Cyclic Dynamics Research Articles

Dendroclimatic Assessment of a 200-Year-Old Scots Pine Stand in the Voronezh Biosphere Reserve

This paper addresses the effects of climatic limiting factors (precipitation and air temperature) on the radial increment variability of Scots pine (Pinus silvestris L.) growing in the Voronezh State Biosphere Reserve under the conservation regime conditions. A natural 200-year-old pine stand belonging to the grassy pine forest with oak type was studied. The following analyses have been performed: a mathematical analysis of the strength and frequency of the relationship between the monthly precipitation amounts and average monthly air temperatures (based on the data of Voronezh and Voronezh Nature Reserve meteorological stations), as well as radial increments of the Scots pine throughout the period of 80 years. It was established that the sums of precipitation in April and especially in May have the maximum effect on the radial increment of Scots pine (spring wood). The precipitation in July–August significantly affects the late wood growth. A strong correlation between the radial increment and September and especially October temperatures of the current year (r = 0.43) and the previous year (r = 0.40) was identified. In addition, a negative correlation between the radial increment and summer temperatures was established. The correlation ratio of the relationship between the meteorological factors and radial increment was considerably higher than the correlation index, which confirms the nonlinear nature of this relationship. Based on the cyclical dynamics of the radial increment of Scots pine (11- and 34-year cycles), models have been built using two forecasting methods (Caterpillar Singular Spectrum Analysis (SSA) and an additive increment model described by a sinusoid function with a given period), and an increment forecast for the 10-year period was produced. According to the models, the radial increment is going to decrease in 2018–2019, increase in 2021 ± 1, and decrease again in 2024 ± 2.

Space Methods of Studying the Precursor Cycle Dynamics of the Lineament System before the Preparation of Earthquakes

This paper presents the results of studying the precursor cyclic stress-strain state of the lithosphere during the preparation of significant seismic events using the automated lineament analysis of multitemporal space images. The proposed method has been tested by the example of a number of strong and devastating earthquakes over the past decade in different parts of the world. The identified precursor cyclical dynamics of lineament systems has a period of 1 to 3 months and makes it possible to predict the time, place, and possible magnitude of earthquakes.

Cyclical dynamics in a Kaleckian model with demand and distribution regimes and endogenous natural output

AbstractWe analyse the interaction of demand and income distribution in a dynamic Kaleckian model with endogenous natural output. Endogenous changes of the natural output level to changes in the demand‐determined actual output level have featured prominently in discussions of hysteresis after the crisis of 2008. We consider wage‐led and profit‐led demand (PLD) regimes and goods market‐led and labour market‐led income distribution regimes. The stability of the steady state is related to the endogeneity of natural output level in certain regimes. Limit cycles arise when the strong flexibility of prices or wages to the output gap is combined with moderate natural output hysteresis. A Kaleckian model with a wage‐led demand regime and anticyclical profit share is less unstable and pseudo‐Goodwin cycles can arise in the PLD regime with a procyclical profit share.

The cyclical component of labor market polarization and jobless recoveries in the US

Based on quarterly occupation-level data from the US Current Population Survey for 1976–2013, we exploit common cyclical employment dynamics to identify two clusters of occupations that roughly correspond to the widely discussed notion of “routine” and “non-routine” jobs. After decomposing the cyclical dynamics into a cluster-specific (“structural”) and an occupation-specific (“idiosyncratic”) component, we detect significant structural breaks in the systematic dynamics of both clusters around 1990. We show that, absent these breaks, employment in the three “jobless recoveries” since 1990 would have recovered significantly more strongly than observed in the data, even after controlling for observed idiosyncratic shocks.

Energetics of optimal undulatory swimming organisms.

Energy consumption is one of the primary considerations in animal locomotion. In swimming locomotion, a number of questions related to swimming energetics of an organism and how the energetic quantities scale with body size remain open, largely due to the difficulties with modeling and measuring the power production and consumption. Based on a comprehensive theoretical framework that incorporates cyclic muscle behavior, structural dynamics and swimming hydrodynamics, we perform extensive computational simulations and show that many of the outstanding problems in swimming energetics can be explained by considering the coupling between hydrodynamics and muscle contraction characteristics, as well as the trade-offs between the conflicting performance goals of sustained swimming speed U and cost of transport COT. Our results lead to three main conclusions: (1) in contrast to previous hypotheses, achieving optimal values of U and COT is independent of producing maximal power or efficiency; (2) muscle efficiency in swimming, in contrast to that in flying or running, decreases with increasing body size, consistent with muscle contraction characteristics; (3) the long-standing problem of two disparate patterns of longitudinal power output distributions in swimming fish can be reconciled by relating the two patterns to U-optimal or COT-optimal swimmers, respectively. We also provide further evidence that the use of tendons in caudal regions is beneficial from an energetic perspective. Our conclusions explain and unify many existing observations and are supported by computational data covering nine orders of magnitude in body size.

Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data

This paper provides a new and unique look at the dynamics and persistence of historical house prices in the USA and the UK using fractional integration techniques not previously applied to housing markets. Unlike previous research, we consider two components of persistence of house prices: the component associated with the long-run trend and the component associated with the cycle. We find evidence of cyclical and long-run persistence in the UK housing markets. In contrast, we fail to find evidence of cyclical persistence for the USA. For the sub-samples, which account for a structural break in each series, an important difference is the asynchronous pattern of the breaks, an indication of heterogeneity in the house price dynamics of the two countries and a sign that national rather than global events have played an important role. Although the house price movements of the last decade are dramatic, the greatest structural changes in the overall nominal and real price dynamics of the UK and the USA appear to have taken place much earlier, in the late 1970s and early 1980s in the UK and in the mid-1950s and early 1970s in the USA. An important result, common to the whole and sub-samples, is that long-run persistence plays a greater role than cyclical persistence in explaining the dynamics of house prices in both countries. These findings have substantial implications for policy decisions.

Modeling of the Medium-Term Post-War Demographic Cycles in Russia

Demographic cycles are a fundamental mechanism for reproducing the population and regulating the number of inhabitants. The article simulates the medium-term birth cycles of the Russian population in the changing socio-economic conditions of the post-war period (1946–2017), and their interaction with the total fertility rate. The proposed mathematical model describes the cyclical demographic dynamics, distinguishing the fundamental endogenous factors from exogenousones and random phenomena. The authors apply a technique based on a combination of trigonometric approximation methods using finite Fourier series, adapted for the considered problems, and stepwise regression for model identification and optimization. Models for the entire, urban, and rural population during a specified period and in shorter periods of time are examined. It has been established that the frequency of the series of the number of births is associated with both the duration of women’s fertile age and the duration of entry into it. The results of the study show that the current demographic decline has an endogenous nature. The cycle lasts an average of 30 years, with the downward phase indicating the exhaustion of fertility growth resources within the current family model. A conclusion is made about the timeliness of additional measures of active demographic policy aimed at stimulating the birth rate, supporting large families and focused primarily on rural areas as well as small and medium-sized cities of Russia. However, the economy must adapt to demographic constraints.

DETERMINANTS OF THE CURRENT ACCOUNT BALANCE AND OUTPUT IN UKRAINE

Using quarterly data for the 2000—2017 period, fiscal and monetary policy effects upon the real exchange rate (RER), the current account balance and output (GDP) in Ukraine are estimated with the SVAR model. It is found that the budget surplus is a factor behind both an improvement in the current account and the business cycle, arguing in favor of fiscal discipline as a stabilization tool. On the other side, there is weak evidence that the monetary hangover measured as a deviation of the monetary aggregate M2 from its equilibrium trend contributes to an improvement in the current account as well, but at the cost of significant output losses with 4 to 6 quarter lags. Similar outcomes are brought about by the RER depreciation above trend, with a simultaneous drop in output on impact combined with the current account surplus. Both money supply and RER effects could be explained by crowding out of investments in the nontradable sector by the export activities, as it is implied by the familiar dependent economy model. As there is an increase in the money supply in response to economic boom, it rejects criticisms about artificial money shortages in Ukraine. Our results provide support to the so-called «45o rule» of a direct link between output and the current account, although with a significant time lag. А favourable current account effect upon output is achieved in the long run either, with an opposite restrictionary effect being observed on impact. While there is no causality running from the money supply to the budget balance, a strong link between the budget deficit and expansionary monetary stance is observed.Everything seems to be that an increase in GDP is an effective factor in improving the current account balance over the long term, while a favorable feedback also appears with a significant time lag (in the short term, it is quite the opposite, that is, improving the current account balance worsens the cyclical GDP position). However, the decomposition of the remnants does not allow asserting the importance of causality «catÞyt» та «ytÞcat». It is obvious that changes in the balance of the current account depend largely on the state of external markets, and the cyclical GDP dynamics ─ on internal factors, which relate primarily to the exchange rate and the monetary "sway" (the effect of the budget balance is less significant).

A two-sector Kaleckian model of growth and distribution with endogenous productivity dynamics

This study extends a two-sector Kaleckian model of output growth and income distribution by incorporating endogenous labour productivity growth. The model is composed of investment goods and consumption goods production sectors. The impact of a change in wage and profit shares on capacity utilisation and output growth rates at the sectoral and aggregate levels are identified. The study reveals short-run cyclical capacity utilisation rates and productivity growth dynamics. Even if the short-run steady state is stable, the capital accumulation rate in the consumption goods sector must decrease more than that in the investment sector for long-run stability. When simultaneous rises in profit shares in both the sectors affect long-run aggregate economic growth differently at a steady state, the distributional interests between the same class in different sectors may hamper the long-run economic growth. A policy message is that the effect of income distribution on industrial output growth is not always beneficial. These phenomena are specific to two-sector models and cannot be observed when using conventional aggregate growth models.

Delay growth model augmented with physical and human capitals

Abstract A growth model with a special production function augmented with physical capital and human capital is modified and used to explain the birth of cyclical dynamics. Crucial feature of the model is the assumption that there are a gestation delay and a maturation delay in constructing physical capital and human capital, respectively. Dynamics is described by a continuous time system of delay differential equations. Stability switching curves and directions of stability switches are analytically derived where stability of the model might be lost and regained. Its shape is numerically verified and it is confirmed that the two-delay model can generate a wide variety of dynamics from simple dynamics to complex dynamics.

Restoring credit market stability conditions in Italy: evidences on Loan and Bad Loan dynamics

ABSTRACTIn this paper we study the effect of credit deterioration on loan dynamics in the Italian non financial sector. The aim is to analyze, from a macroeconometric point of view, if credit growth rate is simply affected by bad loans stock variation or if there are other proxies of credit worsening that could have an influence on it. We use a factor model approach to capture all the pervasive factors that could affect the cyclical dynamics of the credit market, and we take into account the structural breaks induced by the Great Recession using quarterly data for the period 1998:4–2014:4. We reach the conclusion that new bad loans entry rate is the credit quality proxy that seems to express a significant and robust impact on lending dynamics. An increase of this ratio seems to cause a loans contraction after only 3 months and this evidence is useful in formulating some policy conclusions about banking system stability. We provide also results on new bad loans entry rate dynamics, finding a significant relation with GDP at infra-annual period (6 months).

Identifying the Effect of Public Holidays on Daily Demand for Gas

Summary To reduce operational costs and to ensure security of supply, gas distribution networks require accurate forecasts of the demand for gas. Among domestic and commercial customers, demand relates primarily to the weather and patterns of life and work. Public holidays have a pronounced effect which often spreads into neighbouring days. We call this spread the ‘proximity effect’. Traditionally, the days over which the proximity effect is felt are prespecified in fixed windows around each holiday, allowing no uncertainty in their identification. We are motivated by an application to modelling daily gas demand in two large British regions. We introduce a novel model which does not fix the days on which the proximity effect is felt. Our approach uses a four-state, non-homogeneous hidden Markov model, with cyclic dynamics, where the classification of days as public holidays is observed, but the assignment of days as ‘pre-holiday’, ‘post-holiday’ or ‘normal’ days is unknown. The number of days to the preceding and succeeding holidays guide transitions between states. We apply Bayesian inference and illustrate the benefit of our modelling approach. A version of the model is now being used by one of the UK's regional distribution networks.

Uma tentativa de integração entre Keynes e Kalecki: investimento e dinâmica

RESUMO Keynes e Kalecki foram os precursores dos modelos de dinâmica baseados no Princípio da Demanda Efetiva e atribuíram ao investimento papel central para aquela. Kalecki retrata uma dinâmica cíclica regular associada ao efeito dual e defasado do investimento. Já o modelo de Keynes descreve uma dinâmica potencialmente instável, resultado das decisões baseadas em expectativas formuladas sob incerteza. Este artigo tem como objetivo construir uma interpretação integradora das visões dos autores, possibilitando uma melhor compreensão dos fatos estilizados que mostram que a dinâmica capitalista é marcada por fases de regularidade cíclica que são eventualmente quebradas, dando lugar à instabilidade.

Winter's bite: beech trees survive complete defoliation due to spring late-frost damage by mobilizing old C reserves.

Late frost can destroy the photosynthetic apparatus of trees. We hypothesized that this can alter the normal cyclic dynamics of C-reserves in the wood. We measured soluble sugar concentrations and radiocarbon signatures (Δ14 C) of soluble nonstructural carbon (NSC) in woody tissues sampled from a Mediterranean beech forest that was completely defoliated by an exceptional late frost in 2016. We used the bomb radiocarbon approach to estimate the time elapsed since fixation of mobilized soluble sugars. During the leafless period after the frost event, soluble sugar concentrations declined sharply while Δ14 C of NSC increased. This can be explained by the lack of fresh assimilate supply and a mobilization of C from reserve pools. Soluble NSC became increasingly older during the leafless period, with a maximum average age of 5yr from samples collected 27d before canopy recovery. Following leaf re-growth, soluble sugar concentrations increased and Δ14 C of soluble NSC decreased, indicating the allocation of new assimilates to the stem soluble sugars pool. These data highlight that beech trees rapidly mobilize reserve C to survive strong source-sink imbalances, for example due to late frost, and show that NSC is a key trait for tree resilience under global change.

Dynamic and integrative approaches to understanding pathogen spillover.

Dynamic and integrative approaches to understanding pathogen spillover.

Mosquito and primate ecology predict human risk of yellow fever virus spillover in Brazil.

Many (re)emerging infectious diseases in humans arise from pathogen spillover from wildlife or livestock, and accurately predicting pathogen spillover is an important public health goal. In the Americas, yellow fever in humans primarily occurs following spillover from non-human primates via mosquitoes. Predicting yellow fever spillover can improve public health responses through vector control and mass vaccination. Here, we develop and test a mechanistic model of pathogen spillover to predict human risk for yellow fever in Brazil. This environmental risk model, based on the ecology of mosquito vectors and non-human primate hosts, distinguished municipality-months with yellow fever spillover from 2001 to 2016 with high accuracy (AUC = 0.72). Incorporating hypothesized cyclical dynamics of infected primates improved accuracy (AUC = 0.79). Using boosted regression trees to identify gaps in the mechanistic model, we found that important predictors include current and one-month lagged environmental risk, vaccine coverage, population density, temperature and precipitation. More broadly, we show that for a widespread human viral pathogen, the ecological interactions between environment, vectors, reservoir hosts and humans can predict spillover with surprising accuracy, suggesting the potential to improve preventive action to reduce yellow fever spillover and avert onward epidemics in humans.This article is part of the theme issue ‘Dynamic and integrative approaches to understanding pathogen spillover’.

Micro-scale fatigue mechanisms in metals: Insights gained from small-scale experiments and discrete dislocation dynamics simulations

This review paper providing a comprehensive review of insights gained from cyclic loading discrete dislocation dynamics simulations and micro-scale fatigue experiments on dislocation structure evolution, size effects on fatigue life and fatigue strength, and crack initiation/propagation in metals.

The Cyclical Nature of Law and Legal System Transformation: Theoretical and Methodological Bases of Research

In the paper, the author notes the acceleration of dynamics of social and legal transformation in modern Russia. The need to study the constitutional and legal cycles of development of the Russian society is highlighted. The concepts of «cycle», «time» and «rhythm» of transformation of law and legal system are correlated. Attention is drawn to the problem of crisis phenomena in the process of functioning and development of the legal system of modern Russian society. The possibility and prospects of using the theoretical model of legal development cycles in the study of crisis legal phenomena are analyzed. The crisis is interpreted as an integral part of the structure of legal development of society, which carries negative and positive aspects. The causes, conditions and types of crisis phenomena of law and legal system are considered. The author concludes that it is efficient to differentiate subjects of cyclic dynamics of the Russian legal system in a relatively independent direction of state and legal research.

Trend-cycles of vegetation dynamics as a tool for land degradation assessment and monitoring

Abstract The use of time series of Normalized Difference Vegetation Index (NDVI), obtained from satellite sensors has become frequent in studies for land degradation assessment and monitoring. Linear trends of NDVI are usually considered as indicators of vegetation dynamics and widely used as proxies for land degradation. Yet, long-term trends of NDVI often exhibit unidirectional (monotonic) but also cyclic (non-monotonic) dynamics, including mid-term oscillations, both of which are poorly captured by linear trends. Trend-cycle is a time series analysis that represents a smoothed version of a seasonally adjusted time series, which provides information on long-term movements while including changes in direction underlying the series. We assessed NDVI trend-cycles in Patagonia (Argentina) as proxies for land dynamics, integrating trend and medium-term cycles (>4 years). We used MODIS images between years 2000 and mid-2018; trend-cycles were analysed using the Basis Pursuit method. We observed that trend-cycles explained a significant portion of total temporal variability (reaching almost 20%), from which most patterns were explained by non-monotonic behaviour. We identified five major patterns in vegetation dynamics: decreasing (0.1% of area), increasing (0.6%), recovery (48.8%), relapsing (36.8%) and no trend-cycle (13.8%). Contrary to what is generally seen in the literature, monotonic patterns and particularly decreasing trend-cycles were marginally recorded in the last 18 years of NDVI records in Patagonia. Instead, the greater proportion of the area was classified as initial or advanced recovery and initial relapsing patterns, which refer to phases of a cyclic behaviour. We call for the need to revisit the conceptualization of land degradation assessment by means of remote sensing, and to critically review the ability of linear trends to reflect vegetation dynamics. Finally, we discuss the potential use of trend-cycle as a tool to monitor land dynamics and progress towards land degradation neutrality.

Are gastrointestinal parasites associated with the cyclic population dynamics of their arctic lemming hosts?

Many rodents, including most populations of arctic lemmings (genus Dicrostonyx and Lemmus), have cyclic population dynamics. Among the numerous hypotheses which have been proposed and tested to explain this typical characteristic of some terrestrial vertebrate communities, trophic interactions have often been presented as the most likely drivers of these periodic fluctuations. The possible role of parasites has, however, only seldom been assessed. In this study, we genetically measured the prevalence of two endoparasite taxa, eimerians and cestodes, in 372 faecal samples from collared lemmings, over a five year period and across three distant sites in Northeast Greenland. Prevalence of cestodes was low (2.7% over all sites and years) and this taxon was only found at one site (although in 4 out of 5 years) in adult hosts. By contrast, we found high prevalence for eimerians (77.7% over all sites and years), which occurred at all sites, in every year, for both age classes (at the Hochstetter Forland site where both adult and juvenile faeces were collected) and regardless of reproductive and social status inferred from the characteristics of the lemming nests where the samples had been collected. Prevalence of eimerians significantly varied among years (not among sites) and was higher for juvenile than for adult lemmings at the Hochstetter Forland site. However, higher prevalence of eimerians (Pt) was only associated with lower lemming density (Nt) at one of the three sites and we found no delayed density dependence between Nt and Pt+1 to support the parasite hypothesis. Our results show that there is no clear relation between lemming density and eimerian faecal prevalence in Northeast Greenland and hence no evidence that eimerians could be driving the cyclic population dynamics of collared lemmings in this region.