950 resultados para Granger causality test
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Some research works state that speculation with agricultural commodities on the futures market has risen agricultural commodity spot prices. This research work analyzes the causal relationships between spot prices of corn, wheat, and soybean and agricultural commodity futures trading activities. These causal relationships between agricultural commodity spot prices and financial variables are tested for Granger-causality. Model results show that causal relationships have been found among changes in “volume traded” and “open positions” of futures contracts and changes in spot prices for corn. These results do not show that financial speculation might be a major driver of rising agricultural commodity prices.
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BACKGROUND Patients with Stevens-Johnson syndrome (SJS) or toxic epidermal necrolysis (TEN) are often exposed simultaneously to a few potentially culprit drugs. However, both the standard lymphocyte transformation tests (LTT) with proliferation as the assay end-point as well as skin tests, if done, are often negative. OBJECTIVE As provocation tests are considered too dangerous, there is an urgent need to identify the relevant drug in SJS/TEN and to improve sensitivity of tests able to identify the causative drug. METHODS Fifteen patients with SJS/TEN with the ALDEN score ≥ 6 and 18 drug-exposed controls were included. Peripheral blood mononuclear cells (PBMC) were isolated and cultured under defined conditions with drugs. LTT was compared to the following end-points: cytokine levels in cell culture supernatant, number of granzyme B secreting cells by ELISpot and intracellular staining for granulysin and IFNγ in CD3(+) CD4(+), CD3(+) CD8(+) and NKp46(+) cells. To further enhance sensitivity, the effect of IL-7/IL-15 pre-incubation of PBMC was evaluated. RESULTS Lymphocyte transformation tests was positive in only 4/15 patients (sensitivity 27%, CI: 8-55%). Similarly, with granzyme B-ELISpot culprit drugs were positive in 5/15 patients (sensitivity 33%, CI: 12-62%). The expression of granulysin was significantly induced in NKp46(+) and CD3(+) CD4(+) cells (sensitivity 40%, CI: 16-68% and 53%, CI: 27-79% respectively). Cytokine production could be demonstrated in 38%, CI: 14-68% and 43%, CI: 18-71% of patients for IL-2 and IL-5, respectively, and in 55%, CI: 23-83% for IFNγ. Pre-incubation with IL-7/IL-15 enhanced drug-specific response only in a few patients. Specificities of tested assays were in the range of 95 (CI: 80-99%)-100% (CI: 90-100%). CONCLUSIONS AND CLINICAL RELEVANCE Granulysin expression in CD3(+) CD4(+) , Granzyme B-ELISpot and IFNγ production considered together provided a sensitivity of 80% (CI: 52-96%) and specificity of 95% (80-99%). Thus, this study demonstrated that combining different assays may be a feasible approach to identify the causative drug of SJS/TEN reactions; however, confirmation on another group of patients is necessary.
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The purpose of this article is to examine the causality between government size and corruption, and to verify if there is a different pattern of causality between developed Organization for Economic Co-operation and Development (OECD) countries (excluding Mexico) and developing countries (Latin American countries) during the period 1996 to 2003. Applying Granger and Huang`s (1997) methodology we find evidence that size of government Granger causes corruption in both samples. Since a larger government involvement in private markets today will be followed in future by a higher level of corruption a policy advice would be to enhance governance. The promotion of good governance helps to combat corruption given that it complements efforts to reduce corruption more directly, and it is strongly recommended by the International Monetary Fund, other multilateral institutions, and all worried with the negative impacts of corruption on economic activity.
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This paper examines the causal links between fertility and female labor force participation in Bangladesh over the period 1974-2000 by specifying a bivariate and several trivariate models in a vector error correction framework. The three trivariate models alternatively include average age at first marriage for females, per capita GDP and infant mortality rate, which control for the effects of other socio-economic factors on fertility and female labor force participation. All the specified models indicate an inverse long-run relationship between fertility and female labor force participation. While the bivariate model also indicates bidirectional causality, the multivariate models confirm only a unidirectional causality – from labor force participation to fertility. Further, per capita GDP and infant mortality rate appear to Granger-cause both fertility and female labor force participation.
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Nested by linear cointegration first provided in Granger (1981), the definition of nonlinear cointegration is presented in this paper. Sequentially, a nonlinear cointegrated economic system is introduced. What we mainly study is testing no nonlinear cointegration against nonlinear cointegration by residual-based test, which is ready for detecting stochastic trend in nonlinear autoregression models. We construct cointegrating regression along with smooth transition components from smooth transition autoregression model. Some properties are analyzed and discussed during the estimation procedure for cointegrating regression, including description of transition variable. Autoregression of order one is considered as the model of estimated residuals for residual-based test, from which the teststatistic is obtained. Critical values and asymptotic distribution of the test statistic that we request for different cointegrating regressions with different sample sizes are derived based on Monte Carlo simulation. The proposed theoretical methods and models are illustrated by an empirical example, comparing the results with linear cointegration application in Hamilton (1994). It is concluded that there exists nonlinear cointegration in our system in the final results.
Testing for Seasonal Unit Roots when Residuals Contain Serial Correlations under HEGY Test Framework
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This paper introduces a corrected test statistic for testing seasonal unit roots when residuals contain serial correlations, based on the HEGY test proposed by Hylleberg,Engle, Granger and Yoo (1990). The serial correlations in the residuals of test regressionare accommodated by making corrections to the commonly used HEGY t statistics. Theasymptotic distributions of the corrected t statistics are free from nuisance parameters.The size and power properties of the corrected statistics for quarterly and montly data are investigated. Based on our simulations, the corrected statistics for monthly data havemore power compared with the commonly used HEGY test statistics, but they also have size distortions when there are strong negative seasonal correlations in the residuals.
Export Behavior and Board Independence in Colombian Family Firms: The Reverse Causality Relationship
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In the context of greater market liberalization in Latin America, one issue that merits greater attention for empirical investigation is the international expansion of family-owned business. Specifically, the relationship between export behavior, family control and board composition in the Latin American context is absent in the literature. Using a large and unique database from Colombian firms (33,249 firms in the period of 2008 to 2013), we provide insightful information on the determinants of export behavior of family firms in emerging markets. Our empirical test confirms an endogenous relation between boards’ composition (specifically the presence of independent members) and export behavior in family firms. Firms with a higher participation of independent board members are more likely to exhibit higher levels of exports. A "virtuous cycle" was also detected whereby the introduction of independent members on the board can be expected to boost export behavior, which in turn will encourage the increase of independent members on the board of private firms.
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The aim of the study was to develop a culturally adapted translation of the 12-item smell identification test from Sniffin' Sticks (SS-12) for the Estonian population in order to help diagnose Parkinson's disease (PD). A standard translation of the SS-12 was created and 150 healthy Estonians were questioned about the smells used as response options in the test. Unfamiliar smells were replaced by culturally familiar options. The adapted SS-12 was applied to 70 controls in all age groups, and thereafter to 50 PD patients and 50 age- and sex-matched controls. 14 response options from 48 used in the SS-12 were replaced with familiar smells in an adapted version, in which the mean rate of correct response was 87% (range 73-99) compared to 83% with the literal translation (range 50-98). In PD patients, the average adapted SS-12 score (5.4/12) was significantly lower than in controls (average score 8.9/12), p < 0.0001. A multiple linear regression using the score in the SS-12 as the outcome measure showed that diagnosis and age independently influenced the result of the SS-12. A logistic regression using the SS-12 and age as covariates showed that the SS-12 (but not age) correctly classified 79.0% of subjects into the PD and control category, using a cut-off of <7 gave a sensitivity of 76% and specificity of 86% for the diagnosis of PD. The developed SS-12 cultural adaption is appropriate for testing olfaction in Estonia for the purpose of PD diagnosis.
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to investigate the pulmonary response to exercise of non-morbidly obese adolescents, considering the gender. a prospective cross-sectional study was conducted with 92 adolescents (47 obese and 45 eutrophic), divided in four groups according to obesity and gender. Anthropometric parameters, pulmonary function (spirometry and oxygen saturation [SatO2]), heart rate (HR), blood pressure (BP), respiratory rate (RR), and respiratory muscle strength were measured. Pulmonary function parameters were measured before, during, and after the exercise test. BP and HR were higher in obese individuals during the exercise test (p = 0.0001). SatO2 values decreased during exercise in obese adolescents (p = 0.0001). Obese males had higher levels of maximum inspiratory and expiratory pressures (p = 0.0002) when compared to obese and eutrophic females. Obese males showed lower values of maximum voluntary ventilation, forced vital capacity, and forced expiratory volume in the first second when compared to eutrophic males, before and after exercise (p = 0.0005). Obese females had greater inspiratory capacity compared to eutrophic females (p = 0.0001). Expiratory reserve volume was lower in obese subjects when compared to controls (p ≤ 0,05). obese adolescents presented changes in pulmonary function at rest and these changes remained present during exercise. The spirometric and cardiorespiratory values were different in the four study groups. The present data demonstrated that, in spite of differences in lung growth, the model of fat distribution alters pulmonary function differently in obese female and male adolescents.
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To assess binocular detection grating acuity using the LEA GRATINGS test to establish age-related norms in healthy infants during their first 3 months of life. In this prospective, longitudinal study of healthy infants with clear red reflex at birth, responses to gratings were measured at 1, 2, and 3 months of age using LEA gratings at a distance of 28 cm. The results were recorded as detection grating acuity values, which were arranged in frequency tables and converted to a one-octave scale for statistical analysis. For the repeated measurements, analysis of variance (ANOVA) was used to compare the detection grating acuity results between ages. A total of 133 infants were included. The binocular responses to gratings showed development toward higher mean values and spatial frequencies, ranging from 0.55 ± 0.70 cycles per degree (cpd), or 1.74 ± 0.21 logMAR, in month 1 to 3.11 ± 0.54 cpd, or 0.98 ± 0.16 logMAR, in month 3. Repeated ANOVA indicated differences among grating acuity values in the three age groups. The LEA GRATINGS test allowed assessment of detection grating acuity and its development in a cohort of healthy infants during their first 3 months of life.
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This study sought to analyse the behaviour of the average spinal posture using a novel investigative procedure in a maximal incremental effort test performed on a treadmill. Spine motion was collected via stereo-photogrammetric analysis in thirteen amateur athletes. At each time percentage of the gait cycle, the reconstructed spine points were projected onto the sagittal and frontal planes of the trunk. On each plane, a polynomial was fitted to the data, and the two-dimensional geometric curvature along the longitudinal axis of the trunk was calculated to quantify the geometric shape of the spine. The average posture presented at the gait cycle defined the spine Neutral Curve. This method enabled the lateral deviations, lordosis, and kyphosis of the spine to be quantified noninvasively and in detail. The similarity between each two volunteers was a maximum of 19% on the sagittal plane and 13% on the frontal (p<0.01). The data collected in this study can be considered preliminary evidence that there are subject-specific characteristics in spinal curvatures during running. Changes induced by increases in speed were not sufficient for the Neutral Curve to lose its individual characteristics, instead behaving like a postural signature. The data showed the descriptive capability of a new method to analyse spinal postures during locomotion; however, additional studies, and with larger sample sizes, are necessary for extracting more general information from this novel methodology.
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Objective To assess the neurodevelopmental functions (cognition, language and motor function) of survivors of twin-twin transfusion syndrome (TTTS). Method Observational cross-sectional study of a total of 67 monochorionic diamniotic twins who underwent fetoscopic laser coagulation (FLC) for treatment of TTTS. The study was conducted at the Center for Investigation in Pediatrics (CIPED), Universidade Estadual de Campinas. Ages ranged from one month and four days to two years four months. Bayley Scales of Infant and Toddler Development Screening Test-III, were used for evaluation. Results Most children reached the competent category and were classified as having appropriate performance. The preterm children scored worse than term infants for gross motor subtest (p = 0.036). Conclusion The majority of children reached the expected development according to their age. Despite the good neurodevelopment, children classified at risk should be monitored for development throughout childhood.
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This work investigated the cytotoxic and genotoxic potential of water from the River Paraíba do Sul (Brazil) using Allium cepa roots. An anatomo-morphological parameter (root length), mitotic indices, and frequency of micronuclei were analysed. Eight bulbs were chosen at random for treatment for 24 to 120 hours with the River water collected in the years of 2005 and 2006 from sites in the cities of Tremembé and Aparecida (São Paulo state, Brazil). Daily measurements of the length of the roots grown from each bulb were carried out throughout the experiment. Mitotic index (MI) and frequency of micronuclei (MN) were determined for 2000 cells per root, using 3-5 root tips from other bulbs (7-10). Only in the roots treated with samples of the River water collected in 2005 in Tremembé city was there a decrease in the root length growth compared to the respective control. However, a reduction in MI values was verified for both sites analysed for that year. Considering the data involving root length growth and especially MI values, a cytotoxic potential is suggested for the water of the River Paraíba do Sul at Tremembé and Aparecida, in the year of 2005. On the other hand, since in this year the MN frequency was not affected with the river water treatments, genotoxicity is not assumed for the river water sampled at the aforementioned places.
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PURPOSE: To compare intraocular pressure (IOP) rise in normal individuals and primary open-angle glaucoma patients and the safety and efficacy of ibopamine eye drops in different concentrations as a provocative test for glaucoma. METHODS: Glaucoma patients underwent (same eye) the ibopamine provocative test with two concentrations, 1% and 2%, in a random sequence at least 3 weeks apart, but not more than 3 months. The normal individuals were randomly submitted to one of the concentrations of ibopamine (1% and 2%). The test was considered positive if there was an IOP rise greater than 3 or 4 mmHg at 30 or 45 minutes to test which subset of the test has the best sensitivity (Se)/specificity (Sp). RESULTS: There was no statistically significant difference in any of the IOP measurements, comparing 1% with 2% ibopamine. The IOP was significantly higher at 30 and 45 minutes with both concentrations (p<0.001). The best sensitivity/specificity ratio was achieved with the cutoff point set as greater than 3 mmHg at 45 minutes with 2% ibopamine (area under the ROC curve: 0.864, Se: 84.6%; Sp:73.3%). All patients described a slight burning after ibopamine's instillation. CONCLUSION: 2% ibopamine is recommended as a provocative test for glaucoma. Because both concentrations have similar ability to rise IOP, 1% ibopamine may be used to treat ocular hypotony.
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Universidade Estadual de Campinas . Faculdade de Educação Física