Forecasting the Yield Curve of Government Bonds: A Comparative Study

For the past 20 years, researchers have applied the Kalman filter to the modeling and forecasting the term structure of interest rates. Despite its impressive performance in in-sample fitting yield curves, little research has focused on the out-of-sample forecast of yield curves using the Kalman filter. The goal of this thesis is to develop a unified dynamic model based on Diebold and Li (2006) and Nelson and Siegel’s (1987) three-factor model, and estimate this dynamic model using the Kalman filter. We compare both in-sample and out-of-sample performance of our dynamic methods with various other models in the literature. We find that our dynamic model dominates existing models in medium- and long-horizon yield curve predictions. However, the dynamic model should be used with caution when forecasting short maturity yields

The band structure of Cd0

The Augmented Pl ane Wave Method has been used to calculate the one-electron energy band structure of CdO. Energy eigenva l ues were calculated along three symmetry lines and for some other general wave-vectors of interest.

The effect of 17-B estradiol therapy on bone mineral density and structure of alveolar bone in the ovariectomized rat model of postmenopausal osteoporosis

The ovariectomized (OVX) rat, a preclinical model for studying postmenopausal bone loss, may also be used to study differences in alveolar bone (AB). The objectives of this study were to quantify the differences in AB following estrogen replacement therapy (ERT), and to investigate the relationship between AB structure and density, and trabecular bone at the femoral neck (FN) and third lumbar vertebral body (LB3). Estrogen treated rats had a higher bone volume fraction (BV/TV) at the AB region (9.8% P < 0.0001), FN (12% P < 0.0001), and LB3 (11.5% P < 0.0001) compared to the OVX group. BV/TV of the AB was positively correlated with the BV/TV at the FN (r = 0.69 P < 0.0001) and the LB3 (r = 0.75 P < 0.0001). The trabecular number (Tb.N), trabecular separation (Tb.Sp), and structure model index (SMI) were also positively correlated (P < 0.05) between the AB and FN (r = 0.42, 0.49, and 0.73, respectfully) and between the AB and LB3 (r = 0.44, 0.63, and 0.69, respectfully). Given the capacity of AB to respond to ERT, future preclinical drug/nutritional intervention studies aimed at improving skeletal health should include the AB as a region of interest (ROI).

Rights jurisprudence and the charter : evaluating the changing structure of Canadian federalism /

Abstract . Rights jiirisprudence in Canada dates back as far as Confederation in 1867. Between this date and 1982, the organizing principle of Confederation - federalism - has kept this jurisprudence solely within the supremacy of Parliament, subject to its confines and division of powers. After 1982, however, a new constitutional organizing principle was introduced, when Prime Minister Pierre Trudeau introduced the patriation initiative, touted as the "people's package". Individual rights and freedoms were now guaranteed by the Constitution. Citizens of Canada now had a direct link to the Constitution via the Charter and there were now two significantly different organizing principles within the constitutional order widch created an unstable coexistence. This instability has led to a clash between judicially enforced Charter rights and federalism. The Charter has since had both a nationalizing and centralizing effect on Canadian federalism. This thesis explores the relationship between rights and federalism in Canada fix)m Confederation to present day by comparing the jurisprudence of pre and post Charter Canada. An analysis of Supreme Court's (and its predecessor's, the JCPC) decisions shows the profound effect the Charter has had on Canadian federalism. The result has been an undermining of federalism in Canada, with Parliamentary Supremacy replaced by Constitutional supremacy, and ultimately. Judicial Supremacy. Moreover, rights discourse has largely replaced federalism discourse. Canadians have become very attached to their Charter, and are unwilling to allow any changes to the constitution that may affect their rights as political elites discovered the hard way after the collapse of the Meech and Charlottetown Accords. If federalism is to remain a relevant and viable organizing principle in the Constitution, then governments, especially at the provincial level, must find new and iimovative ways to assert their importance within the federation.

The validation of heart rate variability in individuals with spinal cord injury

The current classification system for spinal cord injury (SCI) considers only somatic information and neglects autonomic damage after injiuy. Heart rate variability (HRV) has the potential to be a valuable measure of cardiac autonomic control after (SCI). Five individuals with tetraplegia and four able-bodied controls underwent 1 min continuous ECG recordings during rest, after Metoprolol administration (max dose=3x5mg) and after Atropine administration (0.02mg/kg) in both supine and 40° head-up tilt. After Metoprolol administration there was a 61.8% decrease in the LF:HF ratio in the SCI participants suggesting that the LF:HF ratio is a reflection of cardiac sympathetic outflow. After Atropine administration there was a 99.1% decrease in the HF power in the SCI participants suggesting that HF power is highly representative of cardiac parasympathetic outflow. There were no significant differences between the SCI and able-bodied participants. Thus, HRV measures are a valid index of cardiac autonomic control after SCI.

The role of molecular, clinical and socioeconomic factors in the long-term survival of axillary node negative breast cancer patients

The overall objective of this study was to investigate factors associated with long-term survival in axillary node negative (ANN) breast cancer patients. Clinical and biological factors included stage, histopathologic grade, p53 mutation, Her-2/neu amplification, estrogen receptor status (ER), progesterone receptor status (PR) and vascular invasion. Census derived socioeconomic (SES) indicators included median individual and household income, proportions of university educated individuals, housing type, "incidence" of low income and an indicator of living in an affluent neighbourhood. The effects of these measures on breast cancer-specific survival and competing cause survival were investigated. A cohort study examining survival among axillary node negative (ANN) breast cancer patients in the greater Toronto area commenced in 1 989. Patients were followed up until death, lost-to-follow up or study termination in 2004. Data were collected from several sources measuring patient demographics, clinical factors, treatment, recurrence of disease and survival. Census level SES data were collected using census geo-coding of patient addresses' at the time of diagnosis. Additional survival data were acquired from the Ontario Cancer Registry to enhance and extend the observation period of the study. Survival patterns were examined using KaplanMeier and life table procedures. Associations were examined using log-rank and Wilcoxon tests of univariate significance. Multivariate survival analyses were perfonned using Cox proportional hazards models. Analyses were stratified into less than and greater than 5 year survival periods to observe whether known markers of short-tenn survival were also associated with reductions in long-tenn survival among breast cancer patients. The 15 year survival probabilities in this cohort were: for breast cancerspecific survival 0.88, competing causes survival 0.89 and for overall survival 0.78. Estrogen receptor (ER) and progesterone receptor (PR) status (Hazard Ratio (HR) ERIPR- versus ER+/PR+, 8.15,95% CI, 4.74, 14.00), p53 mutation (HR, 3.88, 95% CI, 2.00, 7.53) and Her-2 amplification (HR, 2.66, 95% CI, 1.36, 5.19) were associated with significant reductions in short-tenn breast cancer-specific survival «5 years following diagnosis), however, not with long-term survival in univariate analyses. Stage, histopathologic grade and ERiPR status were the clinicallbiologieal factors that were associated with short-term breast cancer specific survival in multivariate results. Living in an affluent neighbourhood (top quintile of median household income compared to the rest of the population) was associated with the largest significant increase in long-tenn breast cancer-specific survival after adjustment for stage, histopathologic grade and treatment (HR, 0.36, 95% CI, 0.12, 0.89).

A possible role for intrinsic calcium buffers in the long- term adaptation of crayfish neurons

Increasing the impulse activity of neurons in vivo over 3 or more days causes a reduction in transmitter release that persists for days or weeks (eg. Mercier and Atwood, 1989). This effect is usually accompanied by decreased synaptic fatigue. These two changes involve presynaptic mechanisms and indicate "long-term adaptation" (LTA) of nerve terminals. Previous experiments have shown that LTA requires extracellular calcium and protein synthesis (eg. Hong and Lnenicka, Soc. Neurosci. Abstr. 17:1322) and appears to involve communication between the cell body and the nerve terminals. The present study examines the possibility that the reduction in transmitter release is caused by an -increase in the calcium buffering ability within the nerve terminals. It examines the responses of adapted and control nerve terminals to exogenously applied calcium buffer, BAPTA-AM, which decreases transmitter release (Robitialle and Charlton, 1992). If LTA increases intrinsic Ca2+-buffering, the membrane permeant form of BAPTA should have less effect on adapted nerve terminals than on controls. Experiments are performed on the phasic abdominal extensor motor neurons of the crayfish, Procambarns clarkii. BAPTA-AM decreases excitatory postsynaptic potentials (EPSP's) of the phasic extensor muscles in a dosedependent manner between 5 and 50 JLM. LTA is elicited by in vivo stimulation at 2.5 Hz for 2-4 h per day over 3 days, which reduces EPSP's by over 50%. Experiments indicate that BAPTA-AM produces no significant change in EPSP reduction in adapted neurons when compared to controls. These results do not support the hypothesis that increased daily activity alters rapid intrinsic calcium buffers, that are able to reduce transmitter output in the same manner as BAPTA.

Petrography, geochemistry and structure of the Timmins area, Ontario

Regional structural analysis of the Timmins area indicates four major periods of tectonic deformation. The DI deformation is characterized by a series of isoclinal FI folds which are outlined in the study area by bedding, pillow tops and variolitic flows. The D2 deformation developed the Porcupine Syncline and refolded the Fl folds about a NE. axis. A pervasive S2 foliation developed during low grade (greenschist) regional metamorphism associated with the D2 deformation. The S2 foliation developed south of the Destor-Porcupine Break. The third phase of tectonic D3 deformation is recognized by the development of a S3 sub-horizontal crenulation cleavage which developed on the plane of the S2 foliation. No meso scopic folds are associated with this deformation. The 8 3 crenulation cleavage is observed south of the Destor-Porcupine Break. The D4 tectonic deformation is recorded as a subvertical S4 crenulation cleavage which developed on the plane of the S2 foliation and also offsets the S3 crenulation cleavage. Macroscopic F4 folds have refolded the F2 axial plane. No metamorphic recrystallization is associated with this deformation. The S4 crenulation cleavage is observed south of the Destor-Porcupine Break. Petrographic evidence indicates that the Timmins area has been subjected to pervasive regional low grade (greenschist) metamorphism which has recrystallized the original mineralogy. South of the study are~ the Donut Lake ultramafic lavas have been subjected to contact medium grade (amphibolite facies) metamorphism associated with the intrusion of the Peterlong Lake Complex. The Archean volcanic rocks of the Timmins area have been subdivided into komatiitic, tholeiitic and calcalkaline suites based on Zr, Ti0 2 and Ni. The three elements were used because of their r e lative immobility during subsequent metamorphic events. Geochemical observations in the Timmins area indicates that the composition of the Goose Lake and Donut Lake Formations are a series of peridotitic, pyroxenitic and basaltic komatiites. The Lower Schumacher Formation is a sequence of basaltic komatiites while the upper part of the Lower Schumacher Formation is an intercalated sequence of basaltic komatiites and low Ti0 2 tholeiites. The variolitic flows are felsic tholeiites in composition and geochemical evidenc e sugg ests that they developed as a n immiscible splitting of a tholeiitic magma. The Upper Schumacher Formation is a sequence of tholeiitic rocks dis p laying a mild iron enrichment. The Krist and Boomerang Formations are the felsic calc-alkaline rocks of the study area which are characteristically pyroclastic. The Redstone Fo rmation is dominantly a calc-alkali ne sequence of volcani c rocks whose minor mafic end me mbers exposed in 1t.he study hav e basaltic komatiitic compositions. Geochemical evidence sugges ts that the Keewatin-type se dimentary rocks have a composition similar to a quartz diorite or a granodiorite. Fi e l d obs ervations and petrographic evidence suggests that they were derived fr om a distal source and now repr esent i n part a turbidite sequence. The Timiskaming-type sedimentary rocks approach the c omp osi t ion of the felsic calc-alkaline rocks of the study area . The basal conglomerate in the study are a sugge s ts that th e uni t was derived fr om a proximal source. Petrographic and ge ochemical evidence suggests that the peridotitic and pyroxenitic komatiites originated as a 35-55% partial melt within the mantle, in excess of 100 Km. depth. The melt ros e as a diapir with the subsequent effusion of the ultramafic lavas, The basaltic komatiites and tholeiitic rocks originated in the mantle from lesser degrees of partial melting and fractionated in low pressure chambers. Geochemical evidence suggests a "genetic link" between the basaltic komatiites and tholeiites, The calc-alkaline rocks developed as a result of the increa.se In PO in the magma chamber. The felsic calcalkaline rocks are a late stage effusion possibly the last major volcanic eruptions in the area.

The crystal and molecular structure of bis (pyridoxamine) copper (II) dinitrate monohydrate

The crystal structure of Cu(PM)2(N03hoH20 (where PM is pyridoxamine, CSHI2N202) has been determined from three dimensional x-ray diffraction data. The crystals are triclinic, space group pI, a = 14.248 (2), b = 8.568 (1), c = 9.319 (1) 1, a = 94.08 (1), e = 89.73 (1), y~~ 99.18 (1)°, z = 2, jl(MoK) = 10.90 em-I, Po = 1.61 g/cm3 and Pc = 1.61 g/em3• The structure a was solved by Patterson techniques from data collected on a Picker 4-circle diffractometer to 26max = 45°. All atoms, including hydrogens, have been located. Anisotropic thermal parameters have been refined for all nonhydrogen atoms. For the 2390 independent reflections with F ? 3cr(F) , R = 0.0408. The results presented here provide the first detailed structural information of a metal complex with PM itself. The copper atoms are located on centres of symmetry and each is chela ted by two PM zwitterions through the amino groups and phenolate oxygen atoms. The zwitterionic form found in this structure involves the loss of a proton from the phenolate group and protonation of the pyridine ring nitrogen atoms. The two independent Cu(PM)2 moieties are symmetrically bridged by a single oxygen atom from one of the nitrate groups. The second nitrate group is not coordinated to the copper atoms but is central to an extensive hydrogen bonding network involving the water molecule and uncoordinated functional groups of PM.

The crystal and molecular structure of thiamine hydroiodide /|nWilliam Edward Lee. -- 260 St. Catharines [Ont.] : Dept. of Chemistry, Brock University,

The x-ray crystal structure of thiamine hydroiodide,C1ZH18N40S12' has been determined. The unit cell parameters are a = 13.84 ± 0.03, o b = 7.44 ± 0.01, c = 20.24 ± 0.02 A, 8 = 120.52 ± 0.07°, space group P2/c, z = 4. A total of 1445 reflections having ,2 > 2o(F2), 26 < 40° were collected on a Picker four-circle diffractometer with MoKa radiation by the 26 scan technique. The structure was solved by the heavy atom method. The iodine and sulphur atoms were refined anisotropically; only the positional parameters were refined for the hydrogen atoms. Successive least squares cycles yielded an unweighted R factor of 0.054. The site of protonation of the pyrimidine ring is the nitrogen opposite the amino group. The overall structure conforms very closely to the structures of other related thiamine compounds. The bonding surrounding the iodine atoms is distorted tetrahedral. The iodine atoms make several contacts with surrounding atoms most of them at or near the van der Waal's distances A thiaminium tetrachlorocobaltate salt was produced whose molecular and crystal structure was j~dged to be isomorphous to thiaminium tetrachlorocadmate.

The crystal and molecular structure of 18-Crown-6 HgC12 and 18-Crown-6 Cdc12

Hg(18-Crown-6)C12 and Cd(18-Crown-6)C12 are isostructura1, space group Cl~ Z = 2. For the mercury compound, a = 10.444(2) A° , b = 11. 468(1) A° , c = 7.754(1) A° , a = 90.06(1)°, B = 82.20(1)°, Y = 90.07(1)°, Dobs = 1.87, Dca1c = 1.93, V = 920.05 13, R = 4.66%. For the cadmium compound, 000 a = 10.374(1) A, b = 11.419(2) A, c = 7.729(1) A, a = 89.95(1)°, B = 81.86(2)°, Y = 89.99(1)°, Dobs = 1.61, Dcalc = 1.64, V = 906.4613, R = 3.95%. The mercury and cadmium ions exhibit hexagonal bipyramidal coordination, with the metal ion located on a centre of symmetry in the plane of the oxygen atoms. The main differences between the two structures are an increase in the metal-oxygen distance and a reduction in the metalchloride distance when the central ion changes from Cd2+ to Hg2+. These differences may be explained in terms of the differences in hardness or softness of the metal ions and the donor atoms.

The effectiveness of explicit strategy instruction on the top level structure of a text

Thesis (M.Ed.)-- Brock University, 1995.

The effects of gramicidin on the structure of phospholipid assemblies /

Gramicidin is an antibiotic peptide that can be incorporated into the monolayers of cell membranes. Dimerization through hydrogen bonding between gramicidin monomers in opposing leaflets of the membrane results in the formation of an iontophoretic channel. Surrounding phospholipids, with various associated mechanical properties, have been shown to influence the gating properties of this channel. Conversely, gramicidin incorporation has been shown to affect the structure of spontaneously formed lipid assemblies. Using small-angle x-ray diffraction and model systems composed of phospholipids and gramicidin, the physical effects incurred by gramicidin incorporation were measured. The reverse hexagonal (H^) phase composed of dioleoylphosphatidylethanolamine (DOPE) monolayers decreased in lattice dimension with increasing incorporation of gramicidin. This indicated that gramicidin was adding negative curvature to the monolayers. In this system, gramicidin was measured to have an apparent intrinsic radius of curvature (Rop*™") of -7. 1 A. The addition of up to 4 mol% gramicidin in mixtures with DOPE did not result in the monolayers becoming stiffer, as indicated by unaltered bending moduli for each composition. Dioleoylphosphatidylcholine (DOPC) alone forms the lamellar (LJ phase when hydrated, but undergoes a transition into the H^ phase when mixed with gramicidin. The lattice repeat dimension decreases systematically with increased gramicidin content. Again, this indicated that gramicidin was adding negative curvature to the monolayers. At 12 mol% gramicidin in mixtures with DOPC, the apparent radius of intrinsic curvature of gramicidin (Rop*"^) was measured to be -7.4 A. This mixture formed monolayers that were very resistant to bending under osmotic pressure, with a measured bending modulus of 1 15 kT. The measurements made in this study demonstrate that peptides are able to modulate the spontaneous curvature and other mechanical properties of phospholipid assemblies.

The wonders of Niagara : a visit to America's greatest cataract with a description of the points of interest in a region of scenic grandeur and beauty.

Cover title.