1,354,688 research outputs found
Shelf-slope exchanges associated with a steep submarine canyon off Calvi (Corsica, NW Mediterranean Sea): A modelling approach
peer reviewedA three-dimensional, unsteady, nonlinear, high-resolution model is used to investigate the impact of the Calvi Canyon (NW Corsica) steep topography on the shelf-slope exchanges as well as on the circulation in the Calvi Bay in homogeneous winter and early spring conditions. A double σ coordinate system is considered in order to represent adequately the high depth gradients within the canyon. The studied region is under the influence of the West Corsica Current flowing northeastward along the NW Corsican coast (right-bounded flow). Model results show that the circulation in the Calvi Bay is determined by flow modifications in the canyon area. The mean horizontal flow is deviated southwestward upstream of the canyon to form an anticyclonic gyre in the western part of the Calvi Bay. Within the canyon the circulation is cyclonic leading to an offshore flow downstream of the canyon. Around the canyon rim, the cross-shelf currents become important, indicating that this region acts as a transition zone of high exchange between nearshore and offshore areas. Furthermore, the canyon topography generates high downwelling (upwelling) and downsloping (upsloping) velocities responsible for an intense vertical transport of material in the area. Numerical runs are performed for typical prevailing wind conditions. The wind is responsible for a drastic increase of cross-shore transports between the bay and the canyon area (3–4 times larger than in the no-wind case). SW winds induce a further enhancement of cross-shelf exchanges, whereas the effect of N-NE winds is to reduce exchange at the shelf break apart from the canyon head where an intense offshore flow occurs. Within the canyon, high vertical velocities are shown to be associated with high cyclonic vorticity which is enhanced (reduced) by the N-NE (SW) wind event. A comparison between model results and measured distributions of nitrate and chlorophyll a concentrations in the area shows the role played by this specific hydrodynamics as a strong constraint on the coastal pelagic ecosystem
[archive] Huwelijksaankondiging Félix Hecq en Emilie Wyers.
Monsieur Joseph Hecq a l'honneur de vous faire part du mariage de son filsBijzondere collectiesGenealogische collecti
Reduced Rank Regression Models in Economics and Finance
Reduced rank regression (RRR) has been extensively employed for modelling economic and financial time series. The main goals of RRR are to specify and estimate models that are capable of reproducing the presence of common dynamics among variables such as the serial correlation common feature and the multivariate autoregressive index models. Although cointegration analysis is likely the most prominent example of the use of RRR in econometrics, a large body of research is aimed at detecting and modelling co-movements in time series that are stationary or that have been stationarized after proper transformations. The motivations for the use of RRR in time series econometrics include dimension reductions, which simplify complex dynamics and thus make interpretations easier, as well as the pursuit of efficiency gains in both estimation and prediction. Via the final equation representation, RRR also makes the nexus between multivariate time series and parsimonious marginal ARIMA (autoregressive integrated moving average) models. RRR’s drawback, which is common to all of the dimension reduction techniques, is that the underlying restrictions may or may not be present in the data
Testing for common autocorrelation in data‐rich environments
This paper proposes a strategy to detect the presence of common serial cor- relation in large‐dimensional systems. We show that partial least squares can be used to consistently recover the common autocorrelation space. Moreover, a Monte Carlo study reveals that univariate autocorrelation tests on the factors obtained by partial least squares outperform traditional tests based on canonical correlation analysis. Some empirical applications are presented to illustrate concepts and methods. Copyright (C) 2010 John Wiley & Sons, Ltd.serial correlation common feature , high‐dimensional systems , partial least squares , reduced‐rank regression ,
A general to specific approach for constructing composite business cycle indicators
Combining economic time series with the aim to obtain an indicator for business cycle analyses is an important issue for policy makers. In this area, econometric techniques usually rely on systems with either a small number of series, N, or, at the other extreme, a very large N. In this paper we propose tools to select the relevant business cycle indicators in a â mediumâ N framework, a situation that is likely to be the most frequent in empirical works. An example is provided by our empirical application, in which we study jointly the short-run co-movements of 24 European countries. We show, under not too restrictive conditions, that parsimonious single-equation models can be used to split a set of N countries in three groups. The first group comprises countries that share a synchronous common cycle, a non-synchronous common cycle is present among the countries of the second group, and the third group collects countries that exhibit idiosyncratic cycles. Moreover, we offer a method for constructing a composite coincident indicator that explicitly takes into account the existence of these various forms of short-run co-movements among variables
Measuring the Sources of Cyclical Fluctuations in the G7 Economies.
We analyze herein the importance of four types of shocks in contributing to the business cycles of the G7 economies. After disentangling the common permanent and transitory shocks in the G7 outputs, we identify the domestic and foreign components of such shocks for each country. This provides us with quite a flexible palette for understanding the degree of openness of the G7 countries, useful information for the analysis of the strengths and weaknesses of each national economy. Our empirical analysis reveals that the cycles of most of the G7 outputs are dominated by their domestic components and that the foreign components are almost entirely due to permanent [email protected]
Euphaedra hastiri subsp. hastiri Hecq 1981
179. Euphaedra hastiri hastiri Hecq, 1981 WL: 37mm. This is a forest species whose nominate subspecies occurs in Senegal, Guinea-Bissau and Guinea. E. h. polymnie is found in Sierra Leone. The host-plants are unknown. Studied material. Tombali: Mato de Lautchande (PNFC), 09- 12.07.2009, 2♂ (BS 29018, 29086). Previous references. Regions: Oio, Quinara. Authors: Bacelar (1949), as Euphaedra xypete f. mirabilis, Ackery et al. (1995), Hecq (1997), Larsen (2005), Bivar-de-Sousa et al. (2008b). Probable abundance and proposed status. AB: NF; CS: LC.Published as part of Bivar-De-Sousa, António, Vasconcelos, Sasha, Mendes, Luís F., Larsen, Torben B., Baker, Jon & Guilherme, João L., 2016, Butterflies of Guinea-Bissau: VIII. New data, new reports, corrections and biodiversity (Lepidoptera: Papilionoidea), pp. 1-77 in Zootaxa 4201 (1) on page 47, DOI: 10.11646/zootaxa.4201.1.1, http://zenodo.org/record/19221
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