Constructing Structural VAR Models with Conditional Independence Graphs

In this paper graphical modelling is used to select a sparse structure for a multivariate time series model of New Zealand interest rates. In particular, we consider a recursive structural vector autoregressions that can subsequently be described parsimoniously by a directed acyclic graph, which could be given a causal interpretation. A comparison between competing models is then made by considering likelihood and economic theory.Graphical models; directed acyclic graphs; term structure; causality.

Selection and Estimation of Trigonometric Component Models for Seasonal Time Series

We present a method for investigating the evolution of trend and seasonality in an observed time series. A general model is fitted to a residual spectrum, using trigonometric components to represent the seasonality. We show graphically how well the fitted spectrum captures the evidence for evolving seasonality associated with the different seasonal frequencies. After fitting a seasonal IMA model, the method requires only ordinary least squares estimation. A submodel which adequately fits the data can then be conveniently selected. We apply the method to two time series and discuss the implications for time series forecastin

Spectral estimation of the multivariate impulse response

One of the applications of cross-spectral estimation of stationary time series, developed some five decades ago, is the estimation of the lagged response of an output series causally dependent on an input series, in the absence of feedback from the output to the input. The direct application of cross-spectral analysis for this purpose is no longer appropriate in the presence of feedback or more general inter-dependence of the series. In that case, vector autoregressive modeling has been used, particularly in the econometric context, to estimate the response of one series to a shock or impulse in the innovations of another series. To achieve the same end, cross-spectral analysis requires the application of spectral factorization, and in this article, we demonstrate this methodology, explaining how it may be used to construct impulse response function estimates and their statistical properties. Our presentation includes an information criterion for choosing the smoothing bandwidth to be used for cross-spectral estimation

Power properties if invariant tests for spatial autocorrelation in linear regression

This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear regression model. In particular, we characterize the circumstances in which the power vanishes as the autocorrelation increases, thus extending the work of Krämer (2005). More generally, the analysis in the paper sheds new light on how the power of tests for spatial autocorrelation is affected by the matrix of regressors and by the spatial structure. We mainly focus on the problem of residual spatial autocorrelation, in which case it is appropriate to restrict attention to the class of invariant tests, but we also consider the case when the autocorrelation is due to the presence of a spatially lagged dependent variable among the regressors. A numerical study aimed at assessing the practical relevance of the theoretical results is include

Structural Basis for the Recognition of Cellular mRNA Export Factor REF by Herpes Viral Proteins HSV-1 ICP27 and HVS ORF57

The herpesvirus proteins HSV-1 ICP27 and HVS ORF57 promote viral mRNA export by utilizing the cellular mRNA export machinery. This function is triggered by binding to proteins of the transcription-export (TREX) complex, in particular to REF/Aly which directs viral mRNA to the TAP/NFX1 pathway and, subsequently, to the nuclear pore for export to the cytoplasm. Here we have determined the structure of the REF-ICP27 interaction interface at atomic-resolution and provided a detailed comparison of the binding interfaces between ICP27, ORF57 and REF using solution-state NMR. Despite the absence of any obvious sequence similarity, both viral proteins bind on the same site of the folded RRM domain of REF, via short but specific recognition sites. The regions of ICP27 and ORF57 involved in binding by REF have been mapped as residues 104–112 and 103–120, respectively. We have identified the pattern of residues critical for REF/Aly recognition, common to both ICP27 and ORF57. The importance of the key amino acid residues within these binding sites was confirmed by site-directed mutagenesis. The functional significance of the ORF57-REF/Aly interaction was also probed using an ex vivo cytoplasmic viral mRNA accumulation assay and this revealed that mutants that reduce the protein-protein interaction dramatically decrease the ability of ORF57 to mediate the nuclear export of intronless viral mRNA. Together these data precisely map amino acid residues responsible for the direct interactions between viral adaptors and cellular REF/Aly and provide the first molecular details of how herpes viruses access the cellular mRNA export pathway

Exposure to Concentrated Coarse Air Pollution Particles Causes Mild Cardiopulmonary Effects in Healthy Young Adults

Background: There is ample epidemiologic and toxicologic evidence that exposure to fine particulate matter (PM) air pollution [aerodynamic diameter ≤ 2.5 μm (PM2.5)], which derives primarily from combustion processes, can result in increased mortality and morbidity. There is ess certainty as to the contribution of coarse PM (PM2.5–10), which erives from crustal materials and from mechanical processes, to mortality and morbidity. Objective: To determine whether coarse PM causes cardiopulmonary effects, we exposed 14 healthy young volunteers to coarse concentrated ambient particles (CAPs) and filtered air. Coarse PM concentration averaged 89.0 μg/m3 (range, 23.7–159.6 μg/m3). Volunteers were exposed to coarse CAPs and filtered air for 2 hr while they underwent intermittent exercise in a single-blind, crossover study. We measured pulmonary, cardiac, and hematologic end points before exposure, immediately after exposure, and again 20 hr after exposure. Results: Compared with filtered air exposure, coarse CAP exposure produced a small increase in polymorphonuclear neutrophils in the bronchoalveolar lavage fluid 20 hr postexposure, indicating mild pulmonary inflammation. We observed no changes in pulmonary function. Blood tissue plasminogen activator, which is involved in fibrinolysis, was decreased 20 hr after exposure. The standard deviation of normal-to-normal intervals (SDNN), a measure of overall heart rate variability, also decreased 20 hr after exposure to CAPs. Conclusions: Coarse CAP exposure produces a mild physiologic response in healthy young volunteers approximately 20 hr postexposure. These changes are similar in scope and magnitude to changes we and others have previously reported for volunteers exposed to fine CAPs, suggesting that both size fractions are comparable at inducing cardiopulmonary changes in acute exposure settings. Originally published Environmental Health Perspectives, Vol. 117, No. 7, July 200

Competitive and Cooperative Interactions Mediate RNA Transfer from Herpesvirus Saimiri ORF57 to the Mammalian Export Adaptor ALYREF

The essential herpesvirus adaptor protein HVS ORF57, which has homologs in all other herpesviruses, promotes viral mRNA export by utilizing the cellular mRNA export machinery. ORF57 protein specifically recognizes viral mRNA transcripts, and binds to proteins of the cellular transcription-export (TREX) complex, in particular ALYREF. This interaction introduces viral mRNA to the NXF1 pathway, subsequently directing it to the nuclear pore for export to the cytoplasm. Here we have used a range of techniques to reveal the sites for direct contact between RNA and ORF57 in the absence and presence of ALYREF. A binding site within ORF57 was characterized which recognizes specific viral mRNA motifs. When ALYREF is present, part of this ORF57 RNA binding site, composed of an a-helix, binds preferentially to ALYREF. This competitively displaces viral RNA from the a-helix, but contact with RNA is still maintained by a flanking region. At the same time, the flexible N-terminal domain of ALYREF comes into contact with the viral RNA, which becomes engaged in an extensive network of synergistic interactions with both ALYREF and ORF57. Transfer of RNA to ALYREF in the ternary complex, and involvement of individual ORF57 residues in RNA recognition, were confirmed by UV cross-linking and mutagenesis. The atomic-resolution structure of the ORF57-ALYREF interface was determined, which noticeably differed from the homologous ICP27-ALYREF structure. Together, the data provides the first site-specific description of how viral mRNA is locked by a herpes viral adaptor protein in complex with cellular ALYREF, giving herpesvirus access to the cellular mRNA export machinery. The NMR strategy used may be more generally applicable to the study of fuzzy protein-protein-RNA complexes which involve flexible polypeptide regions

Candida albicans Scavenges Host Zinc via Pra1 during Endothelial Invasion

The ability of pathogenic microorganisms to assimilate essential nutrients from their hosts is critical for pathogenesis. Here we report endothelial zinc sequestration by the major human fungal pathogen, Candida albicans. We hypothesised that, analogous to siderophore-mediated iron acquisition, C. albicans utilises an extracellular zinc scavenger for acquiring this essential metal. We postulated that such a “zincophore” system would consist of a secreted factor with zinc-binding properties, which can specifically reassociate with the fungal cell surface. In silico analysis of the C. albicans secretome for proteins with zinc binding motifs identified the pH-regulated antigen 1 (Pra1). Three-dimensional modelling of Pra1 indicated the presence of at least two zinc coordination sites. Indeed, recombinantly expressed Pra1 exhibited zinc binding properties in vitro. Deletion of PRA1 in C. albicans prevented fungal sequestration and utilisation of host zinc, and specifically blocked host cell damage in the absence of exogenous zinc. Phylogenetic analysis revealed that PRA1 arose in an ancient fungal lineage and developed synteny with ZRT1 (encoding a zinc transporter) before divergence of the Ascomycota and Basidiomycota. Structural modelling indicated physical interaction between Pra1 and Zrt1 and we confirmed this experimentally by demonstrating that Zrt1 was essential for binding of soluble Pra1 to the cell surface of C. albicans. Therefore, we have identified a novel metal acquisition system consisting of a secreted zinc scavenger (“zincophore”), which reassociates with the fungal cell. Furthermore, functional similarities with phylogenetically unrelated prokaryotic systems indicate that syntenic zinc acquisition loci have been independently selected during evolution