Dynamic Factors in the Presence of Block Structure

Macroeconometric data often come under the form of large panels of time series, themselves decomposing into smaller but still quite large subpanels or blocks. We show how the dynamic factor analysis method proposed in Forni et al (2000), combined with the identification method of Hallin and Liska (2007), allows for identifying and estimating joint and block-specific common factors. This leads to a more sophisticated analysis of the structures of dynamic interrelations within and between the blocks in such datasets, along with an informative decomposition of explained variances. The method is illustrated with an analysis of the Industrial Production Index data for France, Germany, and Italy.Panel data; Time series; High dimensional data; Dynamic factor model; Business cycle; Block specific factors; Dynamic principal components; Information criterion.

Terrestrial organic matter biomarkers as tracers of Hg sources in lake sediments

Terrestrial organic matter (TOM) plays a key role in mercury (Hg) dynamics between watersheds and lakes. In this study we attempts to determine the role of TOM source and quality and not only quantity, in the fate and transport of total Hg (T-Hg) to boreal lakes. Integrating the watershed complexity is a daunting task. Within the scope of this project, we characterized this organic matter at a molecular level in order to determine Hg transfer conditions to the sediments. We sampled ten lakes in the Quebec boreal forest. In each lake, we took a sediment core at the deepest point in addition to analyzing T-Hg and a set of terrigenous biomarkers in recent sediments. Our results show no relationship between TOM quantity and T-Hg concentration in lake sediments. However, [T-Hg] variation is well explained by the increase of 3,5Bd/V ratios (R2 = 0.84; p\0.0002) and the decrease of C/V ratios (R2 = 0.5; p\0.0227). Our study shows that TOM source and quality are determinant for Hg loadings in lake sediments. More precisely, increasing TOM derived from humified soil horizons explains most of Hg level variation within sediments

Mercury transfer from watersheds to aquatic environments following the erosion of agrarian soils: A molecular biomarker approach

Lake St. Pierre, an important freshwater location for sports and commercial fisheries in Canada, is composed of a 120 km2 stretchof the St. Lawrence River, located at the center of the St. Lawrence Lowlands. Receiving its waters from the St. Franc¸ ois, Yamaska, Ottawa, and St. Lawrence Rivers, it is subjected to important inputs of mercury (Hg) and suspended particles eroded from its watershed. This study aims at tracing back the origin of terrigenous Hg loadings to Lake St. Pierre. The specific phenol signatures yielded by a mild oxidation of the terrestrial organic matter (TOM) carried in the water column was used as a tracer to identify the different sources of terrigenous Hg to the lake. Our results demonstrate that most of the Hg bound to suspended particulate matter (SPM-bound Hg) found in Lake St. Pierre is associated withTOM. We were also able to distinguish the relative influence that forested soils, mainly drained by the Ottawa River, and agrarian soils, located on nearby watersheds, exert on the lake’s Hg burden. Our data strongly suggest that the erosion of vast areas of agrarian soils, drained by the Yamaska and St. Franc¸ois rivers to Lake St. Pierre, greatly facilitates the transfer of Hg from the watersheds to the lake. This study stresses the need to improve the management of agrarian soils and protect them from extensive erosion in order to preserve the integrity of the fish resources harvested in Lake St. Pierre

Mercury sources and bioavailability in lakes located in the mining district of Chibougamau, eastern Canada

The presence of Hg in the fish of the lakes from the Cu–Zn–Au mining region of Chibougamau (Canada) represents a serious source of concern for the health of local sports and subsistence fishers. This study focuses on identifying the origin of Hg present in the sediments of lakes with mine wastes stored in tailing facilities located on their shores. In addition to C/N ratios and determination of total Hg, Methyl Hg and other metals, a series of lignin biomarkers were used to contrast the history of the mining contamination with the nature and the intensity of terrigenous organic matter (TOM) inputs from the watersheds to the sampled lakes. It appears that sediments located nearest to mine tailings are as expected most enriched in total Hg and other metals (Cu, As, Al, Fe, Pb). Nevertheless, the presence of only small amounts of refractory TOM in these contaminated sediments could explain why only a very small fraction of Hg is found as Methyl Hg. In sediments with little or no impact by mining activities, a relationship was observed between logging activities in the lake watershed and increased TOM derived from inorganic gymnosperms soils horizons and increased Hg transport to the lakes. Nevertheless, it appears that the additional TOM transported to logged lakes is refractory enough not to promote high levels of Methyl Hg. The highest fractions of Methyl Hg relative to total Hg in lake sediments of the studied area were thus observed in relatively pristine environments where least degraded TOM is brought from the watersheds

Spin-S Kagome quantum antiferromagnets in a field with tensor networks

Spin-$S$ Heisenberg quantum antiferromagnets on the Kagome lattice offer, when placed in a magnetic field, a fantastic playground to observe exotic phases of matter with (magnetic analogs of) superfluid, charge, bond or nematic orders, or a coexistence of several of the latter. In this context, we have obtained the (zero temperature) phase diagrams up to $S=2$ directly in the thermodynamic limit thanks to infinite Projected Entangled Pair States (iPEPS), a tensor network numerical tool. We find incompressible phases characterized by a magnetization plateau vs field and stabilized by spontaneous breaking of point group or lattice translation symmetry(ies). The nature of such phases may be semi-classical, as the plateaus at $\frac{1}{3}$th, $(1-\frac{2}{9S})$th and $(1-\frac{1}{9S})$th of the saturated magnetization (the latter followed by a macroscopic magnetization jump), or fully quantum as the spin-$\frac{1}{2}$ $\frac{1}{9}$-plateau exhibiting coexistence of charge and bond orders. Upon restoration of the spin rotation $U(1)$ symmetry a finite compressibility appears, although lattice symmetry breaking persists. For integer spin values we also identify spin gapped phases at low enough field, such as the $S=2$ (topologically trivial) spin liquid with no symmetry breaking, neither spin nor lattice.Comment: 5 pages, 3 figures, 1 table + supplemental materia

Integrated transfers of terrigenous organic matter to lakes at their watershed level: A combined biomarker and GIS analysis

Terrigenous organic matter (TOM) transfer from a watershed to a lake plays a key role in contaminants fate and greenhouse gazes emission in these aquatic ecosystems. In this study, we linked physiographic and vegetation characteristics of a watershed with TOM nature deposited in lake sediments. TOM was characterized using lignin biomarkers as indicators of TOM sources and state of degradation. Geographical information system (GIS) also allowed us to integrate and describe the landscape morpho-edaphic characteristics of a defined drainage basin. Combining these tools we found a significant and positive relationship (R2 = 0.65, p < 0.002) between mean slope of the watershed and the terrigenous fraction estimated by Λ8 in recent sediments. The mean slope also correlated with the composition of TOM in recent sediments as P/(V + S) and 3,5Bd/V ratios significantly decreased with the steepness of the watersheds (R2 = 0.57, p < 0.021 and R2 = 0.71, p < 0.004, respectively). More precisely, areas with slopes comprised between 4° and 10° have a major influence on TOM inputs to lakes. The vegetation composition of each watershed influenced the composition of recent sediments of the sampled lakes. The increasing presence of angiosperm trees in the watershed influenced the export of TOM to the lake as Λ8 increased significantly with the presence of this type of vegetation (R2 = 0.44, p < 0.019). A similar relationship was also observed with S/V ratios, an indicator of angiosperm sources for TOM. The type of vegetation also greatly influenced the degradation state of OM. In this study, we were able to determine that low-sloped areas (0–2°) act as buffer zones for lignin inputs and by extension for TOM loading to sediments. The relative contribution of TOM from the soil organic horizons also increased in steeper watersheds. This study has significant implications in our understanding of the fate of TOM in lacustrine ecosystems