Unobserved components in ARCH models: An application to seasonal adjustment

The paper deals with unobserved components in ARIMA models with GARCH errors, in the context of an actual application, namely seasonal adjustment of the monthly Spanish money supply series. The series shows clear evidence of (moderate) non-linearity, which does not disappear with simple outlier correction. The GARCH structure explains reasonably well the non-linearity, and this explanation is robust with respect to the GARCH specification. We look at the time variation of the standard error of the adjusted series estimator and show how it can be measured. Next, we look at the implications this variation has on short-term monetary control. The non-linearity seems to have a small effect in practice. It is further seen that the conditional variance of the GARCH process may, in turn, be decomposed into components. In fact, the conditional variance of the money supply series is the sum of a weak linear trend, a strong non-linear seasonal component, and a moderate non-linear irregular component. This information has policy implications: for example, there are periods in the year when policy can be more assertive because information is more precise. Finally, looking at the non-linear components of the money supply it is seen how linear combinations of non-linear series can produce series that behave linearly.     

Space use by two arboreal rodent species in a Neotropical cloud forest

Studying animal space use patterns can help increase our understating of ecological processes such as competition and community dynamics. To quantify space and habitat use in an isolated and patchy cloud forest community in Mexico, we evaluate the vertical stratification, home range and habitat selection of two arboreal rodents: Habromys schmidlyi and Reithrodontomys microdon. Using live-traps at ground level and different forest strata, we radio-equipped nine individuals of H. schmidlyi and seven of R. microdon, and evaluated fine-scale space use and broad-scale habitat selection between cloud forest and oak forest. We found an average home range of 0.24 ha for R. microdon males and 0.72 ha for females, with a preference for higher canopy in the cloud forest. For H. schmidlyi the home range was 0.83 ha for males and 0.29 ha for females, with a preference for the understory level in the cloud forest. Home range is three-dimensional for these rodents, so we estimate that on average, individuals of both species used eight trees in the time they were tracked. We characterised the vegetation at the trap sites, and used recursive partitioning to relate the presence of different plants with the probability of finding these two species and Peromyscus aztecus, a third rodent species also present in the area and considered in our analysis of habitat use. The highest probability of finding R. microdon (96%) was related to the presence of Brachythecium occidentale and Renauldia mexicana, while H. schmidlyi (95%) was found in close proximity to Fabronia ciliaris and Everniastrum. We highlight the importance of arboreal trapping in biodiversity assessments, and the role of arboreal rodents in maintaining tropical forest ecosystems. We suggest that these rodent species could avoid or reduce competition by using the vertical strata differentially, and that H. schmidlyi and R. microdon can be biological indicators for cloud forest management and conservation.     

The coconut pathosystem: weed hosts of nymphs of the American palm Cixiid Haplaxius crudus (Hemiptera: Fulgoroidea)

Lethal yellowing (LY) of coconut palm (Cocos nucifera L., Arecaceae) is a disease of economic importance that is caused by the phytoplasma ‘Candidatus Phytoplasma palmae’ and is transmitted by the planthopper Haplaxius crudus (Van Duzee) (Hemiptera: Cixiidae). This study explores the weeds used by H. crudus nymphs and other Cixiidae in a coconut pathosystem in southern Mexico. Nymphs were collected directly from the root system of each weed by hand or with the help of a vacuum after carefully opening the culm. This study included 11 species of weeds: nine Poaceae [Brachiaria decumbens Stapf, B. humidicola (Rendle) Schweick, B. mutica (Forssk.) Stapf, Digitaria abyssinica (Hochst. Ex A. Rich.) Stapf, Eustachys petraea (Sw.) Desv., Leersia hexandra Sw., Panicum laxum Sw., P. maximum Jacq., Paspalum notatum Flüggé]; one Cyperaceae [Cyperus ligularis L.], and one Portulacaceae: [Portulaca pilosa L.]. Brachiaria mutica, E. petraea, B. humidicola, P. maximum were identified as the principal host species for H. crudus nymphs. Brachiaria decumbens, D. abyssinica, and C. ligularis are new host records for the nymphs of H. crudus. Additionally, it was found that H. crudus may coexist with its cogeners H. skarphion Kramer (Cixiidae) and H. caldwelli Kramer (Cixiidae), on B. mutica. On C. ligularis, H. crudus may coexist with Oecleus snowi Ball (Cixiidae) nymphs. These results suggest that in the coconut pathosystem there is a complex of multitrophic interactions that should be considered in integrated management of LY.     

On the mechanism of inhibition of p27 degradation by 15-deoxy-Δ12,14-prostaglandin J 2 in lymphoblasts of Alzheimer’s disease patients

It has been proposed that neuroinflammation, among other factors, may trigger an aberrant neuronal cell cycle re-entry leading to neuronal death. Cell cycle disturbances are also detectable in peripheral cells from Alzheimer’s disease (AD) patients. We previously reported that the anti-inflammatory 15- deoxy-Δ^12,14-prostaglandin J ₂ (15d-PGJ ₂) increased the cellular content of the cyclin-dependent kinase inhibitor p27, in lymphoblasts from AD patients. This work aimed at elucidating the mechanisms of 15d-PGJ ₂-induced p27 accumulation. Phosphorylation, half-life, and the nucleo-cytoplasmic traffic of p27 protein were altered by 15d-PGJ2 by mechanisms dependent on PI3K/Akt activity. 15d-PGJ ₂ prevents the calmodulin-dependent Akt overactivation in AD lymphoblasts by blocking its binding to the 85-kDa regulatory subunit of PI3K. These effects of 15d-PGJ ₂ were not mimicked by 9,10-dihydro-15-deoxy-Δ^12,14- prostaglandin J ₂, suggesting that 15d-PGJ ₂ acts independently of peroxisome proliferator-activated receptor γ activation and that the α,β-unsaturated carbonyl group in the cyclopentenone ring of 15d-PGJ ₂ is a requisite for the observed effects. Received 14 July 2008; received after revision 2 September 2008; accepted 12 September 2008     

Common variants on 1p36 and 1q42 are associated with cutaneous basal cell carcinoma but not with melanoma or pigmentation traits

To search for new sequence variants that confer risk of cutaneous basal cell carcinoma (BCC), we conducted a genome-wide SNP association study of 930 Icelanders with BCC and 33,117 controls. After analyzing 304,083 SNPs, we observed signals from loci at 1p36 and 1q42, and replicated these associations in additional sample sets from Iceland and Eastern Europe. Overall, the most significant signals were from rs7538876 on 1p36 (OR = 1.28, P = 4.4 x 10(-12)) and rs801114 on 1q42 (OR = 1.28, P = 5.9 x 10(-12)). The 1p36 locus contains the candidate genes PADI4, PADI6, RCC2 and ARHGEF10L, and the gene nearest to the 1q42 locus is the ras-homolog RHOU. Neither locus was associated with fair pigmentation traits that are known risk factors for BCC, and no risk was observed for melanoma. Approximately 1.6% of individuals of European ancestry are homozygous for both variants, and their estimated risk of BCC is 2.68 times that of noncarriers.     

A cis-acting regulatory mutation causes premature hair graying and susceptibility to melanoma in the horse

In horses, graying with age is an autosomal dominant trait associated with a high incidence of melanoma and vitiligo-like depigmentation. Here we show that the Gray phenotype is caused by a 4.6-kb duplication in intron 6 of STX17 (syntaxin-17) that constitutes a cis-acting regulatory mutation. Both STX17 and the neighboring NR4A3 gene are overexpressed in melanomas from Gray horses. Gray horses carrying a loss-of-function mutation in ASIP (agouti signaling protein) had a higher incidence of melanoma, implying that increased melanocortin-1 receptor signaling promotes melanoma development in Gray horses. The Gray horse provides a notable example of how humans have cherry-picked mutations with favorable phenotypic effects in domestic animals.     

Retinoic acid regulates avian lung branching through a molecular network

Retinoic acid (RA) is of major importance during vertebrate embryonic development and its levels need to be strictly regulated otherwise congenital malformations will develop. Through the action of specific nuclear receptors, named RAR/RXR, RA regulates the expression of genes that eventually influence proliferation and tissue patterning. RA has been described as crucial for different stages of mammalian lung morphogenesis, and as part of a complex molecular network that contributes to precise organogenesis; nonetheless, nothing is known about its role in avian lung development. The current report characterizes, for the first time, the expression pattern of RA signaling members (stra6, raldh2, raldh3, cyp26a1, rarα, and rarβ) and potential RA downstream targets (sox2, sox9, meis1, meis2, tgfβ2, and id2) by in situ hybridization. In the attempt of unveiling the role of RA in chick lung branching, in vitro lung explants were performed. Supplementation studies revealed that RA stimulates lung branching in a dose-dependent manner. Moreover, the expression levels of cyp26a1, sox2, sox9, rarβ, meis2, hoxb5, tgfβ2, id2, fgf10, fgfr2, and shh were evaluated after RA treatment to disclose a putative molecular network underlying RA effect. In situ hybridization analysis showed that RA is able to alter cyp26a1, sox9, tgfβ2, and id2 spatial distribution; to increase rarβ, meis2, and hoxb5 expression levels; and has a very modest effect on sox2, fgf10, fgfr2, and shh expression levels. Overall, these findings support a role for RA in the proximal–distal patterning and branching morphogenesis of the avian lung and reveal intricate molecular interactions that ultimately orchestrate branching morphogenesis.