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Four essays in dynamic macroeconomicsSun, Qi January 2010 (has links)
The dissertation contains essays concerning the linkages between macroeconomy and financial market or the conduct of monetary policy via DSGE modelling. The dissertation contributes to the questions of fitting macroeconomic models to the data, and so contributes to our understanding of the driving forces of fluctuations in macroeconomic and financial variables. Chapter one offers an introduction to my thesis and outlines in detail the main results and methodologies. In Chapter two I introduce a statistical measure for model evaluation and selection based on the full information of sample second moments in data. A model is said to outperform its counterpart if it produces closer similarity in simulated data variance-covariance matrix when compared with the actual data. The "distance method" is generally feasible and simple to conduct. A flexible price two-sector open economy model is studied to match the observed puzzles of international finance data. The statistical distance approach favours a model with dominant role played by the expectational errors in foreign exchange market which breaks the international interest rate parity. Chapter three applies the distance approach to a New Keynesian model augmented with habit formation and backward-looking component of pricing behaviour. A macro-finance model of yield curve is developed to showcase the dynamics of implied forward yields. This exercise, with the distance approach, reiterate the inability of macro model in explaining yield curve dynamics. The method also reveals remarkable interconnection between real quantity and bond yield slope. In Chapter four I study a general equilibrium business cycle model with sticky prices and labour market rigidities. With costly matching on labour market, output responds in a hump-shaped and persistent manner to monetary shocks and the resulting Phillips curve seems to radically change the scope for monetary policy because (i) there are speed limit effects for policy and (ii) there is a cost channel for monetary policy. Labour reforms such as in mid-1980s UK can trigger more effective monetary policy. Research on monetary policy shall pay greater attention to output when labour market adjustments are persistent. Chapter five analyzes the link between money and financial spread, which is oft missed in specification of monetary policy making analysis. When liquidity provision by banks dominates the demand for money from the real economy, money may contain information of future output and inflation due to its impact on financial spreads. I use a sign-restriction Bayesian VAR estimation to separate the liquidity provision impact from money market equilibrium. The decomposition exercise shows supply shocks dominate the money-price nexus in the short to medium term. It also uncovers distinctive policy stance of two central banks. Finally Chapter six concludes, providing a brief summary of the research work as well as a discussion of potential limitations and possible directions for future research.
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台灣運輸製造業群聚版圖變遷分析 / The analysis of cluster map change of transportation manufacturing industry in Taiwan王思翰, Wang, Szu Han Unknown Date (has links)
近年來以電子資訊產業掛帥的台灣,傳統產業似乎成了被遺忘一個部分。但透過許多相關產業的調查資料顯示,部分傳統產業在全球化的競爭底下,依舊可在台灣立足,汽車業與船舶業就是其中的代表。由產業群聚的觀點來看,產業與其關聯產業在空間中的關係為何,產業是否集中於某些特定的空間單元,皆為值得討論的課題。
為對汽車業及船舶業進行分析,本研究透過產業關聯分析以及地理資訊系統之熱點分析(hot spot analysis),並結合工商普查資料、產業關聯表、生產者投入係數,進行空間集中指標的計算,從時間序列的變化,瞭解不同時間點運輸製造業的主要關聯產業之差異及其群聚版圖的變遷,並且進一步探討運輸製造業產業群聚之水平連結在空間臨接上所產生之差異。
研究結果顯示在1981年至2001年間,汽車業與船舶業在既有的空間單元中保持穩定的成長,僅北部區域的汽車業集中重心由台北移至桃園,此種情況即代表產業群聚的區位惰性。此外,船舶業在空間單元中有集中於鋼鐵業以及港口周邊的情況;汽車業與其主要關聯產業則都集中在桃園新竹一帶。 / In recent years, Taiwan taking electronics and information industries as main development, the traditional industry seems to become a part forgotten. But show through the survey materials of a lot of relevant industries, some traditional industries that under the competition of globalization, can still base on Taiwan, the automobile industry and shipping industry are representatives among them. In the view point of industry clusters, what are the spatial relationship between industry and its related industries, whether the industry concentrates on some specific space units, all in order to worth discussing.
In order to analysis the automobile industry and shipping industry, this research passes the industry linkage analysis, hot spot analysis of geographic information system, and combine the industry, commerce and service census, input-output table, input coefficients table at producers' prices, to make the calculation of spatial concentration index, and from the view point of time series, to find out the difference of main related industries, the change of cluster map, and further more, to discuss the spatial relationship between industry and its main related industries.
The result of study shows between 1981 and 2001, the automobile industry and shipping industry keeps steady growth with in the space unit that has already had, only the automobile industry of the northern area concentrates center on being transferred from Taipei to Taoyuan, this kind of situation represents the inert of location of industry clusters. In addition, shipping industry centre in nears the steel industry and port; the automobile industry and its main related industries are mostly concentrated in Taoyuan and Hsinchu.
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Applications du processus ancestral avec recombinaison et conversion en génétique statistiqueSaidi, Lamiae 12 1900 (has links)
Le processus ancestral est appliqué pour étudier la variabilité génétique et la mesure de déséquilibre de liaison de séquences d’ADN, et faire de l’inférence statistique sur les divers facteurs responsables de cette variabilité. En tenant compte, en premier lieu, des facteurs de dérive génétique, de mutation, et de recombinaison, les calculs exacts de la mesure de déséquilibre de liaison de deux loci sont retrouvés. De plus, une approximation du processus exact, SMC (sequentially Markov chain), est utilisée pour trouver la mesure d’association à deux loci, et une formule de covariance pour calculer cette mesure est corrigée. En intégrant le facteur de conversion dans le modèle de Moran, on trouve l’espérance des mesures de polymorphisme exprimées par les espérances des mesures de variation intra-locus et inter-locus. Celles-ci sont calculées à l’aide de temps espérés dans les états ancestraux. De plus, l’espérance du déséquilibre de liaison est trouvée et il est montré qu’elle diminue quand le taux de recombinaison augmente. En utilisant ces résultats théoriques, on présente une méthode pour estimer les paramètres de mutation, de recombinaison, et de conversion. / The ancestral process is applied to investigate the amount of DNA variation and the amount of linkage disequilibrium ; it is also applied to make statistical inference about the multiple factors responsible for this variation. Considering genetic drift, mutation, and recombination events, the exact solutions for linkage disequilibrium between two loci are obtained. Furthermore, the association measure between two loci is obtained by using an approximation of the exact process, SMC (sequentially Markov chain), and correcting a covariance formula. After introducing intrachromosomal gene conversion under the Moran model, the expected amounts of variation within and between two loci are obtained using expected times spent in the ancestral states. Furthermore, the expectation of linkage disequilibrium is obtained and it is shown to decrease as the recombination rate is increased. Using these theoretical results, a method for estimating the mutation, recombination and gene conversion parameters is presented. / Les diagrammes de transitions d'états ont été réalisés avec le logiciel Latex.
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Bayesian and frequentist methods and analyses of genome-wide association studiesVukcevic, Damjan January 2009 (has links)
Recent technological advances and remarkable successes have led to genome-wide association studies (GWAS) becoming a tool of choice for investigating the genetic basis of common complex human diseases. These studies typically involve samples from thousands of individuals, scanning their DNA at up to a million loci along the genome to discover genetic variants that affect disease risk. Hundreds of such variants are now known for common diseases, nearly all discovered by GWAS over the last three years. As a result, many new studies are planned for the future or are already underway. In this thesis, I present analysis results from actual studies and some developments in theory and methodology. The Wellcome Trust Case Control Consortium (WTCCC) published one of the first large-scale GWAS in 2007. I describe my contribution to this study and present the results from some of my follow-up analyses. I also present results from a GWAS of a bipolar disorder sub-phenotype, and a recent and on-going fine mapping experiment. Building on methods developed as part of the WTCCC, I describe a Bayesian approach to GWAS analysis and compare it to widely used frequentist approaches. I do so both theoretically, by interpreting each approach from the perspective of the other, and empirically, by comparing their performance in the context of replicated GWAS findings. I discuss the implications of these comparisons on the interpretation and analysis of GWAS generally, highlighting the advantages of the Bayesian approach. Finally, I examine the effect of linkage disequilibrium on the detection and estimation of various types of genetic effects, particularly non-additive effects. I derive a theoretical result showing how the power to detect a departure from an additive model at a marker locus decays faster than the power to detect an association.
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La cartographie des sites de régulation génétique à partir de données de débalancement alléliqueVello, Emilio D. 09 1900 (has links)
En 1975, Wilson et King ont proposé que l'évolution opère non seulement via des
changements affectant la structure des protéines, mais aussi via des mutations qui
modifient la régulation génétique. L'étude des éléments régulateurs de l'expression
génétique a un rôle important dans la compréhension de l'expression de différentes
maladies et de la réponse thérapeutique. Nous avons développé un algorithme bio-
informatique qui nous permet rapidement de trouver des sites de régulation génétique
à travers tout le génome et pour une grande quantité de gènes. Notre approche
consiste à trouver des sites polymorphes (SNPs) qui sont en déséquilibre de liaison
avec le débalancement allélique (AI) afin de cartographier la région régulatrice et le
site responsable. Notre méthode est avantageuse par rapport à d'autres méthodes, car elle n'a pas besoin des données « phasées». De plus, les données de débalancement allélique ne sont pas affectées par des facteurs externes étant donné qu'ils sont mesurés dans la même cellule. Nous avons démontré que notre approche est fiable et qu'elle peut détecter des sites loin du gène. De plus, il peut être appliqué à des données de génotypage sans avoir besoin de les « phaser » . / Wilson and King (1975) proposed that evolution frequently operates through mutations affecting genetic regulation. Likewise, it is expected that genetic variation responsible for inter-individual differences will be due to variation in regulatory sites. Identifying such sites is thus important in the genetic and medical research. We have developed a new bioinformatics algorithm to find genome-wide regulatory sites for a big number of genes. Individuals carrying different alleles at a regulatory site will exhibit allelic imbalance(AI) due to differential expression of the two copies the same locus. Our approach consists of searching polymorphic sites (SNPs) in linkage disequilibrium with AI in order to map regulatory regions. We have detected many SNPs associated to the regulation of different genes pointed in previous studies. We have also found regulatory regions far from the transcription start site
(TSS). The major advantage of this method is that phased data is not needed. In addition, AI data has the benefit of not being affected by external factors since it is
measured in the same cell. The results show that our approach is reliable and it can
detect sites far from the gene.
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The genetics of amyotrophic lateral sclerosisSchymick, Jennifer January 2009 (has links)
Amyotrophic lateral sclerosis (ALS) is a fatal neurodegenerative disease characterised clinically by rapidly progressive paralysis leading ultimately to death from respiratory failure. There is no cure for ALS and no definitive explanation for the onset and rapid progression of motor neuron degeneration. Genetics is a known risk factor for a portion of familial cases. However, the role of genetics in the commoner sporadic form of the disease is poorly understood, although numerous genes have been implicated. The primary aim of this thesis project is to uncover the genetic causes that underlie ALS. To accomplish this goal, the main focus of this thesis is to perform genome-wide association analysis of sporadic ALS using high density SNP arrays. This thesis describes the first and the largest genome-wide association studies of ALS to date. Results demonstrate that there is no single large effect susceptibility variant underlying a large proportion of ALS, such as ApoE in Alzheimer’s disease. However, the genotyping data has been made publically available and the digital nature of this data means that it is a resource that can grow with future studies. Beyond genome-wide association, this thesis describes work using linkage, haplotype and sequence analysis to investigate the genetic overlap between ALS and frontotemporal dementia. Lastly, this thesis presents a novel method for linkage analysis using high throughput SNP arrays. Ultimately, it is hoped that by uncovering the genes that cause ALS, such knowledge will shed light on the pathogenic mechanisms underlying motor neuron degeneration and potentially lead to new rational therapies effective in slowing or even halting disease progression.
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Étude clinique et génétique d’une nouvelle forme d’ataxie spinocérébelleuse pure associée à l’ÉrythrokératodermieTurcotte Gauthier, Maude 04 1900 (has links)
Nous présentons ici la description clinique et génétique d’un syndrome neurocutané unique. Le laboratoire du Dr Cossette a entrepris la caractérisation clinique et génétique d'une famille canadienne-française qui a été identifiée par les Drs Giroux et Barbeau en 1972 et qui comprend plus de 100 personnes sur six générations. Les membres atteints de cette famille présentent des lésions typiques d'érythrokératodermie (EK) (OMIM 133190, EKV1 et EKV2), associées à une ataxie spinocérébelleuse pure. Dans cette famille, l'ataxie est caractérisée par des troubles de la coordination et de la démarche causés par une dégénérescence du cervelet et de la moelle épinière. Cette ataxie est transmise selon un mode autosomique dominant. Une étude antérieure de cette variante d'EK avec ataxie avait suggéré une liaison sur le chromosome 1p34-p35, soit la même région que les formes EKV de type 1 et 2, causées respectivement par des mutations dans les gènes connexin-31 (GJB3; OMIM 603324) et connexin-30.3 (GJB4; OMIM 605425). Cependant, aucune mutation n'a été retrouvée dans ces gènes pour la famille canadienne-française. Nous avons récemment recontacté la famille et effectué des examens détaillés, incluant une imagerie par résonance magnétique (IRM) et un électromyogramme (EMG). Les manifestations neurologiques des individus atteints sont compatibles avec une nouvelle forme d’ataxie cérébelleuse pure à transmission autosomique dominante (ADCA de type III dans la classification de Harding) que nous avons appelée SCA34. Une cartographie complète du génome nous a permis de localiser le gène SCA34 sur le chromosome 6p12.3-q16.2. Également, en collaboration avec les Drs Alexis Brice (Hôpital Pitié-La Salpêtrière, Paris) et Alfredo Brusco (Hôpital San Giovanni Battista di Torino, Italie), nous avons confirmé que trois autres familles européennes avec SCA inexpliquée étaient également liées au locus SCA34. Notre laboratoire a récemment entrepris la recherche des mutations responsables de SCA34. Les résultats de ce criblage de gènes candidats sont présentés dans le chapitre 3 de cette thèse. / We present here the clinical and genetic description of a unique neuro-cutaneous syndrome. Dr. Cossette’s laboratory began the clinical and genetic characterization of a French-Canadian family who was identified by Drs. Giroux and Barbeau in 1972 and includes more than 100 people over six generations. The affected members of this family have typical lesions of erythrokeratodermia (EK) (OMIM 133190, and EKV1 EKV2), associated with pure spinocerebellar ataxia. In this family, the clinical phenotype is characterized by gait ataxia caused by degeneration of the cerebellum and spinal cord and the pattern of inheritance is compatible with an autosomal dominant trait. In a previous study of this variant of ataxia with EK, putative linkage was found on chromosome 1p34-p35, the same chromosomal region of EKV1 and EKV2 that are respectively caused by mutations in the connexin-31 gene (GJB3, OMIM 603324) and connexin -30.3 (GJB4, OMIM 605425). However, no mutations have been found in these latter genes for the French-Canadian family. We recently contacted the family and carried out detailed examinations, including a magnetic resonance imaging (MRI) and electromyography (EMG). Neurological manifestations of affected individuals are consistent with a new form of pure autosomal dominant cerebellar ataxia, (ADCA type III in the classification of Harding) that we named SCA34. A whole genome scan allowed us to map the gene on chromosome 6p12.3-q16.2. Interestingly, in collaboration with Dr. Alexis Brice (Hôpital Pitié-La Salpêtrière, Paris), and Alfredo Brusco (San Giovanni Battista Hospital, Turin, Italy), we found that three additional European families with unexplained SCA were also linked to the SCA34 locus. Our laboratory has recently begun the search for mutations causing SCA34. The results of this screening of candidate genes are presented in Chapter 3 of this thesis.
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Identification des bases génétiques des myopathies à multi-minicores avec ou sans cardiomyopathieChauveau, Claire 09 1900 (has links)
Thèse réalisée en cotutelle avec l'Université Pierre et Marie Curie, Paris 6(UPMC, Paris, France). / Bien que les bases physiopathologiques de beaucoup de maladies musculaires soient dorénavant connues, les myopathies congénitales à cores (MCs), maladies génétiques qui se présentent
dès la naissance avec un retard du développement moteur, une faiblesse musculaire et des complications respiratoires et/ou cardiaques parfois mortelles, demeurent mal comprises. Des mutations dans RYR1, SEPN1, TTN, ACTA1, CFL2 et MEGF10 ont été associées aux MCs, pourtant, dans plus de 50% des cas, le gène responsable reste à identifier.
L’objectif de ma thèse a été de clarifier les mécanismes physiopathologiques des MCs par
l’identification de nouveaux gènes ou de nouvelles mutations. Cette thèse a eu une dimension internationale concrétisée par la mise en place d’une cotutelle UPMC (France) et UdeM (Québec).
J’ai développé deux axes de recherche complémentaires. D’une part j’ai étudié 21 familles informatives avec MC récessive, scoliose et atteinte respiratoire, en combinant clonage positionnel et
étude de gènes candidats et en utilisant des outils variés allant du génotypage au séquençage de nouvelle génération (NGS). En parallèle, j’ai étudié 24 familles avec une MC autosomique récessive affectant les muscles cardiaque et squelettiques et dont le phénotype était semblable à celui observé
chez des patients avec des délétions dans les 6 derniers exons de TTN. Ainsi pour l'analyse de cette deuxième cohorte, nous avons appliqué une stratégie de séquençage de gène candidat ciblée sur ces exons et de NGS pour le reste du gène.
Pendant mon doctorat j'ai identifié les défauts génétiques de 8 des 45 familles étudiées (18 %), et caractérisé 3 nouvelles entités médicales, dont deux MCs dues à des nouvelles mutations de TTN.
Ces résultats ont servi à l’identification de nouvelles interactions protéiques de la titine et contribuent à définir TTN comme une cause majeure de pathologies musculaires cardiaques et/ou squelettiques.
Une troisième nouvelle forme de MC est provoquée par une mutation d'un coactivateur
transcriptionnel peu connu et jamais associé à une maladie. Ces résultats ont révélé un nouvel acteur clef et une nouvelle voie de signalisation dans la physiopathologie du muscle, ont eu un bénéfice direct en termes de conseil génétique et ouvrent la voie pour le développement de thérapies. / While the pathophysiological bases of many muscular diseases are nowadays well known,
congenital core myopathies (CMs) remain poorly understood. CMs are genetic diseases which generally present at birth with delayed motor development, muscle weakness, and sometimes fatal respiratory or cardiological complications. Mutations in RYR1, SEPN1, ACTA1, TTN and MEGF10 have been associated with various CMs, yet for about 50% of CM cases the responsible gene has not been identified.
The objective of my thesis was to clarify the pathophysiological mechanisms of new forms of
CM through the identification of new genes or new mutations in known genes. This thesis had an international dimension as manifested by a UPMC (France) and UdeM (Québec) joint direction.
I developed two complementary axes of research. First, I studied 21 informative families with a recessive CM with scoliosis and respiratory failure, for which I combined positional cloning and candidate gene studies, using various tools from genotyping to next generation sequencing (NGS). The
second part of this work consisted on the analysis of 24 families with recessive CM affecting both cardiac and skeletal muscles. Their phenotype was similar to that previously observed in cases with
deletions in the last 6 exons of the giant gene TTN. Thus we applied a candidate gene strategy through direct Sanger sequencing coupled with NGS for the analysis of this second cohort.
During my PhD work I identified the molecular defect in 8 out of the 45 families included
(18%), which led to the identification and characterization of 3 novel medical entities, including two new CMs due to novel defects of TTN. These results served to identify new titin protein interactions, and participate in the definition of TTN defects as a major cause of both cardiac and skeletal muscle
conditions. A third new form of CM is due to mutations of a poorly-known transcriptional coactivator whose role in striated muscle physiology was unknown and which had never been associated to a human condition. Globally, these results unveiled a novel important protein and pathway in muscle
pathophysiology, have direct health benefits (molecular diagnosis) and open the way for therapeutic investigations.
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Applications du processus ancestral avec recombinaison et conversion en génétique statistiqueSaidi, Lamiae 12 1900 (has links)
Les diagrammes de transitions d'états ont été réalisés avec le logiciel Latex. / Le processus ancestral est appliqué pour étudier la variabilité génétique et la mesure de déséquilibre de liaison de séquences d’ADN, et faire de l’inférence statistique sur les divers facteurs responsables de cette variabilité. En tenant compte, en premier lieu, des facteurs de dérive génétique, de mutation, et de recombinaison, les calculs exacts de la mesure de déséquilibre de liaison de deux loci sont retrouvés. De plus, une approximation du processus exact, SMC (sequentially Markov chain), est utilisée pour trouver la mesure d’association à deux loci, et une formule de covariance pour calculer cette mesure est corrigée. En intégrant le facteur de conversion dans le modèle de Moran, on trouve l’espérance des mesures de polymorphisme exprimées par les espérances des mesures de variation intra-locus et inter-locus. Celles-ci sont calculées à l’aide de temps espérés dans les états ancestraux. De plus, l’espérance du déséquilibre de liaison est trouvée et il est montré qu’elle diminue quand le taux de recombinaison augmente. En utilisant ces résultats théoriques, on présente une méthode pour estimer les paramètres de mutation, de recombinaison, et de conversion. / The ancestral process is applied to investigate the amount of DNA variation and the amount of linkage disequilibrium ; it is also applied to make statistical inference about the multiple factors responsible for this variation. Considering genetic drift, mutation, and recombination events, the exact solutions for linkage disequilibrium between two loci are obtained. Furthermore, the association measure between two loci is obtained by using an approximation of the exact process, SMC (sequentially Markov chain), and correcting a covariance formula. After introducing intrachromosomal gene conversion under the Moran model, the expected amounts of variation within and between two loci are obtained using expected times spent in the ancestral states. Furthermore, the expectation of linkage disequilibrium is obtained and it is shown to decrease as the recombination rate is increased. Using these theoretical results, a method for estimating the mutation, recombination and gene conversion parameters is presented.
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Self-Enforcing Climate Coalitions and Preferential Free Trade AreasKuhn, Thomas, Pestow, Radomir, Zenker, Anja 08 January 2016 (has links) (PDF)
In this paper, we discuss the endogenous formation of self-enforcing climate coalitions linked to the issue of a free trade agreement. As a framework, a strategic trade model is used in which countries may discourage greenhouse gas emissions by means of an import tariff on dirty goods. In addition, countries can set an emissions cap being effective on a permit market. Our main focus, however, is on the utilization of terms of trade privileges provided to members of a preferential free trade area. We propose evidence for that the welfare gains of trade liberalization are strongly promoting the formation of climate coalitions. In the parametrical simulation of the model, global emissions as well as climate change damages are found significantly reduced compared to the BAU scenario while global welfare is found significantly higher.
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