Cardiovascular and metabolic responses during isokinetic shoulder rotators strength testing in healthy subjects

Background: Although there have been many studies on isokinetic shoulder exercises in evaluation and rehabilitation programs, the cardiovascular and metabolic responses of those modes of muscle strength exercises have been poorly investigated. Objective: To analyze cardiovascular and metabolic responses during a standardized test used to study the internal (IR) and external (ER) rotators maximal isokinetic strength. Methods: Four days after an incremental exercise test on cycle ergometer, ten healthy subjects performed an isokinetic shoulder strength evaluation with cardiovascular (Heart rate, HR) and metabolic gas exchange (&Vdot;O_{2}) analysis. The IR and ER isokinetic strength, measured in seated position with 45° of shoulder abduction in scapular plane, was evaluated concentrically at 60, 120 and 240°/s and eccentrically at 60°/s, for both shoulder sides. An endurance test with 30 repetitions at 240°/s was performed at the end of each shoulder side testing. Results: There was a significant increase of mean HR with isokinetic exercise (P< 0.05). Increases of HR was 42-71% over the resting values. During endurance testing, increases of HR was 77-105% over the resting values, and corresponded to 85-86% of the maximal HR during incremental test. Increase of &Vdot;O_{2} during isokinetic exercises was from 6-11 ml/min/kg to 20-43 ml/min/kg. Conclusion: This study performed significant cardiovascular and metabolic responses to isokinetic exercise of rotators shoulder muscles. A warm-up should be performed before maximal high-intensity isokinetic shoulder testing. Our results indicated that observation and supervision are important during testing and/or training sessions, especially in subjects with risk for cardiovascular disorders.

Testing for hysteresis in unemployment in OECD countries: new evidence using stationarity panel tests with breaks

This paper tests hysteresis effects in unemployment using panel data for 19 OECD countries covering the period 1956-2001. The tests exploit the cross-section variations of the series, and additionally, allow for a diferent number of endogenous breakpoints in the unemployment series. The critical values are simulated based on our specific panel sizes and time periods. The findings stress the importance of accounting for exogenous shocks in the series and give support to the natural-rate hypothesis of unemployment for the majority of the countries analyzed

Testing mouse mammary tumor virus superantigen as adjuvant in cytotoxic T-lymphocyte responses against a melanoma tumor antigen.

Cytotoxic T cells represent a powerful strategy for antitumor treatment. Depending on the route of injection, an important role for CD4 T cell-mediated help was observed in the induction of this response. For this reason, we investigated whether induction of a CTL response to the HLA-A2-restricted immunodominant peptide melanoma antigen Melan-A was improved by using rVVs expressing the CTL-defined epitope alone or in combination with an SAg. In the latter case, the few infected dendritic cells simultaneously presented an SAg and an antigen, i.e., peptide. Here, we show that the anti-Melan-A response was efficiently induced but not significantly improved by coexpression of the SAg.

On the dimension of the core of the assignment game

The set of optimal matchings in the assignment matrix allows to define a reflexive and symmetric binary relation on each side of the market, the equal-partner binary relation. The number of equivalence classes of the transitive closure of the equal-partner binary relation determines the dimension of the core of the assignment game. This result provides an easy procedure to determine the dimension of the core directly from the entries of the assignment matrix and shows that the dimension of the core is not as much determined by the number of optimal matchings as by their relative position in the assignment matrix.

Testing for multicointegration in panel data with common factors

The paper addresses the concept of multicointegration in panel data frame- work. The proposal builds upon the panel data cointegration procedures developed in Pedroni (2004), for which we compute the moments of the parametric statistics. When individuals are either cross-section independent or cross-section dependence can be re- moved by cross-section demeaning, our approach can be applied to the wider framework of mixed I(2) and I(1) stochastic processes analysis. The paper also deals with the issue of cross-section dependence using approximate common factor models. Finite sample performance is investigated through Monte Carlo simulations. Finally, we illustrate the use of the procedure investigating inventories, sales and production relationship for a panel of US industries.

Single-valued solutions for the Böhm-Bawerk horse market game

Single-valued solutions for the case of two-sided market games without product differentiation, also known as Böhm-Bawerk horse market games, are analyzed. The nucleolus is proved to coincide with the tau-value, and is thus the midpoint of the core. Moreover a characterization of this setof games in terms of the assignment matrix is provided.

An axiomatization of the nucleolus of the assignment game

[cat] En el domini dels jocs bilaterals d’assignació, es presenta una axiomàtica del nucleolus com l´unica solució que compleix les propietats de consistència respecte del joc derivat definit per Owen (1992) i monotonia de les queixes dels sectors respecte de la seva cardinalitat. Com a conseqüència obtenim una caracterització geomètrica del nucleolus mitjançant una propietat de bisecció més forta que la que satisfan els punts del kernel (Maschler et al, 1979).

A note on the coincidence between Stackelberg and Nash equilibria in a differential game between government and firms

[cat] A Navas i Marín Solano es va demostrar la coincidència entre els equilibris de Nash i de Stackelberg per a una versi´o modificada del joc diferencial proposat por Lancaster (1973). Amb l’objectiu d’obtenir una solució interior, es van imposar restriccions importants sobre el valors dels paràmetres del model. En aquest treball estenem aquest resultat, en el límit en que la taxa de descompte és igual a zero, eliminant les restriccions i considerant totes les solucions possibles.

Game story, une histoire des jeux vidéo

Compte rendu de l'exposition « Game Story. Une histoire du jeu vidéo » qui s'est tenue au Grand Palais à Paris du 10 novembre 2011 au 9 janvier 2012, envisagée à partir du champ de l'histoire et de la théorie du cinéma en termes de discours historique sur un « nouveau média » ainsi que dans une optique intermédiale.

The assignment game: core bounds for mixed-pair coalitions

In the assignment game framework, we try to identify those assignment matrices in which no entry can be increased without changing the coreof the game. These games will be called buyer¿seller exact games and satisfy the condition that each mixed¿pair coalition attains the corresponding matrix entry in the core of the game. For a given assignment game, a unique buyerseller exact assignment game with the same core is proved to exist. In order to identify this matrix and to provide a characterization of those assignment games which are buyer¿seller exact in terms of the assignment matrix, attainable upper and lower core bounds for the mixed¿pair coalitions are found. As a consequence, an open question posed in Quint (1991) regarding a canonical representation of a ¿45o¿lattice¿ by means of the core of an assignment game can now be answered

The extreme core allocations of the assignment game

Although assignment games are hardly ever convex, in this paper a characterization of their set or extreme points of the core is provided, which is also valid for the class of convex games. For each ordering in the player set, a payoff vector is defined where each player receives his marginal contribution to a certain reduced game played by his predecessors. We prove that the whole set of reduced marginal worth vectors, which for convex games coincide with the usual marginal worth vectors, is the set of extreme points of the core of the assignment game

Testing the bivariate distribution of daily equity returns using copulas: an application to the Spanish stock market

In this paper we deal with the identification of dependencies between time series of equity returns. Marginal distribution functions are assumed to be known, and a bivariate chi-square test of fit is applied in a fully parametric copula approach. Several families of copulas are fitted and compared with Spanish stock market data. The results show that the t-copula generally outperforms other dependence structures, and highlight the difficulty in adjusting a significant number of bivariate data series

Testing Spatial Autocorrelation in Weighted Networks : the Modes Permutation Test

In a weighted spatial network, as specified by an exchange matrix, the variances of the spatial values are inversely proportional to the size of the regions. Spatial values are no more exchangeable under independence, thus weakening the rationale for ordinary permutation and bootstrap tests of spatial autocorrelation. We propose an alternative permutation test for spatial autocorrelation, based upon exchangeable spatial modes, constructed as linear orthogonal combinations of spatial values. The coefficients obtain as eigenvectors of the standardised exchange matrix appearing in spectral clustering, and generalise to the weighted case the concept of spatial filtering for connectivity matrices. Also, two proposals aimed at transforming an acessibility matrix into a exchange matrix with with a priori fixed margins are presented. Two examples (inter-regional migratory flows and binary adjacency networks) illustrate the formalism, rooted in the theory of spectral decomposition for reversible Markov chains.