Fatores genéticos e ambientais sobre a probabilidade de prenhez precoce em bovinos Caracu

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Estimativa de parâmetros genéticos da habilidade de permanência aos 48, 60 e 72 meses de idade em vacas da raça Caracu

Objetivou-se estimar a herdabilidade da característica habilidade de permanência (HP) em um rebanho de bovinos da raça Caracu visando sua utilização como critério de seleção. A característica em estudo foi definida como a probabilidade de a vaca estar presente no rebanho aos 48 (HP48), aos 60 (HP60) e aos 72 (HP72) meses, desde que possuíssem registros de pelo menos duas lactações nas específicas idades. Observações binárias, com zero (0 = fracasso) e um (1 = sucesso) foram designadas aos animais. Para análise da HP, foram utilizados dados de 5.487, 4.947 e 4.308 animais aos 48, 60 e 72 meses, respectivamente. Os componentes de variância e as herdabilidades foram estimados mediante inferência Bayesiana, via amostragem de Gibbs, pelo programa MTGSAM - threshold, utilizando-se um modelo touro. Foram utilizadas como variáveis explanatórias grupo de contemporâneos, classe de produção de leite na primeira lactação, classe de idade ao primeiro parto e sua interação. As análises forneceram estimativas médias de herdabilidade iguais a 0,28 ± 0,07 para HP48, 0,27 ± 0,07 para HP60 e 0,23 ± 0,07 para HP72. Os resultados evidenciaram que a característica HP apresentou variação aditiva em todas as idades estudadas e, portanto, pode ser empregada como critério de seleção para longevidade produtiva.

Genetic and environmental effects on sexual precocity traits in Nellore cattle

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Hair coat characteristics and sweating rate of Braford cows in Brazil

This paper deals with the effects of hair coat characteristics on the sweating rate of Brazilian Braford cows and estimation of heritabilities and genetic correlations of these traits. Data (n=1607) on hair length, coat thickness, hair diameter, number of hairs per unit area, coat reflectance and sweating rate were recorded from heifers and cows of a commercial herd managed on range under extensive system. The data were analyzed considering the following effects on the model for hair coat traits: classes of sires and contemporary groups; linear effects of month and genotype; linear and quadratic effects of age. The effect of sire was important (P<0.05) for all hair coat traits, except for number of hairs; contemporary groups affected (P<0.05) all hair coat traits; the effect of sampling month was important (P<0.05) for hair length and reflectance; genotype affected (P<0.05) hair length, diameter and coat reflectance; the quadratic effect of age was important (P<0.05) only for coat reflectance. Two models were used to analyze the sweating rate. The first model considered the following fixed effects: classes of contemporary groups and sires; linear effect of genotype, coat thickness, hair length, hair diameter, number of hairs, coat reflectance; linear and quadratic effects of time of day, age, air temperature, partial vapour pressure and radiant heat load. The second model used for the sweating rate considered the same fixed effects for the first model, except that the hair coat characteristics were adjusted for important effects used in the models to analyze hair coat traits. All meteorological factors and contemporary groups were important (P<0.05) on variation of sweating rate in both models. The Restricted Maximum. Likelihood (REML) method was used to estimate variance and covariance components under the sire model. Results included heritability estimates in narrow (h(2)) and broad (H) sense for single-trait analyzes: hair thickness (h(2)=0.16; H-2=0.26); hair length (h(2)=0.18; H-2=0.39); number of hairs (h(2)=0.08 +/- 0.07; H-2=0.08 +/- 0.07); hair diameter (h(2)=0.12 +/- 0.07; H-2=0.12 +/- 0.07); coat reflectance (h(2)=0.30; H-2=0.42); and sweating rate (h(2)=0.10 +/- 0.07; H-2=0.10 +/- 0.07). In general, the genetic correlations between the adaptive traits were favorable as for the direction to select for adaptation in tropical environment; however, they presented high standard errors. The results of this study imply that hair coat characteristics and sweating ability are important for the adaptability to heat stress and they must be better studied and further considered for selection for genetic progress of adaptation in tropical environment. (C) 2007 Elsevier B.V All rights reserved.

Estudo da interação genótipo-ambiente por meio de modelos de normas de reação em bovinos de corte da raça Nelore

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Associação genética de características de qualidade de carne e precocidade sexual em animais Nelore (Bos indicus)

Pós-graduação em Genética e Melhoramento Animal - FCAV

Modelos linear e não linear em análises genéticas para sobrevivência de crias de ovinos da raça Santa Inês.

Resumo: Registros de sobrevivência do nascimento ao desmame de 3846 crias de ovinos da raça Santa Inês foram analisados por modelos de reprodutor linear e não linear (modelo de limiar), para estimar componentes de variância e herdabilidade. Os modelos usados para sobrevivência, analisada como característica da cria, incluíram os efeitos fixos de sexo, da combinação tipo de nascimento-criação da cria e da idade da ovelha ao parto, efeito da covariável peso da cria ao nascer e efeitos aleatórios de reprodutor, da classe rebanho-ano-estação e do resíduo. Componentes de variância para o modelo linear foram estimados pelo método da máxima verossimilhança restrita (REML) e para o modelo não linear por uma aproximação da máxima verossimilhança marginal (MML), pelo programa CMMAT2. O coeficiente de herdabilidade (h2) estimado pelo modelo de limiar foi de 0,29, e pelo modelo linear, 0,14. A correlação de ordem de Spearman entre as capacidades de transmissão dos reprodutores, com base nos dois modelos foi de 0,96. As estimativas de h2 obtidas indicam a possibilidade de se obter, por seleção, ganho genético para sobrevivência. [Linear and nonlinear models in genetic analyses of lamb survival in the Santa Inês hair sheep breed]. Abstract: Records of 3,846 lambs survival from birth to weaning of Santa Inês hair sheep breed, were analyzed by linear and non linear sire models (threshold model) to estimate variance components and heritability (h2). The models that were used to analyze survival, considered in this study as a lamb trait, included the fixed effects of sex of the lamb, combination of type of birth-rearing of lamb, and age of ewe, birth weight of lamb as covariate, and random effects of sire, herd-year-season and residual. Variance components were obtained using restricted maximum likelihood (REML), in linear model and marginal maximum likelihood in threshold model through CMMAT2 program. Estimate of heritability (h2) obtained by threshold model was 0.29 and by linear model was 0.14. Rank correlation of Spearman, between sire solutions based on the two models was 0.96. The obtained estimates in this study indicate that it is possible to acquire genetic gain to survival by selection.

Can a Lucas model with habit generate realistic conditional volatility in exchange rate returns?

In this paper, we attempt to give a theoretical underpinning to the well established empirical stylized fact that asset returns in general and the spot FOREX returns in particular display predictable volatility characteristics. Adopting Moore and Roche s habit persistence version of Lucas model we nd that both the innovation in the spot FOREX return and the FOREX return itself follow "ARCH" style processes. Using the impulse response functions (IRFs) we show that the baseline simulated FOREX series has "ARCH" properties in the quarterly frequency that match well the "ARCH" properties of the empirical monthly estimations in that when we scale the x-axis to synchronize the monthly and quarterly responses we find similar impulse responses to one unit shock in variance. The IRFs for the ARCH processes we estimate "look the same" with an approximately monotonic decreasing fashion. The Lucas two-country monetary model with habit can generate realistic conditional volatility in spot FOREX return.

Assisted Reproductive Technologies (ART) in a Model of Fertility Choice

This paper provides a simple theoretical framework to discuss the relationship between assisted reproductive technologies and the microeconomics of fertility choice. Individuals make choices of education and work along with decisions about whether and when to have children. Decisions regarding fertility are influenced by policy and labor market factors that affect the earnings opportunities of mothers and the costs of raising children. We show how observed differences in these economic factors across countries explain observed different fertility and childbearing age patterns. We then use the model to predict behavioral responses to biomedical improvements in assisted reproductive technologies, and hence the impact of these technologies on fertility.

Productivity, Preferences and UIP deviations in an Open Economy Business Cycle Model

We show that a flex-price two-sector open economy DSGE model can explain the poor degree of international risk sharing and exchange rate disconnect. We use a suite of model evaluation measures and examine the role of (i) traded and non-traded sectors; (ii) financial market incompleteness; (iii) preference shocks; (iv) deviations from UIP condition for the exchange rates; and (v) creditor status in net foreign assets. We find that there is a good case for both traded and non-traded productivity shocks as well as UIP deviations in explaining the puzzles.

Optimal Monetary Policy in a New Keynesian Model with Habits in Consumption

While consumption habits have been utilised as a means of generating a humpshaped output response to monetary policy shocks in sticky-price New Keynesian economies, there is relatively little analysis of the impact of habits (particularly,external habits) on optimal policy. In this paper we consider the implications of external habits for optimal monetary policy, when those habits either exist at the level of the aggregate basket of consumption goods (‘superficial’ habits) or at the level of individual goods (‘deep’ habits: see Ravn, Schmitt-Grohe, and Uribe (2006)). External habits generate an additional distortion in the economy, which implies that the flex-price equilibrium will no longer be efficient and that policy faces interesting new trade-offs and potential stabilisation biases. Furthermore, the endogenous mark-up behaviour, which emerges when habits are deep, can also significantly affect the optimal policy response to shocks, as well as dramatically affecting the stabilising properties of standard simple rules.

Do institutions matter for economic fluctuations? Weak property rights in a business cycle model for Mexico

This paper shows that introducing weak property rights in the standard real business cycle (RBC) model can help to explain economic fluctuations. This is motivated by the empirical observation that changes in institutions in emerging markets are related to the evolution of the main macroeconomic variables. In particular, in Mexico, the movements in productivity in the data are associated with changes in institutions, so that we can explain productivity shocks to a large extent as shocks to the quality of institutions. We find that the model with shocks to the degree of protection of property rights only - without technology shocks - can match the second moments in the data for Mexico well. In particular, the fit is better than that of the standard neoclassical model with full protection of property rights regarding the auto-correlations and cross-correlations in the data, especially those related to labor. Viewing productivity shocks as shocks to institutions is also consistent with the stylized fact of falling productivity and non-decreasing labor hours in Mexico over 1980-1994, which is a feature that the neoclassical model cannot match.

Bayesian Inference in the Time Varying Cointegration Model

There are both theoretical and empirical reasons for believing that the parameters of macroeconomic models may vary over time. However, work with time-varying parameter models has largely involved Vector autoregressions (VARs), ignoring cointegration. This is despite the fact that cointegration plays an important role in informing macroeconomists on a range of issues. In this paper we develop time varying parameter models which permit cointegration. Time-varying parameter VARs (TVP-VARs) typically use state space representations to model the evolution of parameters. In this paper, we show that it is not sensible to use straightforward extensions of TVP-VARs when allowing for cointegration. Instead we develop a specification which allows for the cointegrating space to evolve over time in a manner comparable to the random walk variation used with TVP-VARs. The properties of our approach are investigated before developing a method of posterior simulation. We use our methods in an empirical investigation involving a permanent/transitory variance decomposition for inflation.

A Model of Near-Rational Exuberance

We study how the use of judgement or “add-factors” in forecasting may disturb the set of equilibrium outcomes when agents learn using recursive methods. We isolate conditions under which new phenomena, which we call exuberance equilibria, can exist in a standard self-referential environment. Local indeterminacy is not a requirement for existence. We construct a simple asset pricing example and find that exuberance equilibria, when they exist, can be extremely volatile relative to fundamental equilibria.

Technology shocks and aggregate fluctuations in an estimated hybrid RBC model

This paper contributes to the on-going empirical debate regarding the role of the RBC model and in particular of technology shocks in explaining aggregate fluctuations. To this end we estimate the model’s posterior density using Markov-Chain Monte-Carlo (MCMC) methods. Within this framework we extend Ireland’s (2001, 2004) hybrid estimation approach to allow for a vector autoregressive moving average (VARMA) process to describe the movements and co-movements of the model’s errors not explained by the basic RBC model. The results of marginal likelihood ratio tests reveal that the more general model of the errors significantly improves the model’s fit relative to the VAR and AR alternatives. Moreover, despite setting the RBC model a more difficult task under the VARMA specification, our analysis, based on forecast error and spectral decompositions, suggests that the RBC model is still capable of explaining a significant fraction of the observed variation in macroeconomic aggregates in the post-war U.S. economy.