Spillover Transmission Research Articles

Modelling H5N1 in Bangladesh across spatial scales: Model complexity and zoonotic transmission risk

Highly pathogenic avian influenza H5N1 remains a persistent public health threat, capable of causing infection in humans with a high mortality rate while simultaneously negatively impacting the livestock industry. A central question is to determine regions that are likely sources of newly emerging influenza strains with pandemic causing potential. A suitable candidate is Bangladesh, being one of the most densely populated countries in the world and having an intensifying farming system. It is therefore vital to establish the key factors, specific to Bangladesh, that enable both continued transmission within poultry and spillover across the human–animal interface. We apply a modelling framework to H5N1 epidemics in the Dhaka region of Bangladesh, occurring from 2007 onwards, that resulted in large outbreaks in the poultry sector and a limited number of confirmed human cases. This model consisted of separate poultry transmission and zoonotic transmission components. Utilising poultry farm spatial and population information a set of competing nested models of varying complexity were fitted to the observed case data, with parameter inference carried out using Bayesian methodology and goodness-of-fit verified by stochastic simulations. For the poultry transmission component, successfully identifying a model of minimal complexity, which enabled the accurate prediction of the size and spatial distribution of cases in H5N1 outbreaks, was found to be dependent on the administration level being analysed. A consistent outcome of non-optimal reporting of infected premises materialised in each poultry epidemic of interest, though across the outbreaks analysed there were substantial differences in the estimated transmission parameters. The zoonotic transmission component found the main contributor to spillover transmission of H5N1 in Bangladesh was found to differ from one poultry epidemic to another. We conclude by discussing possible explanations for these discrepancies in transmission behaviour between epidemics, such as changes in surveillance sensitivity and biosecurity practices.

Inference and forecast of H7N9 influenza in China, 2013 to 2015.

The recent emergence of A(H7N9) avian influenza poses a significant challenge to public health in China and around the world; however, understanding of the transmission dynamics and progression of influenza A(H7N9) infection in domestic poultry, as well as spillover transmission to humans, remains limited. Here, we develop a mathematical model–Bayesian inference system which combines a simple epidemic model and data assimilation method, and use it in conjunction with data on observed human influenza A(H7N9) cases from 19 February 2013 to 19 September 2015 to estimate key epidemiological parameters and to forecast infection in both poultry and humans. Our findings indicate a high outbreak attack rate of 33% among poultry but a low rate of chicken-to-human spillover transmission. In addition, we generated accurate forecasts of the peak timing and magnitude of human influenza A(H7N9) cases. This work demonstrates that transmission dynamics within an avian reservoir can be estimated and that real-time forecast of spillover avian influenza in humans is possible.

On the Transmission of Spillover Risks between the Housing Market, the Mortgage and Equity Reits Markets, and the Stock Market

In this study we examine the dynamics of return spillovers across four markets: the housing market, the mortgage and equity real estate investment trusts (REITs) markets, and the stock market in the United States. Applying the spillover index methodology by Diebold and Yilmaz (2012) on monthly data from the January 1975-December 2016 time period, we find large variations in the total, net and pairwise return spillovers across these markets. Each of the four markets acts as both receiver and transmitter of spillovers during specific subperiods. While in economic downturns the housing market is generally a transmitter of spillovers, we find that during the recent mortgage crisis the housing market was a receiver of spillovers predominantly from the mortgage REITs market but also, to a lesser degree, from the equity REITs market. We also find that investor sentiment, political uncertainty and availability of consumer credit are key determinants of the direction and intensity of spillovers across markets. In periods of high political uncertainty and in periods of easy credit, the equity REITs and the stock markets transmit spillovers to the housing and the mortgage REITs markets.

Modelling volatility and correlations between energy price markets and SRI stock markets

This paper has examined the mean and volatility spillover transmissions between energy markets and SRI markets by employing different multivariate GARCH models (BEKK, CCC, and VARMA-GARCH). The results of the MGARCH specification provide evidence of own mean spillover in the price returns of energy to SRI stock markets, indicating that the returns of energy and SRI stock markets depend on their own past returns. The results of the analysis here in suggest that policy makers, foreign investors, and institutional investors should consider how a change in energy prices affects SRI stock markets, because our findings present that the mean or volatility transmission effect does indeed exist.

Modelling volatility and correlations between energy price markets and SRI stock markets

This paper has examined the mean and volatility spillover transmissions between energy markets and SRI markets by employing different multivariate GARCH models (BEKK, CCC, and VARMA-GARCH). The results of the MGARCH specification provide evidence of own mean spillover in the price returns of energy to SRI stock markets, indicating that the returns of energy and SRI stock markets depend on their own past returns. The results of the analysis here in suggest that policy makers, foreign investors, and institutional investors should consider how a change in energy prices affects SRI stock markets, because our findings present that the mean or volatility transmission effect does indeed exist.

Policy, Risk and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies, to facilitate multilaterally consistent macrofinancial policy, risk and spillover analysis. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive macrofinancial linkages, and diverse spillover transmission channels. These macrofinancial linkages encompass bank and capital market based financial intermediation, with financial accelerator mechanisms linked to the values of the housing and physical capital stocks. A variety of monetary policy analysis, fiscal policy analysis, macroprudential policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated. These include quantifying the monetary, fiscal and macroprudential transmission mechanisms, accounting for business cycle fluctuations, and generating relatively accurate forecasts of inflation and output growth.

Contributions of relationships to retroviral spillover risk and transmission potential in human networks in western Uganda

Contributions of relationships to retroviral spillover risk and transmission potential in human networks in western Uganda

Development and validation of a climate-based ensemble prediction model for West Nile Virus infection rates in Culex mosquitoes, Suffolk County, New York.

BackgroundWest Nile Virus (WNV) is an endemic public health concern in the United States that produces periodic seasonal epidemics. Underlying these outbreaks is the enzootic cycle of WNV between mosquito vectors and bird hosts. Identifying the key environmental conditions that facilitate and accelerate this cycle can be used to inform effective vector control.ResultsHere, we model and forecast WNV infection rates among mosquito vectors in Suffolk County, New York using readily available meteorological and hydrological conditions. We first validate a statistical model built with surveillance data between 2001 and 2009 (m09) and specify a set of new statistical models using surveillance data from 2001 to 2012 (m12). This ensemble of new models is then used to make predictions for 2013–2015, and multimodel inference is employed to provide a formal probabilistic interpretation across the disparate individual model predictions. The findings of the m09 and m12 models align; with the ensemble of m12 models indicating an association between warm, dry early spring (April) conditions and increased annual WNV infection rates in Culex mosquitoes.ConclusionsThis study shows that real-time climate information can be used to predict WNV infection rates in Culex mosquitoes prior to its seasonal peak and before WNV spillover transmission risk to humans is greatest.Electronic supplementary materialThe online version of this article (doi:10.1186/s13071-016-1720-1) contains supplementary material, which is available to authorized users.

Ecological Monitoring and Health Research in Luambe National Park, Zambia: Generation of Baseline Data Layers.

Classifying, describing and understanding the natural environment is an important element of studies of human, animal and ecosystem health, and baseline ecological data are commonly lacking in remote environments of the world. Human African trypanosomiasis is an important constraint on human well-being in sub-Saharan Africa, and spillover transmission occurs from the reservoir community of wild mammals. Here we use robust and repeatable methodology to generate baseline datasets on vegetation and mammal density to investigate the ecology of warthogs (Phacochoerus africanus) in the remote Luambe National Park in Zambia, in order to further our understanding of their interactions with tsetse (Glossina spp.) vectors of trypanosomiasis. Fuzzy set theory is used to produce an accurate landcover classification, and distance sampling techniques are applied to obtain species and habitat level density estimates for the most abundant wild mammals. The density of warthog burrows is also estimated and their spatial distribution mapped. The datasets generated provide an accurate baseline to further ecological and epidemiological understanding of disease systems such as trypanosomiasis. This study provides a reliable framework for ecological monitoring of wild mammal densities and vegetation composition in remote, relatively inaccessible environments.

Knowledge spillovers through FDI and trade: the moderating role of quality-adjusted human capital

The paper extends the findings of the Coe and Helpman (Eur Econ Rev 39(5):859-887, 1995) model of R&D spillovers by considering foreign direct investment (FDI) as a channel for knowledge spillovers in addition to imports. Deeper insights on the issue are provided by examining the inter-relationship between knowledge spillovers from imports and inward FDI. Furthermore, human capital is added to the discussion as one of the appropriability factors for knowledge spillovers, with special focus on its quality-content, using journal publications and patent applications. Applying cointegration estimation method on 20 European countries from 1995 to 2010, the direct effects of FDI-related as well as import-related spillovers on domestic productivity are confirmed. Furthermore, a strong complementary relationship is found between knowledge spillovers through the channels of imports and inward FDI. When considering quality-adjusted human capital, countries with better human capital are found to benefit not only from direct productivity effects, but also from absorption and transmission of international knowledge spillovers through imports and inward FDI. Finally, technological distance with the frontier does not appear to play a role in the absorption of import and FDI related knowledge spillovers.

Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility

We measure the connectedness in EMU sovereign market volatility between April 1999 and January 2014, monitoring stress transmission and identifing episodes of intensive spillovers from one country to the others. We first perform a static and dynamic analysis to measure the total volatility connectedness in the entire period using a framework recently proposed by Diebold and Yilmaz (2014). Second, we use a dynamic analysis to evaluate the net directional connectedness for each country and apply panel model techniques to investigate its determinants. Finally, we examine the time-varying behaviour of net pair-wise directional connectedness at different stages of the recent sovereign debt crisis.

The impact of international spillovers on Swiss inflation and the exchange rate

Understanding the effects and transmission of international spillovers is key to ensuring that the best possible decisions are reached by central banks – particularly those of small open economies. This paper analyses the impact of international spillovers on Swiss inflation and the exchange rate, and examines the response of the Swiss National Bank (SNB) to these phenomena. In doing so, the paper compares the recent crisis period starting in mid-2008 with earlier decades. While the exchange rate absorbed a sizeable share of global inflationary pressure before the crisis, spillover effects transmitted through the exchange rate have been the principal cause of the significant decline in Swiss inflation since 2008. The SNB has therefore repeatedly adjusted its monetary policy – and resorted to some unconventional measures – in order to contain these spillover effects. These actions have so far kept the adverse effects of international spillovers on Swiss inflation at bay. However, as Switzerland's experience since the onset of the financial crisis shows, controlling inflation may occasionally become more difficult for small open economies.

Spatiotemporal Determinants of Urban Leptospirosis Transmission: Four-Year Prospective Cohort Study of Slum Residents in Brazil.

BackgroundRat-borne leptospirosis is an emerging zoonotic disease in urban slum settlements for which there are no adequate control measures. The challenge in elucidating risk factors and informing approaches for prevention is the complex and heterogeneous environment within slums, which vary at fine spatial scales and influence transmission of the bacterial agent.Methodology/Principal FindingsWe performed a prospective study of 2,003 slum residents in the city of Salvador, Brazil during a four-year period (2003–2007) and used a spatiotemporal modelling approach to delineate the dynamics of leptospiral transmission. Household interviews and Geographical Information System surveys were performed annually to evaluate risk exposures and environmental transmission sources. We completed annual serosurveys to ascertain leptospiral infection based on serological evidence. Among the 1,730 (86%) individuals who completed at least one year of follow-up, the infection rate was 35.4 (95% CI, 30.7–40.6) per 1,000 annual follow-up events. Male gender, illiteracy, and age were independently associated with infection risk. Environmental risk factors included rat infestation (OR 1.46, 95% CI, 1.00–2.16), contact with mud (OR 1.57, 95% CI 1.17–2.17) and lower household elevation (OR 0.92 per 10m increase in elevation, 95% CI 0.82–1.04). The spatial distribution of infection risk was highly heterogeneous and varied across small scales. Fixed effects in the spatiotemporal model accounted for the majority of the spatial variation in risk, but there was a significant residual component that was best explained by the spatial random effect. Although infection risk varied between years, the spatial distribution of risk associated with fixed and random effects did not vary temporally. Specific “hot-spots” consistently had higher transmission risk during study years.Conclusions/SignificanceThe risk for leptospiral infection in urban slums is determined in large part by structural features, both social and environmental. Our findings indicate that topographic factors such as household elevation and inadequate drainage increase risk by promoting contact with mud and suggest that the soil-water interface serves as the environmental reservoir for spillover transmission. The use of a spatiotemporal approach allowed the identification of geographic outliers with unexplained risk patterns. This approach, in addition to guiding targeted community-based interventions and identifying new hypotheses, may have general applicability towards addressing environmentally-transmitted diseases that have emerged in complex urban slum settings.

Volatility Spillovers Across Petroleum Markets

By using our newly defined measure, we detect and quantify asymmetries in the volatility spillovers of petroleum commodities: crude oil, gasoline, and heating oil. The increase in volatility spillovers after 2001 correlates with the progressive fin-ancialization of the commodities. Further, increasing spillovers from volatility among petroleum commodities substantially change their pattern after 2008 (the financial crisis and advent of tight oil production). After 2008, asymmetries in spillovers markedly declined in terms of total as well as directional spillovers. In terms of asymmetries we also show that overall volatility spillovers due to negative (price) returns materialize to a greater degree than volatility spillovers due to positive returns. An analysis of directional spillovers reveals that no petroleum commodity dominates other commodities in terms of general spillover transmission.

Volatility Spillovers Across Petroleum Markets

By using our newly defined measure, we detect and quantify asymmetries in the volatility spillovers of petroleum commodities: crude oil, gasoline, and heating oil. The increase in volatility spillovers after 2001 correlates with the progressive fin-ancialization of the commodities. Further, increasing spillovers from volatility among petroleum commodities substantially change their pattern after 2008 (the financial crisis and advent of tight oil production). After 2008, asymmetries in spillovers markedly declined in terms of total as well as directional spillovers. In terms of asymmetries we also show that overall volatility spillovers due to negative (price) returns materialize to a greater degree than volatility spillovers due to positive returns. An analysis of directional spillovers reveals that no petroleum commodity dominates other commodities in terms of general spillover transmission.

Biannual birth pulses allow filoviruses to persist in bat populations.

Filoviruses Ebolavirus (EBOV) and Marburgvirus (MARV) cause haemorrhagic fevers with high mortality rates, posing significant threats to public health. To understand transmission into human populations, filovirus dynamics within reservoir host populations must be understood. Studies have directly linked filoviruses to bats, but the mechanisms allowing viral persistence within bat populations are poorly understood. Theory suggests seasonal birthing may decrease the probability of pathogen persistence within populations, but data suggest MARV may persist within colonies of seasonally breeding Egyptian fruit bats, Rousettus aegyptiacus. I synthesize available filovirus and bat data in a stochastic compartmental model to explore fundamental questions relating to filovirus ecology: can filoviruses persist within isolated bat colonies; do critical community sizes exist; and how do host-pathogen relationships affect spillover transmission potential? Synchronous annual breeding and shorter incubation periods did not allow filovirus persistence, whereas bi-annual breeding and longer incubation periods, such as reported for Egyptian fruit bats and EBOV in experimental studies, allowed persistence in colony sizes often found in nature. Serological data support the findings, with bats from species with two annual birth pulses more likely to be seropositive (odds ratio (OR) 4.4, 95% confidence interval (CI) 2.5-8.7) than those with one, suggesting that biannual birthing is necessary for filovirus persistence.

Host species composition influences infection severity among amphibians in the absence of spillover transmission

Wildlife epidemiological outcomes can depend strongly on the composition of an ecological community, particularly when multiple host species are affected by the same pathogen. However, the relationship between host species richness and disease risk can vary with community context and with the degree of spillover transmission that occurs among co-occurring host species. We examined the degree to which host species composition influences infection by Batrachochytrium dendrobatidis (Bd), a widespread fungal pathogen associated with amphibian population declines around the world, and whether transmission occurs from one highly susceptible host species to other co-occurring host species. By manipulating larval assemblages of three sympatric amphibian species in the laboratory, we characterized the relationship between host species richness and infection severity, whether infection mediates growth and survivorship differently across various combinations of host species, and whether Bd is transmitted from experimentally inoculated tadpoles to uninfected tadpoles. We found evidence of a dilution effect where Bd infection severity was dramatically reduced in the most susceptible of the three host species (Anaxyrus boreas). Infection also mediated survival and growth of all three host species such that the presence of multiple host species had both positive (e.g., infection reduction) and negative (e.g., mortality) effects on focal species. However, we found no evidence that Bd infection is transmitted by this species. While these results demonstrate that host species richness as well as species identity underpin infection dynamics in this system, dilution is not the product of reduced transmission via fewer infectious individuals of a susceptible host species. We discuss various mechanisms, including encounter reduction and antagonistic interactions such as competition and opportunistic cannibalism that may act in concert to mediate patterns of infection severity, growth, and mortality observed in multihost communities.

Spillover transmission is mediated by the excitatory GABA receptor LGC-35 in C. elegans.

Under most circumstances, GABA activates chloride-selective channels and thereby inhibits neuronal activity. Here, we identify a GABA receptor in the nematode Caenorhabditis elegans that conducts cations and is therefore excitatory. Expression in Xenopus oocytes demonstrates that LGC-35 is a homopentameric cation-selective receptor of the cys-loop family exclusively activated by GABA. Phylogenetic analysis suggests that LGC-35 evolved from GABA-A receptors, but the pore-forming domain contains novel molecular determinants that confer cation selectivity. LGC-35 is expressed in muscles and directly mediates sphincter muscle contraction in the defecation cycle in hermaphrodites, and spicule eversion during mating in the male. In the locomotory circuit, GABA release directly activates chloride channels on the muscle to cause muscle relaxation. However, GABA spillover at these synapses activates LGC-35 on acetylcholine motor neurons, which in turn cause muscles to contract, presumably to drive wave propagation along the body. These studies demonstrate that both direct and indirect excitatory GABA signaling plays important roles in regulating neuronal circuit function and behavior in C. elegans.

Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive macrofinancial linkages, and diverse spillover transmission channels. A variety of monetary policy analysis, fiscal policy analysis, macroprudential policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated. These include quantifying the monetary, fiscal and macroprudential transmission mechanisms, accounting for business cycle fluctuations, and generating relatively accurate forecasts of inflation and output growth.

Volatility Spillovers Across Petroleum Markets

We detect and quantify asymmetries in the volatility spillovers of petroleum commodities: crude oil, gasoline, and heating oil. The increase in volatility spillovers after 2001 correlates with the progressive financialization of the commodities. Further, increasing spillovers from volatility among petroleum commodities substantially change their pattern after 2008 (the financial crisis and advent of tight oil production). After 2008, asymmetries in spillovers markedly declined in terms of total as well as directional spillovers. In terms of asymmetries we also show that overall volatility spillovers due to negative (price) returns materialize to a greater degree than volatility spillovers due to positive returns. An analysis of directional spillovers reveals that no petroleum commodity dominates other commodities in terms of general spillover transmission.