Efeitos da cimetidina na resposta cronotrópica ao teste cardiopulmonar

Introdução: A histamina exerce vários efeitos no desempenho cardíaco em humanos, os quais são mediados por receptores H1e H2. A ocorrência de bradicardia e distúrbio da condução atrioventricular tem sido descrita após a injeção intravenosa de cimetidina ou ranitidina, porém ainda não foi avaliado seu potencial efeito na resposta cronotrópica ao exercício com suas implicações sobre o valor prognóstico e diagnóstico do teste de esforço Objetivo: Testar a hipótese, através de ensaio clinico randomizado, de que a administração de cimetidina altera a resposta cronotrópica ao exercício. Material e Métodos: Foram submetidos a dois testes cardiopulmonares, 20 indivíduos, após uso de placebo e de cimetidina. Os testes foram realizados em esteira rolante, com protocolo de rampa com analises diretas dos gases expirados. Foi avaliada freqüência cardíaca máxima atingida, além da freqüência cardíaca de repouso e no limiar anaeróbio. Resultados: Os indivíduos estudados estavam igualmente distribuídos por sexo, com idade média (± desvio padrão) de 43 ±11 anos. Os exames com placebo e com cimetidina tiveram igual duração (578 ± 90 seg vs 603 ± 131 seg) e igual VO2 pico (35 ± 8 ml/Kg.min vs 35 ± 8 ml/Kg.min). A administração de cimetidina não apresentou efeito significativo na freqüência cardíaca de repouso (75 ± 10 vs 74 ± 8 bpm), no pico do esforço (176 ± 12 vs176±11 bpm) e, da mesma forma, também não houve diferença entre as freqüências cardíacas de pico e de repouso (101 ± 14 vs101 ± 13 bpm). Conclusão: A administração de cimetidina por sete dias não altera a resposta cronotrópica ao exercício.

Current account and capital mobility hypothesis: Evidence from the G-7

This paper investigates an intertemporal optimization model in order to analyze the current account of the G-7 countries, measured as the present value of the future changes in net output. The study compares observed and forecasted series, generated by the model, using Campbell & Shiller’s (1987) methodology. In the estimation process, the countries are considered separately (with OLS technique) as well as jointly (SURE approach), to capture contemporaneous correlations of the shocks in net output. The paper also proposes a note on Granger causality and its implications to the optimal current account. The empirical results are sensitive to the technique adopted in the estimation process and suggest a rejection of the model in the G-7 countries, except for the USA and Japan, according to some papers presented in the literature.

Intrahousehold allocation in an unintentional random experiment

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Testing the externalities hypothesis of endogenous growth using cointegration

The initial endogenous growth models emphasized the importance of externaI effects in explaining sustainable growth across time. Empirically, this hypothesis can be confirmed if the coefficient of physical capital per hour is unity in the aggregate production function. Although cross-section results concur with theory, previous estimates using time series data rejected this hypothesis, showing a small coefficient far from unity. It seems that the problem lies not with the theory but with the techniques employed, which are unable to capture low frequency movements in high frequency data. This paper uses cointegration - a technique designed to capture the existence of long-run relationships in multivariate time series - to test the externalities hypothesis of endogenous growth. The results confirm the theory' and conform to previous cross-section estimates. We show that there is long-run proportionality between output per hour and a measure of capital per hour. U sing this result, we confmn the hypothesis that the implied Solow residual can be explained by government expenditures on infra-structure, which suggests a supply side role for government affecting productivity and a decrease on the extent that the Solow residual explains the variation of output.

A new perspective on the PPP hypothesis

This paper the stastistical properties of the real exchange rates of G-5 countries for the Bretton-Woods peiod, and draw implications on the purchasing power parity (PPP) hypothesis. In contrast to most previous studies that consider only unit root and stationary process to describe the real exchange tae, this paper also considers two in-between processes, the locally persistent process ans the fractionally integrated process, to complement past studies. Seeking to be consistent with tha ample evidence of near unit in the real exchange rate movements very well. This finding implies that: 1) the real exchange movement is more persistent than the stationary case but less persistent than the unit root case; 2) the real exchange rate is non-stationary but the PPP reversion occurs and the PPP holds in the long run; 3) the real exchange rate does not exhibit the secular dependence of the fractional integration; 4) the real exchange rate evolves over time in a way that there is persistence over a range of time, but the effect of shocks will eventually disappear over time horizon longer than order O (nd), that is, at finite time horizon; 5) shocks dissipation is fasters than predicted by the fractional integracion, and the total sum of the effects of a unit innovation is finite, implying that a full PPP reversion occurs at finite horizons. These results may explain why pasrt empirical estudies could not provide a clear- conclusion on the real exchange rate processes and the PPP hypothesis.

Testing the hypothesis of contagion using multivariate volatility models

The aim of this paper is to test whether or not there was evidence of contagion across the various financial crises that assailed some countries in the 1990s. Data on sovereign debt bonds for Brazil, Mexico, Russia and Argentina were used to implement the test. The contagion hypothesis is tested using multivariate volatility models. If there is any evidence of structural break in volatility that can be linked to financial crises, the contagion hypothesis will be confirmed. Results suggest that there is evidence in favor of the contagion hypothesis.

Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change

This paper investigates whether or not multivariate cointegrated process with structural change can describe the Brazilian term structure of interest rate data from 1995 to 2006. In this work the break point and the number of cointegrated vector are assumed to be known. The estimated model has four regimes. Only three of them are statistically different. The first starts at the beginning of the sample and goes until September of 1997. The second starts at October of 1997 until December of 1998. The third starts at January of 1999 and goes until the end of the sample. It is used monthly data. Models that allows for some similarities across the regimes are also estimated and tested. The models are estimated using the Generalized Reduced-Rank Regressions developed by Hansen (2003). All imposed restrictions can be tested using likelihood ratio test with standard asymptotic 1 qui-squared distribution. The results of the paper show evidence in favor of the long run implications of the expectation hypothesis for Brazil.