scholarly journals DID SOMETHING CHANGE IN CHAD AFTER THE OIL ERA? EVIDENCE FROM A ROLLING-WINDOWS ANALYSIS

2021 ◽  
Author(s):  
Selim KAYHAN ◽  
Abdallatif MAHAMAT YACOUB
Keyword(s):  
Rolling Windows

scholarly journals Histone modifications form a cell-type-specific chromosomal bar code that persists through the cell cycle

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
John A. Halsall ◽  
Simon Andrews ◽  
Felix Krueger ◽  
Charlotte E. Rutledge ◽  
Gabriella Ficz ◽  
...  
Keyword(s):  
Gene Expression ◽  
Cell Cycle ◽  
Histone Modifications ◽  
Expression Patterns ◽  
Cell Types ◽  
Cell Type ◽  
Bar Code ◽  
Genes Encoding ◽  
Cell Type Specific ◽  
Rolling Windows

AbstractChromatin configuration influences gene expression in eukaryotes at multiple levels, from individual nucleosomes to chromatin domains several Mb long. Post-translational modifications (PTM) of core histones seem to be involved in chromatin structural transitions, but how remains unclear. To explore this, we used ChIP-seq and two cell types, HeLa and lymphoblastoid (LCL), to define how changes in chromatin packaging through the cell cycle influence the distributions of three transcription-associated histone modifications, H3K9ac, H3K4me3 and H3K27me3. We show that chromosome regions (bands) of 10–50 Mb, detectable by immunofluorescence microscopy of metaphase (M) chromosomes, are also present in G1 and G2. They comprise 1–5 Mb sub-bands that differ between HeLa and LCL but remain consistent through the cell cycle. The same sub-bands are defined by H3K9ac and H3K4me3, while H3K27me3 spreads more widely. We found little change between cell cycle phases, whether compared by 5 Kb rolling windows or when analysis was restricted to functional elements such as transcription start sites and topologically associating domains. Only a small number of genes showed cell-cycle related changes: at genes encoding proteins involved in mitosis, H3K9 became highly acetylated in G2M, possibly because of ongoing transcription. In conclusion, modified histone isoforms H3K9ac, H3K4me3 and H3K27me3 exhibit a characteristic genomic distribution at resolutions of 1 Mb and below that differs between HeLa and lymphoblastoid cells but remains remarkably consistent through the cell cycle. We suggest that this cell-type-specific chromosomal bar-code is part of a homeostatic mechanism by which cells retain their characteristic gene expression patterns, and hence their identity, through multiple mitoses.

scholarly journals Comparative adherence between DOAC and VKA in patients with atrial fibrillation: a 23-year retrospective observational study in Canada

2021 ◽  
Vol 42 (Supplement_1) ◽  
Author(s):  
S Salmasi ◽  
A Safari ◽  
M.A De Vera ◽  
L Lynd ◽  
M Koehoorn ◽  
...  
Keyword(s):  
Atrial Fibrillation ◽  
Drug Class ◽  
Oral Anticoagulants ◽  
Current Evidence ◽  
Mixed Effect ◽  
Medication Discontinuation ◽  
The Impact ◽  
Rolling Windows ◽  
Over Time

Abstract Background A recent systematic review highlighted significant gaps in the evidence on atrial fibrillation (AF) patients' adherence to oral anticoagulants (OAC). Current evidence suffers from short follow-up times, focuses on the first OAC and does not take switching into account. There is also lack of observational data on adherence to warfarin due to its varying dose that complicates the calculations. As such there is lack of evidence on comparative adherence between VKAs and DOACs and whether the convenience of DOACs translates into better adherence in AF patients. Purpose Our objective was to measure AF patients' long-term OAC adherence and compare the impact of taking direct oral anticoagulants (DOAC) versus vitamin K antagonists (VKA) on adherence, while accounting for switching. Methods Using linked, population-based administrative data containing physician billings, hospitalization and prescription records of 4.8 million British Columbians (1996–2019), incident adult cases of AF were identified. The primary measure of adherence was proportion of days covered (PDC). Consecutive rolling 90-day windows were created for each patient starting from their first OAC prescription fill date until the end of their follow-up. The PDC for each 90-day rolling window was calculated and averaged to yield mean adherence over the follow-up period for each patient. Permanent medication discontinuation resulted in a PDC of 0 for all subsequent rolling windows after their supply ran out. As such, both poor execution and non-persistence were measured simultaneously. The association between drug class and adherence was assessed using generalized mixed effect linear regression models with drug class treated as time-varying covariate to account for switching. Results The study cohort was 30,264 AF patients [mean age 72.2 years (SD11.0), 44.6% female, mean CHA2DS2-VASc 2.94 (SD1.4)] with mean follow-up of 7.7 (SD 4.8) years. The mean PDC was 0.71 (SD 0.27) with 51% of the cohort having mean PDC values below the conventional threshold of adherence (PDC<0.8). Adherence dropped over time with the greatest decline in the first two years after therapy initiation. After controlling for all other confounders and accounting for switching, taking VKA compared to DOAC was, on average, associated with a 1-day decrease in number of days of medication-taking per year. Conclusion AF patients' OAC adherence was below the conventional threshold of 0.8, and dropped over time, particularly in the first two years. Drug class had no clinically meaningful impact on medication adherence. Our study highlights the need for effective adherence interventions particularly early in OAC therapy. Our findings also emphasizes that prescribers should not assume inherently better adherence for DOACs and should instead choose OAC in conversation with the patient and in accordance with their values and preferences. FUNDunding Acknowledgement Type of funding sources: Public grant(s) – National budget only. Main funding source(s): Canadian Institutes of Health Research grant

scholarly journals Dependence in the Banking Sector of the United States and Mexico: A Copula Approach

2021 ◽  
Vol 16 (TNEA) ◽  
pp. 1-23
Author(s):  
Christian Bucio Pacheco ◽  
Luis Villanueva ◽  
Raúl de Jesús Gutiérrez
Keyword(s):  
United States ◽  
Stock Prices ◽  
Banking Sector ◽  
Tail Dependence ◽  
The United States ◽  
Small Sample ◽  
High Dependency ◽  
The Us ◽  
Rolling Windows ◽  
Main Banks

The objective of this work is to estimate the patterns of dependence between the yields of the stock prices of the main banks of the United States (US) and Mexico. We estimate the patterns of absolute dependence and tail dependence through copulas of the Archimedean family and the use of rolling windows of 245 days. The data employed come from the daily share prices at closing from January 2, 2015, to December 31, 2020, for seven banks. Our results show that: i) there are patterns of high dependence among the main banks in the US, ii) there are patterns of very low dependence among the main banks in the US and Mexico, and iii) there are patterns of low dependence among the main banks in Mexico. These results have several implications, among them that the high-dependency patterns obtained among major US banks limit the joint selection of these US bank equity assets in an investment portfolio. Although this paper focuses on a small sample of banks, they represent an important portion of the banking sector in both countries. Given the limited literature on this subject in Mexico, our paper contributes to expanding this literature with a novel approach.

Unit-root tests for explosive behavior

2021 ◽  
Vol 21 (4) ◽  
pp. 999-1020
Author(s):  
Christopher F. Baum ◽  
Jesús Otero
Keyword(s):  
International Economic ◽  
Unit Root ◽  
American Statistical Association ◽  
Unit Root Tests ◽  
Statistical Association ◽  
International Economic Review ◽  
Augmented Dickey Fuller ◽  
Using Data ◽  
The Right ◽  
Rolling Windows

We present a new command, radf, that tests for explosive behavior in time series. The command computes the right-tail augmented Dickey and Fuller (1979, Journal of the American Statistical Association 74: 427–431) unitroot test and its further developments based on supremum statistics derived from augmented Dickey–Fuller-type regressions estimated using recursive windows (Phillips, Wu, and Yu, 2011, International Economic Review 52: 201–226) and recursive flexible windows (Phillips, Shi, and Yu, 2015, International Economic Review 56: 1043–1078). It allows for the lag length in the test regression and the width of rolling windows to be either specified by the user or determined using data-dependent procedures, and it performs the date-stamping procedures advocated by Phillips, Wu, and Yu (2011) and Phillips, Shi, and Yu (2015) to identify episodes of explosive behavior. It also implements the wild bootstrap proposed by Phillips and Shi (2020, Handbook of Statistics: Financial, Macro and Micro Econometrics Using R, Vol. 42, 61–80) to lessen the potential effects of unconditional heteroskedasticity and account for the multiplicity issue in recursive testing. The use of radf is illustrated with an empirical example.

The Relationship Between R&D Expenditures and Economic Growth ın OECD Countries With Different Causality Tests

2020 ◽  
pp. 107-118
Author(s):  
Gökhan Karhan
Keyword(s):  
Economic Growth ◽  
Research And Development ◽  
Oecd Countries ◽  
Causality Test ◽  
Panel Causality ◽  
Rolling Window ◽  
Causality Tests ◽  
Mathematical Techniques ◽  
Rolling Windows ◽  
The Relationship

In this chapter, the relationship between research and development (R&D) expenditures and economic growth was investigated with both Emirmahmutoğlu and Köse Causality test and the Dimitrescu and Hurlin Panel Causality test based on Rolling Windows Regression for the selected 19 OECD member countries for the period 1996-2015. The results concluded that for all panel there is a causality from economic growth to R&D expenditures. In this study, the relationship between variables was investigated using different mathematical techniques like rolling windows. According to the results of the Dimitrescu and Hurlin Panel Causality Test based on Rolling Window Regression, which is applied differently from other studies in the literature, there was a causality from economic growth to R&D expenditures in 2010. In 2011, there was causality from R&D expenditures to economic growth for all panels.

The Unbiasedness and Hedging Effectiveness in KOSPI200 Futures Market

2007 ◽  
Vol 15 (1) ◽  
pp. 73-100
Author(s):  
Seok Kyu Kang
Keyword(s):  
Risk Management ◽  
Risk Premium ◽  
Futures Market ◽  
Spot Price ◽  
Sample Period ◽  
Futures Prices ◽  
Spot Prices ◽  
Hedging Effectiveness ◽  
Futures Price ◽  
Rolling Windows

This study is to examine the unblasedness hypothesis and hedging effectiveness in KOSPI20() futures market. The unbiasedness and efficiency hypothesis is carried out using a cointegration methodology. And hedging effectiveness is measured by comparing hedging performance of the naive hedge model, OLS hedge model. and constant correlation bivariate GARCH (1. 1) hedge model based on rolling windows. The sample period covers from May. 3. 1996 to December. 8, 2005. The empirical results are summarized as follows: First, there exists the cOintegrating relationship between realized spot prices and futures prices of the 10 day. 22 day. 44 day. and 59 day prior to maturity. Second. futures prices of backward the 10 day. 22 day. 44 day from maturity provide unbiased forecasts of the realized spot prices. The KOSPI200 futures price is likely to predict accurately future KOSPI200 spot prices without the trader having to pay a risk premium for the privilege of trading the contract. Third. for shorter maturity. the futures price appears to be the best forecaster of spot price. Forth, bivariate GARCH hedging effectiveness outperforms the naive and OLS hedging effectiveness. The implications of these findings show that KOSPI200 futures market behaves as unbiased predictor of future spot price and risk management instrument of KOSPI200 spot portfolio.

scholarly journals Improving Hotel Room Demand Forecasts for Vienna across Hotel Classes and Forecast Horizons: Single Models and Combination Techniques Based on Encompassing Tests

Forecasting ◽  
2021 ◽  
Vol 3 (4) ◽  
pp. 884-919
Author(s):  
Ulrich Gunter
Keyword(s):  
Moving Average ◽  
Forecast Accuracy ◽  
Forecast Combination ◽  
Autoregressive Integrated Moving Average ◽  
Hotel Room ◽  
Daily Data ◽  
Forecast Models ◽  
Rolling Windows ◽  
Combined Forecasts ◽  
Box Cox Transformation

The present study employs daily data made available by the STR SHARE Center covering the period from 1 January 2010 to 31 January 2020 for six Viennese hotel classes and their total. The forecast variable of interest is hotel room demand. As forecast models, (1) Seasonal Naïve, (2) Error Trend Seasonal (ETS), (3) Seasonal Autoregressive Integrated Moving Average (SARIMA), (4) Trigonometric Seasonality, Box–Cox Transformation, ARMA Errors, Trend and Seasonal Components (TBATS), (5) Seasonal Neural Network Autoregression (Seasonal NNAR), and (6) Seasonal NNAR with an external regressor (seasonal naïve forecast of the inflation-adjusted ADR) are employed. Forecast evaluation is carried out for forecast horizons h = 1, 7, 30, and 90 days ahead based on rolling windows. After conducting forecast encompassing tests, (a) mean, (b) median, (c) regression-based weights, (d) Bates–Granger weights, and (e) Bates–Granger ranks are used as forecast combination techniques. In the relative majority of cases (i.e., in 13 of 28), combined forecasts based on Bates–Granger weights and on Bates–Granger ranks provide the highest level of forecast accuracy in terms of typical measures. Finally, the employed methodology represents a fully replicable toolkit for practitioners in terms of both forecast models and forecast combination techniques.

scholarly journals Histone modifications form a cell-type-specific chromosomal bar code that modulates and maintains patterns of gene expression through the cell cycle

2020 ◽  
Author(s):  
John A. Halsall ◽  
Simon Andrews ◽  
Felix Krueger ◽  
Charlotte E. Rutledge ◽  
Gabriella Ficz ◽  
...  
Keyword(s):  
Gene Expression ◽  
Cell Cycle ◽  
Histone Modifications ◽  
Expression Patterns ◽  
Cell Types ◽  
Cell Type ◽  
Bar Code ◽  
Genes Encoding ◽  
Cell Type Specific ◽  
Rolling Windows

ABSTRACTBackgroundChromatin configuration influences gene expression in eukaryotes at multiple levels, from individual nucleosomes to chromatin domains several Mb long. Post-translational modifications (PTM) of core histones seem to be involved in chromatin structural transitions, but how remains unclear.To explore this, we used ChIP-seq and two cell types, HeLa and lymphoblastoid (LCL) to define how changes in chromatin packaging through the cell cycle influence the distributions of three transcription-associated histone modifications, H3K9ac, H3K4me3 and H3K27me3.ResultsChromosome regions (bands) of 10-50Mb, detectable by immunofluorescence microscopy of metaphase (M) chromosomes, are also present in G1 and G2. We show that they comprise 1-5Mb sub-bands that differ between HeLa and LCL but remain consistent through the cell cycle. The same sub-bands are defined by H3K9ac and H3K4me3, while H3K27me3 spreads more widely.We found little change between cell cycle phases, whether compared by 5Kb rolling windows or when analysis was restricted to functional elements such as transcription start sites and topologically associating domains.Only a small number of genes showed cell-cycle related changes: at genes encoding proteins involved in mitosis, H3K9 became highly acetylated in G2M, possibly because of ongoing transcription.ConclusionsModified histone isoforms H3K9ac, H3K4me3 and H3K27me3 exhibit a characteristic genomic distribution at resolutions of 1Mb and below that differs between HeLa and lymphoblastoid cells but remains remarkably consistent through the cell cycle. We suggest that this cell-type-specific chromosomal bar-code is part of a homeostatic mechanism by which cells retain their characteristic gene expression patterns, and hence their identity, through multiple mitoses.

Sign in / Sign up

Export Citation Format

Share Document