Variation in pathogenicity of recombinations of Heterarhabditis and Xenarhabdus luminescens strains

Surnrnary -Xeoorhabdus luminescens isolates were exchanged between four insect pathogenic nematode strains : two different Heterorhabditis isolates from the Netherlands and two different Heterorhabditis baeteriophora isolates. Of the sixteen possible combinations three combinations, ofDutch nematodes with bacteria of H. bacteriophora, were not able to grow and multiply. Of the thirteen combinations that could be propagated the four combinations of H. bacteriopJwra nematodes with bacteria from the Dutch nematodes were not pathogenic. When waxmoth larvae were in;ected with bacteria, the four non-pathogenic combinations were able to penetrate and multiply in these larvae. This showed that the lack of pathogeniciry of these four combinations was due to the absence ofbacteria. Both H. bacteriophora strains penetrated insect larvae in lower numbers than both Dutch Heterorhabditis strains, independent what bacteriurn they were carrying. Résumé

A Noncausal Autoregressive Model with Time-Varying Parameters: An Application to U.S. Inflation

We propose a noncausal autoregressive model with time-varying parameters, and apply it to U.S. postwar inflation. The model .fits the data well, and the results suggest that inflation persistence follows from future expectations. Persistence has declined in the early 1980.s and slightly increased again in the late 1990.s. Estimates of the new Keynesian Phillips curve indicate that current inflation also depends on past inflation although future expectations dominate. The implied trend inflation estimate evolves smoothly and is well aligned with survey expectations. There is evidence in favor of the variation of trend inflation following from the underlying marginal cost that drives inflation

Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates

Changes in residual volatility in vector autoregressive (VAR) models can be used for identifying structural shocks in a structural VAR analysis. Testable conditions are given for full identification for the case where the volatility changes can be modelled by a multivariate GARCH process. Formal statistical tests are presented for identification and their small sample properties are investigated via a Monte Carlo study. The tests are applied to investigate the validity of the identification conditions in a study of the effects of U.S. monetary policy on exchange rates. It is found that the data do not support full identification in most of the models considered, and the implied problems for the interpretation of the results are discussed

Simultaneous endovascular repair of an iatrogenic carotid-jugular fistula and a large iliocaval fistula presenting with multiorgan failure: a case report

<p>Abstract</p> <p>Introduction</p> <p>Iliocaval fistulas can complicate an iliac artery aneurysm. The clinical presentation is classically a triad of hypotension, a pulsatile mass and heart failure. In this instance, following presentation with multiorgan failure, management included the immediate use of an endovascular stent graft on discovery of the fistula.</p> <p>Case presentation</p> <p>A 62-year-old Caucasian man presented to our tertiary hospital for management of iatrogenic trauma due to the insertion of a central venous line into his right common carotid artery, causing transient ischemic attack. Our patient presented to a peripheral hospital with fever, nausea, vomiting, acute renal failure, acute hepatic dysfunction and congestive heart failure. A provisional diagnosis of sepsis of unknown origin was made. There was a 6.5 cm×6.5 cm right iliac artery aneurysm present on a non-contrast computed tomography scan. An unexpected intra-operative diagnosis of an iliocaval fistula was made following the successful angiographic removal of the central line to his right common carotid artery. Closure of the iliocaval fistula and repair of the iliac aneurysm using a three-piece endovascular aortic stent graft was then undertaken as part of the same procedure. This was an unexpected presentation of an iliocaval fistula.</p> <p>Conclusion</p> <p>Our case demonstrates that endovascular repair of a large iliac artery aneurysm associated with a caval fistula is safe and effective and can be performed at the time of the diagnostic angiography. The presentation of an iliocaval fistula in this case was unusual which made the diagnosis difficult and unexpected at the time of surgery. The benefit of immediate repair, despite hemodynamic instability during anesthesia, is clear. Our patient had two coronary angiograms through his right femoral artery decades ago. Unusual iatrogenic causes of iliocaval fistulas secondary to previous coronary angiograms with wire and/or catheter manipulation should be considered in patients such as ours.</p

Structuring research on conformal antennas a European collaboration

The topic of this paper is the work carried out within work package 2.4-3 of the EU network "antenna centre of excellence" (ACE). This work package is concerned with structuring research on conformal antennas. In particular, the work is focused on the problems associated with full benchmarking of conformal antennas, on development of hybrid programs for analyzing different classes of conformal antennas, and on investigation of properties of algorithms for optimizing beam synthesis and beam-steering for conformal arrays

European collaboration in conformal antenna research

The work carried out within Work Package 2.4-3 of the EU network "Antenna Centre of Excellence" (ACE) is presented in this paper. This work package is concerned with structuring research on conformal antennas. In more details, the work is focused on the problems associated with full benchmarking of conformal antennas, on development of hybrid programs for analyzing different classes of conformal antennas, and on investigation of properties of algorithms for optimizing beam synthesis and beam-steering for conformal arrays

Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity

In this study, Bayesian inference is developed for structural vector autoregressive models in which the structural parameters are identified via Markov-switching heteroskedasticity. In such a model, restrictions that are just-identifying in the homoskedastic case, become over-identifying and can be tested. A set of parametric restrictions is derived under which the structural matrix is globally or partially identified and a Savage-Dickey density ratio is used to assess the validity of the identification conditions. The latter is facilitated by analytical derivations that make the computations fast and numerical standard errors small. As an empirical example, monetary models are compared using heteroskedasticity as an additional device for identification. The empirical results support models with money in the interest rate reaction function.Comment: Keywords: Identification Through Heteroskedasticity, Bayesian Hypotheses Assessment, Markov-switching Models, Mixture Models, Regime Chang