Confirming long waves in time series of German student populations 1830-1990 using filter technics and spectral analysis (original) (raw)
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A Historical Fit of a Model of the US Long Wave
This paper refines a theoretical model of capitalist reproduction. A compact statespace form of this model defines a hypothetical Law of capital accumulation. The state variables are the unit wage, employment ratio, gross unit rent, man-made capitaloutput ratio, natural capital-output ratio, indicated natural capital-output ratio, and unit depreciation of the natural capital. An application of an extended Kalman filtering to the US macroeconomic data 1958-1991 identifies unobservable components of this Law. It is shown that long wave is a dominant non-equilibrium quasi-periodic behavioural pattern of the US capital accumulation. Evaluating the historical fit through appropriate summary statistics and long-range forecasting strengthen confidence in the model.
TIME SERIES ANALYSIS ( Thesis format : Monograph ) by Nagham Muslim Mohammad
2017
Environmental data is frequently left or right censored. This is due to the fact that the correct value for observed values that are below or above some threshold or detection point are inaccurate so that it is only known for sure that the true value is below or above that threshold. This is frequently important with water quality and air quality time series data. Interval censoring occurs when the correct values of the data are known only for those values falling above some lower threshold and below some upper threshold. Censoring threshold values may change over time, so multiple censor points are also important in practice. Further discussion and examples of censoring are discussed in the first chapter. A new dynamic normal probability plot for censored data is described in this chapter. For some environmental time series the effect of autocorrelation is negligible and we can treat the data or often the logged data as a random sample from a normal population. This case has been w...
Effect of Short-Term and Long-Term Persistence on Identification of Temporal Trends
Journal of Hydrologic Engineering, 2014
In this study, the trends in precipitation in the northwest (NW) of Iran were identified using the four different versions of the Mann-Kendall method, i.e., the conventional Mann-Kendall method (MK1); the Mann-Kendall method following the removal of the effect of significant lag-1 autocorrelation (MK2); the Mann-Kendall method after the removal of the effect of all significant autocorrelation coefficients (MK3); and the Mann-Kendall method by considering the Hurst coefficient (MK4). Identification of trends was carried out on different time scales (monthly, seasonal, and annual) using the precipitation data of 50 years from 1955 to 2004 of the sixteen stations selected from the NW region of Iran. The Theil-Sen method was used to estimate the slopes of trend lines of precipitation series. Results showed that: (1) on a monthly time scale, the statistically significant Z-statistics were negative for all but one (July) month; and the strongest negative (positive) precipitation trend-line slope among all the negative (positive) cases was found to be −0.89ð0.38Þ mm=year at Bijar (Kermanshah) station in NW Iran; (2) on a seasonal time scale, the median of trend-line slopes was found to be negative in all four seasons; the winter and spring season's precipitation series witnessed negative trends for almost all the stations using all four different versions of the MK test; and in the summer and autumn seasons, both upward and downward trends were observed for most of the sites of NW Iran; (3) in an annual time scale, all stations had witnessed negative trends using both the MK1 and the MK4 tests. However, application of the MK4 instead of the MK1 reduced the absolute value of the Z-statistic for most of the time series. The strongest negative annual trend-line slope was −4.04 mm=year at Bijar station. Therefore, the observed decreases in precipitation in NW Iran in the recent half of the past century may have serious implications for water resources management under the warming climate with probably a higher rate of the population growth and the higher consumption of freshwater as a result of the rise in standards of living of the population of NW Iran.
Journal of Applied Economics
The present paper is an empirical exercise that contributes to the debate on whether long-lasting cyclical economic development can be viewed as a deterministic phenomenon or a stochastic process. First, we search for longer lasting, periodically reappearing cycles of GDP per capita in four countries: USA, UK, Germany and France. Second, based on theoretical arguments that stress applied knowledge as a significant driving force, we test its dynamic interrelationship with these countries' economic performance by applying spectral and cross-spectral methodologies. We confirm the existence of periodical long waves both in terms of GDP per capita as well as of applied knowledge. Moreover, we find strong interrelations between them and modest evidence for which is the leading force in the long term.
Physics and Chemistry of The Earth, 2010
The longest series of instrumental observations have a number of problems in the early period. This paper is focused on the recovery of early indoor and outdoor observations in Padua and their transformation in terms of a modern series. The Padua series was started by Giovanni Poleni with outdoor observations in 1716–1718, but soon, the readings passed indoors (1725–1764) to join the directives of the Royal Society, London. The indoor readings were recovered within the EU project IMPROVE, but it was necessary to transform indoor observations into outdoor ones, and this was possible thanks to the presence of simultaneous indoor and outdoor observations by Morgagni in Padua and Beccari in Bologna. These parallel series were also useful to fill a short gap. Another problem was to reconstruct the calibration of the Amontons thermometer, which changed when Poleni moved to a new house. Also the problem of the use of variable and/or different sampling times was solved making reference to the trend of the daily cycles in the different seasons and under diverse weather conditions. The data analysis has shown a trend that appears similar to the well-known results (IPCC 2007) for the last 160 yr but a less marked recent warming for winter and autumn. The 18th century was characterized by cold winters (culminated 1709 and 1740) and springs, and warm summers and autumns. A well-marked Bruckner cycle (35.8 yr), continually repeated and attenuated, is visible for the period 1716–1930. The wide time scale and the repetition of warmer and colder periods over two-thirds of the series noted in Padua and other Mediterranean stations may induce us to suppose that such cycles could continue in the future, at least on the local scale.
Dynamics of Change and Long Waves
1988
During the last five years IIASA has played an important role in reviving the long wave debate which has almost been forgotten since the works of Kondratieff, Schumpeter and others. IIASA initiated contacts among the various groups through out the world working in this area and organized four international conferences that addressed the questions of long term technological changes and economic growth. Although IIASA did not have a project on this specific topic a number of research activities within the Technology, Economy and Society (TES) Program are very closely related to the issues of long term development and cyclical phenomena. This paper analyzes the process of technological change over the last two hundred years from the perspective of structural transformations in energy, transport and infrastructures as they are related to the fluctuations in long- term development. It shows that both the diffusion of new technologies and the periods of accelerated economic growth are not...