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Arkistoluettelo 728: Seppo Tuominen

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Arkistoluettelo 163: Seppo Nummi

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Recent advances in the pathology of alcoholic myopathy

This article represents the proceedings of a symposium at the 2000 ISBRA Meeting in Yokohama, Japan. The chairs were Victor R. Preedy and Junko Adachi. The presentations were (1) Alcoholic myopathy: Past, present and future, by Timothy J. Peters and Victor R. Preedy; (2) Protein adducts in the type I and II fiber-predominant muscles of the ethanol-fed rat, by Simon Worrall, Seppo Parkkila, and Onni Niemela; (3) Hydroperoxides and changes in alcoholic myopathy, by Junko Adachi, Migiwa Asamo, and Yasuhino Ueno; and (4) A close association between testicular atrophy, muscle atrophy, and the increase in protein catabolism after chronic ethanol administration, by Kunihiko Takeda, Masayoshi Yamauchi, Kazuhiko Sakamoto, Masaru Takagi, Hisato Nakajima, and Gotaro Toda.

Free radicals in alcoholic myopathy: Indices of damage and preventive studies

Chronic alcoholic myopathy affects up to two-thirds of all alcohol misusers and is characterized by selective atrophy of Type If (glycolytic, fast-twitch, anaerobic) fibers. In contrast, the Type I fibers (oxidative, slow-twitch, aerobic) are relatively protected. Alcohol increases the concentration of cholesterol hydroperoxides and malondialdehyde-protein adducts, though protein-carbonyl concentration levels do not appear to be overtly increased and may actually decrease in some studies. In alcoholics, plasma concentrations of a-tocopherol may be reduced in myopathic patients. However, a-tocopherol supplementation has failed to prevent either the loss of skeletal muscle protein or the reductions in protein synthesis in alcohol-dosed animals. The evidence for increased oxidative stress in alcohol-exposed skeletal muscle is thus inconsistent. Further work into the role of ROS in alcoholic myopathy is clearly warranted. (C) 2002 Elsevier Science Inc.

Expectations, Learning and Monetary Policy: An Overview of Recent Research

Expectations about the future are central for determination of current macroeconomic outcomes and the formulation of monetary policy. Recent literature has explored ways for supplementing the benchmark of rational expectations with explicit models of expectations formation that rely on econometric learning. Some apparently natural policy rules turn out to imply expectational instability of private agents’ learning. We use the standard New Keynesian model to illustrate this problem and survey the key results about interest-rate rules that deliver both uniqueness and stability of equilibrium under econometric learning. We then consider some practical concerns such as measurement errors in private expectations, observability of variables and learning of structural parameters required for policy. We also discuss some recent applications including policy design under perpetual learning, estimated models with learning, recurrent hyperinflations, and macroeconomic policy to combat liquidity traps and deflation.

A Model of Near-Rational Exuberance

We study how the use of judgement or “add-factors” in forecasting may disturb the set of equilibrium outcomes when agents learn using recursive methods. We isolate conditions under which new phenomena, which we call exuberance equilibria, can exist in a standard self-referential environment. Local indeterminacy is not a requirement for existence. We construct a simple asset pricing example and find that exuberance equilibria, when they exist, can be extremely volatile relative to fundamental equilibria.

Does Ricardian Equivalence Hold When Expectations are not Rational?

This paper considers the Ricardian Equivalence proposition when expectations are not rational and are instead formed using adaptive learning rules. We show that Ricardian Equivalence continues to hold provided suitable additional conditions on learning dynamics are satisfied. However, new cases of failure can also emerge under learning. In particular, for Ricardian Equivalence to obtain, agents’ expectations must not depend on government’s financial variables under deficit financing.

Notes on Agents’ Behavioral Rules Under Adaptive Learning and Studies of Monetary Policy

These notes try to clarify some discussions on the formulation of individual intertemporal behavior under adaptive learning in representative agent models. First, we discuss two suggested approaches and related issues in the context of a simple consumption-saving model. Second, we show that the analysis of learning in the NewKeynesian monetary policy model based on “Euler equations” provides a consistent and valid approach.