Ramachandran analysis of conserved glycyl residues in homologous proteins of known structure

High conservation of glycyl residues in homologous proteins is fairly frequent. It is commonly understood that glycine tends to be highly conserved either because of its unique Ramachandran angles or to avoid steric clash that would arise with a larger side chain. Using a database of aligned 3D structures of homologous proteins we identified conserved Gly in 288 alignment positions from 85 families. Ninety-six of these alignment positions correspond to conserved Gly residue with (phi, ) values allowed for non-glycyl residues. Reasons for this observation were investigated by in-silico mutation of these glycyl residues to Ala. We found in 94% of the cases a short contact exists between the C atom of the introduced Ala with the atoms which are often distant in the primary structure. This suggests the lack of space even for a short side chain thereby explaining high conservation of glycyl residues even when they adopt (phi, ) values allowed for Ala. In 189 alignment positions, the conserved glycyl residues adopt (phi, ) values which are disallowed for Ala. In-silico mutation of these Gly residues to Ala almost always results in steric hindrance involving C atom of Ala as one would expect by comparing Ramachandran maps for Ala and Gly. Rare occurrence of the disallowed glycyl conformations even in ultrahigh resolution protein structures are accompanied by short contacts in the crystal structures and such disallowed conformations are not conserved in the homologues. These observations raise the doubt on the accuracy of such glycyl conformations in proteins.

Performance analysis of a feasible air-cycle refrigeration system for road transport

The performance of an air-cycle refrigeration unit for road transport, which had been previously reported, was analysed in detail and compared with the original design model and an equivalent Thermo King SL200 vapour-cycle refrigeration unit. Poor heat exchanger performance was found to be the major contributor to low coefficient of performance values. Using state-of-the-art, but achievable performance levels for turbomachinery and heat exchangers, the performance of an optimised air-cycle refrigeration unit for the same application was predicted. The power requirement of the optimised air-cycle unit was 7% greater than the equivalent vapour-cycle unit at full-load operation. However, at part-load operation the air-cycle unit was estimated to absorb 35% less power than the vapour-cycle unit. The analysis demonstrated that the air-cycle system could potentially match the overall fuel consumption of the vapour-cycle transport refrigeration unit, while delivering the benefit of a completely refrigerant free system.

Public management, Peace-building and Creating Change: Shifting the Lens of Analysis from the Macro to the Micro

Considerable time, research money and expertise has been spent exploring the complex reality of ethno nationalist conflict and the role that public management plays in supporting the transition from violent conflict to stability, order and prosperity (Esman 1999; Guelke and Milton-Edwards 2000; Brinkerhoff 2005; Brinkerhoff, Wetterberg et al. 2012; Rao 2014). However, there seems to be a gap in relation to the practical challenges of managing change within, through and beyond such conflict. This paper aims to begin the process of putting a framework around the real experience of public management in conflict and transition by shifting the lens of analysis from macros concerns about sequencing interventions (Rao 2014) and legitimate requirements of security, stability and service delivery (Brinkerhoff, Wetterberg et al. 2012) to a micro analysis of the attitudes, behaviours, challenges and compromises held and faced by those public servants on the front line of conflict management and conflict transformation processes. Using senior managers as the unit of analysis and Northern Ireland as an embryonic case study, this paper discusses the links between ethno nationalist societal conflict, public sector reform and manager behaviour. In doing so, it highlights some initial data from an early pilot study into the experiences of individuals in significant public service roles at various stages of the NI conflict / peace process and draws some tentative conclusions about the viability of a wider study.

Testing for volatility persistence change: The effect of the credit crisis on the Portuguese banks

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie

Dans ce texte, nous analysons les développements récents de l’économétrie à la lumière de la théorie des tests statistiques. Nous revoyons d’abord quelques principes fondamentaux de philosophie des sciences et de théorie statistique, en mettant l’accent sur la parcimonie et la falsifiabilité comme critères d’évaluation des modèles, sur le rôle de la théorie des tests comme formalisation du principe de falsification de modèles probabilistes, ainsi que sur la justification logique des notions de base de la théorie des tests (tel le niveau d’un test). Nous montrons ensuite que certaines des méthodes statistiques et économétriques les plus utilisées sont fondamentalement inappropriées pour les problèmes et modèles considérés, tandis que de nombreuses hypothèses, pour lesquelles des procédures de test sont communément proposées, ne sont en fait pas du tout testables. De telles situations conduisent à des problèmes statistiques mal posés. Nous analysons quelques cas particuliers de tels problèmes : (1) la construction d’intervalles de confiance dans le cadre de modèles structurels qui posent des problèmes d’identification; (2) la construction de tests pour des hypothèses non paramétriques, incluant la construction de procédures robustes à l’hétéroscédasticité, à la non-normalité ou à la spécification dynamique. Nous indiquons que ces difficultés proviennent souvent de l’ambition d’affaiblir les conditions de régularité nécessaires à toute analyse statistique ainsi que d’une utilisation inappropriée de résultats de théorie distributionnelle asymptotique. Enfin, nous soulignons l’importance de formuler des hypothèses et modèles testables, et de proposer des techniques économétriques dont les propriétés sont démontrables dans les échantillons finis.

Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

In this paper we examine the order of integration of EuroSterling interest rates by employing techniques that can allow for a structural break under the null and/or alternative hypothesis of the unit-root tests. In light of these results, we investigate the cointegrating relationship implied by the single, linear expectations hypothesis of the term structure of interest rates employing two techniques, one of which allows for the possibility of a break in the mean of the cointegrating relationship. The aim of the paper is to investigate whether or not the interest rate series can be viewed as I(1) processes and furthermore, to consider whether there has been a structural break in the series. We also determine whether, if we allow for a break in the cointegration analysis, the results are consistent with those obtained when a break is not allowed for. The main results reported in this paper support the conjecture that the ‘short’ Euro-currency rates are characterised as I(1) series that exhibit a structural break on or near Black Wednesday, 16 September 1992, whereas the ‘long’ rates are I(1) series that do not support the presence of a structural break. The evidence from the cointegration analysis suggests that tests of the expectations hypothesis based on data sets that include the ERM crisis period, or a period that includes a structural break, might be problematic if the structural break is not explicitly taken into account in the testing framework.

Construction management research at the individual-level of analysis: current status, gaps and future directions

Individual-level constructs are seldom taken into consideration in construction management research relating to project performance. This is antithetical to the objectives of properly conceptualizing and contextualizing the research we do because many project performance outcomes, such as the extent of cooperation and level of communication or teamwork are influenced and moderated by individuals’ perceptions, values and behaviour. A brief review of the literature in organizational studies centred on culture, identity, empowerment and trust is offered. These constructs are then explored in relation to project performance issues and outcomes, and it is noted that they are predominantly studied at the project and industry levels. We argue that focusing these constructs at the individual unit of analysis has significant implications for project performance and therefore their effects need to be systematically accounted for in explanations of the success and failure of projects. Far from being prescriptive, the aim is to generate interest and awareness for more focused research at the individual level of analysis in order to add new insights and perspectives to critical performance questions in construction management. To this end, a research agenda is outlined, arguing that construction management research integrating individual-level constructs and broader, macro-contextual issues will help define and enhance the legitimacy of the field.

Testing for unit roots in bounded time series

Many key economic and financial series are bounded either by construction or through policy controls. Conventional unit root tests are potentially unreliable in the presence of bounds, since they tend to over-reject the null hypothesis of a unit root, even asymptotically. So far, very little work has been undertaken to develop unit root tests which can be applied to bounded time series. In this paper we address this gap in the literature by proposing unit root tests which are valid in the presence of bounds. We present new augmented Dickey–Fuller type tests as well as new versions of the modified ‘M’ tests developed by Ng and Perron [Ng, S., Perron, P., 2001. LAG length selection and the construction of unit root tests with good size and power. Econometrica 69, 1519–1554] and demonstrate how these tests, combined with a simulation-based method to retrieve the relevant critical values, make it possible to control size asymptotically. A Monte Carlo study suggests that the proposed tests perform well in finite samples. Moreover, the tests outperform the Phillips–Perron type tests originally proposed in Cavaliere [Cavaliere, G., 2005. Limited time series with a unit root. Econometric Theory 21, 907–945]. An illustrative application to U.S. interest rate data is provided

Testing common nonlinear features in vector nonlinear autoregressive models

This paper studies a special class of vector smooth-transition autoregressive (VSTAR) models that contains common nonlinear features (CNFs), for which we proposed a triangular representation and developed a procedure of testing CNFs in a VSTAR model. We first test a unit root against a stable STAR process for each individual time series and then examine whether CNFs exist in the system by Lagrange Multiplier (LM) test if unit root is rejected in the first step. The LM test has standard Chi-squared asymptotic distribution. The critical values of our unit root tests and small-sample properties of the F form of our LM test are studied by Monte Carlo simulations. We illustrate how to test and model CNFs using the monthly growth of consumption and income data of United States (1985:1 to 2011:11).

CO2 Emissions, GDP and trade : a panel cointegration approach

This paper examines the relationships among per capita CO2 emissions, per capita GDP and international trade based on panel data sets spanning the period 1960-2008: one for 150 countries and the others for sub-samples comprising OECD and Non-OECD economies. We apply panel unit root and cointegration tests, and estimate a panel error correction model. The results from the error correction model suggest that there are long-term relationships between the variables for the whole sample and for Non-OECD countries. Finally, Granger causality tests show that there is bi-directional short-term causality between per capita GDP and international trade for the whole sample and between per capita GDP and CO2 emissions for OECD countries

Essays on growth and environment

This thesis consists of a summary and four self-contained papers. Paper [I] Following the 1987 report by The World Commission on Environment and Development, the genuine saving has come to play a key role in the context of sustainable development, and the World Bank regularly publishes numbers for genuine saving on a national basis. However, these numbers are typically calculated as if the tax system is non-distortionary. This paper presents an analogue to genuine saving in a second best economy, where the government raises revenue by means of distortionary taxation. We show how the social cost of public debt, which depends on the marginal excess burden, ought to be reflected in the genuine saving. We also illustrate by presenting calculations for Greece, Japan, Portugal, U.K., U.S. and OECD average, showing that the numbers published by the World Bank are likely to be biased and may even give incorrect information as to whether the economy is locally sustainable. Paper [II] This paper examines the relationships among per capita CO2 emissions, per capita GDP and international trade based on panel data spanning the period 1960-2008 for 150 countries. A distinction is also made between OECD and Non-OECD countries to capture the differences of this relationship between developed and developing economies. We apply panel unit root and cointegration tests, and estimate a panel error correction model. The results from the error correction model suggest that there are long-term relationships between the variables for the whole sample and for Non-OECD countries. Finally, Granger causality tests show that there is bi-directional short-term causality between per capita GDP and international trade for the whole sample and between per capita GDP and CO2 emissions for OECD countries. Paper [III] Fundamental questions in economics are why some regions are richer than others, why their growth rates differ, whether their growth rates tend to converge, and what key factors contribute to explain economic growth. This paper deals with the average income growth, net migration, and changes in unemployment rates at the municipal level in Sweden. The aim is to explore in depth the effects of possible underlying determinants with a particular focus on local policy variables. The analysis is based on a three-equation model. Our results show, among other things, that increases in the local public expenditure and income taxe rate have negative effects on subsequent income income growth. In addition, the results show conditional convergence, i.e. that the average income among the municipal residents tends to grow more rapidly in relatively poor local jurisdictions than in initially “richer” jurisdictions, conditional on the other explanatory variables. Paper [IV] This paper explores the relationship between income growth and income inequality using data at the municipal level in Sweden for the period 1992-2007. We estimate a fixed effects panel data growth model, where the within-municipality income inequality is one of the explanatory variables. Different inequality measures (Gini coefficient, top income shares, and measures of inequality in the lower and upper part of the income distribution) are examined. We find a positive and significant relationship between income growth and income inequality measured as the Gini coefficient and top income shares, respectively. In addition, while inequality in the upper part of the income distribution is positively associated with the income growth rate, inequality in the lower part of the income distribution seems to be negatively related to the income growth. Our findings also suggest that increased income inequality enhances growth more in municipalities with a high level of average income than in municipalities with a low level of average income.

Comportamento de pares de ações no mercado brasileiro sob a ótica da cointegração, para preços intra-diários

Esta dissertação estuda o movimento do mercado acionário brasileiro com o objetivo de testar a trajetória de preços de pares de ações, aplicada à estratégia de pair trading. Os ativos estudados compreendem as ações que compõem o Ibovespa e a seleção dos pares é feita de forma unicamente estatística através da característica de cointegração entre ativos, sem análise fundamentalista na escolha. A teoria aqui aplicada trata do movimento similar de preços de pares de ações que evoluem de forma a retornar para o equilíbrio. Esta evolução é medida pela diferença instantânea dos preços comparada à média histórica. A estratégia apresenta resultados positivos quando a reversão à média se efetiva, num intervalo de tempo pré-determinado. Os dados utilizados englobam os anos de 2006 a 2010, com preços intra-diários para as ações do Ibovespa. As ferramentas utilizadas para seleção dos pares e simulação de operação no mercado foram MATLAB (seleção) e Streambase (operação). A seleção foi feita através do Teste de Dickey-Fuller aumentado aplicado no MATLAB para verificar a existência da raiz unitária dos resíduos da combinação linear entre os preços das ações que compõem cada par. A operação foi feita através de back-testing com os dados intra-diários mencionados. Dentro do intervalo testado, a estratégia mostrou-se rentável para os anos de 2006, 2007 e 2010 (com retornos acima da Selic). Os parâmetros calibrados para o primeiro mês de 2006 puderam ser aplicados com sucesso para o restante do intervalo (retorno de Selic + 5,8% no ano de 2006), para 2007, onde o retorno foi bastante próximo da Selic e para 2010, com retorno de Selic + 10,8%. Nos anos de maior volatilidade (2008 e 2009), os testes com os mesmos parâmetros de 2006 apresentaram perdas, mostrando que a estratégia é fortemente impactada pela volatilidade dos retornos dos preços das ações. Este comportamento sugere que, numa operação real, os parâmetros devem ser calibrados periodicamente, com o objetivo de adaptá-los aos cenários mais voláteis.

Changes in pH at the dentin surface in roots obturated with calcium hydroxide pastes

The purpose of this study was to determine the pH, after defined periods of time, in cavities prepared in the facial surface of the cervical, middle, and apical regions of roots obturated with calcium hydroxide pastes. Root canal instrumentation was performed on 40 recently extracted, single-rooted human teeth. Cavities 1.5 mm in diameter and 0.75 mm in depth were prepared in the cervical, middle, and apical regions of the facial surface of each root. Teeth were randomly divided into four groups. One group was left unobturated and served as a control. The three remaining groups were obturated with either aqueous calcium hydroxide, calcium hydroxide mixed with camphorated monochlorophenol, or Pulpdent pastes. Access cavities and apical foramina were closed with Cavit. Each tooth was stored individually in a vial containing unbuffered isotonic saline. pH at the surface was measured in the cervical, middle, and apical cavities at 0 and 3, 7, 14, 21, 28, 45, 60, 90, and 120 days. Results indicate that hydroxyl ions derived from calcium hydroxide pastes diffused through root dentin at all regions over the experimental period of 120 days. The pattern of pH change at the tooth surface was similar in all regions of the root, regardless of the type of calcium hydroxide paste used. This was a rapid rise in pH from a control value of pH 7.6, to greater than pH 9.5 by 3 days, followed by a small decline to pH 9.0 over the next 18 days, before finally rising and remaining at, or above pH 10.0 for the remainder of the experimental period. Pulpdent paste in the apical region was the only exception in this pattern, producing a pH rise nearly one full unit below the other pastes, pH 9.3. These results indicate that, for all pastes tested, a high pH is maintained at the root surface for at least 120 days. Copyright © 1996 by The American Association of Endodontists.

Cone-beam computed tomography analysis of the apical third of curved roots after mechanical preparation with different automated systems

The present study evaluated by cone-beam computed tomography (CBCT) the apical canal transportation and centralizing ability of different automated systems after root canal preparation. The mesiobuccal canals of maxillary first molars (n=10 per group) were prepared with: GI - reciprocating system with K-Flexofile; GII - reciprocating system with NiTiFlex files; GIII - rotary system with K3 instruments; GIV - rotary system with RaCe instruments. CBCT scans were taken before and after biomechanical preparation up to a #40.02 diameter. Canal transportation was determined by measuring the smallest distance between the inner canal walls and the mesial and distal sides of the root. The centralization ability corresponded to the difference between the measurements from transportation evaluation, using the linear voxel to voxel method of analysis. The mean transportation was 0.06 ± 0.14 mm, with a tendency to deviate to the mesial side of the root (n=22), with no statistically significant difference among the groups (p=0.4153). The mean centralization index was 0.15 ± 0.65 also without statistically significant difference among the groups (p=0.0881). It may be concluded that apical canal transportation and centralization ability were not influenced by the type of mechanical movement and instruments used.

Infant mortality in Brazil, 1980-2000: A spatial panel data analysis

Background: Infant mortality is an important measure of human development, related to the level of welfare of a society. In order to inform public policy, various studies have tried to identify the factors that influence, at an aggregated level, infant mortality. The objective of this paper is to analyze the regional pattern of infant mortality in Brazil, evaluating the effect of infrastructure, socio-economic, and demographic variables to understand its distribution across the country. Methods: Regressions including socio-economic and living conditions variables are conducted in a structure of panel data. More specifically, a spatial panel data model with fixed effects and a spatial error autocorrelation structure is used to help to solve spatial dependence problems. The use of a spatial modeling approach takes into account the potential presence of spillovers between neighboring spatial units. The spatial units considered are Minimum Comparable Areas, defined to provide a consistent definition across Census years. Data are drawn from the 1980, 1991 and 2000 Census of Brazil, and from data collected by the Ministry of Health (DATASUS). In order to identify the influence of health care infrastructure, variables related to the number of public and private hospitals are included. Results: The results indicate that the panel model with spatial effects provides the best fit to the data. The analysis confirms that the provision of health care infrastructure and social policy measures (e. g. improving education attainment) are linked to reduced rates of infant mortality. An original finding concerns the role of spatial effects in the analysis of IMR. Spillover effects associated with health infrastructure and water and sanitation facilities imply that there are regional benefits beyond the unit of analysis. Conclusions: A spatial modeling approach is important to produce reliable estimates in the analysis of panel IMR data. Substantively, this paper contributes to our understanding of the physical and social factors that influence IMR in the case of a developing country.