Specific immunoassays confirm association of <i>Mycobacterium avium</i> subsp. <i>paratuberculosis</i> with type-1 but not type-2 diabetes mellitus

Background Mycobacterium avium subspecies paratuberculosis (MAP) is a versatile pathogen with a broad host range. Its association with type-1 diabetes mellitus (T1DM) has been recently proposed. Rapid identification of infectious agents such as MAP in diabetic patients at the level of clinics might be helpful in deciphering the role of chronic bacterial infection in the development of autoimmune diseases such as T1DM. Methodology/Principal Findings We describe use of an ELISA method to identify live circulating MAP through the detection of a cell envelope protein, MptD by a specific M13 phage – fMptD. We also used another ELISA format to detect immune response to MptD peptide. Both the methods were tested with blood plasma obtained from T1DM, type-2 diabetes (T2DM) patients and non-diabetic controls. Our results demonstrate MptD and fMptD ELISA assays to be accurate and sensitive to detect MAP bacilli in a large fraction (47.3%) of T1DM patients as compared to non-diabetic controls (12.6%) and those with confirmed T2DM (7.7%). Comparative analysis of ELISA assays performed here with 3 other MAP antigen preparations, namely HbHA, Gsd and whole cell MAP lysates confirmed comparable sensitivity of the MptD peptide and the fMptD based ELISA assays. Moreover, we were successful in demonstrating positive bacterial culture in two of the clinical specimen derived from T1DM patients. Conclusions and Significance The MptD peptide/fMptD based ELISA or similar tests could be suggested as rapid and specific field level diagnostic tests for the identification of MAP in diabetic patients and for finding the explanations towards the occurrence of type-1 or type-2 diabetes in the light of an active infectious trigger

Mycobacterium avium subspecies paratuberculosis is not associated with Type-2 Diabetes Mellitus

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Specific Immunoassays Confirm Association of Mycobacterium avium Subsp. paratuberculosis with Type-1 but Not Type-2 Diabetes Mellitus

Mycobacterium avium subspecies paratuberculosis (MAP) is a versatile pathogen with a broad host range. Its association with type-1 diabetes mellitus (T1DM) has been recently proposed. Rapid identification of infectious agents such as MAP in diabetic patients at the level of clinics might be helpful in deciphering the role of chronic bacterial infection in the development of autoimmune diseases such as T1DM.We describe use of an ELISA method to identify live circulating MAP through the detection of a cell envelope protein, MptD by a specific M13 phage--fMptD. We also used another ELISA format to detect immune response to MptD peptide. Both the methods were tested with blood plasma obtained from T1DM, type-2 diabetes (T2DM) patients and non-diabetic controls. Our results demonstrate MptD and fMptD ELISA assays to be accurate and sensitive to detect MAP bacilli in a large fraction (47.3%) of T1DM patients as compared to non-diabetic controls (12.6%) and those with confirmed T2DM (7.7%). Comparative analysis of ELISA assays performed here with 3 other MAP antigen preparations, namely HbHA, Gsd and whole cell MAP lysates confirmed comparable sensitivity of the MptD peptide and the fMptD based ELISA assays. Moreover, we were successful in demonstrating positive bacterial culture in two of the clinical specimen derived from T1DM patients.The MptD peptide/fMptD based ELISA or similar tests could be suggested as rapid and specific field level diagnostic tests for the identification of MAP in diabetic patients and for finding the explanations towards the occurrence of type-1 or type-2 diabetes in the light of an active infectious trigger

Linking Chronic Infection and Autoimmune Diseases: Mycobacterium avium Subspecies paratuberculosis, SLC11A1 Polymorphisms and Type-1 Diabetes Mellitus

(MAP) has been reported to be a possible trigger in the development of T1DM. gene (274C/T) associated to type 1 diabetic patients and not to controls. The presence of MAP DNA was also significantly associated with T1DM patients and not with controls. alter the processing or presentation of MAP antigens triggering thereby an autoimmune response in T1DM patients

Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions

This paper examines whether the presence of parameter instabilities in dynamic stochastic general equilibrium (DSGE) models affects their forecasting performance. We apply this analysis to medium-scale DSGE models with and without financial frictions for the US economy. Over the forecast period 2001-2013, the models augmented with financial frictions lead to an improvement in forecasts for inflation and the short term interest rate, while for GDP growth rate the performance depends on the horizon/period. We interpret this finding taking into account parameters instabilities. Fluctuation test shows that models with financial frictions outperform in forecasting inflation but not the GDP growth rate.European Commission - Seventh Framework Programme (FP7

Forecasting with instabilities: An application to DSGE models with financial frictions

We assess the importance of parameter instabilities from a forecasting viewpoint in a set of medium-scale DSGE models with and without financial frictions using US real-time data. We find that, first, failing to update DSGE model parameter estimates with new data arrival deteriorates point forecasts due to the estimated parameters variation. And second, the presence of financial frictions helps to better address, city, state, ZIP code, province, country with country codes for all authors.JRC.B.1-Finance and Econom

Dealing with financial instability under a DSGE modeling approach with banking intermediation: a predictability analysis versus TVP-VARs

In the dynamic stochastic general equilibrium (DSGE) literature there has been an increasing awareness on the role that the banking sector can play in macroeconomic activity. We present a DSGE model with financial intermediation as in Gertler and Karadi (2011). The estimation of shocks and of the structural parameters shows that time-variation should be crucial in any attempted empirical analysis. Since DSGE modelling usually fails to take into account inherent nonlinearities of the economy, we propose a novel time-varying parameter (TVP) state-space estimation method for VAR processes both for homoskedastic and heteroskedastic error structures. We conduct an exhaustive empirical exercise to compare the out-of-sample predictive performance of the estimated DSGE model with that of standard ARs, VARs, Bayesian VARs and TVP-VARs. We find that the TVP-VAR provides the best forecasting performance for the series of GDP and net worth of financial intermediaries for all steps-ahead, while the DSGE model outperforms the other specifications in forecasting inflation and the federal funds rate at shorter horizons.status: publishe

Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs

In DSGE literature there has been an increasing awareness on the role that the banking sector can play in macroeconomic activity. In most of recent works, purely financial instabilities and frictions are derived from intermediaries that affect the real economy by means of a credit channel or a balance sheet channel. We model financial intermediation as in Gertler and Karadi (2011) to take into account the bank leverage constraint in the propagation of shocks to the real economy. Within this framework, the evolution of estimated shocks and the instabilities in the structural parameters show that time-variation should be crucial in any attempted empirical analysis. However, DSGE modelling usually fails to take into account inherent nonlinearities of the economy, especially in crisis time periods. Hence, we propose a novel time-varying parameter (TVP) state-space estimation method for VAR processes both for homoskedastic and heteroskedastic error structures. We conduct an exhaustive empirical exercise that includes the comparison of the out-of-sample predictive performance of the estimated DSGE model with that of standard VARs, Bayesian VARs and TVP-VARs. Overall, a first attempt is made to find macro-financial micro-founded DSGE models as well as adaptive TVP-VARs, which are able to deal with financial instabilities via incorporating banking intermediation.European Commission - Seventh Framework Programme (FP7