A comparison of test of non-linear cointegration with an application to the predictability of US interest rates using the term structure

We evaluate the forecasting performance of a number of systems models of US shortand long-term interest rates. Non-linearities, induding asymmetries in the adjustment to equilibrium, are shown to result in more accurate short horizon forecasts. We find that both long and short rates respond to disequilibria in the spread in certain circumstances, which would not be evident from linear representations or from single-equation analyses of the short-term interest rate.

Effect of simvastatin on the generation of autoantibodies against oxidized LDL and progression of atherosclerosis in rabbits

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A new chart based on sample variances for monitoring the covariance matrix of multivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A new chart for monitoring the covariance matrix of bivariate processes

In this article we consider a control chart based on the sample variances of two quality characteristics. The points plotted on the chart correspond to the maximum value of these two statistics. The main reason to consider the proposed chart instead of the generalized variance |S| chart is its better diagnostic feature, that is, with the new chart it is easier to relate an out-of-control signal to the variables whose parameters have moved away from their in-control values. We study the control chart efficiency considering different shifts in the covariance matrix. In this way, we obtain the average run length (ARL) that measures the effectiveness of a control chart in detecting process shifts. The proposed chart always detects process disturbances faster than the generalized variance |S| chart. The same is observed when the size of the samples is variable, except in a few cases in which the size of the samples switches between small size and very large size.

Control charts for monitoring the mean vector and the covariance matrix of bivariate processes

In this article, we propose new control charts for monitoring the mean vector and the covariance matrix of bivariate processes. The traditional tools used for this purpose are the T (2) and the |S| charts. However, these charts have two drawbacks: (1) the T (2) and the |S| statistics are not easy to compute, and (2) after a signal, they do not distinguish the variable affected by the assignable cause. As an alternative to (1), we propose the MVMAX chart, which only requires the computation of sample means and sample variances. As an alternative to (2), we propose the joint use of two charts based on the non-central chi-square statistic (NCS statistic), named as the NCS charts. Once the NCS charts signal, the user can immediately identify the out-of-control variable. In general, the synthetic MVMAX chart is faster than the NCS charts and the joint T (2) and |S| charts in signaling processes disturbances.

Lipid peroxidation and generation of hydrogen peroxide in frozen-thawed ram semen supplemented with catalase or Trolox

Semen manipulation and cryopreservation-thaw procedures may accelerate the generation of reactive oxygen species (ROS). Sperm exposure to large amounts of ROS has been shown to cause membrane lipid peroxidation and cellular injury to the sperm. The objective of this study was to overcome the ROS production in frozen-thawed ram semen by the addition of the antioxidants catalase or Trolox to semen following thawing. Frozen-thawed ram semen (100 x 10(6) sperm/straw) was supplemented with PBS (control group), 100 mu g/ml catalase, or 100 mu M Trolox/10(8) sperm (catalase and Trolox being dissolved in PBS) and incubated (37 degrees C) for 5 min. Under the experimental conditions used in this study, the catalase and Trolox antioxidants failed to protect the sperm from the spontaneous production of ROS. However, when lipid peroxidation was induced by iron (FeSO(4)), the addition of Trolox promoted a reduction (P < 0.05) in the formation of TBARS in the semen, compared to the control and catalase semen samples. The generation of TBARS and H(2)O(2) occurred in the extender alone, without the presence of sperm cells. In conclusion, the addition of Trolox to frozen-thawed ram semen could be beneficial as it decreases the production of TBARS when oxidative stress is induced. It is possible that a longer incubation period could lead to different results. The concentration of catalase also needs to be further evaluated. The extender could contribute to the oxidative stress of sperm, as it is a source of ROS during the cryopreservation of semen. (C) 2010 Elsevier B.V. All rights reserved.

Lipid peroxidation and generation of hydrogen peroxide in frozen-thawed ram semen cryopreserved in extenders with antioxidants

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Generation of Nutrients and Detoxification: Possible Roles of Yeasts in Leaf-Cutting Ant Nests.

The possible roles played by yeasts in attine ant nests are mostly unknown. Here we present our investigations on the plant polysaccharide degradation profile of 82 yeasts isolated from fungus gardens of Atta and Acromyrmex species to demonstrate that yeasts found in ant nests may play the role of making nutrients readily available throughout the garden and detoxification of compounds that may be deleterious to the ants and their fungal cultivar. Among the yeasts screened, 65% exhibited cellulolytic enzymes, 44% exhibited pectinolytic activity while 27% and 17% possess enzyme systems for the degradation of protease and amylase, respectively. Galacturonic acid, which had been reported in previous work to be poorly assimilated by the ant fungus and also to have a negative effect on ants' survival, was assimilated by 64% and 79% of yeasts isolated from nests of A. texana and Acromyrmex respectively. Our results suggest that yeasts found in ant nests may participate in generation of nutrients and removal of potentially toxic compounds, thereby contributing to the stability of the complex microbiota found in the leaf-cutting ant nests.

The role of the vagus nerve in the generation of cardiorespiratory interactions in a neotropical fish, the pacu, Piaractus mesopotamicus

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Effect of heat treatment on the generation of structural defects in LaTaO4 ceramics and their correlation with photoluminescent properties

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Monitoring the mean vector and the covariance ­matrix of multivariate processes with sample means and sample ranges

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Diamondiferous deposits in the Jequitai area (Minas Gerais, Brazil): a consequence of neotectonic processes

Diamonds obtained from small scale mining near Jequitai and surrounding villages are extracted from Tertiary conglomerates and Quaternary gravels of the Rio Jequitai. Eocretaceous conglomerates, which are locally poorly diamondiferous, cover parts of the Serra da Agua Fria and Serra do Cabral. They are of no economic importance. Analyses of neotectonic, post-Miocene features support a transpressive regime that gave rise to N-S to N25&DEG; E transcurrent faults, and WNW normal faults. The main evidence for neotectonic processes are inclined Tertiary sediments, drainage captures, striated laterites of Miocene age, and tilting of blocks that form the Rio Jequitai graben. Diamonds in the Tertiary terraces derived from the Eocretaceous conglomerates, which were affected by neotectonic processes, followed by erosion and concentration during redeposition of sediments.

Application of Polysaccharide Hydrogels in Adsorption and Controlled-Extended Release of Fertilizers Processes

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)