate introduction: shifts in farm activity and impact on farmers' income

Current thoughts on CAP changes, e.g. the "Health Check", emphasize the necessity to move away from payments based on historical receipts towards a "flatter rate" system. The aim of current research is to simulate the impact of a flat rate system (equal payments per hectare of cultivated land) compared to the current historical system (payments based on individual historic entitlements). Impact on production and income of arable, dairy and cattle farms of two different flat rate scenario's, is assessed with a farm-based sector model for Flanders. The model maximizes income at farm level, calibrated to observed farming behavior in 2001-2003. Farm data can be selected by farm type, size and region, simulations could be run for specific sub sectors, size classes or regions. In the two simulated flat rate scenario's subsectors will gain subsidies at the expense of other subsectors. However, farms can compensate a substantial part of their income loss by changing activity choice.Positive Mathematical Programming, farm model, Common Agricultural Policy, Payment Entitlements., Agricultural and Food Policy, Agricultural Finance, Farm Management, Research Methods/ Statistical Methods,