Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series

Recent experimental results presented in Burridge and Taylor (2001a,b, and 2003) show that, as usually implemented, the Hylleberg et al. (1990) seasonal unit root tests can be rather liberal, with true level often substantially higher than nominal level. This effect is due to the presence of any of three things: data-based lag selection in the implementation of the tests, and either or both periodic heteroscedasticity and serial correlation in the driving shocks. Burridge and Taylor (2003) demonstrate that under experimental conditions a carefully implemented bootstrap substantially corrects test level without loss of power. The present study applies their technique to a large number of publicly available series, and demonstrates conclusively that the bootstrap produces less liberal, and, given the experimental results cited above, more reliable inference. We report results for Sweden, the UK and the US, which are typical of the fifteen countries in our panel. Other results, the GAUSS code, and raw data are all available at: www.staff.city.ac.uk/p.burridge

Actin-membrane interaction in fibroblasts: what proteins are involved in this association?

In this review we discuss some of the proteins for which a role in linking actin to the fibroblast plasma membrane has been suggested. We focus on the family of proteins related to erythrocyte spectrin, proteins that have generally been viewed as having an organization and a function in actin-membrane attachment similar to those of erythrocyte spectrin. Experiments in which we precipitated the nonerythrocyte spectrin within living fibroblasts have led us to question this supposed similarity of organization and function of the nonerythrocyte and erythrocyte spectrins. Intracellular precipitation of fibroblast spectrin does not affect the integrity of the major actin-containing structures, the stress fiber microfilament bundles. Unexpectedly, however, we found that the precipitation of spectrin results in a condensation and altered distribution of the vimentin class of intermediate filaments in most cells examined. Although fibroblast spectrin may have a role in the attachment of some of the cortical, submembranous actin, it is surprising how little the intracellular immunoprecipitation of the spectrin affects the cells. Several proteins have been found concentrated at the ends of stress fibers, where the actin filaments terminate at focal contacts. Two of these proteins, alpha-actinin and fimbrin, have properties that suggest that they are not involved in the attachment of the ends of the bundles to the membrane but are more probably involved in the organization and cross-linking of the filaments within the bundles. On the other hand, vinculin and talin are two proteins that interact with each other and may form part of a chain of attachments between the ends of the microfilament bundles and the focal contact membrane. Their role in this attachment, however, has not been established and further work is needed to examine their interaction with actin and to identify any other components with which they may interact, particularly in the plasma membrane

The complex scaling behavior of non--conserved self--organized critical systems

The Olami--Feder--Christensen earthquake model is often considered the prototype dissipative self--organized critical model. It is shown that the size distribution of events in this model results from a complex interplay of several different phenomena, including limited floating--point precision. Parallels between the dynamics of synchronized regions and those of a system with periodic boundary conditions are pointed out, and the asymptotic avalanche size distribution is conjectured to be dominated by avalanches of size one, with the weight of larger avalanches converging towards zero as the system size increases.Comment: 4 pages revtex4, 5 figure

Network of recurrent events for the Olami-Feder-Christensen model

We numerically study the dynamics of a discrete spring-block model introduced by Olami, Feder and Christensen (OFC) to mimic earthquakes and investigate to which extent this simple model is able to reproduce the observed spatiotemporal clustering of seismicty. Following a recently proposed method to characterize such clustering by networks of recurrent events [Geophys. Res. Lett. {\bf 33}, L1304, 2006], we find that for synthetic catalogs generated by the OFC model these networks have many non-trivial statistical properties. This includes characteristic degree distributions -- very similar to what has been observed for real seismicity. There are, however, also significant differences between the OFC model and earthquake catalogs indicating that this simple model is insufficient to account for certain aspects of the spatiotemporal clustering of seismicity.Comment: 11 pages, 16 figure

Asperity characteristics of the Olami-Feder-Christensen model of earthquakes

Properties of the Olami-Feder-Christensen (OFC) model of earthquakes are studied by numerical simulations. The previous study indicated that the model exhibits ``asperity''-like phenomena, {\it i.e.}, the same region ruptures many times near periodically [T.Kotani {\it et al}, Phys. Rev. E {\bf 77}, 010102 (2008)]. Such periodic or characteristic features apparently coexist with power-law-like critical features, {\it e.g.}, the Gutenberg-Richter law observed in the size distribution. In order to clarify the origin and the nature of the asperity-like phenomena, we investigate here the properties of the OFC model with emphasis on its stress distribution. It is found that the asperity formation is accompanied by self-organization of the highly concentrated stress state. Such stress organization naturally provides the mechanism underlying our observation that a series of asperity events repeat with a common epicenter site and with a common period solely determined by the transmission parameter of the model. Asperity events tend to cluster both in time and in space

The Network of Epicenters of the Olami-Feder-Christensen Model of Earthquakes

We study the dynamics of the Olami-Feder-Christensen (OFC) model of earthquakes, focusing on the behavior of sequences of epicenters regarded as a growing complex network. Besides making a detailed and quantitative study of the effects of the borders (the occurrence of epicenters is dominated by a strong border effect which does not scale with system size), we examine the degree distribution and the degree correlation of the graph. We detect sharp differences between the conservative and nonconservative regimes of the model. Removing border effects, the conservative regime exhibits a Poisson-like degree statistics and is uncorrelated, while the nonconservative has a broad power-law-like distribution of degrees (if the smallest events are ignored), which reproduces the observed behavior of real earthquakes. In this regime the graph has also a unusually strong degree correlation among the vertices with higher degree, which is the result of the existence of temporary attractors for the dynamics: as the system evolves, the epicenters concentrate increasingly on fewer sites, exhibiting strong synchronization, but eventually spread again over the lattice after a series of sufficiently large earthquakes. We propose an analytical description of the dynamics of this growing network, considering a Markov process network with hidden variables, which is able to account for the mentioned properties.Comment: 9 pages, 10 figures. Smaller number of figures, and minor text corrections and modifications. For version with full resolution images see http://fig.if.usp.br/~tpeixoto/cond-mat-0602244.pd

Phase-slip avalanches in the superflow of 4^4He through arrays of nanopores

Recent experiments by Sato et al. [1] have explored the dynamics of $^4$He superflow through an array of nanopores. These experiments have found that, as the temperature is lowered, phase-slippage in the pores changes its character, from synchronous to asynchronous. Inspired by these experiments, we construct a model to address the characteristics of phase-slippage in superflow through nanopore arrays. We focus on the low-temperature regime, in which the current-phase relation for a single pore is linear, and thermal fluctuations may be neglected. Our model incorporates two basic ingredients: (1) each pore has its own random value of critical velocity (due, e.g., to atomic-scale imperfections), and (2) an effective inter-pore coupling, mediated through the bulk superfluid. The inter-pore coupling tends to cause neighbours of a pore that has already phase-slipped also to phase-slip; this process may cascade, creating an avalanche of synchronously slipping phases. As the temperature is lowered, the distribution of critical velocities is expected to effectively broaden, owing to the reduction in the superfluid healing length, leading to a loss of synchronicity in phase-slippage. Furthermore, we find that competition between the strength of the disorder in the critical velocities and the strength of the inter-pore interaction leads to a phase transition between non-avalanching and avalanching regimes of phase-slippage. [1] Sato, Y., Hoskinson, E. Packard, R. E. cond-mat/0605660.Comment: 8 pages, 5 figure

A comparison of line-sources of buoyancy placed near and far from a wall

Experiments are presented on turbulent buoyant free - line and wall plumes, whereby the buoyancy source is emitted from a horizontal line source, in one case free of the presence of a wall and in the other placed immediately adjacent to a wall. The dynamics of turbulent entrainment, whereby ambie nt fluid is mixed in to the plume, are explored. The velocity field and scalar edge of the plumes are measur ed. From this the time - averaged plume - width and volume flux are compared. The spreading rate, and therefo re the entrainment, of the wall plume is fo und to be half that of the free - line plume, indicating that the wall has a signif icant effect on the entrainment process. Further, the volume flux of the wall plume is found to be half that of the free - line plume, indicating that larger maximum scalar conc entrations are present in the wall plume. The effect that the reduced entrainment rate has on a typical heated room, via a line source of buoyancy, is demonstrated by comparing a numerical model of the develo ping temperature stratification within a sealed enclosure in the case of the line source near a wall and away from a wall , where in particular it is found that higher maximum temperatures are present for the case of the line source near a wall

Simulation study of spatio-temporal correlations of earthquakes as a stick-slip frictional instability

Spatio-temporal correlations of earthquakes are studied numerically on the basis of the one-dimensional spring-block (Burridge-Knopoff) model. As large events approach, the frequency of smaller events gradually increases, while, just before the mainshock, it is dramatically suppressed in a close vicinity of the epicenter of the upcoming mainshock, a phenomenon closely resembling the ``Mogi doughnut'

Missing physics in stick-slip dynamics of a model for peeling of an adhesive tape

It is now known that the equations of motion for the contact point during peeling of an adhesive tape mounted on a roll introduced earlier are singular and do not support dynamical jumps across the two stable branches of the peel force function. By including the kinetic energy of the tape in the Lagrangian, we derive equations of motion that support stick-slip jumps as a natural consequence of the inherent dynamics. In the low mass limit, these equations reproduce solutions obtained using a differential-algebraic algorithm introduced for the earlier equations. Our analysis also shows that mass of the ribbon has a strong influence on the nature of the dynamics.Comment: Accepted for publication in Phys. Rev. E (Rapid Communication