Timing Measurements of the Relativistic Binary Pulsar PSR B1913+16

We present results of more than three decades of timing measurements of the first known binary pulsar, PSR B1913+16. Like most other pulsars, its rotational behavior over such long time scales is significantly affected by small-scale irregularities not explicitly accounted for in a deterministic model. Nevertheless, the physically important astrometric, spin, and orbital parameters are well determined and well decoupled from the timing noise. We have determined a significant result for proper motion, $\mu_{\alpha} = -1.43\pm0.13$, $\mu_{\delta}=-0.70\pm0.13$ mas yr$^{-1}$. The pulsar exhibited a small timing glitch in May 2003, with ${\Delta f}/f=3.7\times10^{-11}$, and a smaller timing peculiarity in mid-1992. A relativistic solution for orbital parameters yields improved mass estimates for the pulsar and its companion, m_1=1.4398\pm0.0002 \ M_{\sun} and m_2=1.3886\pm0.0002 \ M_{\sun}. The system's orbital period has been decreasing at a rate $0.997\pm0.002$ times that predicted as a result of gravitational radiation damping in general relativity. As we have shown before, this result provides conclusive evidence for the existence of gravitational radiation as predicted by Einstein's theory.Comment: Published in APJ, 722, 1030 (2010

Stuck on Gold: Real Exchange Rate Volatility and the Rise and Fall of the Gold Standard

Did adoption of the gold standard exacerbate or diminish macroeconomic volatility? Supporters thought so, critics thought not, and theory offers ambiguous messages. A hard exchange-rate regime such as the gold standard might limit monetary shocks if it ties the hands of policy makers. But any decision to forsake exchange-rate flexibility might compromise shock absorption in a world of real shocks and nominal stickiness. A simple model shows how a lack of flexibility can be discerned in the transmission of terms of trade shocks. Evidence on the relationship between real exchange rate volatility and terms of trade volatility from the late nineteenth and early twentieth century exposes a dramatic change. The classical gold standard did absorb shocks, but the interwar gold standard did not, and this historical pattern suggests that the interwar gold standard was a poor regime choice.

(SNP121) David M. Taylor interviewed by Dorothy Noble Smith, transcribed by Mara Meisel and Rebecca Popp

Records a group interview with David M. Taylor, who lived in an area known as Joliet Hollow, in Page County, Virginia, until his family was moved to a resettlement area in nearby Ida, Virginia with the opening of the park in the early 1930s. Describes daily life in the mountains, touching on the work of growing and preserving food, herbal remedies, etc., as well as how his family and neighboring mountain families adjusted to their new lives in the Ida Valley. Mr. Taylor recalls his conversations with local entrepreneur George Freeman Pollock, owner of Skyland resort and an early promoter of the plans to create Shenandoah National Park.https://commons.lib.jmu.edu/snp/1102/thumbnail.jp

Testing for a unit root in the presence of a possible break in trend

In this paper we consider the issue of testing a time series for a unit root in the possible presence of a break in a linear deterministic trend at some unknown point in the series. We propose a break fraction estimator which, in the presence of a break in trend, is consistent for the true break fraction at rate Op(T^-1) when there is either a unit root or near-unit root in the stochastic component of the series. In contrast to other estimators available in the literature, when there is no break in trend, our proposed break fraction estimator converges to zero at rate Op(T^-1/2). Used in conjunction with a quasi difference (QD) detrended unit root test that incorporates a trend break regressor in the deterministic component, we show that these rates of convergence ensure that known break fraction null critical values are applicable asymptotically. Unlike available procedures in the literature this holds even if there is no break in trend (the true break fraction is zero), in which case the trend break regressor is dropped from the deterministic component and standard QD detrended unit root test critical values then apply. We also propose a second testing procedure which makes use of a formal pre-test for a trend break in the series, including a trend break regressor only where the pre-test rejects the null of no break. Both procedures ensure that the correctly sized (near-) efficient unit root test that allows (does not allow) for a break in trend is applied in the limit when a trend break does (does not) occur.Unit root test; quasi difference de-trending; trend break; pre-test; asymptotic power

Slip inversion along inner fore-arc faults, eastern Tohoku, Japan

The kinematics of deformation in the overriding plate of convergent margins may vary across timescales ranging from a single seismic cycle to many millions of years. In Northeast Japan, a network of active faults has accommodated contraction across the arc since the Pliocene, but several faults located along the inner fore arc experienced extensional aftershocks following the 2011 Tohoku-oki earthquake, opposite that predicted from the geologic record. This observation suggests that fore-arc faults may be favorable for stress triggering and slip inversion, but the geometry and deformation history of these fault systems are poorly constrained. Here we document the Neogene kinematics and subsurface geometry of three prominent fore-arc faults in Tohoku, Japan. Geologic mapping and dating of growth strata provide evidence for a 5.6–2.2 Ma initiation of Plio-Quaternary contraction along the Oritsume, Noheji, and Futaba Faults and an earlier phase of Miocene extension from 25 to 15 Ma along the Oritsume and Futaba Faults associated with the opening of the Sea of Japan. Kinematic modeling indicates that these faults have listric geometries, with ramps that dip ~40–65°W and sole into subhorizontal detachments at 6–10 km depth. These fault systems can experience both normal and thrust sense slip if they are mechanically weak relative to the surrounding crust. We suggest that the inversion history of Northeast Japan primed the fore arc with a network of weak faults mechanically and geometrically favorable for slip inversion over geologic timescales and in response to secular variations in stress state associated with the megathrust seismic cycle.Funding was provided by a grant from the National Science Foundation Tectonics Program grant EAR-0809939 to D.M.F. and E.K., Geologic Society of America Graduate Research Grants, and the P.D. Krynine Memorial Fund. The authors thank Gaku Kimura, Kyoko Tonegawa, Hiroko Watanabe, Jun Kameda, and Asuka Yamaguchi for scientific and logistical support, and Kristin Morell for comments on early versions of the manuscript. We also thank Yuzuru Yamamoto and Kohtaro Ujiie for their detailed reviews and suggestions for improvement to the manuscript. The authors acknowledge the use of the Move Software Suite granted by Midland Valley's Academic Software Initiative. Geologic, structural, stratigraphic, and chronologic data used herein are accessible in manuscript figures, and in the citations therein. Input geologic data for trishear kinematic modeling can be accessed in Table 1 and in the supporting information. (EAR-0809939 - National Science Foundation Tectonics Program grant; Geologic Society of America Graduate Research Grants; P.D. Krynine Memorial Fund

Robust methods for detecting multiple level breaks in autocorrelated time series

In this paper we propose tests for the null hypothesis that a time series process displays a constant level against the alternative that it displays (possibly) multiple changes in level. Our proposed tests are based on functions of appropriately standardized sequences of the differences between sub-sample mean estimates from the series under investigation. The tests we propose differ notably from extant tests for level breaks in the literature in that they are designed to be robust as to whether the process admits an autoregressive unit root (the data are I(1)) or stable autoregressive roots (the data are I(0)). We derive the asymptotic null distributions of our proposed tests, along with representations for their asymptotic local power functions against Pitman drift alternatives under both I(0) and I(1) environments. Associated estimators of the level break fractions are also discussed. We initially outline our procedure through the case of non-trending series, but our analysis is subsequently extended to allow for series which display an underlying linear trend, in addition to possible level breaks. Monte Carlo simulation results are presented which suggest that the proposed tests perform well in small samples, showing good size control under the null, regardless of the order of integration of the data, and displaying very decent power when level breaks occur.Level breaks; unit root; moving means; long run variance estimation; robust tests; breakpoint estimation

The impact of the initial condition on robust tests for a linear trend

This paper examines the behaviour of some recently proposed robust (to the order of integration of the data) tests for the presence of a deterministic linear trend in a univariate times series in situations where the magnitude of the initial condition of the series is non-negligible. We demonstrate that the asymptotic size and/or local power properties of these tests are extremely sensitive to the initial condition. Straightforward modifications to the trend tests are suggested, based around the use of trimmed data, which are demonstrated to greatly reduce this sensitivity.Trend tests; initial condition; asymptotic local power

Seasonal unit root tests and the role of initial conditions

In the context of regression-based (quarterly) seasonal unit root tests, we examine the impact of initial conditions (one for each quarter) of the process on test power. We investigate the behaviour of the OLS detrended HEGY seasonal unit root tests of Hylleberg et al. (1990) and the corresponding quasi-differenced (QD) detrended tests of Rodrigues and Taylor (2007), when the initial conditions are not asymptotically negligible. We show that the asymptotic local power of a test at a given frequency depends on the value of particular linear (frequency-specific) combinations of the initial conditions. Consistent with previous findings in the non-seasonal case (see, inter alia, Harvey et al., 2008, Elliott and Muller, 2006), the QD detrended test at a given spectral frequency dominates on power for relatively small values of this combination, while the OLS detrended test dominates for larger values. Since, in practice, the seasonal initial conditions are not observed, in order to maintain good power across both small and large initial conditions, we extend the idea of Harvey et al. (2008) to the seasonal case, forming tests based on a union of rejections decision rule; rejecting the unit root null at a given frequency (or group of frequencies) if either of the relevant QD and OLS detrended HEGY tests rejects. This procedure is shown to perform well in practice, simultaneously exploiting the superior power of the QD (OLS) detrended HEGY test for small (large) combinations of the initial conditions. Moreover, our procedure is particularly adept in the seasonal context since, by design, it exploits the power advantage of the QD (OLS) detrended HEGY tests at a particular frequency when the relevant initial condition is small (large) without imposing that same method of detrending on tests at other frequencies.HEGY seasonal unit root tests; initial conditions; asymptotic local power; union of rejections decision rule