The economic determinants of the Brazilian nominal term structure of interest rates

The purpose of this study is to identify the effects of monetary policy and macroeconomic shocks on the dynamics of the Brazilian term structure of interest rates. We estimate a near-VAR model under the identification scheme proposed by Christiano et al. (1996, 1999). The results resemble those of the US economy: monetary policy shocks that flatten the term structure of interest rates. We find that monetary policy shocks in Brazil explain a significantly larger share of the dynamics of the term structure than in the USA. Finally, we analyse the importance of standard macroeconomic variables (e. g. GDP, inflation and measure of country risk) to the dynamics of the term structure in Brazil.

A hands-on approach for fitting long-term survival models under the GAMLSS framework

In many data sets from clinical studies there are patients insusceptible to the occurrence of the event of interest. Survival models which ignore this fact are generally inadequate. The main goal of this paper is to describe an application of the generalized additive models for location, scale, and shape (GAMLSS) framework to the fitting of long-term survival models. in this work the number of competing causes of the event of interest follows the negative binomial distribution. In this way, some well known models found in the literature are characterized as particular cases of our proposal. The model is conveniently parameterized in terms of the cured fraction, which is then linked to covariates. We explore the use of the gamlss package in R as a powerful tool for inference in long-term survival models. The procedure is illustrated with a numerical example. (C) 2009 Elsevier Ireland Ltd. All rights reserved.

On the unification of long-term survival models

In this paper we extend the long-term survival model proposed by Chen et al. [Chen, M.-H., Ibrahim, J.G., Sinha, D., 1999. A new Bayesian model for survival data with a surviving fraction. journal of the American Statistical Association 94, 909-919] via the generating function of a real sequence introduced by Feller [Feller, W., 1968. An Introduction to Probability Theory and its Applications, third ed., vol. 1, Wiley, New York]. A direct consequence of this new formulation is the unification of the long-term survival models proposed by Berkson and Gage [Berkson, J., Gage, R.P., 1952. Survival cure for cancer patients following treatment. journal of the American Statistical Association 47, 501-515] and Chen et al. (see citation above). Also, we show that the long-term survival function formulated in this paper satisfies the proportional hazards property if, and only if, the number of competing causes related to the occurrence of an event of interest follows a Poisson distribution. Furthermore, a more flexible model than the one proposed by Yin and Ibrahim [Yin, G., Ibrahim, J.G., 2005. Cure rate models: A unified approach. The Canadian journal of Statistics 33, 559-570] is introduced and, motivated by Feller`s results, a very useful competing index is defined. (c) 2008 Elsevier B.V. All rights reserved.

On the mass determination of super-Earths orbiting active stars: the CoRoT-7 system

Context. Star activity makes the mass determination of CoRoT-7b and CoRoT 7c uncertain. Investigators of the CoRoT team proposed several solutions, but all but one of them are larger than the initial determinations of 4.8 +/- 0.8 M(Earth) for CoRoT-7b and 8.4 +/- 0.9 M(Earth) for CoRoT 7c. Aims. This investigation uses the excellent HARPS radial velocity measurements of CoRoT-7 to redetermine the planet masses and to explore techniques for determining mass and orbital elements of planets discovered around active stars when the relative variation in the radial velocity due to the star activity cannot be considered as just noise and can exceed the variation due to the planets. Methods. The main technique used here is a self-consistent version of the high-pass filter used by Queloz et al. (2009, A&A, 506, 303) in the first mass determination of CoRoT-7b and CoRoT-7c. The results are compared to those given by two alternative techniques: (1) the approach proposed by Hatzes et al. (2010, A&A, 520, A93) using only those nights in which two or three observations were done; (2) a pure Fourier analysis. In all cases, the eccentricities are taken equal to zero as indicated by the study of the tidal evolution of the system. The periods are also kept fixed at the values given by Queloz et al. Only the observations done in the time interval BJD 2 454 847-873 are used because they include many nights with multiple observations; otherwise, it is not possible to separate the effects of the rotation fourth harmonic (5.91 d = P(rot)/4) from the alias of the orbital period of CoRoT-7b (0.853585 d). Results. The results of the various approaches are combined to give planet mass values 8.0 +/- 1.2 M(Earth) for CoRoT-7b and 13.6 +/- 1.4 M(Earth) for CoRoT 7c. An estimation of the variation of the radial velocity of the star due to its activity is also given. Conclusions. The results obtained with three different approaches agree to give higher masses than those in previous determinations. From the existing internal structure models they indicate that CoRoT-7b is a much denser super-Earth. The bulk density is 11 +/- 3.5 g cm(-3), so CoRoT-7b may be rocky with a large iron core.

Destructive weighted Poisson cure rate models

In this paper, we develop a flexible cure rate survival model by assuming the number of competing causes of the event of interest to follow a compound weighted Poisson distribution. This model is more flexible in terms of dispersion than the promotion time cure model. Moreover, it gives an interesting and realistic interpretation of the biological mechanism of the occurrence of event of interest as it includes a destructive process of the initial risk factors in a competitive scenario. In other words, what is recorded is only from the undamaged portion of the original number of risk factors.

COM-Poisson cure rate survival models and an application to a cutaneous melanoma data

In this paper, we develop a flexible cure rate survival model by assuming the number of competing causes of the event of interest to follow the Conway-Maxwell Poisson distribution. This model includes as special cases some of the well-known cure rate models discussed in the literature. Next, we discuss the maximum likelihood estimation of the parameters of this cure rate survival model. Finally, we illustrate the usefulness of this model by applying it to a real cutaneous melanoma data. (C) 2009 Elsevier B.V. All rights reserved.

A Bayesian Long-term Survival Model Parametrized in the Cured Fraction

The main goal of this paper is to investigate a cure rate model that comprehends some well-known proposals found in the literature. In our work the number of competing causes of the event of interest follows the negative binomial distribution. The model is conveniently reparametrized through the cured fraction, which is then linked to covariates by means of the logistic link. We explore the use of Markov chain Monte Carlo methods to develop a Bayesian analysis in the proposed model. The procedure is illustrated with a numerical example.

Cloning, expression, molecular modelling and docking analysis of glutathione transferase from Saccharum officinarum

Sugarcane yield and quality are affected by a number of biotic and abiotic stresses. In response to such stresses, plants may increase the activities of some enzymes such as glutathione transferase (GST), which are involved in the detoxification of xenobiotics. Thus, a sugarcane GST was modelled and molecular docked using the program LIGIN to investigate the contributions of the active site residues towards the binding of reduced glutathione (GSH) and 1-chloro-2,4-dinitrobenzene (CDNB). As a result, W13 and I119 were identified as key residues for the specificity of sugarcane GSTF1 (SoGSTF1) towards CDNB. To obtain a better understanding of the catalytic specificity of sugarcane GST (SoGSTF1), two mutants were designed, W13L and I119F. Tertiary structure models and the same docking procedure were performed to explain the interactions between sugarcane GSTs with GSH and CDNB. An electron-sharing network for GSH interaction was also proposed. The SoGSTF1 and the mutated gene constructions were cloned and expressed in Escherichia coli and the expressed protein purified. Kinetic analyses revealed different Km values not only for CDNB, but also for GSH. The Km values were 0.2, 1.3 and 0.3 mM for GSH, and 0.9, 1.2 and 0.5 mM for CDNB, for the wild type, W13L mutant and I119F mutant, respectively. The V(max) values were 297.6, 224.5 and 171.8 mu mol min(-1) mg(-1) protein for GSH, and 372.3, 170.6 and 160.4 mu mol min(-1) mg(-1) protein for CDNB.

A flexible model for survival data with a cure rate: a Bayesian approach

In this paper we deal with a Bayesian analysis for right-censored survival data suitable for populations with a cure rate. We consider a cure rate model based on the negative binomial distribution, encompassing as a special case the promotion time cure model. Bayesian analysis is based on Markov chain Monte Carlo (MCMC) methods. We also present some discussion on model selection and an illustration with a real dataset.

Systematics of nuclear densities, deformations and excitation energies within the context of the generalized rotation-vibration model

We present a large-scale systematics of charge densities, excitation energies and deformation parameters For hundreds of heavy nuclei The systematics is based on a generalized rotation vibration model for the quadrupole and octupole modes and takes into account second-order contributions of the deformations as well as the effects of finite diffuseness values for the nuclear densities. We compare our results with the predictions of classical surface vibrations in the hydrodynamical approximation. (C) 2010 Elsevier B V All rights reserved.

Fragment-guided approach to incorporating structural information into a CoMFA study: BACE-1 as an example

Alzheimer`s disease is an ultimately fatal neurodegenerative disease, and BACE-1 has become an attractive validated target for its therapy, with more than a hundred crystal structures deposited in the PDB. In the present study, we present a new methodology that integrates ligand-based methods with structural information derived from the receptor. 128 BACE-1 inhibitors recently disclosed by GlaxoSmithKline R&D were selected specifically because the crystal structures of 9 of these compounds complexed to BACE-1, as well as five closely related analogs, have been made available. A new fragment-guided approach was designed to incorporate this wealth of structural information into a CoMFA study, and the methodology was systematically compared to other popular approaches, such as docking, for generating a molecular alignment. The influence of the partial charges calculation method was also analyzed. Several consistent and predictive models are reported, including one with r (2) = 0.88, q (2) = 0.69 and r (pred) (2) = 0.72. The models obtained with the new methodology performed consistently better than those obtained by other methodologies, particularly in terms of external predictive power. The visual analyses of the contour maps in the context of the enzyme drew attention to a number of possible opportunities for the development of analogs with improved potency. These results suggest that 3D-QSAR studies may benefit from the additional structural information added by the presented methodology.

Cyclic variability of the circumstellar disk of the Be star zeta Tauri I. Long-term monitoring observations

Context. Emission lines formed in decretion disks of Be stars often undergo long-term cyclic variations, especially in the violet-to-red (V/R) ratio of their primary components. The underlying structural and dynamical variations of the disks are only partly understood. From observations of the bright Be-shell star. Tau, the possibly broadest and longest data set illustrating the prototype of this behaviour was compiled from our own and archival observations. It comprises optical and infrared spectra, broad-band polarimetry, and interferometric observations. Aims. The dense, long-time monitoring permits a better separation of repetitive and ephemeral variations. The broad wavelength coverage includes lines formed under different physical conditions, i.e. different locations in the disk, so that the dynamics can be probed throughout much of the disk. Polarimetry and interferometry constrain the spatial structure. All together, the objective is a better understand the dynamics and life cycle of decretion disks. Methods. Standard methods of data acquisition, reduction, and analysis were applied. Results. From 3 V/R cycles between 1997 and 2008, a mean cycle length in Ha of 1400-1430 days was derived. After each minimum in V/R, the shell absorption weakens and splits into two components, leading to 3 emission peaks. This phase may make the strongest contribution to the variability in cycle length. There is no obvious connection between the V/R cycle and the 133-day orbital period of the not otherwise detected companion. V/R curves of different lines are shifted in phase. Lines formed on average closer to the central star are ahead of the others. The shell absorption lines fall into 2 categories differing in line width, ionization/excitation potential, and variability of the equivalent width. They seem to form in separate regions of the disk, probably crossing the line of sight at different times. The interferometry has resolved the continuum and the line emission in Br gamma and HeI 2.06. The phasing of the Br gamma emission shows that the photocenter of the line-emitting region lies within the plane of the disk but is offset from the continuum source. The plane of the disk is constant throughout the observed V/R cycles. The observations lay the foundation for the fully self-consistent, one-armed, disk-oscillation model developed in Paper II.

Intersubband-induced spin-orbit interaction in quantum wells

Recently, we have found an additional spin-orbit (SO) interaction in quantum wells with two subbands [Bernardes , Phys. Rev. Lett. 99, 076603 (2007)]. This new SO term is nonzero even in symmetric geometries, as it arises from the intersubband coupling between confined states of distinct parities, and its strength is comparable to that of the ordinary Rashba. Starting from the 8x8 Kane model, here we present a detailed derivation of this new SO Hamiltonian and the corresponding SO coupling. In addition, within the self-consistent Hartree approximation, we calculate the strength of this new SO coupling for realistic symmetric modulation-doped wells with two subbands. We consider gated structures with either a constant areal electron density or a constant chemical potential. In the parameter range studied, both models give similar results. By considering the effects of an external applied bias, which breaks the structural inversion symmetry of the wells, we also calculate the strength of the resulting induced Rashba couplings within each subband. Interestingly, we find that for double wells the Rashba couplings for the first and second subbands interchange signs abruptly across the zero bias, while the intersubband SO coupling exhibits a resonant behavior near this symmetric configuration. For completeness we also determine the strength of the Dresselhaus couplings and find them essentially constant as function of the applied bias.

Structural models for yttrium aluminium borate laser glasses: NMR and EPR studies of the system (Y(2)O(3))(0.2)-(Al(2)O(3))(x)-(B(2)O(3))(0.8-x)

The structure of laser glasses in the system (Y(2)O(3))(0.2){(Al(2)O(3))(x))(B(2)O(3))(0.8-x)} (0.15 <= x <= 0.40) has been investigated by means of (11)B, (27)Al, and (89)Y solid state NMR as well as electron spin echo envelope modulation (ESEEM) of Yb-doped samples. The latter technique has been applied for the first time to an aluminoborate glass system. (11)B magic-angle spinning (MAS)-NMR spectra reveal that, while the majority of the boron atoms are three-coordinated over the entire composition region, the fraction of three-coordinated boron atoms increases significantly with increasing x. Charge balance considerations as well as (11)B NMR lineshape analyses suggest that the dominant borate species are predominantly singly charged metaborate (BO(2/2)O(-)), doubly charged pyroborate (BO(1/2)(O(-))(2)), and (at x = 0.40) triply charged orthoborate groups. As x increases along this series, the average anionic charge per trigonal borate group increases from 1.38 to 2.91. (27)Al MAS-NMR spectra show that the alumina species are present in the coordination states four, five and six, and the fraction of four-coordinated Al increases markedly with increasing x. All of the Al coordination states are in intimate contact with both the three-and the four-coordinate boron species and vice versa, as indicated by (11)B/(27)Al rotational echo double resonance (REDOR) data. These results are consistent with the formation of a homogeneous, non-segregated glass structure. (89)Y solid state NMR spectra show a significant chemical shift trend, reflecting that the second coordination sphere becomes increasingly ""aluminate-like'' with increasing x. This conclusion is supported by electron spin echo envelope modulation (ESEEM) data of Yb-doped glasses, which indicate that both borate and aluminate species participate in the medium range structure of the rare-earth ions, consistent with a random spatial distribution of the glass components.

THREE-DIMENSIONAL PHOTOIONIZATION STRUCTURE AND DISTANCES OF PLANETARY NEBULAE. IV. NGC 40

Continuing our series of papers on the three-dimensional (3D) structure and accurate distances of planetary nebulae (PNe), we present here the results obtained for PN NGC 40. Using data from different sources and wavelengths, we construct 3D photoionization models and derive the physical quantities of the ionizing source and nebular gas. The procedure, discussed in detail in the previous papers, consists of the use of 3D photoionization codes constrained by observational data to derive the 3D nebular structure, physical and chemical characteristics, and ionizing star parameters of the objects by simultaneously fitting the integrated line intensities, the density map, the temperature map, and the observed morphologies in different emission lines. For this particular case we combined hydrodynamical simulations with the photoionization scheme in order to obtain self-consistent distributions of density and velocity of the nebular material. Combining the velocity field with the emission-line cubes we also obtained the synthetic position-velocity plots that are compared to the observations. Finally, using theoretical evolutionary tracks of intermediate-and low-mass stars, we derive the mass and age of the central star of NGC 40 as (0.567 +/- 0.06) M(circle dot) and (5810 +/- 600) yr, respectively. The distance obtained from the fitting procedure was (1150 +/- 120) pc.