Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area

In this paper, we aim at assessing Markov-switching and threshold models in their ability to identify turning points of economic cycles. By using vintage data that are updated on a monthly basis, we compare their ability to detect ex-post the occurrence of turning points of the classical business cycle, we evaluate the stability over time of the signal emitted by the models and assess their ability to detect in real-time recession signals. In this respect, we have built an historical vintage database for the Euro area going back to 1970 for two monthly macroeconomic variables of major importance for short-term economic outlook, namely the Industrial Production Index and the Unemployment Rate.Business cycle, Euro zone, Markov switching model, SETAR model, unemployment, industrial production.

X11-like Seasonal Adjustment of Daily Data

Resumen de la ponencia[EN] High frequency data, i.e. data observed at infra-monthly intervals, have been used for decades by statisticians and econometricians in the financial and industrial worlds. Weekly data were already used in the 20’s by official statisticians to assess the short-term evolution of the Economy. For example, Crum (1927) studied the series of weekly bank debits outside New York city from 1919 to 1026 and proposed a method to seasonally adjust these data based on the median-link-relative method developed by Persons (1919). Nowadays, these data are ubiquitous and concern almost all sectors of the Economy. Numerous variables are collected weekly, daily or even hourly, that could bring valuable information to official statisticians in their evaluation of the state and short-term evolution of the Economy. But these data also bring challenges with them: they are very volatiles and show more outliers and breaks; they present multiple and non integer periodicities and their correct modeling implies numerous regressors: calendar effects, outliers, harmonics. The current statistician’s traditional toolbox, methods and algorithms, has been developed mainly for monthly and quarterly series; how should these tools be adapted to handle time series of thousands observations with specific characteristics and dynamics efficiently? We present some ideas to adapt the main seasonal adjustment methods, and especially “the X11 family” i.e. methods based on moving averages like X11, X11-ARIMA, X12-ARIMA and X-13ARIMA-SEATS. We also make some recommendations about the most appropriate methods for pretreatment and filtering of daily and weekly data.Ladiray, D.; Mazzi, GL. (2018). X11-like Seasonal Adjustment of Daily Data. En 2nd International Conference on Advanced Reserach Methods and Analytics (CARMA 2018). Editorial Universitat Politècnica de València. 266-266. https://doi.org/10.4995/CARMA2018.2018.8574OCS26626

No kin discrimination in female mate choice of a parasitoid with complementary sex determination

Discrimination against kin as mates, via genetic or environmentally derived cues of relatedness, can prevent inbreeding and thus enhance individual fitness and promote population survival. Sex in the parasitoid wasp Cotesia glomerata L. (Hymenoptera: Braconidae) is determined by one locus with multiple alleles, a mechanism termed single-locus complementary sex determination (sl-CSD). Under sl-CSD, haploid individuals are males, whereas diploid individuals are females when heterozygous at the sex determination locus but males when homozygous. In species with sl-CSD, inbreeding leads to increased incidence of matings between individuals sharing an allele at the sex locus and thus to increased diploid male production. Diploid males cause an undesirable sex ratio distortion and can be of inferior fitness. To evade these deleterious effects, species with sl-CSD are expected to avoid inbreeding. We investigated whether C. glomerata females discriminate against close kin as mating partners. We performed a mate choice experiment, which allowed us to distinguish between kin discrimination based on the perception of phenotype-related cues and kin discrimination based on the perception of cues associated with the developmental environment. As kin discrimination is often mediated through cuticular hydrocarbons (CHCs), we additionally examined composition of the CHC profiles of males. We found no evidence for discrimination against related or familiar males nor for differences in the CHC profiles of males. These results indicate that kin discrimination is not a relevant inbreeding avoidance strategy in C. glomerat

No evidence for increased extinction proneness with decreasing effective population size in a parasitoid with complementary sex determination and fertile diploid males

<p>Abstract</p> <p>Background</p> <p>In species with single locus complementary sex determination (sl-CSD), the sex of individuals depends on their genotype at one single locus with multiple alleles. Haploid individuals are always males. Diploid individuals are females when heterozygous, but males when homozygous at the sex-determining locus. Diploid males are typically unviable or effectively sterile, hence imposing a genetic load on populations. Diploid males are produced from matings of partners that share an allele at the sex-determining locus. The lower the allelic diversity at the sex-determining locus, the more diploid males are produced, ultimately impairing the growth of populations and jeopardizing their persistence. The gregarious endoparasitoid wasp <it>Cotesia glomerata </it>is one of only two known species with sl-CSD and fertile diploid males.</p> <p>Results</p> <p>By manipulating the relatedness of the founders, we established replicated experimental populations of the parasitoid <it>C. glomerata </it>differing in their genetic effective size, and thus in allelic richness at the sex-determining locus and in the expected magnitude of diploid male production. Our long-term survey of population welfare and persistence did not provide evidence for increased proneness to population extinction with decreasing initial genetic effective population size. Most recorded surrogates of fitness nevertheless decayed over time and most experimental populations eventually went extinct, suggesting that the negative effects of inbreeding outweighed any premium from the fertility of diploid males.</p> <p>Conclusions</p> <p>The fertility of diploid males may have evolved as an adaptation prompted by the risk of extinction looming over small isolated populations of species with sl-CSD. However, fertility of diploid males does not negate the costs imposed by their production, and although it may temporarily stave off extinction, it is not sufficient to eradicate the negative effects of inbreeding.</p

Sexual conflict over the duration of copulation in Drosophila montana: why is longer better?

Background. Conflicts of interest between the sexes are increasingly recognized as an engine driving the (co-)evolution of reproductive traits. The reproductive behaviour of Drosophila montana suggests the occurrence of sexual conflict over the duration of copulation. During the last stages of copulation, females vigorously attempt to dislodge the mounting male, while males struggle to maintain genital contact and often successfully extend copulations far beyond the females' preferred duration. Results. By preventing female resistance, we show that females make a substantial contribution towards shortening copulations. We staged matings under different sex ratio conditions, and provide evidence that copulation duration is a form of male reproductive investment that responds to the perceived intensity of sperm competition as predicted by game theoretical models. Further, we investigated potential benefits to persistent males, and costs to females coerced into longer matings. While males did not benefit in terms of increased progeny production by protracting copulation, female remating was delayed after long first copulations. Conclusion. Copulation time is a trait subject to sexual conflict. Mating durations exceeding female optima serve males as a form of 'extended mate guarding': by inducing mating refractoriness in the female, a male extends the time over which its sperm is exclusively used to sire progeny and reduces the likelihood of the female being reinseminated by a competitor.peerReviewe

No Need to Discriminate? Reproductive Diploid Males in a Parasitoid with Complementary Sex Determination

Diploid males in hymenopterans are generally either inviable or sterile, thus imposing a severe genetic load on populations. In species with the widespread single locus complementary sex determination (sl-CSD), sex depends on the genotype at one single locus with multiple alleles. Haploid (hemizygous) individuals are always males. Diploid individuals develop into females when heterozygous and into males when homozygous at the sex determining locus. Our comparison of the mating and reproductive success of haploid and diploid males revealed that diploid males of the braconid parasitoid Cotesia glomerata sire viable and fertile diploid daughters. Females mated to diploid males, however, produced fewer daughters than females mated to haploid males. Nevertheless, females did not discriminate against diploid males as mating partners. Diploid males initiated courtship display sooner than haploid males and were larger in body size. Although in most species so far examined diploid males were recognized as genetic dead ends, we present a second example of a species with sl-CSD and commonly occurring functionally reproductive diploid males. Our study suggests that functionally reproductive diploid males might not be as rare as hitherto assumed. We argue that the frequent occurrence of inbreeding in combination with imperfect behavioural adaptations towards its avoidance promote the evolution of diploid male fertility

Courting virtual rivals increase ejaculate size in sticklebacks ( Gasterosteus aculeatus )

Sperm competition occurs when sperm of two or more males compete to fertilize a given set of eggs. Game-theory models of sperm competition predict that males, which face an increased risk of sperm competition, will invest more sperm in a mating. In the pair-spawning three-spined stickleback (Gasterosteus aculeatus), males attempt to steal fertilizations (i.e. to sneak) when they are in the courting phase, but not when they are parental. The behaviour of neighbouring males may therefore indicate the risk of sperm competition. We visually confronted males before spawning with computer animations of the same virtual stickleback showing two different behaviours: either courting (high risk of sperm competition) or brood-caring (low risk of sperm competition). We show that males invest significantly more sperm (absolutely and relatively with respect to available sperm in the testes) after the courting stimulus. The relative investment ratio between the courting and the brood-caring treatment was on average 1.75. Three-spined sticklebacks thus seem to assess the risk of sperm competition by the behaviour of neighbours and to adjust their ejaculate accordingly. This result suggests that the evolutionary force of sperm competition has led to precise mechanisms of future risk assessmen

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Molecular genetics and genomics generate new insights into invertebrate pest invasions

Invertebrate pest invasions and outbreaks are associated with high social, economic, and ecological costs, and their significance will intensify with an increasing pressure on agricultural productivity as a result of human population growth and climate change. New molecular genetic and genomic techniques are available and accessible, but have been grossly underutilized in studies of invertebrate pest invasions, despite that they are useful tools for applied pest management and for understanding fundamental features of pest invasions including pest population demographics and adaptation of pests to novel and/or changing environments. Here, we review current applications of molecular genetics and genomics in the study of invertebrate pest invasions and outbreaks, and we highlight shortcomings from the current body of research. We then discuss recent conceptual and methodological advances in the areas of molecular genetics/genomics and data analysis, and we highlight how these advances will further our understanding of the demographic, ecological, and evolutionary features of invertebrate pest invasions. We are now well equipped to use molecular data to understand invertebrate dispersal and adaptation, and this knowledge has valuable applications in agriculture at a time when these are critically required