951 resultados para vector auto-regressive model


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In 1903, the eastern slope of Turtle Mountain (Alberta) was affected by a 30 M m3-rockslide named Frank Slide that resulted in more than 70 casualties. Assuming that the main discontinuity sets, including bedding, control part of the slope morphology, the structural features of Turtle Mountain were investigated using a digital elevation model (DEM). Using new landscape analysis techniques, we have identified three main joint and fault sets. These results are in agreement with those sets identified through field observations. Landscape analysis techniques, using a DEM, confirm and refine the most recent geology model of the Frank Slide. The rockslide was initiated along bedding and a fault at the base of the slope and propagated up slope by a regressive process following a surface composed of pre-existing discontinuities. The DEM analysis also permits the identification of important geological structures along the 1903 slide scar. Based on the so called Sloping Local Base Level (SLBL) an estimation was made of the present unstable volumes in the main scar delimited by the cracks, and around the south area of the scar (South Peak). The SLBL is a method permitting a geometric interpretation of the failure surface based on a DEM. Finally we propose a failure mechanism permitting the progressive failure of the rock mass that considers gentle dipping wedges (30°). The prisms or wedges defined by two discontinuity sets permit the creation of a failure surface by progressive failure. Such structures are more commonly observed in recent rockslides. This method is efficient and is recommended as a preliminary analysis prior to field investigation.

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This paper shows that introducing weak property rights in the standard real business cycle (RBC) model can help to explain economic fluctuations. This is motivated by the empirical observation that changes in institutions in emerging markets are related to the evolution of the main macroeconomic variables. In particular, in Mexico, the movements in productivity in the data are associated with changes in institutions, so that we can explain productivity shocks to a large extent as shocks to the quality of institutions. We find that the model with shocks to the degree of protection of property rights only - without technology shocks - can match the second moments in the data for Mexico well. In particular, the fit is better than that of the standard neoclassical model with full protection of property rights regarding the auto-correlations and cross-correlations in the data, especially those related to labor. Viewing productivity shocks as shocks to institutions is also consistent with the stylized fact of falling productivity and non-decreasing labor hours in Mexico over 1980-1994, which is a feature that the neoclassical model cannot match.

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There are both theoretical and empirical reasons for believing that the parameters of macroeconomic models may vary over time. However, work with time-varying parameter models has largely involved Vector autoregressions (VARs), ignoring cointegration. This is despite the fact that cointegration plays an important role in informing macroeconomists on a range of issues. In this paper we develop time varying parameter models which permit cointegration. Time-varying parameter VARs (TVP-VARs) typically use state space representations to model the evolution of parameters. In this paper, we show that it is not sensible to use straightforward extensions of TVP-VARs when allowing for cointegration. Instead we develop a specification which allows for the cointegrating space to evolve over time in a manner comparable to the random walk variation used with TVP-VARs. The properties of our approach are investigated before developing a method of posterior simulation. We use our methods in an empirical investigation involving a permanent/transitory variance decomposition for inflation.

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This paper contributes to the on-going empirical debate regarding the role of the RBC model and in particular of technology shocks in explaining aggregate fluctuations. To this end we estimate the model’s posterior density using Markov-Chain Monte-Carlo (MCMC) methods. Within this framework we extend Ireland’s (2001, 2004) hybrid estimation approach to allow for a vector autoregressive moving average (VARMA) process to describe the movements and co-movements of the model’s errors not explained by the basic RBC model. The results of marginal likelihood ratio tests reveal that the more general model of the errors significantly improves the model’s fit relative to the VAR and AR alternatives. Moreover, despite setting the RBC model a more difficult task under the VARMA specification, our analysis, based on forecast error and spectral decompositions, suggests that the RBC model is still capable of explaining a significant fraction of the observed variation in macroeconomic aggregates in the post-war U.S. economy.

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PURPOSE: The most common methods of bladder augmentation are gastrocystoplasty and enterocystoplasty. Gastrocystoplasty is advantageous due to minimal mucous secretion and a well developed muscular wall as well as good urodynamic properties of the patch. However, the permanent contact of urine with the gastric mucosa is not free of complications. We report the urodynamic, macroscopic and histological outcomes of a pedicled de-epithelialized gastric patch incorporated in the bladder. We compared the results to those of our previous study, which sought to analyze these techniques of patch coverage using sigmoid patches. MATERIALS AND METHODS: We performed 20 augmentation cystoplasties in the mini-pig model using a pedicled de-epithelialized gastric patch and 5 techniques of patch coverage. RESULTS: Three months after surgery all bladders had an increase in volume except those in which the auto-augmentation technique was used. However, all gastric patches were smaller compared to preoperative size. Many had irregular fibrosed inner surfaces and histological evaluation revealed a fibrosed newly formed submucosal layer with a complete urothelial coverage in every patch. No gastric mucosal remnant was found. CONCLUSIONS: De-epithelialized gastrocystoplasty is an attractive procedure that can increase bladder capacity as well as provide a complete urothelial lining without mucosal remnants. However, the success of this procedure seems to be limited by increased morbidity and fibrotic changes, and decreased surface of the patch.

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This paper proposes a model of choice that does not assume completeness of the decision maker’s preferences. The model explains in a natural way, and within a unified framework of choice when preference-incomparable options are present, four behavioural phenomena: the attraction effect, choice deferral, the strengthening of the attraction effect when deferral is per-missible, and status quo bias. The key element in the proposed decision rule is that an individual chooses an alternative from a menu if it is worse than no other alternative in that menu and is also better than at least one. Utility-maximising behaviour is included as a special case when preferences are complete. The relevance of the partial dominance idea underlying the proposed choice procedure is illustrated with an intuitive generalisation of weakly dominated strategies and their iterated deletion in games with vector payoffs.

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This paper examines whether efficiency considerations require that optimal labour income taxation is progressive or regressive in a model with skill heterogeneity, endogenous skill acquisition and a production sector with capital-skill complementarity. We find that wage inequality driven by the resource requirements of skill-creation implies progressive labour income taxation in the steady-state as well as along the transition path from the exogenous to optimal policy steady-state. We find that these results are explained by a lower labour supply elasticity for skilled versus unskilled labour which results from the introduction of the skill acquisition technology.

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There is a vast literature that specifies Bayesian shrinkage priors for vector autoregressions (VARs) of possibly large dimensions. In this paper I argue that many of these priors are not appropriate for multi-country settings, which motivates me to develop priors for panel VARs (PVARs). The parametric and semi-parametric priors I suggest not only perform valuable shrinkage in large dimensions, but also allow for soft clustering of variables or countries which are homogeneous. I discuss the implications of these new priors for modelling interdependencies and heterogeneities among different countries in a panel VAR setting. Monte Carlo evidence and an empirical forecasting exercise show clear and important gains of the new priors compared to existing popular priors for VARs and PVARs.

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A probabilistic model for intra-familial distribution of infectous disease is proposed and applied to the prevalence of positive serology for Trypanosoma cruzi infection in Northeastern Brazilian sample. This double with one tail excess model fits satisfactorily to the data and its interpretation says that around 51% of these 982 families are free of infection risk; among those that are at risk, 3% have a high risk (0.66), probably due to high domestic infestation of the vector bug; while 97% show a small risk (0.11), probably due to accidental, non-domestic transmission.

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Genetic typing of pathogenic agents and of vectors has known impressive developments in the last 10 years, thanks to the progresses of molecular biology, and to the contribution of the concepts of evolutionary genetics. Moreover, we know more and more on the genetic susceptibility of man to infectious diseases. I propose here to settle a new, synthetic field of research, which I call `integrated genetic epidemiology of infectious diseases' (IGEID). I aim at evaluating, by an evolutionary genetic approach, the respective impact, on the transmission and pathogenicity of infectious diseases, of the host's, the pathogen's and the vector's genetic diversity, and their possible interactions (co-evolution phenomena). Chagas' disease constitutes a fine model to develop the IGEID methodology, by both field and experimental studies.

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The Flaviviridae is a family of about 70 mostly arthropod-borne viruses many of which are major public health problems with members being present in most continents. Among the most important are yellow fever (YF), dengue with its four serotypes and Japanese encephalitis virus. A live attenuated virus is used as a cost effective, safe and efficacious vaccine against YF but no other live flavivirus vaccines have been licensed. The rise of recombinant DNA technology and its application to study flavivirus genome structure and expression has opened new possibilities for flavivirus vaccine development. One new approach is the use of cDNAs encopassing the whole viral genome to generate infectious RNA after in vitro transcription. This methodology allows the genetic mapping of specific viral functions and the design of viral mutants with considerable potential as new live attenuated viruses. The use of infectious cDNA as a carrier for heterologous antigens is gaining importance as chimeric viruses are shown to be viable, immunogenic and less virulent as compared to the parental viruses. The use of DNA to overcome mutation rates intrinsic of RNA virus populations in conjunction with vaccine production in cell culture should improve the reliability and lower the cost for production of live attenuated vaccines. The YF virus despite a long period ignored by researchers probably due to the effectiveness of the vaccine has made a come back, both in nature as human populations grow and reach endemic areas as well as in the laboratory being a suitable model to understand the biology of flaviviruses in general and providing new alternatives for vaccine development through the use of the 17D vaccine strain.

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The population genetic structure of Anopheles darlingi, the major human malaria vector in the Neotropics, was examined using seven microsatellite loci from nine localities in central and western Amazonian Brazil. High levels of genetic variability were detected (5-25 alleles per locus; H E = 0.519-0.949). There was deviation from Hardy-Weinberg Equilibrium for 59.79% of the tests due to heterozygote deficits, while the analysis of linkage disequilibrium was significant for only two of 189 (1.05%) tests, most likely caused by null alleles. Genetic differentiation (F ST = 0.001-0.095; Nm = 4.7-363.8) indicates that gene flow is extensive among locations < 152 km apart (with two exceptions) and reduced, but not absent, at a larger geographic scale. Genetic and geographic distances were significantly correlated (R² = 0.893, P < 0.0002), supporting the isolation by distance (IBD) model. The overall estimate of Ne was 202.4 individuals under the linkage disequilibrium model, and 8 under the heterozygote excess model. Analysis of molecular variance showed that nearly all variation (~ 94%) was within sample locations. The UPGMA phenogram clustered the samples geographically, with one branch including 5/6 of the state of Amazonas localities and the other branch the Acre, Rondônia, and remaining Amazonas localities. Taken together, these data suggest little genetic structure for An. darlingi from central and western Amazonian Brazil. These findings also imply that the IBD model explains nearly all of the differentiation detected. In practical terms, populations of An. darlingi at distances < 152 km should respond similarly to vector control measures, because of high gene flow.

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Epidemiological studies of malaria or other vector-transmitted diseases often consider vectors as passive actors in the complex life cycle of the parasites, assuming that vector populations are homogeneous and vertebrate hosts are equally susceptible to being infected during their lifetime. However, some studies based on both human and rodent malaria systems found that mosquito vectors preferentially selected infected vertebrate hosts. This subject has been scarcely investigated in avian malaria models and even less in wild animals using natural host-parasite associations. We investigated whether the malaria infection status of wild great tits, Parus major, played a role in host selection by the mosquito vector Culex pipiens. Pairs of infected and uninfected birds were tested in a dual-choice olfactometer to assess their attractiveness to the mosquitoes. Plasmodium-infected birds attracted significantly fewer mosquitoes than the uninfected ones, which suggest that avian malaria parasites alter hosts' odours involved in vector orientation. Reaction time of the mosquitoes, that is, the time taken to select a host, and activation of mosquitoes, defined as the proportion of individuals flying towards one of the hosts, were not affected by the bird's infection status. The importance of these behavioural responses for the vector is discussed in light of recent advances in related or similar model systems.

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When unmanned underwater vehicles (UUVs) perform missions near the ocean floor, optical sensors can be used to improve local navigation. Video mosaics allow to efficiently process the images acquired by the vehicle, and also to obtain position estimates. We discuss in this paper the role of lens distortions in this context, proving that degenerate mosaics have their origin not only in the selected motion model or in registration errors, but also in the cumulative effect of radial distortion residuals. Additionally, we present results on the accuracy of different feature-based approaches for self-correction of lens distortions that may guide the choice of appropriate techniques for correcting distortions

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Background: Activating mutations of the anaplastic lymphoma receptor tyrosine kinase gene (ALK) were identified in both somatic and familial neuroblastoma. The most common somatic mutation, F1174L, is associated with NMYC amplification and displayed an efficient transforming activity in vivo. In addition, both AKL-F1174L and NMYC were shown cooperate in neuroblastoma tumorigenesis in animal models. To analyse the role of ALK mutations in the oncogenesis of neuroblastoma, ALK wt and various ALK mutants were transduced in murine neural crest stem cells (MONC1). Methods: ALK-wt, and F1174L, and R1275Q mutants were stably expressed by retroviral infection using the pMIGR1 vector in the murine neural crest stem cell line MONC-1, previously immortalised with v-myc, and further implanted subcutaneously or orthotopically in nude mice. Results: Both MONC1-ALK-F1174L and -R1275Q cells displayed a rapid tumour forming capacity upon subcutaneous injection in nude mice compared to control MONC1-MIGR or MONC1 cells. Interestingly, the transforming capacity of the F1174L mutant was much more potent compared to that of R1275Q mutant in murine neural crest stem cells, while ALK-wt was not tumorigenic. In addition, mice implanted orthotopically in the left adrenal gland with MONC1-ALK-F1174L cells developed highly aggressive tumours in 100% of mice within three weeks, while MONC1-Migr or MONC1 derived tumours displayed a longer latency and a reduced tumour take. Conclusions: The activating ALK-F1174L mutant is highly tumorigenic in neural crest stem cells. Nevertheless, we cannot exclude a functional implication of the v-myc oncogene used for MONC1 cells immortalisation. Indeed, the control MONC1-Migr and MONC1 cells were also able to derive subcutaneous and orthotopic tumours, although with considerable reduced efficiency. Further investigations using neural crest stem cell lacking exogenous myc expression are currently on way to assess the exclusive role of ALK mutations in NB oncogenesis.