1,748 research outputs found
Fat-free noncontrast whole-heart CMR with fast and power-optimized off-resonant water excitation pulses
Background: Cardiovascular MRI (CMR) faces challenges due to the interference
of bright fat signals in visualizing anatomical structures. Effective fat
suppression is crucial when using whole-heart CMR. Conventional methods often
fall short due to rapid fat signal recovery and water-selective off-resonant
pulses come with tradeoffs between scan time and RF energy deposit. A
lipid-insensitive binomial off-resonant (LIBOR) RF pulse is introduced,
addressing concerns about RF energy and scan time for CMR at 3T. Methods: A
short LIBOR pulse was developed and implemented in a free-breathing respiratory
self-navigated whole-heart sequence at 3T. A BORR pulse with matched duration,
as well as previously used LIBRE pulses, were implemented and optimized for fat
suppression in numerical simulations and validated in healthy subjects (n=3).
Whole-heart CMR was performed in healthy subjects (n=5) with all four pulses.
The SNR of ventricular blood, skeletal muscle, myocardium, and subcutaneous
fat, and the coronary vessel sharpness and length were compared. Results:
Experiments validated numerical findings and near homogeneous fat suppression
was achieved with all pulses. Comparing the short pulses (1ms), LIBOR reduced
the RF power two-fold compared with LIBRE, and three-fold compared with BORR,
and LIBOR significantly decreased overall fat SNR. The reduction in RF duration
shortened the whole-heart acquisition from 8.5min to 7min. No significant
differences in coronary arteries detection and sharpness were found when
comparing all four pulses. Conclusion: LIBOR enabled whole-heart CMR under 7
minutes at 3T, with large volume fat signal suppression, while reducing RF
power compared with LIBRE and BORR. LIBOR is an excellent candidate to address
SAR problems encountered in CMR where fat suppression remains challenging and
short RF pulses are required.Comment: 25 pages, 7 figures, 2 table
Why are Prices Sticky? Evidence from Business Survey Data
This paper offers new insights on the price setting behaviour of German retail firms using a novel dataset that
consists of a large panel of monthly business surveys from 1991-2006. The firm-level data allows matching changes
in firms' prices to several other firm-characteristics. Moreover, information on price expectations allow analyzing
the determinants of price updating. Using univariate and bivariate ordered probit specifications, empirical menu
cost models are estimated relating the probability of price adjustment and price updating, respectively, to both
time- and state- dependent variables. First, results suggest an important role for state-dependence; changes in
the macroeconomic and institutional environment as well as firm-specific factors are significantly related to the
timing of price adjustment. These findings imply that price setting models should endogenize the timing of price
adjustment in order to generate realistic predictions concerning the transmission of monetary policy. Second, an
analysis of price expectations yields similar results providing evidence in favour of state-dependent sticky plan
models. Third, intermediate input cost changes are among the most important determinants of price adjustment
suggesting that pricing models should explicitly incorporate price setting at different production stages. However, the results show that adjustment to input cost changes takes time indicating "additional stickiness" at the last stage of processing
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