Postoperative self-efficacy and psychological morbidity in radical prostatectomy

Objective: evaluate the general and perceived self-efficacy, psychological morbidity, and knowledge about postoperative care of patients submitted to radical prostatectomy. Identify the relationships between the variables and know the predictors of self-efficacy. Method: descriptive, cross-sectional study, conducted with 76 hospitalized men. The scales used were the General and Perceived Self-efficacy Scale and the Hospital Anxiety and Depression Scale, in addition to sociodemographic, clinical and knowledge questionnaires. Results: a negative relationship was found for self-efficacy in relation to anxiety and depression. Psychological morbidity was a significant predictor variable for self-efficacy. An active professional situation and the waiting time for surgery also proved to be relevant variables for anxiety and knowledge, respectively. Conclusion: participants had a good level of general and perceived self-efficacy and small percentage of depression. With these findings, it is possible to produce the profile of patients about their psychological needs after radical prostatectomy and, thus, allow the nursing professionals to act holistically, considering not only the need for care of physical nature, but also of psychosocial nature.

Gold nanoparticles functionalised with fast water exchanging Gd3+ chelates: Linker effects on the relaxivity

The relaxivity displayed by Gd3+ chelates immobilized onto gold nanoparticles is the result of complex interplay between nanoparticle size, water exchange rate and chelate structure. In this work we study the effect of the length of -thioalkyl linkers, anchoring fast water exchanging Gd3+ chelates onto gold nanoparticles, on the relaxivity of the immobilized chelates. Gold nanoparticles functionalized with Gd3+ chelates of mercaptoundecanoyl and lipoyl amide conjugates of the DO3A-N-(-amino)propionate chelator were prepared and studied as potential CA for MRI. High relaxivities per chelate, of the order of magnitude 28-38 mM-1s-1 (30 MHz, 25 ºC) were attained thanks to simultaneous optimization of the rotational correlation time and of the water exchange rate. Fast local rotational motions of the immobilized chelates around connecting linkers (internal flexibility) still limit the attainable relaxivity. The degree of internal flexibility of the immobilized chelates seems not to be correlated with the length of the connecting linkers. Biodistribution and MRI studies in mice suggest that the in vivo behavior of the gold nanoparticles is determined mainly by size. Small nanoparticles (HD= 3.9 nm) undergo fast renal clearance and avoidance of the RES organs while larger nanoparticles (HD= 4.8 nm) undergo predominantly hepatobiliary excretion. High relaxivities, allied to chelate and nanoparticle stability and fast renal clearance in vivo suggests that functionalized gold nanoparticles hold great potential for further investigation as MRI Contrast Agents. This study contributes to understand the effect of linker length on the relaxivity of gold nanoparticles functionalized with Gd3+ complexes. It is a relevant contribution towards “design rules” for nanostructures functionalized with Gd3+ chelates as Contrast Agents for MRI and multimodal imaging.

Monitorização do risco de dificuldades de aprendizagem específicas na leitura de alunos do 2.º ao 4.ºano no contexto do modelo de resposta à intervenção

Dissertação de mestrado em Educação Especial (área de especialização em Dificuldades de Aprendizagem Específicas)

Generalized factor models: a bayesian approach

There is recent interest in the generalization of classical factor models in which the idiosyncratic factors are assumed to be orthogonal and there are identification restrictions on cross-sectional and time dimensions. In this study, we describe and implement a Bayesian approach to generalized factor models. A flexible framework is developed to determine the variations attributed to common and idiosyncratic factors. We also propose a unique methodology to select the (generalized) factor model that best fits a given set of data. Applying the proposed methodology to the simulated data and the foreign exchange rate data, we provide a comparative analysis between the classical and generalized factor models. We find that when there is a shift from classical to generalized, there are significant changes in the estimates of the structures of the covariance and correlation matrices while there are less dramatic changes in the estimates of the factor loadings and the variation attributed to common factors.

When do central banks prefer to intervene secretly?

Central banks often intervene secretly in the foreign exchange market. This secrecy seems to be at odds with the signalling channel. In this article we will analyse when a central bank intervening in the foreign exchange rate market purely through the signalling channel would prefer to act secretly or publicly. By using a microstructure model, we will show that the consistency of the intervention with fundamentals, the volume of noise trading, the weight given to the effectiveness of intervention and the degree of superior information held by the central bank will influence the decision to intervene secretly or publicly. Keywords: foreign exchange intervention, market microstructure. JEL Classifi…cation: D82, E58, F31, G14.

Quality control and conduct of genome-wide association meta-analyses.

Rigorous organization and quality control (QC) are necessary to facilitate successful genome-wide association meta-analyses (GWAMAs) of statistics aggregated across multiple genome-wide association studies. This protocol provides guidelines for (i) organizational aspects of GWAMAs, and for (ii) QC at the study file level, the meta-level across studies and the meta-analysis output level. Real-world examples highlight issues experienced and solutions developed by the GIANT Consortium that has conducted meta-analyses including data from 125 studies comprising more than 330,000 individuals. We provide a general protocol for conducting GWAMAs and carrying out QC to minimize errors and to guarantee maximum use of the data. We also include details for the use of a powerful and flexible software package called EasyQC. Precise timings will be greatly influenced by consortium size. For consortia of comparable size to the GIANT Consortium, this protocol takes a minimum of about 10 months to complete.

A Soft Edge Target Zone Model: Theory And Application To Hong Kong

Hong Kong’s currency is pegged to the US dollar in a currency board arrangement. In autumn 2003, the Hong Kong dollar appreciated from close to 7.80 per US dollar to 7.70, as investors feared that the currency board would be abandoned. In the wake of this appreciation, the monetary authorities revamped the one-sided currency board mechanism into a symmetric two-sided system with a narrow exchange rate band. This paper reviews the characteristics of the new currency board arrangement and embeds a theoretical soft edge target zone model typifying many intermediate regimes, to explain the notable achievement of speculative peace and credibility since May 2005.

Off-the-Record Target Zones: Theory with an Application to Hong Kongs Currency Board

This paper provides a modelling framework for evaluating the exchange rate dynamics of a target zone regime with undisclosed bands. We generalize the literature to allow for asymmetric one-sided regimes. Market participants' beliefs concerning an undisclosed band change as they learn more about central bank intervention policy. We apply the model to Hong Kong's one-sided currency board mechanism. In autumn 2003, the Hong Kong dollar appreciated from close to 7.80 per US dollar to 7.70, as investors feared that the currency board would be abandoned. In the wake of this appreciation, the monetary authorities finally revamped the regime as a symmetric two-sided system with a narrow exchange rate band.

International Capital Flows to Emerging and Developing Countries: National and Global Determinants

This paper examines international capital flows to emerging and developing countries. We assess whether commonalities exist, the permanence of shocks to commonalities and their determinants. Also, we consider individual country coherence with global capital flows and we measure the extent of co-movements in the volatility of capital flows. Our results suggest there are commonalities in capital inflows, although aggregate or disaggregate capital flows respond differently to shocks. We find that the US long run real interest rate is an important determinant of global capital flows, and real commodity prices are relevant but to a lesser extent. We also find a role for human capital in explaining why some countries can successfully ride the wave of financial globalisation.

The Monetary policy rules in Europe: heterogeneity and common patters

The objective of this study is the empirical identification of the monetary policy rules pursued in individual countries of EU before and after the launch of European Monetary Union. In particular, we have employed an estimation of the augmented version of the Taylor rule (TR) for 25 countries of the EU in two periods (1992-1998, 1999-2006). While uniequational estimation methods have been used to identify the policy rules of individual central banks, for the rule of the European Central Bank has been employed a dynamic panel setting. We have found that most central banks really followed some interest rate rule but its form was usually different from the original TR (proposing that domestic interest rate responds only to domestic inflation rate and output gap). Crucial features of policy rules in many countries have been the presence of interest rate smoothing as well as response to foreign interest rate. Any response to domestic macroeconomic variables have been missing in the rules of countries with inflexible exchange rate regimes and the rules consisted in mimicking of the foreign interest rates. While we have found response to long-term interest rates and exchange rate in rules of some countries, the importance of monetary growth and asset prices has been generally negligible. The Taylor principle (the response of interest rates to domestic inflation rate must be more than unity as a necessary condition for achieving the price stability) has been confirmed only in large economies and economies troubled with unsustainable inflation rates. Finally, the deviation of the actual interest rate from the rule-implied target rate can be interpreted as policy shocks (these deviation often coincided with actual turbulent periods).

Monetary Policy Delegation and Equilibrium Coordination

This paper revisits the argument that the stabilisation bias that arises under discretionary monetary policy can be reduced if policy is delegated to a policymaker with redesigned objectives. We study four delegation schemes: price level targeting, interest rate smoothing, speed limits and straight conservatism. These can all increase social welfare in models with a unique discretionary equilibrium. We investigate how these schemes perform in a model with capital accumulation where uniqueness does not necessarily apply. We discuss how multiplicity arises and demonstrate that no delegation scheme is able to eliminate all potential bad equilibria. Price level targeting has two interesting features. It can create a new equilibrium that is welfare dominated, but it can also alter equilibrium stability properties and make coordination on the best equilibrium more likely.

Currency Issues and Options for an Independent Scotland

In this paper we take on the role of a ‘virtual consultant’ to a potentially independent Scotland. What should the exchange rate regime of an independent Scotland look like? We argue that the current proposal of the Scottish government to remain part of the sterling zone is doomed to failure, both because it falls short of a full political and monetary union and because it fails to recognize the reality of the Scottish economy post independence. We argue that the only tenable solution for an independent Scotland is to have a separate currency and for this currency to have some flexibility against Scotland’s main trading partners. One option offered here is managed float or crawl against a basket of currencies.

The Forward Premium Puzzle and The Euro

This paper evaluates the forward premium puzzle using the Euro exchange rate. Unlike previous studies, our analysis utilizes time-varying parameter methods and is based on two approaches for evaluation of the puzzle; the traditional approach analyzing the sensitivity of interest rate differentials to the forward premium, and the other looking into deviations from the covered interest rate parity (CIRP) condition. Then we provide evidence that the forward premium puzzle indeed became more prominent around the time of the recent crisis periods such as the Lehman Shock and the Euro crisis. This is also shown to be consistent with a deterioration in the CIRP.

The Monetary policy rules and the inflation process in open emerging

This paper has three objectives. First, it aims at revealing the logic of interest rate setting pursued by monetary authorities of 12 new EU members. Using estimation of an augmented Taylor rule, we find that this setting was not always consistent with the official monetary policy. Second, we seek to shed light on the inflation process of these countries. To this end, we carry out an estimation of an open economy Philips curve (PC). Our main finding is that inflation rates were not only driven by backward persistency but also held a forward-looking component. Finally, we assess the viability of existing monetary arrangements for price stability. The analysis of the conditional inflation variance obtained from GARCH estimation of PC is used for this purpose. We conclude that inflation targeting is preferable to an exchange rate peg because it allowed decreasing the inflation rate and anchored its volatility.

Primary Commodity Prices: Co-movements, Common Factors and Fundamentals

The behavior of commodities is critical for developing and developed countries alike. This paper contributes to the empirical evidence on the co-movement and determinants of commodity prices. Using nonstationary panel methods, we document a statistically significant degree of co-movement due to a common factor. Within a Factor Augmented VAR approach, real interest rate and uncertainty, as postulated by a simple asset pricing model, are both found to be negatively related to this common factor. This evidence is robust to the inclusion of demand and supply shocks, which both positively impact on the co-movement of commodity prices.