Wildfire selectivity for land cover type: does size matter ?

Previous research has shown that fires burn certain land cover types disproportionally to their abundance. We used quantile regression to study land cover proneness to fire as a function of fire size, under the hypothesis that they are inversely related, for all land cover types. Using five years of fire perimeters, we estimated conditional quantile functions for lower (avoidance) and upper (preference) quantiles of fire selectivity for five land cover types - annual crops, evergreen oak woodlands, eucalypt forests, pine forests and shrublands. The slope of significant regression quantiles describes the rate of change in fire selectivity (avoidance or preference) as a function of fire size. We used Monte-Carlo methods to randomly permutate fires in order to obtain a distribution of fire selectivity due to chance. This distribution was used to test the null hypotheses that 1) mean fire selectivity does not differ from that obtained by randomly relocating observed fire perimeters; 2) that land cover proneness to fire does not vary with fire size. Our results show that land cover proneness to fire is higher for shrublands and pine forests than for annual crops and evergreen oak woodlands. As fire size increases, selectivity decreases for all land cover types tested. Moreover, the rate of change in selectivity with fire size is higher for preference than for avoidance. Comparison between observed and randomized data led us to reject both null hypotheses tested (a = 0.05) and to conclude it is very unlikely the observed values of fire selectivity and change in selectivity with fire size are due to chance.Funding: This paper was supported by the Fundação para a Ciência e Tecnologia Ph.D. Grant SFRH/BD/40398/2007. JMCP participated in this research under the framework of research projects ‘‘Forest fire under climate, social and economic changes in Europe, the Mediterranean and other fire-affected areas of the world (FUME)’’, EC FP7 Grant Agreement No. 243888. The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscrip

How expectations became governable: institutional change and the performative power of central banks

Central banks have accumulated unparalleled power over the conduct of macroeconomic policy. Key for this development was the articulation and differentiation of monetary policy as a distinct policy domain. While political economists emphasize the foundational institutional changes that enabled this development, recent performativity-studies focus on central bankers’ invention of expectation management techniques. In line with a few other works, this article aims to bring these two aspects together. The key argument is that, over the last few decades, central banks have identified different strategies to assume authority over “expectational politics” and reinforced dominant institutional forces within them. I introduce a comparative scheme to distinguish two different expectational governance regimes. My own empirical investigation focuses on a monetarist regime that emerged from corporatist contexts, where central banks enjoyed “embedded autonomy” and where commercial banks maintained conservative reserve management routines. I further argue that innovations towards inflation targeting took place in countries with non-existent or disintegrating corporatist structures and where central banks turned to finance to establish a different version of expectation coordination. A widespread adoption of this “financialized” expectational governance has been made possible by broader processes of institutional convergence that were supported by central bankers themselves