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The Japanese economy experienced prosperity during the bubble economy and has suffered from a prolonged recession since the bubble economy collapsed. This paper examines how the interest-bearing debt burden, structural change, and instability of confidence affect dynamic systems. Moreover, it examines these factors in the Japanese economy by applying a recursive vector autoregression analysis. This paper emphasizes the interest-bearing debt burden, the economic structure resulting from the instability of confidence, and the instability of confidence resulting from debt burden play important roles in the instability of the economy. As a result, Japan’s economy was determined to be relatively stable from 1980 to 1996, but was unstable, thereafter.

This study analyzes the rise of genome instability in the life sciences and traces the problematic of instability as it relates to the sociology of health. Genome instability is the study of how genomes change and become variable between generations and within organisms over the life span. Genome instability reflects a significant departure from the Platonic genome imagined during the Human Genome Project. The aim of this chapter is to explain and analyze research on copy number variation and somatic mosaicism to consider the implications of these sciences for sociologists interested in genomics.

This chapter draws on two multi-sited ethnographies of contemporary biomedical science and literature in the sociology of health, science, and biomedicine to document a shift in thinking about the genome from fixed and universal to highly variable and influenced by time and context.

Genomic instability has become a framework for addressing how genomes change and become variable between generations and within organisms over the life span. Instability is a useful framework for analyzing changes in the life sciences in the post-genomic era.

Genome instability requires life scientists to address how differences both within and between individuals articulate with shifting disease categories and classifications. For sociologists, these findings have implications for studies of identity, sociality, and clinical experience.

This is the first sociological analysis of genomic instability. It identifies practical and conceptual implications of genomic instability for life scientists and helps sociologists delineate new approaches to the study of genomics in the post-genomic era.

Introduction: Political stability is an essential source of stock market dynamics. Investors are confident about countries that have higher political stability. Political stability in an economy enables investors to develop their ability to predict the future and thus to tend towards longer-term and permanent economic and financial activities.

Purpose: The study aimed to investigate the impact of political instability in BRICS countries and Türkiye on their stock market volatilities.

Methodology: The study analysed the univariate exponential generalised autoregressive conditional heteroskedasticity (EGARCH) Model. The model employed the credit default swap (CDS) 5-year USD Bond data of the BRICS countries and Türkiye to represent political instability. The daily stock exchange index return data from 1 January 2015 to 15 January 2023 was used for model estimation.

Findings: The results of the EGARCH model indicate that political instability is a crucial factor in stock market volatility. The coefficients suggest that when CDS increases in BRICS countries and Türkiye, the volatility of stock returns also increases. The analysis shows that the impact of political instability on the stock market of BRICS countries and Türkiye is not uniform. However, the significant effect of political instability on volatility is higher for Türkiye than for BRICS countries. This indicates that investors perceive the political risk of Türkiye to be greater than that of BRICS countries when investing in the stock market of Türkiye.

The prediction of critical velocity at instability threshold for shell and tube heat exchangers is important to avoid failure of tubes as a result of flow-induced vibrations due to water cross flow. The flow-induced vibration in finned tube heat exchangers is affected by various parameters such as fin height, fin pitch, fin material, tube array, pitch ratio, fin type, fluid velocity etc. In this paper, an experimental investigation of fluid elastic instability in shell and tube heat exchangers is carried out by subjecting normal square finned tube arrays of pitch ratio 1.79 to water cross flow.

The five tube arrays, namely plain array, two finned tube arrays with 3 fpi and 9 fpi fin density, and two finned tube arrays with 3 mm and 6 mm fin height are tested in the experimental test setup with water flow loop and vibration measurement system. The research objective is to evaluate the effect of fin density and fin height on the instability threshold. The critical velocity at instability threshold is determined to characterize the fluid elastic instability behavior of different tube arrays. The vortex shedding behavior of the tube arrays is also studied by determining Strouhal number corresponding to the small peaks before fluid elastic instability.

The fluid elastic instability behavior of the tube arrays was found to be the function of fin tube parameters. The experimental results indicate that an increase in fin density and fin height results in delaying the instability threshold for finned tube arrays. It is also observed that critical velocity at instability is increased for finned tube arrays compared to plain tube arrays of the same pitch ratio. The design modifications in the outer box have resulted in further reduction in the natural frequency. This enabled to reach clear instability for all the five-tube arrays.

The research data add the value to the present body of knowledge by knowing the effect of fin height and fin density on the fluid elastic instability threshold of normal square finned tube arrays subjected to water cross flow.

The purpose of this paper is to present investigations on the significant influence of the tube material and fin density on fluid elastic instability and vortex shedding in a parallel triangular finned tube array subjected to water cross flow.

The experiment was conducted on finned tube arrays with a fin height of 6 mm and fin density of 3 fins per inch (fpi) and 9 fpi. A dedicated setup has been developed to examine fluid elastic instability and vortex shedding. Nine parallel triangular tube arrays with a pitch to tube diameter ratio of 1.78 were considered. The plain tube arrays, coarse finned tube arrays and fine finned tube arrays each of steel, copper and aluminium materials were tested. Plain tube arrays were tested to compare the results of the finned tube arrays having an effective tube diameter same as that of the plain tube.

A significant effect of fin density and tube material with a variable mass damping parameter was observed on the instability threshold. In the parallel triangular finned tube array subjected to water cross flow, a delay in the instability threshold was observed with an increase in fin density. For steel and aluminium tube arrays, the natural frequency is 9.77 Hz and 10.38 Hz, which is close to each other, whereas natural frequency of the copper tubes is 7.40 Hz. The Connors’ stability constant K for steel and aluminium tube arrays is 4.78 and 4.87, respectively, whereas it is 5.76 for copper tube arrays, which increases considerably compared to aluminum and steel tube arrays. The existence of vortex shedding is confirmed by comparing experimental results with Owen’s hypothesis and the Strouhal number and Reynolds number relationship.

This paper’s results contribute to understand the effect of tube materials and fin density on fluid elastic instability threshold of finned tube arrays subjected to water cross flow.

This study adopts a new macro-perspective to explore the complex and dynamic links between financial instability and the Euro-American green equity market. Its primary focus and novelty is to shed light on the non-linear and asymmetric characteristics of dependence, causality, and contagion within various time and frequency domains. Specifically, the authors scrutinize how financial instability in the U.S. and EU interacts with their respective green stock markets, while also examining the cross-impact on each other's green equity markets. The analysis is carried out over short-, medium- and long-term horizons and under different market conditions, ranging from bearish and normal to bullish.

This study breaks new ground by employing a model-free and non-parametric approach to examine the relationship between the instability of the global financial system and the green equity market performance in the U.S. and EU. This study's methodology offers new insights into the time- and frequency-varying relationship, using wavelet coherence supplemented with quantile causality and quantile-on-quantile regression analyses. This advanced approach unveils non-linear and asymmetric causal links and characterizes their signs, effectively distinguishing between bearish, normal, and bullish market conditions, as well as short-, medium- and long-term horizons.

This study's findings reveal that financial instability has a strong negative impact on the green stock market over the medium to long term, in bullish market conditions and in times of economic and extra-economic turbulence. This implies that green stocks cannot be an effective hedge against systemic financial risk during periods of turbulence and euphoria. Moreover, the authors demonstrate that U.S. financial instability not only affects the U.S. green equity market, but also has significant spillover effects on the EU market and vice versa, indicating the existence of a Euro-American contagion mechanism. Interestingly, this study's results also reveal a positive correlation between financial instability and green equity market performance under normal market conditions, suggesting a possible feedback loop effect.

This study represents pioneering work in exploring the non-linear and asymmetric connections between financial instability and the Euro-American stock markets. Notably, it discerns how these interactions vary over the short, medium, and long term and under different market conditions, including bearish, normal, and bullish states. Understanding these characteristics is instrumental in shaping effective policies to achieve the Sustainable Development Goals (SDGs), including access to clean, affordable energy (SDG 7), and to preserve the stability of the international financial system.

Revenue stability has been an important policy objective for state government administrators. This study explores whether the effect of revenue diversification on revenue volatility varies in terms of the instability of a state’s economic base. To empirically answer the question, an econometric model that explores a series of factors that could affect revenue stability is estimated using panel data on 47 state governments during the years 1986-2004. The findings indicate that revenue diversification reduces revenue instability for states that are economically stable. However, the revenue-stabilizing effect of diversification diminishes as the economic instability of a state increases. Although revenue diversification has been advocated as a desirable practice for sub-national governments, this study indicates that the benefits of revenue diversification are not always clear and its practice should be moderated by the conditions of a state’s economic base.

Investigates the effects of two‐phase instability on finite element (FE) solutions for porous hypoelastic solids saturated with an insterstitial fluid. Demonstrates that two‐phase instability creates definite problems to the FE computations of coupled solid‐fluid systems. The eigenvectors of the tangential finite element matrices which are responsible for problems are not artificial, but are the bifurcating modes of physical solutions. The investigation, although limited to the plane strain undrained compression of hypoelastic models, is relevant to the investigation of the two‐phase instability of other materials and boundary value problems, and may lead towards an explanation for numerical problems in soil liquefaction analysis.

Investigates the time series relationship between export earnings instability and instability in receipts from international tourism for Singapore between 1972 and 1988. Computes four standardized instability indexes for both merchandize exports and international travel receipts, having suitably adjusted the official export series for re‐exports and corrected the two data series for trend. There is some support for the view that export receipts are more unstable than tourism receipts. Although exports are generally more unstable over the whole period, they were relatively more unstable in the early to mid‐1970s during a period of international instability. Tourism receipts, on the other hand, were relatively more unstable in the 1980s, partly as a result of world recession, but also because of structural problems in the tourism industry in Singapore. Also finds that the development of the tourism sector in Singapore has exerted a net destabilizing effect on total exports of goods and services.

Instability in the export proceeds of developing countries has been discussed and lamented for many years in the general literature on economic development. It is relatively recently, however, that detailed empirical research has been undertaken to illuminate the causes and effects of export earnings instability in both developing and developed countries.