Edema mamario ante y post parto en vacas lecheras en la Finca San Jos�� de las Ramplas, Mateare, Managua, mayo ��� agosto 2013

Con el objeto de evaluar la prevalencia del edema mamario bovino, se desarroll�� el presente estudio de caso en la Finca San Jos�� de las Ramplas, municipio de Mateare, Managua. Se analizaron 4 casos positivos a edema de la gl��ndula mamaria ante y post parto, de un total de 34 vacas lactantes en el periodo de mayo-agosto del 2013. El edema mamario consiste en la acumulaci��n excesiva de fluidos en el espacio intercelular que puede generar efectos negativos en el animal, tales como: estr��s, dolor, aumento en la susceptibilidad por heridas a causa de la tensi��n de la piel, mayor probabilidad de sufrir mastitis, da��o al pez��n, ruptura del ligamento suspensorio de la ubre, disminuci��n de la producci��n de leche e inconvenientes en el orde��o. El diagn��stico de la alteraci��n se realiz�� a partir de la inspecci��n de los casos positivos detectados mediante examen cl��nico y el an��lisis comparativo con las tablas 1 y 2 de calificaci��n de presencia de edema mamario; se realizaron pruebas complementarias para diagn��stico de mastitis, la anamnesis y conjuntamente el llenado de la hoja cl��nica; recolectando los datos para analizar las causas y factores predisponentes que conllevaron a esta patolog��a en las vacas; obteniendo una prevalencia de 11.76 % con respecto a la poblaci��n de la categor��a lactante. Esta patolog��a se presenta com��nmente en vaquillas y vacas en el preparto, post parto y primigestas, causada por el cambio brusco en la alimentaci��n, escaso consumo de agua, y primer parto a mayor edad. Para prevenir esta patolog��a, se recomienda conocer el manejo del hato bovino, indagar sobre la correcta alimentaci��n e implementar los programas nutricionales de acuerdo con los recursos que existen en la finca y que suplan las necesidades de cada categor��a, implementar un plan sanitario que incluya la suplementaci��n con vitaminas y minerales de acuerdo a su estado productivo y reproductivo para el correcto funcionamiento del bovino seg��n sus necesidades y capacitar al personal de la finca en cuanto a las normas de bioseguridad y manejo adecuado de cada categor��a del hato.

Theoretical and experimental researches of post-micro-buckling for fiber-reinforced composites

Post-microbuckling is a fundamental feature of compressive failure process for the unidirectional-fiber-reinforced composites and laminated composites. The post-microbuckling behavior of composites under compression in the light of the Kevlar49-reinforced 648/BF3.400 (brittle epoxy) and EP (flexible epoxy) is studied, theoretically and experimentally. Analytical results of compressive strength are in good agreement with experimental results, qualitatively and quantitatively. By the experimental research, the post-microbuckling feature of the advancing kink band model is clearly displayed.

On post-instability processes in adiabatic shear in hot rolled steel

EXPERIMENTS carried out using a split Hopkinson torsional bar have shown that only one shear band develops in specimens of hot rolled steel which break during testing. We observed, however, that in specimens which were not deformed to failure, several fine shear bands appeared. We believe that these formed during the loading cycle before the appearance of the final shear band and were not due to the effect of unloading. So we developed a numerical model to study the evolution of shear banding from several finite amplitude disturbances (FADs) in both temperature and strain rate. This numerical model reveals the detailed processes by which the FADs evolve into a fully developed shear band and suggests that beyond instability, the so-called shear banding process consists of two stages: inhomogeneous shearing and true shear-banding. The latter is characterized by the collapse of the stress and an abrupt increase of the local shear strain rate.

Profit and Cost in "Modern" Post-Marxian Profit Theory: A Case Study from Varian's "Intermediate Microeconomics"

In this paper, I examine the treatment of competitive profit of professor Varian in his textbook on Microeconomics, as a representative of the ���modern��� post-Marxian view on competitive profit. I show how, on the one hand, Varian defines profit as the surplus of revenues over cost and, thus, as a part of the value of commodities that is not any cost. On the other hand, however, Varian defines profit as a cost, namely, as the opportunity cost of capital, so that, in competitive conditions, the profit or income of capital is determined by the opportunity cost of capital. I argue that this second definition contradicts the first and that it is based on an incoherent conception of opportunity cost.

The Comovement between Monetary and Fiscal Policy Instruments during the Post-War Period in the U.S.

This paper empirically studies the dynamic relationship between monetary and fiscal policies by analyzing the comovements between the Fed funds rate and the primary deficit/output ratio. Simple economic thinking establishes that a negative correlation between Fed rate and deficit arises whenever the two policy authorities share a common stabilization objective. However, when budget balancing concerns lead to a drastic deficit reduction the Fed may reduce the Fed rate in order to smooth the impact of fiscal policy, which results in a positive correlation between these two policy instruments. The empirical results show (i) a significant negative comovement between Fed rate and deficit and (ii) that deficit and output gap Granger-cause the Fed funds rate during the post-Volcker era, but the opposite is not true.

Markov Switching Risk Premium and the term structure of interest rates. Empirical evidence from US post-war interest rates

This paper considers the basic present value model of interest rates under rational expectations with two additional features. First, following McCallum (1994), the model assumes a policy reaction function where changes in the short-term interest rate are determined by the long-short spread. Second, the short-term interest rate and the risk premium processes are characterized by a Markov regime-switching model. Using US post-war interest rate data, this paper finds evidence that a two-regime switching model fits the data better than the basic model. The estimation results also show the presence of two alternative states displaying quite different features.

The changing behaviour of the term structure of post-war US

Using U.S. interest rate data covering the period 1950:1-1992:7, this paper tests the rational expectations model of the term structure of interest rates. We show evidence that the rational expectations model of the term structure is supported by the data during the seventies and a period lasting from the mid-eighties to the end of the sample. However, during the ���fties, sixties and a period that covers most of the Volcker���s office term (from September 1979 to April 1986) the term structure model is rejected by the data. Moreover, wefind evidence of regime changes in the short-term rate process and the term structure of interest rates. These regime switches roughly coincide with changes in the Federal Reserve chairman. The switches in monetary policy taking place when the chairmanship of the Federal Reserve changes therefore seem to play an important role in characterizing the term structure of interest rates.