Bayesian Inference in the Time Varying Cointegration Model

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.

Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy

This paper develops methods for Stochastic Search Variable Selection (currently popular with regression and Vector Autoregressive models) for Vector Error Correction models where there are many possible restrictions on the cointegration space. We show how this allows the researcher to begin with a single unrestricted model and either do model selection or model averaging in an automatic and computationally efficient manner. We apply our methods to a large UK macroeconomic model.

Bayesian Model Averaging in the Instrumental Variable Regression Model

This paper considers the instrumental variable regression model when there is uncertainty about the set of instruments, exogeneity restrictions, the validity of identifying restrictions and the set of exogenous regressors. This uncertainty can result in a huge number of models. To avoid statistical problems associated with standard model selection procedures, we develop a reversible jump Markov chain Monte Carlo algorithm that allows us to do Bayesian model averaging. The algorithm is very exible and can be easily adapted to analyze any of the di¤erent priors that have been proposed in the Bayesian instrumental variables literature. We show how to calculate the probability of any relevant restriction (e.g. the posterior probability that over-identifying restrictions hold) and discuss diagnostic checking using the posterior distribution of discrepancy vectors. We illustrate our methods in a returns-to-schooling application.

Estudo comparado do ciclo evolutivo de triatomíneos a duas temperaturas

We studied the life cicle of several triatominae species: Dipetalogaster maximus (Uhler, 1894); Panstrongylus herreri Wygodzinsky, 1948; Panstrongylus megistus (Burmeister, 1835); Rhodnius ecuadoriensis Lent & Leon, 1958; Rhodnius nasutus Stal, 1859; Rhodnius neglectus Lent, 1954; Rhodnius pictipes Stal, 1872; Rhodnius prolixus Stal, 1859; Rhodnius robustus Larrousse, 1927; Triatoma brasiliensis Neiva, 1911; Triatoma infestans (Klug, 1834); Triatoma maculata (Erichson, 1848); Triatoma matogrossensis Leite & Barbosa, 1953; Triatoma platensis Neiva, 1913; Triatoma protracta (Uhler, 1894); Triatoma sordida (Stal, 1859); Triatoma tibiamaculata (Pinto, 1926) e Triatoma vitticeps (Stal, 1859) (Hemiptera, Reduviidae). The main purpose of the study was to obtain information to improve control measures specially in those peridomiciliar species. The experiments were performed in two climatized chambers, both with an humidity of 70 ± 5% and photoperiod of 12 hours. One was maintained at 25 ± 0,5ºC and the other at 30 ± 1ºC.

Time Varying Dimension Models

Time varying parameter (TVP) models have enjoyed an increasing popularity in empirical macroeconomics. However, TVP models are parameter-rich and risk over-fitting unless the dimension of the model is small. Motivated by this worry, this paper proposes several Time Varying dimension (TVD) models where the dimension of the model can change over time, allowing for the model to automatically choose a more parsimonious TVP representation, or to switch between different parsimonious representations. Our TVD models all fall in the category of dynamic mixture models. We discuss the properties of these models and present methods for Bayesian inference. An application involving US inflation forecasting illustrates and compares the different TVD models. We find our TVD approaches exhibit better forecasting performance than several standard benchmarks and shrink towards parsimonious specifications.

Antigenic differences among Leishmania amazonensis isolates and their relationship with distinct clinical forms of the disease

Immunoblot analysis was used to investigate antigenic differences among clinical isolates of Leishmania amazonensis and their role in the etiology of the diseases. Western blots of promastigote homogenates were analyzed with either monoclonal antibodies (MAbs) specific for the L. mexicana complex (M-4, M-6, M-9 and M-11) or polyclonal sera from L. amazonensis infected patients with the various forms of clinical disease. In the case of the MAbs, no significant variation was observed among the strains of L. amazonensis, isolated from cases of cutaneous leishmaniasis (CL), mucocutaneous leishmaniasis (MCL), diffuse cutaneous leishmaniasis (DCL), visceral leishmaniasis (VL) or post kala-azar dermal leishmaniasis (PKDL), in either the relative morbility (Mr) or the quantitative amount (intensity) of the antigenic determinats. In the case of the sera of the infected patients, the patterns of antigenic reactivity of these strains revealed that, despite showing the presence of shared antigens, differences were observed between some of the antigenic components of the various isolates of L. amazonensis that were recognized by a single serum. Differences were also demonstrated between the antigenic determinants of a single isolate of L. amazonensis that were recognized by the different patient's sera. No apparent association was consistently found, however, between the Mr components identified in these isolates and clinical form of the disease or the geographical area of isolation. In addition, the spectrum of antigens recognized by the sera from patients with the same clinical form were not identical; although in some instances, similar Mr antigens were shared. These results indicate that isolates of L. amazonensis are not antigenically identical (homogeneous) and that the immune responses (antibodies) observed among infected patients are heterogeneous.

Molecular approaches to malaria and Babesisosis diagnosis

The development of additional methods for detecting and identifuing Babesia and Plasmodium infections may be useful in disease monitoring, management and control efforts. To preliminarily evaluate sunthetic peptide-based serodiagnosis, a hydrophilic sequence (DDESEFDKEK)was selected from published BabR gene of B. bovis. Immunization of rabbits and cattle with the hemocyanin-conjugated peptide elicited antibody responses that specifically detected both P. falciparum and B. bovis antigens by immunofluorescence and Western blots. Using a dot-ELISA with this peptide, antisera from immunized and naturally-infected cattle, and immunized rodents, were specifically detected. Reactivity was weak and correlated with peptide immunization or infection. DNA-based detection using repetitive DNA was species-specific in dot-blot formats for B. bovis DNA, and in both dot-blot and in situ formats for P. falciparum; a streamlined enzymelinked synthetic DNA assay for P. falciparum detected 30 parasites/mm(cúbicos) from patient blood using either colorimetric (2-15 h color development) or chemiluminescent detection (0.5-6-min. exposures). Serodiagnostic and DNA hybridization methods may be complementary in the respective detection of both chronic and acute infections. However, recent improvements in the polymerase chain reaction (PCR) make feasible a more sensitive and uniform approach to the diagnosis of these and other infectious disease complexes, with appropriate primers and processing methods. An analysis of ribosomal DNA genes of Plasmodium and Toxoplasma identified Apicomplexa-conserved sequence regions. Specific and distinctive PCR profiles were obtained for primers spanning the internal transcribed spacer locus for each of several Plasmodium and Babesia species.

Field evaluation of an exoantigen-containing Babesia vaccine in Venezuela

Bovine babesiosis is endemic in Venezuela, causing significant losses in highly susceptible imported cattle. Current immunoprphylatic methods include the less desirable use of live parasites. Inactivated vaccines derived from exoantigen-containing supernatant fluids of in vitro Babesia bovis and B. bigemina cultures have been developed and constitute a major improvement in vaccine safety, stability and ease of handling. Vaccination trials conducted under field conditions provide the final evaluation of a culture-derived B. bovis-B. bigemina vaccine. During a 5-year period, approximately 8,000 cattle were vaccinated and 16 clinical trials carried out in. 7 states of Venezuela Clinical, serologic and parasitologic data were collected monthly from 10% of the animals over a 2-year period. Data were also collected from a similar number of nonvaccinated control cattle. Analysis of results from these trials demonstrated a reduction in the incidence of clinical disease among vaccinated animals and complete protection against mortality among vaccinated and nonvaccinated cattle. Use of this inactivated vaccine offers the best combination od safety, potency and efficacy for thew immunoprophylatic control of bovine babesiosis.

Humoral Immune Response Kinetics in Philander opossum and Didelphis marsupialis Infected and Immunized by Trypanosoma cruzi Employing an Immunofluorescence Antibody Test

Philander opossum and Didelphis marsupialis considered the most ancient mammals and an evolutionary success, maintain parasitism by Trypanosoma cruzi without developing any apparent disease or important tissue lesion. In order to elucidate this well-balanced interaction, we decided to compare the humoral immune response kinetics of the two didelphids naturally and experimentally infected with T. cruzi and immunized by different schedules of parasite antigens, employing an indirect fluorescence antibody test (IFAT). Both didelphids responded with high serological titers to different immunization routes, while the earliest response occurred with the intradermic route. Serological titers of naturally infected P. opossum showed a significant individual variation, while those of D. marsupialis remained stable during the entire follow-up period. The serological titers of the experimentally infected animals varied according to the inoculated strain. Our data suggest that (1) IFAT was sensitive for follow-up of P. opossum in natural and experimental T. cruzi infections; (2) both P. opossum and D. marsupialis are able to mount an efficient humoral immune response as compared to placental mammals; (3) experimentally infected P. opossum and D. marsupialis present distinct patterns of infection, depending on the subpopulation of T. cruzi, (4) the differences observed in the humoral immune responses between P. opossum and D. marsupialis, probably, reflect distinct strategies selected by these animals during their coevolution with T. cruzi.

Characterization of pupil responses to blue and red light stimuli in autosomal dominant retinitis pigmentosa due to NR2E3 mutation.

PURPOSE: We characterized the pupil responses that reflect rod, cone, and melanopsin function in a genetically homogeneous cohort of patients with autosomal dominant retinitis pigmentosa (adRP). METHODS: Nine patients with Gly56Arg mutation of the NR2E3 gene and 12 control subjects were studied. Pupil and subjective visual responses to red and blue light flashes over a 7 log-unit range of intensities were recorded under dark and light adaptation. The pupil responses were plotted against stimulus intensity to obtain red-light and blue-light response curves. RESULTS: In the dark-adapted blue-light stimulus condition, patients showed significantly higher threshold intensities for visual perception and for a pupil response compared to controls (P = 0.02 and P = 0.006, respectively). The rod-dependent, blue-light pupil responses decreased with disease progression. In contrast, the cone-dependent pupil responses (light-adapted red-light stimulus condition) did not differ between patients and controls. The difference in the retinal sensitivity to blue and red stimuli was the most sensitive parameter to detect photoreceptor dysfunction. Unexpectedly, the melanopsin-mediated pupil response was decreased in patients (P = 0.02). CONCLUSIONS: Pupil responses of patients with NR2E3-associated adRP demonstrated reduced retinal sensitivity to dim blue light under dark adaptation, presumably reflecting decreased rod function. Rod-dependent pupil responses were quantifiable in all patients, including those with non-recordable scotopic electroretinogram, and correlated with the extent of clinical disease. Thus, the chromatic pupil light reflex can be used to monitor photoreceptor degeneration over a larger range of disease progression compared to standard electrophysiology.

Studies on the effectiveness of diarylheptanoids derivatives against Leishmania amazonensis

In a previous work we demonstrated that diarylheptanoids extracted from Centrolobium sclerophyllum are very active against Leishmania amazonensis promastigotes. In order to continue our studies with these class of compounds, we decided to evaluate the activity of several diarylheptanoids derived from curcumin (diferuloyl methane) against the extracellular form (promastigotes) of L. amazonensis. Furthermore, an experiment against the intracellular form of the parasite (amastigotes) was carried out, comparing the most active compound among the curcumin derivatives (the methylcurcumin) with des-O-methylcentrolobine, the most active diarylheptanoid derived from C. sclerophyllum.