LIN28B, LIN28A, KISS1, and KISS1R in idiopathic central precocious puberty

Abstract Background Pubertal timing is a strongly heritable trait, but no single puberty gene has been identified. Thus, the genetic background of idiopathic central precocious puberty (ICPP) is poorly understood. Overall, the genetic modulation of pubertal onset most likely arises from the additive effect of multiple genes, but also monogenic causes of ICPP probably exist, as cases of familial ICPP have been reported. Mutations in KISS1 and KISSR, coding for kisspeptin and its receptor, involved in GnRH secretion and puberty onset, have been suggested causative for monogenic ICPP. Variation in LIN28B was associated with timing of puberty in genome-wide association (GWA) studies. LIN28B is a human ortholog of the gene that controls, through microRNAs, developmental timing in C. elegans. In addition, Lin28a transgenic mice manifest the puberty phenotypes identified in the human GWAS. Thus, both LIN28B and LIN28A may have a role in pubertal development and are good candidate genes for monogenic ICPP. Methods Thirty girls with ICPP were included in the study. ICPP was defined by pubertal onset before 8 yrs of age, and a pubertal LH response to GnRH testing. The coding regions of LIN28B, LIN28A, KISS1, and KISS1R were sequenced. The missense change in LIN28B was also screened in 132 control subjects. Results No rare variants were detected in KISS1 or KISS1R in the 30 subjects with ICPP. In LIN28B, one missense change, His199Arg, was found in one subject with ICPP. However, this variant was also detected in one of the 132 controls. No variation in LIN28A was found. Conclusions We did not find any evidence that mutations in LIN28B or LIN28A would underlie ICPP. In addition, we confirmed that mutations in KISS1 and KISS1R are not a common cause for ICPP.

Monetary policy rules and estimated reaction functions for the European Central Bank

This thesis studies the interest-rate policy of the ECB by estimating monetary policy rules using real-time data and central bank forecasts. The aim of the estimations is to try to characterize a decade of common monetary policy and to look at how different models perform at this task.The estimated rules include: contemporary Taylor rules, forward-looking Taylor rules, nonlinearrules and forecast-based rules. The nonlinear models allow for the possibility of zone-like preferences and an asymmetric response to key variables. The models therefore encompass the most popular sub-group of simple models used for policy analysis as well as the more unusual non-linear approach. In addition to the empirical work, this thesis also contains a more general discussion of monetary policy rules mostly from a New Keynesian perspective. This discussion includes an overview of some notable related studies, optimal policy, policy gradualism and several other related subjects. The regression estimations are performed with either least squares or the generalized method of moments depending on the requirements of the estimations. The estimations use data from both the Euro Area Real-Time Database and the central bank forecasts published in ECB Monthly Bulletins. These data sources represent some of the best data that is available for this kind of analysis. The main results of this thesis are that forward-looking behavior appears highly prevalent, but that standard forward-looking Taylor rules offer only ambivalent results with regard to inflation. Nonlinear models are shown to work, but on the other hand do not have a strong rationale over a simpler linear formulation. However, the forecasts appear to be highly useful in characterizing policy and may offer the most accurate depiction of a predominantly forward-looking central bank. In particular the inflation response appears much stronger while the output response becomes highly forward-looking as well.