Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?

Published as an article in: Studies in Nonlinear Dynamics & Econometrics, 2004, vol. 8, issue 1, pages 5.

The role of the term spread in an augmented Taylor rule: An empirical investigation

Using US data for the period 1967:5-2002:4, this paper empirically investigates the performance of an augmented version of the Taylor rule (ATR) that (i) allows for the presence of switching regimes, (ii) considers the long-short term spread in addition to the typical variables, (iii) uses an alternative monthly indicator of general economic activity suggested by Stock and Watson (1999), and (iv) considers interest rate smoothing. The estimation results show the existence of switching regimes, one characterized by low volatility and the other by high volatility. Moreover, the scale of the responses of the Federal funds rate to movements in the term spread, inflation and the economic activity index depend on the regime. The estimation results also show robust empirical evidence that the ATR has been more stable during the term of office of Chairman Greenspan than in the pre-Greenspan period. However, a closer look at the Greenspan period shows the existence of two alternative regimes and that the response of the Fed funds rate to inflation has not been significant during this period once the term spread is considered.

Evaluation of the conventional surveying equipment applied to deformation analysis of heritage buildings. A case study: the bell tower of Santa María la Blanca church in Agoncillo (La Rioja, Spain)

Contributed to: "Measuring the Changes": 13th FIG International Symposium on Deformation Measurements and Analysis; 4th IAG Symposium on Geodesy for Geotechnical and Structural Enginering (Lisbon, Portugal, May 12-15, 2008).

Optimización del proyecto de auscultación, dirigido al estudio de las deformaciones de un elemento patrimonial, mediante técnicas topográficas clásicas

[ES] Para más información véase el trabajo LDGP_mem_003-2: "Estudio topográfico de las deformaciones del conjunto arquitectónico de la iglesia de Nuestra Señora de la Blanca (Agoncillo, La Rioja) [Julio 2007 – Octubre 2009]", http://hdl.handle.net/10810/7050

Detección del movimiento cíclico estacional en edificios históricos por métodos topográficos

[ES] Para más información véase el trabajo LDGP_mem_003-2: "Estudio topográfico de las deformaciones del conjunto arquitectónico de la iglesia de Nuestra Señora de la Blanca (Agoncillo, La Rioja) [Julio 2007 – Octubre 2009]", http://hdl.handle.net/10810/7050

[R_Agoncillo_SantaMaria] Estudio topográfico de las deformaciones del conjunto arquitectónico de la iglesia de Nuestra Señora de la Blanca (Agoncillo, La Rioja) [Julio 2007 – Octubre 2009]

[ES] La documentación contenida en este registro ha servido de base para las siguientes publicaciones:

[A_Laguardia_SanJuan] Levantamiento fotogramétrico de la portada Sur o “de los abuelos” de la iglesia de San Juan de Laguardia (Álava)

[ES] La documentación contenida en este registro ha servido de base para los siguientes documentos:

[R_Clavijo_SanPrudencio] Intensive Program ERASMUS: TOPCART. Geometric Documentation of the Heritage (report of activities 2010-2011)

[EN] Data contained in this record come from the following accademic activity (from which it is possible to locate additional records related with the Monastery):

[A_Elvillar_Hechicera] Documentación geométrica del dolmen de la Chabola de la Hechicera (Elvillar, Álava)

[ES] Tumba megalítica compuesta por 17 losas de gran tamaño, incluida la tapa. La estructura ocupa un espacio de 10 x 4 metros en planta, unos 4 metros de altura en la cámara. Conserva restos del túmulo que forma aproximadamente un círculo de unos 10 metros de radio.

[A_Vitoria_SantaMaria] Documentación geométrica de las excavaciones de la Catedral de Santa María (Vitoria-Gasteiz). Mayo 2000-Junio 2003

[ES] Información sobre este proyecto ha servido de base a los siguientes artículos:

Evaluation of bioactive sphingolipids in 4-HPR-resistant leukemia cells

Background -- N-(4-hydroxyphenyl)retinamide (4-HPR, fenretinide) is a synthetic retinoid with potent pro-apoptotic activity against several types of cancer, but little is known regarding mechanisms leading to chemoresistance. Ceramide and, more recently, other sphingolipid species (e.g., dihydroceramide and dihydrosphingosine) have been implicated in 4-HPR-mediated tumor cell death. Because sphingolipid metabolism has been reported to be altered in drug-resistant tumor cells, we studied the implication of sphingolipids in acquired resistance to 4-HPR based on an acute lymphoblastic leukemia model. Methods -- CCRF-CEM cell lines resistant to 4-HPR were obtained by gradual selection. Endogenous sphingolipid profiles and in situ enzymatic activities were determined by LC/MS, and resistance to 4-HPR or to alternative treatments was measured using the XTT viability assay and annexin V-FITC/propidium iodide labeling. Results -- No major crossresistance was observed against other antitumoral compounds (i.e. paclitaxel, cisplatin, doxorubicin hydrochloride) or agents (i.e. ultra violet C, hydrogen peroxide) also described as sphingolipid modulators. CCRF-CEM cell lines resistant to 4-HPR exhibited a distinctive endogenous sphingolipid profile that correlated with inhibition of dihydroceramide desaturase. Cells maintained acquired resistance to 4-HPR after the removal of 4-HPR though the sphingolipid profile returned to control levels. On the other hand, combined treatment with sphingosine kinase inhibitors (unnatural (dihydro)sphingosines ((dh)Sph)) and glucosylceramide synthase inhibitor (PPMP) in the presence or absence of 4-HPR increased cellular (dh)Sph (but not ceramide) levels and were highly toxic for both parental and resistant cells. Conclusions -- In the leukemia model, acquired resistance to 4-HPR is selective and persists in the absence of sphingolipid profile alteration. Therapeutically, the data demonstrate that alternative sphingolipid-modulating antitumoral strategies are suitable for both 4-HPR-resistant and sensitive leukemia cells. Thus, whereas sphingolipids may not be critical for maintaining resistance to 4-HPR, manipulation of cytotoxic sphingolipids should be considered a viable approach for overcoming resistance.

MPI parallel programming of mixed integer optimization problems using CPLEX with COIN-OR

The aim of this technical report is to present some detailed explanations in order to help to understand and use the Message Passing Interface (MPI) parallel programming for solving several mixed integer optimization problems. We have developed a C++ experimental code that uses the IBM ILOG CPLEX optimizer within the COmputational INfrastructure for Operations Research (COIN-OR) and MPI parallel computing for solving the optimization models under UNIX-like systems. The computational experience illustrates how can we solve 44 optimization problems which are asymmetric with respect to the number of integer and continuous variables and the number of constraints. We also report a comparative with the speedup and efficiency of several strategies implemented for some available number of threads.

Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization

In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration of the Lagrangian based procedures, the traditional aim consists of obtaining the solution value of the corresponding Lagrangian dual via solving scenario submodels once the nonanticipativity constraints have been dualized. Instead of considering a splitting variable representation over the set of scenarios, we propose to decompose the model into a set of scenario clusters. We compare the computational performance of the four Lagrange multiplier updating procedures, namely the Subgradient Method, the Volume Algorithm, the Progressive Hedging Algorithm and the Dynamic Constrained Cutting Plane scheme for different numbers of scenario clusters and different dimensions of the original problem. Our computational experience shows that the CLD bound and its computational effort depend on the number of scenario clusters to consider. In any case, our results show that the CLD procedures outperform the traditional LD scheme for single scenarios both in the quality of the bounds and computational effort. All the procedures have been implemented in a C++ experimental code. A broad computational experience is reported on a test of randomly generated instances by using the MIP solvers COIN-OR and CPLEX for the auxiliary mixed 0-1 cluster submodels, this last solver within the open source engine COIN-OR. We also give computational evidence of the model tightening effect that the preprocessing techniques, cut generation and appending and parallel computing tools have in stochastic integer optimization. Finally, we have observed that the plain use of both solvers does not provide the optimal solution of the instances included in the testbed with which we have experimented but for two toy instances in affordable elapsed time. On the other hand the proposed procedures provide strong lower bounds (or the same solution value) in a considerably shorter elapsed time for the quasi-optimal solution obtained by other means for the original stochastic problem.

A short in-frame deletion in NTRK1 tyrosine kinase domain caused by a novel splice site mutation in a patient with congenital insensitivity to pain with anhidrosis

Background: Congenital insensitivity to pain with anhidrosis (CIPA) is a rare autosomal recessive genetic disease characterized by the lack of reaction to noxious stimuli and anhidrosis. It is caused by mutations in the NTRK1 gene, which encodes the high affinity tyrosine kinase receptor I for Neurotrophic Growth Factor (NGF). -- Case Presentation: We present the case of a female patient diagnosed with CIPA at the age of 8 months. The patient is currently 6 years old and her psychomotor development conforms to her age (RMN, SPECT and psychological study are in the range of normality). PCR amplification of DNA, followed by direct sequencing, was used to investigate the presence of NTRK1 gene mutations. Reverse transcriptase (RT)-PCR amplification of RNA, followed by cloning and sequencing of isolated RT-PCR products was used to characterize the effect of the mutations on NTRK1 mRNA splicing. The clinical diagnosis of CIPA was confirmed by the detection of two splice-site mutations in NTRK1, revealing that the patient was a compound heterozygote at this gene. One of these alterations, c.574+1G > A, is located at the splice donor site of intron 5. We also found a second mutation, c.2206-2 A > G, not previously reported in the literature, which is located at the splice acceptor site of intron 16. Each parent was confirmed to be a carrier for one of the mutations by DNA sequencing analysis. It has been proposed that the c.574+1G > A mutation would cause exon 5 skipping during NTRK1 mRNA splicing. We could confirm this prediction and, more importantly, we provide evidence that the novel c.2206-2A > G mutation also disrupts normal NTRK1 splicing, leading to the use of an alternative splice acceptor site within exon 17. As a consequence, this mutation would result in the production of a mutant NTRK1 protein with a seven aminoacid in-frame deletion in its tyrosine kinase domain. --Conclusions: We present the first description of a CIPA-associated NTRK1 mutation causing a short interstitial deletion in the tyrosine kinase domain of the receptor. The possible phenotypical implications of this mutation are discussed.

[R_SanMillan_Yuso] Documentación geométrica de las excavaciones arqueológicas realizadas en el Monasterio de Yuso (San Millán de la Cogolla, La Rioja)

[ES] El seguimiento arqueológico se realiza sobre las capillas del la nave Norte de la iglesia más la capilla “de las reliquias”, en total 9 capillas de unos 10 x 10 metros cada una. Los elementos a documentar son las unidades estratigráficas exhumadas que, en gran medida corresponden a enterramientos (fosas y los propios esqueletos).