The importance of common cyclical features in VAR analysis: a Monte-Carlo study

Despite the commonly held belief that aggregate data display short-run comovement, there has been little discussion about the econometric consequences of this feature of the data. We use exhaustive Monte-Carlo simulations to investigate the importance of restrictions implied by common-cyclical features for estimates and forecasts based on vector autoregressive models. First, we show that the ìbestî empirical model developed without common cycle restrictions need not nest the ìbestî model developed with those restrictions. This is due to possible differences in the lag-lengths chosen by model selection criteria for the two alternative models. Second, we show that the costs of ignoring common cyclical features in vector autoregressive modelling can be high, both in terms of forecast accuracy and efficient estimation of variance decomposition coefficients. Third, we find that the Hannan-Quinn criterion performs best among model selection criteria in simultaneously selecting the lag-length and rank of vector autoregressions.

Milk fatty acid characterization and genetic parameter estimates for milk conjugated linoleic acid in buffaloes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Genetic variability of residual variance of production traits in Nellore beef cattle

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

Unusual Yang-Lee edge singularity in the one-dimensional axial-next-to-nearest-neighbor Ising model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Genetic parameters of racing performance traits of Quarter horses in Brazil

The data used in the present study were recorded at the Jockey Club of Sorocaba for 5094 racing performance of 1350 Quarter Horses at the Paulista Race Track of Sorocaba, state of São Paulo, Brazil, from 1991 to 1997. The considered traits were time and final rank. The model used in analysis included random animal and permanent environmental effects, and race, sex, age and origin as fixed effects. The variance and covariance components were estimated by the restricted maximum likelihood for an animal model, using the derivative-free process method and the MTDFREML software. For the time, heritability was 0.17 (0.05), while estimate of repeatability 0.55 (0.05). The lower heritability for the final rank, 0.13 (0.04), indicate that this trait is not the most appropriate one for inclusion in programs of Quarter horse selection in Sorocaba racetrack. The repeatability estimate for rank was 0.44 (0.04) and the genetic correlation between this trait and time was 0.99.

IL-1ra anti-inflammatory cytokine polymorphism is associated with risk of gastric cancer and chronic gastritis in a Brazilian population, but the TNF-beta pro-inflammatory cytokine is not

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

Sexual selection and social hierarchy in fishes.

Sexual selection is a crucial element to understand behavioral evolution. Teleost fish have been considered as good models for research on sexual selection in the last decades due to their variety of sexual behavior. Female fish can choose males based on body and behavioral traits, such as body size, body color, ornaments, territorial quality, nest size and courtship behavior. Choices are based upon several types of sensorial inputs, such as visual, chemical, sonorous and electrical signals. Intrasexual selection also acts on females because they can mate with a dominant individual in male-male competitions. For both approaches, there is an expectation regarding the benefits of sexual selection by means of female choice. However, in several cases females do not choose the dominant male. In this mini-review, we present and discuss both intersexual and intrasexual mechanisms of sexual selection in fish and point out that females do not always choose a male for mating.

Miscibility in a degenerate fermionic mixture induced by linear coupling

We consider a one-dimensional mean-field-hydrodynamic model of a two-component degenerate Fermi gas in an external trap, each component representing a spin state of the same atom. We demonstrate that the interconversion between them (linear coupling), imposed by a resonant electromagnetic wave, transforms the immiscible binary gas into a miscible state, if the coupling constant, kappa, exceeds a critical value, kappa(cr). The effect is predicted in a variational approximation, and confirmed by numerical solutions. Unlike the recently studied model of a binary Bose-Einsten condensate with the linear coupling, the components in the immiscible phase of the binary fermion mixture never fill two separated domains with a wall between them, but rather form antilocked (pi-phase-shifted) density waves. Another difference from the bosonic mixture is spontaneous breaking of symmetry between the two components in terms of the numbers of atoms in them, N(1) and N(2). The latter effect is characterized by the parameter nu equivalent to(N(1)-N(2))/(N(1)+N(2)) (only N(1)+N(2) is a conserved quantity), the onset of miscibility at kappa >=kappa(cr) meaning a transition to nu equivalent to 0. At kappa model, with a chemical-potential difference between the two components. The relation between the imbalance in the spin population, induced by the linear coupling, and the developing spatial structure resembles the known Larkin-Ovchinnikov-Fulde-Ferrell states in the Fermi mixture. Dynamical states, when kappa is suddenly switched from zero to a value exceeding kappa(cr), are considered too. In the latter case, the system features oscillatory relaxation to the mixed state.

Search for physics beyond the standard model in events with a Z boson, jets, and missing transverse energy in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Study of the (D)over-barN Interaction in a QCD Coulomb Gauge Quark Model

We study the (D) over barN interaction at low energies with a quark model inspired in the QCD Hamiltonian in Coulomb gauge. The model Hamiltonian incorporates a confining Coulomb potential extracted from a self-consistent quasiparticle method for the gluon degrees of freedom, and transverse-gluon hyperfine interaction consistent with a finite gluon propagator in the infrared. Initially a constituent-quark mass function is obtained by solving a gap equation and baryon and meson bound-states are obtained in Fock space using a variational calculation. Next, having obtained the constituent-quark masses and the hadron waves functions, an effective meson-nucleon interaction is derived from a quark-interchange mechanism. This leads to a short range meson-baryon interaction and to describe long-distance physics vector- and scalar-meson exchanges described by effective Lagrangians are incorporated. The derived effective (D) over barN potential is used in a Lippmann-Schwinger equation to obtain phase shifts. The results are compared with a recent similar calculation using the nonrelativistic quark model.

Search for physics beyond the standard model in opposite-sign dilepton events in pp collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Carbon Nuclear Magnetic Resonance Spectroscopic Profiles coupled to Partial Least-Squares Multivariate Regression for Prediction of Several Physicochemical Parameters of Brazilian Commercial Gasoline

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Simulation and economic analysis of bovine sex selection

A simulation model implemented in the programming software Delphi XE® was applied to evaluate sex selection in bovine. The hypothesis under investigation was that a dynamic model with stochastic and deterministic elements could detect the sexed semen technique to minimize pregnancy cost and to determine the adequate number of recipients required for in vivo (ET) and in vitro embryo production (IVP) in the proposed scenarios. Sex selection was compared through semen sexed using flow cytometry (C1) and density gradient centrifugation techniques (C2) in ET and IVP. Sensibility analyses were used to identify the adequate number of recipients for each scenario. This number was reinserted into the model to determine the biological and financial values that maximized ET and IVP using sexed semen (C1M and C2M). New scenarios showed that the density gradient technique minimized pregnancy cost based on the proposed scenarios. In addition, the adequate number of recipients (ET - C1M - 115 and C2M - 105)/(IVP - C1M - 145 and C2M - 140) per donor used was determined to minimize the pregnancy cost in all scenarios.

A partial least squares regression study with antioxidant flavonoid compounds

The quantitative structure-activity relationship of a set of 19 flavonoid compounds presenting antioxidant activity was studied by means of PLS (Partial Least Squares) regression. The optimization of the structures and calculation of electronic properties were done by using the semiempirical method AMI. A reliable model (r(2) = 0.806 and q(2) = 0.730) was obtained and from this model it was possible to consider some aspects of the structure of the flavonoid compounds studied that are related with their free radical scavenging ability. The quality of the PLS model obtained in this work indicates that it can be used in order to design new flavonoid compounds that present ability to scavenge free radicals.

Molecular model of cyclin-dependent kinase 5 complexed with roscovitine

Here is described a structural model for the binary complex CDK5-roscovitine. Roscovitine has been shown to potently inhibit cyclin-dependent kinases 1, 2 and 5 (CDK1, 2, and 5), and the structure of CDK2 complexed with roscovitine has been reported; however, no structural data, are available for complexes of CDK5 with inhibitors. The structural model indicates that roscovitine strongly binds to the ATP-binding pocket of CDK5 and structural comparison of the CDK2-roscovitine complex correlates the structural differences with differences in inhibition of these CDKs by this inhibitor. This structure opens the possibility of testing new inhibitor families, in addition to new substituents for the already known lead structures of adenine derivatives. (C) 2002 Elsevier B.V. (USA). All rights reserved.