Cyclic Dynamics Research Articles

External balances, trade and financial conditions

I present a new model for the U.S. external position that accounts for the accumulation of international debt over the past 60years. The model is based on the present value restriction that links a country's external position to future trade flows and financial conditions in the absence of arbitrage opportunities and Ponzi schemes. It features the role played by the stochastic discount factor, the trade and valuation adjustment channels and provides a decomposition of the U.S. external position into secular and cyclical components. The model shows that shocks operating via the valuation channel are the dominant drivers of cyclical dynamics, accounting for approximately 80% of the variance over the 60-year sample. This channel works primarily via capital gains and losses on U.S. foreign assets and is closely tied to the international value of the U.S. dollar. In contrast, there is no evidence that valuation channel adjustments contribute to the secular dynamics, but differences between the average returns on foreign assets and liabilities raise the steady-state debt-to-GDP ratio from approximately 12 to 15%. The long-term deterioration in the U.S. position represents a move towards the steady-state before the early 1990s and a move away from the steady-state thereafter. I quantify the expected improvement in future U.S. trade balances needed to justify this as a sustainable path and show that they are very different from its actual behavior during the last 60years. I also study the behavior of the U.S. position during the 2007–2008 financial crisis.

Do Job-to-Job Transitions Drive Wage Fluctuations Over the Business Cycle?

We investigate the importance of job-to-job (JJ) transitions for cyclical wage dynamics. By exploiting cross-state variation, we find that wage growth is tightly linked to variation in the JJ transition probability, and conditional on this, the job finding probability of the unemployed has no explanatory power. We investigate the robustness of our results to several caveats and find the result to hold. Finally, we discuss the implications of our findings for competing theories of wage dynamics.

Goodwin Accelerator Model Revisited with Piecewise Linear Delay Investment

It is well-known that Goodwin’s nonlinear delay accelerator model can generate diverse oscillations (i.e., smooth and sawtooth oscillations). It is, however, less-known what conditions are needed for these dynamics to emerge. In this study, using a piecewise linear investment function, we solve the governing delay differential equation and obtain the explicit forms of the time trajectories. In doing so, we detect conditions for persistent oscillations and also conditions for the birth of such cyclic dynamics.

Semi-autonomous household expenditures as the causa causans of postwar US business cycles: the stability and instability of Luxemburg-type external markets

Similar patterns can be observed in post-WWII US business cycles. The initial upswings tend to be led by household investment and debt-financed personal consumption expenditures, which then wane in relative importance, and lead downswings. As those expenditures are financed in significant part by money creation, they function as an external market—driving accumulation by enabling monetary profit realisation—in a way analogous to Rosa Luxemburg’s treatment of the public and foreign sectors. Empirical studies on wage-led/profit-led demand regimes typically exclude household investment or include it in with business investment. This paper argues that it is vital to distinguish an independent role for ‘semi-autonomous’ household expenditures as a driver of effective demand and cyclical dynamics. The failure to do so in empirical studies sustains misleading conclusions such as the perceived relevance of Goodwin-type profit squeeze cycles.

Not only mosses: lemming winter diets as described by DNA metabarcoding

The temporal dynamics of most tundra food webs are shaped by the cyclic population dynamics of lemmings. While processes during winter may be behind the recent disruptions of lemming cycles, lemming winter ecology is poorly known. We present here the first DNA metabarcoding data on the winter diet of Norwegian lemmings (Lemmus lemmus), based on feces collected after a winter of population increase. Prostrate willows, mosses, and graminoids dominated the species winter diet, indicating that the conventional idea of lemmings as moss-specialists should be revised. The behavior of lemming-plant models in theoretical studies is conditional on the assumptions of mosses being their main winter food item. As shrubs have been excluded from the framework of these models, incorporating them in future modeling studies should nuance our understanding on how plants affect lemmings. We also sampled diet of a few individuals found dead on top of the snow. These individuals had relatively empty stomachs and had, prior to death, relied heavily on mosses. This apparent lack of abundant good quality indicates spatial heterogeneity in local food availability during the population increase phase.

Cancer treatment scheduling and dynamic heterogeneity in social dilemmas of tumour acidity and vasculature

Background:Tumours are diverse ecosystems with persistent heterogeneity in various cancer hallmarks like self-sufficiency of growth factor production for angiogenesis and reprogramming of energy metabolism for aerobic glycolysis. This heterogeneity has consequences for diagnosis, treatment and disease progression.Methods:We introduce the double goods game to study the dynamics of these traits using evolutionary game theory. We model glycolytic acid production as a public good for all tumour cells and oxygen from vascularisation via vascular endothelial growth factor production as a club good benefiting non-glycolytic tumour cells. This results in three viable phenotypic strategies: glycolytic, angiogenic and aerobic non-angiogenic.Results:We classify the dynamics into three qualitatively distinct regimes: (1) fully glycolytic; (2) fully angiogenic; or (3) polyclonal in all three cell types. The third regime allows for dynamic heterogeneity even with linear goods, something that was not possible in prior public good models that considered glycolysis or growth factor production in isolation.Conclusions:The cyclic dynamics of the polyclonal regime stress the importance of timing for anti-glycolysis treatments like lonidamine. The existence of qualitatively different dynamic regimes highlights the order effects of treatments. In particular, we consider the potential of vascular normalisation as a neoadjuvant therapy before follow-up with interventions like buffer therapy.

Climate variability drives population cycling and synchrony

AbstractAimThere is mounting concern that climate change will lead to the collapse of cyclic population dynamics, yet the influence of climate variability on population cycling remains poorly understood. We hypothesized that variability in survival and fecundity, driven by climate variability at different points in the life cycle, scales up from local populations to drive regional characteristics of population cycling and spatial synchronization.LocationForest in the US Upper Midwest and Great Lakes region.MethodsWe tested hypotheses linking variation in vital rates of Ruffed Grouse (Bonasa umbellus), a declining species that displays decadal population cycles, to temperature and precipitation anomalies and land use intensity, using rate estimates from multiple locations in eastern North America. We used climate‐demographic linkages to simulate spatially explicit population dynamics from 1982 to 2069, evaluated predictions against monitoring data and assessed predicted population dynamics under future climate projections.ResultsNest success and winter survival were linked to temperature and precipitation anomalies, and demographic models explained important spatio‐temporal characteristics of cycling and synchrony in monitoring data. The climate‐driven vital rates were necessary for cycling and synchrony in models, even though the four included climate variables were not individually periodic. Cycling and synchrony were stronger at more northerly latitudes, but this transition occurred abruptly, reflecting regional variation in winter conditions. Forecasts suggested climate‐driven cycling through mid‐century, followed by desynchronization and dampening.Main conclusionsClimate variability can drive spatio‐temporal variation in demographic rates, and population cycling can result from these relationships. Pathways linking climate to broad‐scale population dynamics involve responses of vital rates to several climate variables at different times of year and may be more complex than direct responses to known modes of climate variability. The wide‐ranging impact of climate change on the demographics of northerly adapted species has the potential to degrade patterns of population synchrony and cycling.

Magnetorotational dynamo chimeras

In Keplerian accretion disks, turbulence and magnetic fields may be jointly excited through a subcritical dynamo process involving the magnetorotational instability (MRI). High-resolution simulations exhibit a tendency towards statistical self-organization of MRI dynamo turbulence into large-scale cyclic dynamics. Understanding the physical origin of these structures, and whether they can be sustained and transport angular momentum efficiently in astrophysical conditions, represents a significant theoretical challenge. The discovery of simple periodic nonlinear MRI dynamo solutions has recently proven useful in this respect, and has notably served to highlight the role of turbulent magnetic diffusion in the seeming decay of the dynamics at low magnetic Prandtl number Pm (magnetic diffusivity larger than viscosity), a common regime in accretion disks. The connection between these simple structures and the statistical organization reported in turbulent simulations remained elusive, though. Here, we report the numerical discovery in moderate aspect ratio Keplerian shearing boxes of new periodic, incompressible, three-dimensional nonlinear MRI dynamo solutions with a larger dynamical complexity reminiscent of such simulations. These "chimera" cycles are characterized by multiple MRI-unstable dynamical stages, but their basic physical principles of self-sustainment are nevertheless identical to those of simpler cycles found in azimuthally elongated boxes. In particular, we find that they are not sustained at low Pm either due to subcritical turbulent magnetic diffusion. These solutions offer a new perspective into the transition from laminar to turbulent instability-driven dynamos, and may prove useful to devise improved statistical models of turbulent accretion disk dynamos.

The long-term population dynamics of common wasps in their native and invaded range.

Populations of introduced species are often thought to perform differently, or experience different population dynamics, in their introduced range compared to their native habitat. Differences between habitats in climate, competition or natural enemies may result in populations with varying density dependence and population dynamics. We examined the long-term population dynamics of the invasive common wasp, Vespula vulgaris, in its native range in England and its invaded range in New Zealand. We used 39years of wasp density data from four sites in England, and 23years of data from six sites in New Zealand. Wasp population time series was examined using partial rate correlation functions. Gompertz population models and multivariate autoregressive state-space (MARSS) models were fitted, incorporating climatic variation. Gompertz models successfully explained 59-66% of the variation in wasp abundance between years. Density dependence in wasp populations appeared to act similarly in both the native and invaded range, with wasp abundance in the previous year as the most important variable in predicting intrinsic rate of increase (r). No evidence of cyclic population dynamics was observed. Both the Gompertz and MARSS models highlighted the role of weather conditions in each country as significant predictors of annual wasp abundance. The temporal evolution of wasp populations at all sites was best modelled jointly using a single latent dynamic factor for local trends, with the inclusion of a latent spring weather covariate. That same parsimonious multivariate model structure was optimal in both the native and invaded range. Density dependence is overwhelmingly important in predicting wasp densities and 'wasp years' in both the native and invaded range. Spring weather conditions in both countries have a major influence, probably through their impact on wasp colony initiation and early development. The population dynamics in the native range and invaded range show no evidence of cyclic boom-and-bust dynamics. Invasive species may not exhibit different population dynamics despite considerable variation in abundances throughout their distribution.

Outside-host predation as a biological control against an environmental opportunist disease

Environmentally growing opportunist pathogens are a common threat to human health and food production. Due to environmental growth of the pathogen, these diseases are difficult to control with disinfectants and antibiotics. Thus, there is a need for sustainable and effective control methods against environmentally growing opportunist diseases. Predation is often a major limiting factor in the outside host environment. Here we propose that it could be used in the biological control of these diseases.We introduce a novel epidemiological model for environmentally growing opportunists combining pathogen growth within-host (SI model) and outside-host into classical predator-prey model. We ask how the predation of the pathogens affects epidemiological dynamics, and whether outside-host predators can be used to control the epidemics. The model structure and parameterization are based on the columnaris disease that induces significant economical losses to aquaculture worldwide. The model is also suitable for other environmentally growing opportunist diseases.In line with the classical predator-prey theory, increasing predation of the pathogen can produce cyclic dynamics (outbreaks). Predation can also clear the infection out of the host population and thereafter lead to the extinction of the pathogen. However, when using predators with poor ability to suppress the pathogen population and low inflow rate, the biological control of the disease might fail or counterintuitively lead to an increase in the density of infected individuals. The model demonstrates that environmentally growing opportunist pathogens can be heavily influenced by outside-host predation and this can effectively be utilized in biological control of infectious diseases.

Population cycles and species diversity in dynamic Kill-the-Winner model of microbial ecosystems

Determinants of species diversity in microbial ecosystems remain poorly understood. Bacteriophages are believed to increase the diversity by the virtue of Kill-the-Winner infection bias preventing the fastest growing organism from taking over the community. Phage-bacterial ecosystems are traditionally described in terms of the static equilibrium state of Lotka-Volterra equations in which bacterial growth is exactly balanced by losses due to phage predation. Here we consider a more dynamic scenario in which phage infections give rise to abrupt and severe collapses of bacterial populations whenever they become sufficiently large. As a consequence, each bacterial population in our model follows cyclic dynamics of exponential growth interrupted by sudden declines. The total population of all species fluctuates around the carrying capacity of the environment, making these cycles cryptic. While a subset of the slowest growing species in our model is always driven towards extinction, in general the overall ecosystem diversity remains high. The number of surviving species is inversely proportional to the variation in their growth rates but increases with the frequency and severity of phage-induced collapses. Thus counter-intuitively we predict that microbial communities exposed to more violent perturbations should have higher diversity.

Cyclo-coherent Approaches to the Management of Bifurcation States of Aggregate Economic Systems in the World Economy in the Conditions of Nonlinear Cyclic Dynamics

Purpose: the main goal of the article is to study the possibilities of increasing the sustainability of world economic development to the crisis fluctuations of national economies and their aggregated groups under conditions when the fluctuations induced in the global crisis by the global crisis manifest coherence features. Methods: the analysis of coherent interaction processes of a set of discrete macroeconomic cycles is performed to compare the individual data of managed economic systems with the possibilities of regulating the degree of coherence of fluctuations of key processes in the national economy. Results: the necessity of transition from consideration of a separate macroeconomic cycle as a discrete process to a coherent-resonant multicyclic paradigm of economic development under which chaotic crisis phenomena are represented as external manifestations of macroeconomic nonlinear synchronization of quasiharmonic oscillations within the framework of cyclic dynamics of various processes of economic development is substantiated. Stabilization in these conditions is achieved by forming optimal values of the package of investments that form the regions of stabilization synchronization in the economy through the damping of the amplitude of destructive cycles and the creation of conditions for their asymmetry, depending on the intensity of crisis fluctuations. The necessity of establishing procedures for the international coordination of the anti-crisis policies of individual states within the framework of international clusters is substantiated using the coherent resonance model arising from the synchronization of cyclical and acyclic crisis fluctuations. Conclusions and Relevance: the influence of the dynamic properties of a multicyclic system on the behavior of its local elements (cycle synchronization, cyclic and acyclic dynamics, etc.) with respect to the dynamics of compound evolutionary (including degrading) subsystems determines the probability of transitions between stationary states of the system as a result of iterative successive losses Sustainability of economic development, etc. As a result, it is possible to maintain the sustainability of economic development at various levels of governance in the world economy. The considered administrative technology is proposed as an integral part of technologies for managing economic systems as subsystems of the world economy.

Molecular Ecology of New World Quails: Messages for Managers

Recent genetic studies of New World quails (Odontophoridae) have yielded important, and sometimes, counter-intuitive insights regarding their evolutionary relationships, genetic diversity, population structure, and biogeographic history. Many of these new insights have important implications for managers. New World quails are a distinct family within galliforms, most closely related to guineafowl (Numididae) and pheasants (Phasianidae) rather than guans and chachalacas (Cracidae). The African stone partridges (Ptilopachus spp.) are the closest living relatives of the New World quails. The combination of phylogeographic studies with ecological niche modeling has revealed the biogeographic history of several species of New World quails, including Pleistocene refugia and post-Pleistocene range expansions, contractions, or stasis. Divergence times within and among genera often date to climactic or geologic events 1–5 million years ago. The many subspecies of quail described over the past 100 years were based on minor differences in plumage and probably represent artificial sectioning of latitudinal clines rather than historically isolated and evolutionary distinct units. Subspecies are often used as proxies for management units, but conservation efforts directed at the northern bobwhite (Colinus virginianus) and scaled (Callipepla squamata), California (C. californica), and Gambel’s (C. gambelii) quails may not benefit from such an approach. Ecological regions, rather than subspecies, are probably more appropriate as a ‘‘management unit.’’ The overall lack of population structure, evidence of long-distance dispersal and historical gene flow among populations, and the cyclical population dynamics of these species suggest that there is a biological basis for conserving large blocks of interconnected habitat. Focal areas of restoration projects should be spatially extensive and interconnected to facilitate dispersal and recolonization. With a better understanding of how quail populations responded to past climactic conditions, we are better able to predict how quail may respond to future conditions and ensure the conservation of these iconic New World birds.

Are Some Natural Amenities as Good as Gold? Evidence from Coastal Real Estate and Marshlands

Hedonic property price models are commonly used to assess the value of environmental amenities for housing buyers. The underlying theory presumes equilibrium in the housing market. Housing markets, however, are prone to cyclical and shock dynamics, as evidenced by the recent Great Recession. Building on recent research, we explore capitalization of natural amenities in residential housing markets that are experiencing a significant economic downturn. There are a number of possible economic changes arising from housing market dynamics, providing basis for an empirical exploration. During economic distress, people often shift their portfolios toward safe investments, providing potential for housing market segmentation and amenity-value appreciation. Using a battery of regression models, we find evidence in support of these hypotheses with regard to proximity to saltwater marshlands around Savannah, Georgia. In doing so, we provide guidance on how to analyze hedonic property prices in the presence of market disequilibrium.

Top-down limitation of lemmings revealed by experimental reduction of predators.

It is generally recognized that delayed density-dependence is responsible for cyclic population dynamics. However, it is still uncertain whether a single factor can explain why some rodent populations fluctuate according to a 3-4yr periodicity. There is increasing evidence that predation may play a role in lemming population cycles, although this effect may vary seasonally. To address this issue, we conducted an experiment where we built a large exclosure (9ha) to protect brown lemmings (Lemmus trimucronatus) from avian and terrestrial predators. We tested the hypothesis that predation is a limiting factor for lemmings by measuring the demographic consequences of a predator reduction during the growth and peak phases of the cycle. We assessed summer (capture-mark-recapture methods) and winter (winter nest sampling) lemming demography on two grids located on Bylot Island, Nunavut, Canada from 2008 to 2015. The predator exclosure became fully effective in July 2013, allowing us to compare demography between the control and experimental grids before and during the treatment. Lemming abundance, survival and proportion of juveniles were similar between the two grids before the treatment. During the predator-reduction period, summer densities were on average 1.9× higher inside the experimental grid than the control and this effect was greatest for adult females and juveniles (densities 2.4× and 3.4× higher, respectively). Summer survival was 1.6×higher on the experimental grid than the control whereas body mass and proportion of juveniles were also slightly higher. Winter nest densities remained high inside the predator reduction grid following high summer abundance, but declined on the control grid. These results confirm that predation limits lemming population growth during the summer due to its negative impact on survival. However, it is possible that in winter, predation may interact with other factors affecting reproduction and ultimately population cycles.

Business cycle fluctuations and the distribution of consumption

This paper sheds new light on the interactions between business cycles and the consumption distribution. We use CEX consumption data and a factor model to characterize the cyclical dynamics of the consumption distribution. We first ensure that our approach closely matches business cycle fluctuations of consumption from the National Account. We then study the responses of the consumption distribution to TFP shocks and various uncertainty shocks. Importantly, we find that the right tail of the consumption distribution, comprised mostly of highly educated individuals, has a larger and quicker response than other parts of the distribution to shocks that drive cyclical fluctuations. We note that the cost of business cycle fluctuations, calculated using the full distribution of consumption, is larger than the cost found using aggregate consumption. Further, the shocks we analyze reduce consumption inequality on impact.

Remittances, entrepreneurship, and employment dynamics over the business cycle

We incorporate remittances and micro-entrepreneurship (self-employment) into a small open economy business cycle model with capital and labor market frictions. Countercyclical remittances moderate the decline of households' consumption during recessions. These remittances also are used to finance the start-up costs of microenterprises that bolster households' income during economic downturns. We show that the positive income effect from countercyclical remittances also leads to a decrease in salaried labor supply, which generates offsetting upward pressure on wages during recessions and adversely affects the recovery of the economy. Consistent with the microeconomic evidence, the behavior of remittances decisively affects labor force participation and the composition of employment between non-salaried and salaried employment over the business cycle. The model delivers labor market and aggregate cyclical dynamics that are consistent with the Mexican data, including a highly volatile and countercyclical unemployment rate.

Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle

Cyclic structure and dynamics are of great interest in both the fields of stochastic processes and nonequilibrium statistical physics. In this paper, we find a new symmetry of the Brownian motion named as the quasi-time-reversal invariance. It turns out that such an invariance of the Brownian motion is the key to prove the cycle symmetry for diffusion processes on the circle, which says that the distributions of the forming times of the forward and backward cycles, given that the corresponding cycle is formed earlier than the other, are exactly the same. With the aid of the cycle symmetry, we prove the strong law of large numbers, functional central limit theorem, and large deviation principle for the sample circulations and net circulations of diffusion processes on the circle. The cycle symmetry is further applied to obtain various types of fluctuation theorems for the sample circulations, net circulation, and entropy production rate.

Evolution of reduced mutation under frequency-dependent selection

Most models for the evolution of mutation under frequency-dependent selection involve some form of host–parasite interaction. These generally involve cyclic dynamics under which mutation may increase. Here we show that the reduction principle for the evolution of mutation, which is generally true for frequency-independent selection, also holds under frequency-dependent selection on haploids and diploids that does not involve cyclic dynamics.

Conceptual models of forest dynamics in environmental education and management: keep it as simple as possible, but no simpler

Conceptual models of forest dynamics are powerful cognitive tools, which are indispensable for communicating ecological ideas and knowledge, and in developing strategic approaches and setting targets for forest conservation, restoration and sustainable management. Forest development through time is conventionally described as a directional, or “linear”, and predictable sequence of stages from “bare ground” to old forest representing the “climax-state”. However, this simple view is incompatible with the current knowledge and understanding of intrinsic variability of forest dynamics. Overly simple conceptual models of forest dynamics easily become transformed into biased mental models of how forests naturally develop and what kind of structures they display. To be able to communicate the essential features and diversity of forest dynamics, comprehensive conceptual models are needed. For this end, Kuuluvainen (2009) suggested a relatively simple conceptual model of forest dynamics, which separates three major modes of forest dynamics, and incorporates state changes and transitions between the forest dynamics modes depending on changes in disturbance regime. Conceptual models of forest dynamics should be comprehensive enough to incorporate both long-term directional change and short-term cyclic forest dynamics, as well as transitions from one dynamics mode to another depending on changes in the driving disturbance regime type. Models that capture such essential features of forest dynamics are indispensable for educational purposes, in setting reference conditions and in developing methods in forest conservation, restoration and ecosystem management.