bluuebunny/crossref_metadata_2025 huggingface dataset:
Does the transition temperature of Cu–NiTi archwires affect the amount of tooth movement during alignment?
Authors: Dalstra Michel , Melsen Birte
Published: December 2004

Structured Abstract

Authors – Dalstra M, Melsen B

Objectives – To examine whether the transition temperature of Cu–NiTi archwires has an effect on the tooth movement during the alignment phase of orthodontic treatment.

Design – ‘Split mouth’ design in randomly selected patients.

Setting and Sample Population – The Department of Orthodontics, School of Dentistry, University of Aarhus. Fifteen randomly selected patients with identical level of irregularity in the alignment phase of their treatment.

Experiment Variable – Specially manufactured Cu–NiTi archwires for the upper arch were inserted. These consisted of two separate halves, each with its own transition temperature, respectively 27° and 40°C, and clamped together in the middle.

Outcome Measure – The tooth movement, expressed as two translations and a rotation, in the occlusal plane was measured from the patients’ intraoral photographs taken upon insertion of the archwires and again after 1 month.

Results – Tooth movements tended to be larger on the 40°C‐side, however only in case of the total translation of the premolars was this difference significant. In general, patients had not noticed any difference between the two sides of the archwire, although one patient stated the 27°C‐side to be more comfortable as the 40°C‐side had bothered her when drinking hot beverages.

Conclusion – The transition temperature of Cu–NiTi archwires has indeed an effect on the amount of tooth movement during alignment. However, the differences are so small though that it is the question whether they can be noticed clinically. The study corroborates the trend towards the use of lower forces within orthodontics.
An in vitro assessment using transverse microradiography of the effect on mineral loss of etching enamel for in situ studies
Authors: Benson P.E. , Higham S.M. , Pender N.
Published: December 2004

Structured Abstract

Authors – Benson PE, Higham SM, Pender N

Objectives – To test the hypothesis that etching enamel with 37% phosphoric acid for 30 s does not lead to detectable mineral loss when measured with transverse microradiography (TMR).

Design – An in vitro laboratory investigation.

Experimental Variable – Forty bovine incisors were used in the experiment. The crowns of the teeth were covered with acid resistant varnish except for a rectangular area on the labial surface approximately 10 × 12 mm. On the exposed labial surface of 20 teeth an enamel lesion similar to that used in the in situ caries model was induced. Twenty teeth were left without a lesion. The exposed area was divided into three areas of equal size. The control area (C) was covered with acid resistant varnish throughout the experiment. The first experimental area (E1) was etched with 37% phosphoric acid for 30 s and a simulated bracket was bonded to the surface with composite resin. The second experimental area (E2) was left exposed for the remainder of the experiment. The teeth were placed in a demineralizing solution for 24, 48, 72 or 96 h to replicate different cariogenic challenges.

Outcome Measure – Mineral loss as measured with TMR.

Results – There were no significant differences in the mineral loss between etched (E1) and etched (C) areas of enamel. There were significant differences in mineral loss between E1 and E2 for the 48 h (p < 0.001) and 72 h (p = 0.001) exposures without a pre‐formed enamel lesion.

Conclusion – There is no detectable mineral loss with TMR when enamel has been etched for 37% phosphoric acid for 30 s. The use of in situ enamel specimens with acid etch retained simulated brackets to investigate demineralization during orthodontics will not significantly affect the outcome compared with unetched specimens.
The Gassing of Lead Plate Storage Batteries During Charge and Discharge
Authors: Pietenpol W. B. , Keller K. S.
Published: December 2004

The gases liberated from different types of lead plate storage batteries during varying conditions of charge and discharge have been collected and analyzed, and the corresponding changes in battery potential and specific gravity determined. A small amount of gas, mostly hydrogen, is given off by lead plate batteries during discharge and while idle, but a much larger amount of gassing takes place during the charging process, particularly near the end. In all cases of charging the gas consists almost entirely of hydrogen and oxygen, with a very small amount of acid vapor and water vapor. However, both the absolute and relative amounts of these gases depend upon the rate and method of charging. When high charging rates are used the gas is mostly hydrogen, while with low charging rates it is approximately half hydrogen and half oxygen. When batteries are charged steadily the ratio of hydrogen to oxygen is less than two to one, but when they are given rest periods during the charging process the ratio of hydrogen to oxygen is greater.
The Motion of a Viscous Fluid Under a Surface Load. Part II
Authors: Haskell N. A.
Published: December 2004

Following up previous work on the subsidence of a circular load on the surface of a highly viscous fluid, the same problem is treated for the case of a load in the form of an infinitely long strip with parallel sides. Simple expressions are derived for the limiting displacements as the system approaches hydrostatic equilibrium and for the form taken by the surface of the fluid at any time during the motion. Curves illustrating these quantities are plotted. It is pointed out that the subsidence of a load on the earth's surface having a span comparable to that of a continental ice sheet must produce appreciable flow at great depth. Using the previously derived figure for the mean viscosity of the earth it is found that with a load 2000 km wide equilibrium would be very nearly reached in about 18,000 years, and that loads of smaller span would require proportionately greater time to reach the same stage.
The Effect of an Electric Field on the Viscosity of Liquids
Authors: Alcock E. D.
Published: December 2004

Previous investigators had found that an electric field would change the viscosity of some liquids. This paper deals with this effect of an electric field on the viscosity and some of the factors upon which it is dependent. A rotating cylinder type of viscosimeter was used, the two cylinders being insulated from each other and the potential applied between them. Several liquids were investigated, some polar and some nonpolar. Nonpolar liquids showed zero effect, while polar liquids showed effects which were dependent on their polar moment. Changes in viscosity up to 200 percent were measured using fields up to 2000 volts/cm. It was also found that the effect was dependent on the velocity gradient present in the liquid.
Heat Generation and Anisotropy of Rubber Compounds in the Flexometer
Authors: Havenhill R. S.
Published: December 2004

Data are given showing that it is possible for rubber to soften in one direction and stiffen in another direction simultaneously during a test in the St. Joe Flexometer. Both effects are mainly the result of heat, the softening being due to plastic flow, while the stiffening is due to the substantial elimination of plastic flow because of the rapidity of flexure. Static and dynamic tests on heated test pieces, and stress-strain data on various sections of test specimens at several stages of breakdown indicate that failure in dynamic tests is due partially to mechanical fatigue, but mainly to heat effects. Results on anisotropic pigments such as asbestine, clay, magnesium carbonate, and acicular and non-acicular zinc oxides show that the heat generation, breakdown time, flexing load, and vertical deflection are functions of the shape and orientation of the pigment particles. Variations in breakdown time from 16 to 160 minutes have been obtained by changing the orientation of pigment particles. Data on ``grain'' effect in high gum stocks are also given.
The Effect of Pigment Particle Size on Some Physical Properties of Rubber Compounds
Authors: Barnett C. E.
Published: December 2004

The stresses around large obstacles in strained rubber were studied with the assumption that the effects would be similar with actual pigment particles. The effects of variations in the size and shape of the obstacles on the stress concentration were investigated and an explanation offered for the stiffiening of rubber by pigments based on the change in slope of the rubber stress strain curve. The various average diameters of a series of zinc oxide samples were measured and their relationship with some physical properties of rubber compounds determined.
Force at a Point in the Interior of a Semi-Infinite Solid
Authors: Mindlin Raymond D.
Published: December 2004

A solution of the three-dimensional elasticity equations for a homogeneous isotropic solid is given for the case of a concentrated force acting in the interior of a semi-infinite solid. This represents the fundamental solution having a singular point in a solid bounded by a plane. From it may be derived, by a known method of synthesis, the solutions for the semi-infinite solid which correspond to the solutions known as nuclei of strain in the solid of indefinite extent.
A Study of Polarization Capacity and Electrode Condition
Authors: Wolff Irving
Published: December 2004

In order to determine the relative effects of electrode condition, electrolyte and a number of physical parameters on electrolytic capacity, the capacity-frequency characteristics of a single cell, kept under carefully controlled conditions, were measured for a period of about six months. Some conclusions to be drawn are: (1) While the magnitude of the capacity can be varied over a wide range by change in electrode condition, the general shape of the capacity frequency characteristic is determined mostly by the concentration of the active ion in the electrolyte. (2) The capacity can be decreased greatly by exposing the electrodes to catalytic poisons such as H2S and CO and can be subsequently increased by exposure to either electrolytic oxygen or hydrogen. These effects can be alternated. (3) The capacity is less subject to variations at the higher than the lower frequencies.
Radiation from an Antenna Over a Plane Earth of Arbitrary Characteristics
Authors: Hansen W. W. , Beckerley J. G.
Published: December 2004

A rigorous and easily computed formula for the total radiation from an arbitrary current distribution above a plane ``earth'' of arbitrary characteristics is developed. The fields may also be found, though they are not needed to compute the energy radiated. As a by-product, two new expansions in cylindrical coordinates of i(1)eikr12/r12, where i(1) is a vector, are found.
A Heat Transfer Problem of Interest in Calorimetry
Authors: Sturtevant Julian M.
Published: December 2004

A boundary value problem which may be applied to certain cases of heat transfer is worked out. The solution is applied to the investigation of the lags occurring in a medium of finite thermal conductivity enclosed in an infinitely long cylindrical case of infinite thermal conductivity when heat is introduced uniformly into the case, and when heat is evolved uniformly within the medium.
Determination of the internal state distribution of the SD product from the S(1D)+D2 reaction
Authors: Khachatrian Ani , Dagdigian Paul J.
Published: December 2004

The S(1D)+D2→SD+D reaction has been studied through a photolysis-probe experiment in a cell. S(1D) reagent was prepared by 193 nm photolysis of CS2, and the SD(X 2Π) product was detected by laser fluorescence excitation. The nascent rotational/fine-structure state distribution of the SD(X 2Π) product was determined. This reaction, previously studied theoretically and in a crossed molecular beam experiment, is known to proceed through formation and decay of a long-lived collision complex involving the deep well in the H2S ground electronic state. The determined SD rotational state distribution in the v=0 vibrational level was found to be approximately statistical, with a small preference for formation of the F1 (Ω=3/2) fine-structure manifold over F2 (Ω=1/2). The branching into the Λ doublet levels was also investigated, and essentially equal populations of levels of A′ and A″ symmetry were found. The present results are compared with previous investigations of this reaction and the analogous O(1D)+D2 reaction.
Direct observation of slow molecular relaxation by high-resolution light scattering spectroscopy
Authors: Sakai K. , Omata K. , Takagi K.
Published: December 2004

We developed a novel dynamic light scattering system to observe elastic relaxation phenomena with hyper frequency resolution. The principle of the measurement is based on the theory, which describes the dynamic structure factor of fluid under the condition of the frequency dependent compressibility. The dynamic structure factor, which is usually composed of the Brillouin and Rayleigh triplet, is modulated and shows an additional central component that directly reflects the whole aspect of the relaxation. In the experiment, the output from a frequency-doubled cw-YAG laser was incident into the liquid sample and the power spectrum of the light scattered into the backward direction was analyzed by the optical beating spectroscopy technique. The sample is liquid acetic acid that is known to show a strong ultrasonic relaxation around 1 MHz due to the molecular association process. We could find in the observed spectrum, the central component introduced by the phenomenon, whose relaxation frequency and the strength can be obtained from the width and the intensity of the observed central peak, respectively. The results show very good agreement with those previously obtained by the conventional ultrasonic spectroscopy technique.
Static and dynamic thermal quantities near the consolute point of the binary liquid mixture aniline–cyclohexane studied with a photopyroelectric technique and adiabatic scanning calorimetry
Authors: Pittois S. , Van Roie B. , Glorieux C. , Thoen J.
Published: December 2004

We studied the thermal conductivity, thermal effusivity, and specific heat capacity at constant pressure of the critical binary liquid mixture aniline–cyclohexane near the consolute point, using a photopyroelectric (PPE) technique and adiabatic scanning calorimetry (ASC). According to recent theoretical predictions based on renormalization group theory calculations, a substantial (but not diverging) enhancement in the thermal conductivity in the homogeneous phase near the critical temperature was expected for this binary system near the consolute point. However, within an experimental precision of 0.05%, we found no deviation from linear behavior in the range of 5 K above Tc down to Tc. The specific heat capacity calculated from the results for the thermal conductivity and effusivity is in good agreement with that measured by ASC. For the ASC results, the theoretical power law expression with the Ising critical exponent was fitted to the specific heat capacity both above and below the transition temperature. Good agreement with theory was found both for the amplitude ratio and the two-scale universality.
Coverage dependent desorption dynamics of deuterium on Si(100) surfaces: Interpretation with a diffusion-promoted desorption model
Authors: Matsuno T. , Niida T. , Tsurumaki H. , Namiki A.
Published: December 2004

We studied coverage dependence of time-of-flight (TOF) spectra of D2 molecules thermally desorbed from the D/Si(100) surface. The mean translational energies 〈Et〉 of desorbed D2 molecules were found to increase from 0.20±0.05 eV to 0.40±0.04 eV as the desorption coverage window was decreased from 1.0 ML⩾θD⩾0.9 ML to 0.2 ML⩾θD⩾0 ML, being consistent with the kinetics switch predicted in the interdimer mechanism. The measured TOF spectra were deconvoluted into 2H, 3H, and 4H components by a curve fitting method along the principle of detailed balance. As a result, it turned out that the desorption kinetics changes from the 4H to the 3H situation at high coverage above θD=0.9 ML, while the 2H desorption is dominant for a quite wide coverage region up to θD=0.8 ML. A dynamic desorption mechanism by which the desorption is promoted by D-atom diffusion to dangling bonds was proposed.
Theoretical insights into bone grafting silicon-stabilized α-tricalcium phosphate
Authors: Yin Xilin , Stott M. J.
Published: December 2004

Silicon-stabilized tricalcium phosphate (Si–TCP) is an excellent bone graft substitute being totally resorbed by the body and replaced by natural bone. Experimental studies show that coatings and bulk ceramics based on this material have superior bioactivity not existing in traditional hydroxyapatite materials. However, the mechanisms through which Si and other dopants affect the properties are not known. We have performed ab initio density functional calculations to investigate the effect of Si dopants on these materials. The results show that Si2O7 species can be formed with weak binding in bulk α-TCP with an oxygen vacancy for charge compensation, and that 2SiO4 substitution for a pair of PO4 groups with an excess Ca2+ for charge compensation also leads to a stable structure. With an increase of Si concentration, the former is less bound and the latter becomes more stable, and is a good candidate for the form of Si in Si-stabilized α-TCP. The stability of the Si-substituted TCP seems to be determined by the P–P distance of the pair of PO4 groups to be replaced before substitution. The Si-doping leads to a pronounced change in the Ca–O bond lengths, and has little effect on the P–O bonds.
Total atomic scattering factors for the ground states of the lithium isoelectronic sequence from Na8+ to Ca17+
Authors: Chen Chao , Wang Zhi-Wen
Published: December 2004

In this work, total atomic scattering factors for the ground states of the lithium isoelectronic sequence are calculated by using the full core plus correlation wave function. For the ground state of the lithium atom, our results are compared with the previous theoretical values in the literature; the influence of electron correlation on total atomic scattering factors is analyzed systematically and our results agree with previous configuration interaction calculations very well. For the ground states of the lithium isoelectronic sequence from Na8+ to Ca17+, the general functional behavior of total atomic scattering factors is analyzed together for each state of the isoelectronic sequence.
Self-assembly on multiple length scales: A Monte Carlo algorithm with data augmentation
Authors: Troisi Alessandro , Wong Vance , Ratner Mark A.
Published: December 2004

We present a Monte Carlo algorithm that allows simulations where portions of the system of variable size are moved. The algorithm requires the definition of an augmented space that contains information on the bonding between components of the system and is updated as the simulation proceeds. With this method it is possible to incorporate, within the same simulation, processes involving motion of smaller and larger portions of a given system. The algorithm is presented in general terms and illustrated for a simple one-dimensional lattice model.
Optimal allocation of replicas in parallel tempering simulations
Authors: Rathore Nitin , Chopra Manan , de Pablo Juan J.
Published: December 2004

We have studied the efficiency of parallel tempering simulations for a variety of systems including a coarse-grained protein, an atomistic model polypeptide, and the Lennard-Jones fluid. A scheme is proposed for the optimal allocation of temperatures in these simulations. The method is compared to the existing empirical approaches used for this purpose. Accuracy associated with the computed thermodynamic quantities such as specific heat is also computed and their dependence on the trial-exchange acceptance rate is reported.
Equation of state of nonadditive d-dimensional hard-sphere mixtures
Authors: Santos A. , López de Haro M. , Yuste S. B.
Published: December 2004

An equation of state for a multicomponent mixture of nonadditive hard spheres in d dimensions is proposed. It yields a rather simple density dependence and constitutes a natural extension of the equation of state for additive hard spheres proposed by us [A. Santos, S. B. Yuste, and M. López de Haro, Mol. Phys. 96, 1 (1999)]. The proposal relies on the known exact second and third virial coefficients and requires as input the compressibility factor of the one-component system. A comparison is carried out both with another recent theoretical proposal based on a similar philosophy and with the available exact results and simulation data in d=1, 2, and 3. Good general agreement with the reported values of the virial coefficients and of the compressibility factor of binary mixtures is observed, especially for high asymmetries and/or positive nonadditivities.
Close-coupling calculations of low-energy inelastic and elastic processes in He4 collisions with H2: A comparative study of two potential energy surfaces
Authors: Lee Teck-Ghee , Rochow C. , Martin R. , Clark T. K. , Forrey R. C. , Balakrishnan N. , Stancil P. C. , Schultz D. R. , Dalgarno A. , Ferland Gary J.
Published: December 2004

The two most recently published potential energy surfaces (PESs) for the HeH2 complex, the so-called MR (Muchnick and Russek) and BMP (Boothroyd, Martin, and Peterson) surfaces, are quantitatively evaluated and compared through the investigation of atom-diatom collision processes. The BMP surface is expected to be an improvement, approaching chemical accuracy, over all conformations of the PES compared to that of the MR surface. We found significant differences in inelastic rovibrational cross sections computed on the two surfaces for processes dominated by large changes in target rotational angular momentum. In particular, the H2(ν=1,j=0) total quenching cross section computed using the BMP potential was found to be a factor of 1000 larger than that obtained with the MR surface. A lesser discrepancy persists over a large range of energies from the ultracold to thermal and occurs for other low-lying initial rovibrational levels. The MR surface was used in previous calculations of the H2(ν=1,j=0) quenching rate coefficient and gave results in close agreement with the experimental data of Audibert et al. which were obtained for temperatures between 50 and 300 K. Examination of the rovibronic coupling matrix elements, which are obtained following a Legendre expansion of the PES, suggests that the magnitude of the anisotropy of the BMP potential is too large in the interaction region. However, cross sections for elastic and pure rotational processes obtained from the two PESs differ typically by less than a factor of 2. The small differences may be ascribed to the long-range and anharmonic components of the PESs. Exceptions occur for (ν=10,j=0) and (ν=11,j=1) where significant enhancements have been found for the low-energy quenching and elastic cross sections due to zero-energy resonances in the BMP PES which are not present in the MR potential.
Front motion in an A+B→C type reaction-diffusion process: Effects of an electric field
Authors: Bena I. , Coppex F. , Droz M. , Rácz Z.
Published: December 2004

We study the effects of an external electric field on both the motion of the reaction zone and the spatial distribution of the reaction product, C, in an irreversible A−+B+→C reaction-diffusion process. The electrolytes A≡(A+,A−) and B≡(B+,B−) are initially separated in space and the ion-dynamics is described by reaction-diffusion equations obeying local electroneutrality. Without an electric field, the reaction zone moves diffusively leaving behind a constant concentration of C’s. In the presence of an electric field which drives the reagents towards the reaction zone, we find that the reaction zone still moves diffusively but with a diffusion coefficient which slightly decreases with increasing field. The important electric field effect is that the concentration of C’s is no longer constant but increases linearly in the direction of the motion of the front. The case of an electric field of reversed polarity is also discussed and it is found that the motion of the front has a diffusive as well as a drift component. The concentration of C’s decreases in the direction of the motion of the front, up to the complete extinction of the reaction. Possible application of the above results to the understanding of the formation of Liesegang patterns in an electric field is briefly outlined.
Binomial distribution based τ-leap accelerated stochastic simulation
Authors: Chatterjee Abhijit , Vlachos Dionisios G. , Katsoulakis Markos A.
Published: December 2004

Recently, Gillespie introduced the τ-leap approximate, accelerated stochastic Monte Carlo method for well-mixed reacting systems [J. Chem. Phys. 115, 1716 (2001)]. In each time increment of that method, one executes a number of reaction events, selected randomly from a Poisson distribution, to enable simulation of long times. Here we introduce a binomial distribution τ-leap algorithm (abbreviated as BD-τ method). This method combines the bounded nature of the binomial distribution variable with the limiting reactant and constrained firing concepts to avoid negative populations encountered in the original τ-leap method of Gillespie for large time increments, and thus conserve mass. Simulations using prototype reaction networks show that the BD-τ method is more accurate than the original method for comparable coarse-graining in time.
Bounds to electron-pair relative and center-of-mass radii in many-electron atoms
Authors: Koga Toshikatsu , Matsuyama Hisashi
Published: December 2004

When the electron-electron interaction is explicitly considered in many-electron atoms, the average electron radius 〈r〉 splits into the inner 〈r<〉 and outer 〈r>〉 radii. It is shown that the sum and difference of these radii constitute upper and lower bounds, respectively, to the electron-pair relative distance 〈r12〉=〈|r1−r2|〉. An analogous result is also derived for the electron-pair center-of-mass radius 〈R〉=〈|r1+r2|/2〉. For the 102 atoms He through Lr in their ground states, the tightness of these bounds is numerically examined at the Hartree–Fock limit level. Good linear correlations are observed between 〈r12〉 and 〈r>〉, and between 〈R〉 and 〈r>〉/2.
Myosin VI: cellular functions and motor properties
Authors: Holmes K. C. , Trentham D. R. , Simmons R. , Roberts Rhys , Lister Ida , Schmitz Stephan , Walker Matthew , Veigel Claudia , Trinick John , Buss Folma , Kendrick-Jones John
Published: December 2004

Myosin VI has been localized in membrane ruffles at the leading edge of cells, at the trans–Golgi network compartment of the Golgi complex and in clathrin–coated pits or vesicles, indicating that it functions in a wide variety of intracellular processes. Myosin VI moves along actin filaments towards their minus end, which is the opposite direction to all of the other myosins so far studied (to our knowledge), and is therefore thought to have unique properties and functions. To investigate the cellular roles of myosin VI, we identified various myosin VI binding partners and are currently characterizing their interactions within the cell. As an alternative approach, we have expressed and purified full–length myosin VI and studied itsin vitroproperties. Previous studies assumed that myosin VI was a dimer, but our biochemical, biophysical and electron microscopic studies reveal that myosin VI can exist as a stable monomer. We observed, using an optical tweezers force transducer, that monomeric myosin VI is a non–processive motor which, despite a relatively short lever arm, generates a large working stroke of 18 nm. Whether monomer and/or dimer forms of myosin VI exist in cells and their possible functions will be discussed.
SMOOTHING WITH AN UNKNOWN INITIAL CONDITION
Authors: De Jong Piet , Chu‐Chun‐Lin Singfat
Published: December 2004

Abstract.The smoothing filter is appropriately modified for state space models with an unknown initial condition. Modifications are confined to an initial stretch of the data. An application illustrates procedures.
SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*
Authors: Perron Pierre , Rodríguez Gabriel
Published: December 2004

Abstract.Recently,Vogelsang (1999)proposed a method to detect outliers which explicitly imposes the null hypothesis of a unit root. It works in an iterative fashion to select multiple outlier in a given series. We show, via simulations, that, under the null hypothesis of no outliers, it has the right size in finite samples to detect a single outlier but, when applied in an iterative fashion to select multiple outliers, it exhibits severe size distortions towards finding an excessive number of outliers. We show that his iterative method is incorrect and derive the appropriate limiting distribution of the test at each step of the search. Whether corrected or not, we also show that the outliers need to be very large for the method to have any decent power. We propose an alternative method based on first‐differenced data that has considerably more power. We also show that our method to identify outliers leads to unit root tests with more accurate finite sample size and robustness to departures from a unit root. The issues are illustrated using two US/Finland real‐exchange rate series.
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS
Authors: Psaradakis Zacharias , Spagnolo Nicola
Published: December 2004

Abstract.Dynamic models with parameters that are allowed to depend on the state of a hidden Markov chain have become a popular tool for modelling time series subject to changes in regime. An important question that arises in applications involving such models is how to determine the number of states required for the model to be an adequate characterization of the observed data. In this paper, we investigate the properties of alternative procedures that can be used to determine the state dimension of a Markov‐switching autoregressive model. These include procedures that exploit the ARMA representation which Markov‐switching processes admit, as well as procedures that are based on optimization of complexity‐penalized likelihood measures. Our Monte Carlo analysis reveals that such procedures estimate the state dimension correctly, provided that the parameter changes are not too small and the hidden Markov chain is fairly persistent. The use of the various methods is also illustrated by means of empirical examples.
Growth and Finance
Authors: Driffill John
Published: December 2004

I review selectively some of the trends in research on the relationships between financial markets and economic growth. Economic theory provides many arguments as to why, given the widespread existence of moral hazard and adverse selection problems in financial transactions, more highly developed financial markets might facilitate faster economic growth. However, it is less clear that summary measures of financial development and structure, widely used in empirical research, are adequate. I review some recent empirical work in this area, and show that apparent effects of financial development on growth may be capturing regional differences, and other factors. There appears to be little empirical support for an effect of financial structure on growth. Much empirical work in this field uses data over short periods of time, of a few decades in length. Looking over longer periods, non‐financial forces of increasing returns in production, increasing returns to agglomeration and falling transport costs appear more important, and the potential role of financial markets rather less. The question of whether finance plays a causal role or merely follows economic development remains an open one.
Recursive Modeling of Nonlinear Dynamics in UK Stock Returns
Authors: Guidolin Massimo , Timmermann Allan
Published: December 2004

This paper presents results from recursive modeling of nonlinear dynamics in UK stock returns. A specification search suggests a two‐state model and we demonstrate the ability of this model to capture time‐varying volatility, skew and kurtosis in UK stock returns. An out‐of‐sample forecasting experiment confirms the strong statistical evidence of nonlinearity and shows that accounting for regimes leads to improved forecasting performance.
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion
Authors: Aase Knut K.
Published: December 2004

The paper presents some security market pricing results in the setting of a security market equilibrium in continuous time. The theme of the paper is financial valuation theory when the primitive assets pay out real dividends represented by processes of unbounded variation. In continuous time, when the models are also continuous, this is the most general representation of real dividends, and it can be of practical interest to analyze such models.  Taking as the starting point an extension to continuous time of the Lucas consumption‐based model, we derive the equilibrium short‐term interest rate, present a new derivation of the consumption‐based capital asset pricing model, demonstrate how equilibrium forward and futures prices can be derived, including several examples, and finally we derive the equilibrium price of a European call option in a situation where the underlying asset pays dividends according to an Itô process of unbounded variation. In the latter case we demonstrate how this pricing formula simplifies to known results in special cases, among them the famous Black–Scholes formula and the Merton formula for a special dividend rate process.
American options on assets with dividends near expiry
Authors: Evans J. D. , Kuske R. , Keller Joseph B.
Published: December 2004

Explicit expressions valid near expiry are derived for the values and the optimal exercise boundaries of American put and call options on assets with dividends. The results depend sensitively on the ratio of the dividend yield rate D to the interest rate r. For D>r the put boundary near expiry tends parabolically to the value rK/D where K is the strike price, while for D≤r the boundary tends to K in the parabolic‐logarithmic form found for the case D=0 by Barles et al. (1995) and by Kuske and Keller (1998). For the call, these two behaviors are interchanged: parabolic and tending to rK/D for D<r, as was shown by Wilmott, Dewynne, and Howison (1993), and parabolic‐logarithmic and tending to K for D≥r. The results are derived twice: once by solving an integral equation, and again by constructing matched asymptotic expansions.
The Mindreader and the Scientist
Authors: Maibom Heidi
Published: December 2004

Abstract: Among theory theorists, it is commonly thought that folk psychological theory is tacitly known. However, folk psychological knowledge has none of the central features of tacit knowledge. But if it is ordinary knowledge, why is it that we have difficulties expressing anything but a handful of folk psychological generalisations? The reason is that our knowledge is of theoretical models and hypotheses, not of universal generalisations. Adopting this alternative view of (scientific) theories, we come to see that, given time and reflection, wecansay what we know.
Mystical Theology Redux: The Pattern of Aquinas’Summa Theologiae
Authors: Williams A.N.
Published: December 2004

The deleterious effects of the modern divorce of spirituality and theology can and must be redressed by the revival of mystical theology, theology that is ultimately concerned with the union of God and humanity. Aquinas’Summa Theologiae provides a model of such a mystical theology, a work which is both an exhortation to contemplation and an act of contemplation. The mystical themes of the Summa are evident in four operative principles, the theoretical, the theological, the anthropological and the Christological, which bind the work together and specify the way in which Thomas articulates the union of God and humanity.
A Delicate Knowledge: Epistemology, Homosexuality, and St. John of the Cross
Authors: Hinkle Christopher
Published: December 2004

In light of the intractable disagreements, both theological and theoretical, which emerge at every turn in contemporary discussions of homosexuality and religion, this essay advances an epistemological approach to the discussion. The advantage of an epistemological approach is that it sidesteps many of the narrow denominational discussions, making almost no reference to Romans, to natural law, or to a sexual ethic based on love and mutuality. By drawing upon analytic philosophy of religion (Alvin Plantinga and Richard Swinburne specifically), I hope to show how a failure explicitly to face epistemological challenges has undermined pro‐gay claims and arguments and contributed to religious confusion. Constructively, the work of St. John the Cross helpfully offers a powerful epistemological vision that importantly supplements the analytic projects of Plantinga and Swinburne, thereby helping us comprehend more fully what is implied and required in justified pro‐gay religious conviction.
The Sign Redeemed: A Study in Christian Fundamental Semiotics
Authors: Davies Oliver
Published: December 2004

A Christian engagement with the question of the nature of the sign has to begin in a theology of the creation. Signs exhibit features of both reference and address. The meaning of the incarnation is that in a world of God's making the referring signs which constitute the world also implicitly function as divine address. The words of institution of the Lord's Supper, taken as an integral part of the Passion narrative, are the fulfilment of this addressive function of the world and thus also mark the point at which the Church is constituted as the human community who are called to receive the divine address.
Gendered patterns in computing work in the late 1990s
Authors: Panteli Niki , Stack Janet , Ramsey Harvie
Published: December 2004

Computing is one of the most growing industries offering many opportunities for employment and advancement. Furthermore it is one of the newest industries which comprises of mainly young firms and relatively freshly constituted forms of working practices. Using empirical work in the UK, this paper presents and asesses gendered patterns of work and employment in the computing sector whilst comparing it to other traditionally male‐dominated sectors.
The IT productivity paradox‐evidence from the UK retail banking industry
Authors: Harris Lisa
Published: December 2004

This article addresses causes of the so‐called ’information technology productivity paradox’ in the context of UK retail banks. It investigates why massive investments by retail banks in information technology are not being translated into significant productivity gains, given that sucessful implementation of new technology is particularly important in increasingly competitive banking environments.
The Effect of R&D on Incremental Technological Change in the Iranian Manufacturing Industry
Authors: Masoumzadeh S.M. , Pickles T.A.
Published: December 2004

Policy‐makers and researchers are recognising increasingly the critical role of technological change in economic development. This paper attempts to present the findings of research carried out among 58 firms in the textile industry and 43 in the electronics industry in the Islamic Republic of Iran in mid‐1994. The research findings indicate that research and development are important elements for the dynamic process of incremental technological change.
Oil outlook to 2020
Authors: Shihab‐Eldin Adnan , Lounnas Rezki , Brennand Garry
Published: December 2004

The OPEC Conference in 2000 developed a price band target of US $22‐28 per barrel for the Basket of OPEC crudes, in a bid to stabilise prices. This decision was made in the wake of a 12‐month period that had seen tremendous fluctuations, with prices ranging from below $l0/b to above $30/b. It was expected that the identification of the new price band would play a major role in stabilising oil prices, to the benefit of both producer and consumer. The assessment of potential medium‐to‐long‐term prospects for the oil market, contained herein, are intimately related to these important developments in international oil markets, as well as our understanding of evolving fundamentals.

Part 1 of this article, developed using OPEC's World Energy Model (OWEM), describes the reference case. From the demand side, a detailed analysis of both economic growth and intensity movements is used to project the growth of oil demand that can reasonably be expected over the next two decades. A resource‐based approach is used to determine feasible longer‐term production, utilising the latest data made available last year by the US Geological Survey.

The rest of the article deals with various scenarios. The price scenario section considers the impact of high prices, beyond $30/b, and questions their sustainability. The next section deals with tax scenarios, and shows the extent to which oil demand has been reduced by historical developments in oil product taxation. Finally, a slow growth scenario explores the implications of a pessimistic view of economic growth over the coming years.
The prospects for the oil sector in the Iraqi economy after sanctions
Authors: Jabir Imad
Published: December 2004

Iraq should not depend on its oil sector at the expense of the other economic sectors. This should not, however, be understood as a request to reduce oil production. Iraqi oil exports can play an important role in providing the capital necessary for the development of Iraq’s industrial and agricultural sectors, in order to increase the contribution of these sectors to the real gross domestic product. The whole Iraqi economy, including the oil sector, must be organised in such a way that it becomes open, to some extent, to direct foreign investment. Iraq should target higher oil export revenue, and hence it will be able to pay its foreign debt within 25 years at the most. The higher oil export revenue can be obtained through a policy of moderate prices and faster growth of oil production.
Energy use and GDP growth, 1950–97
Authors: Hannesson Rögnvaldur
Published: December 2004

This paper investigates the relationship between economic growth and growth in energy use in the latter part of the 20th century. The period is divided into five sub–periods, covering the low oil price era before the first energy crisis, the high oil price era, 1974–86, and a ten–year period after the drop in oil prices in 1986. It is found that the relationship between growth in energy use and gross domestic product (GDP) growth became weaker after the first energy crisis, but, after 1986, it seems to have become stronger again in rich countries. Energy use tends to grow more slowly than GDP in rich countries, while the opposite is true for poor countries, reflecting the fact that the energy intensity of GDP falls after countries have reached a certain level of affluence. One intriguing exception to this is China.
Oil price movements and globalisation: is there a Connection?
Authors: Looney Robert
Published: December 2004

There has been considerable speculation over the years concerning the cost of large oil price movements (“shocks”) to consuming countries. For the advanced industrial countries, the conventional wisdom appears to be that, because these economies are becoming more service–oriented, less energy is needed per unit of gross domestic product (GDP) and hence a lessening of the economic costs associated with increased oil prices. On the other hand, because many newly industrialised or catching–up countries are entering a phase of energy–intensive industrialisation, the same oil shocks are placing an increasing burden on these economies. One can easily argue, however, that industrialisation is only one facet of economic change taking place in the world economy. Conceivably, the rapid pace of increased globalisation may significantly modify these patterns. To test this proposition, an operational definition of globalisation is developed and shown to be positively associated with the strength of oil price shocks. The main finding of the study is that increased globalisation appears to be strengthening the impact of oil price shocks in the advanced industrial countries, but to a much lesser extent in the newly industrialising countries.
The Number, Extent and Distribution of the Vitreous Materials Workshops at Amarna
Authors: Shortland A.J.
Published: December 2004

Excavations at Amarna, the late 18th Dynasty capital of Akhenaten, undertaken at the end of the last century and early in this century, uncovered several parts of the city where major areas of habitation coincide with manufacturing sites. This paper presents the results of an in‐depth study of the published reports and unpublished excavation day books for the 1200 individual houses so far registered at Amarna carried out by the author. This study led to the recognition of eight further high concentrations of manufacturing debris also thought to be areas of manufacturing activity for the production of vitreous materials. Comparison of these eight sites has shown how closely the manufacture of vitreous materials was associated and inter‐related with other manufacturing industries, including pottery making, the working of precious metals and sculpture in stone and plaster for composite statues. In all of these sites the focus seems to be on the finished object, rather than the material being manipulated. The craftsmen therefore seem to be better described as ‘jewellers’, ‘statue‐makers’ and ‘vessel‐makers’ than ‘glass‐workers’, ‘stone sculptors’ and ‘precious‐metal workers’, having the skills needed in all the media to produce the finished object ‘in house’.
The distribution of republican amphorae in france
Authors: LOUGHTON MATTHEW E.
Published: December 2004

SummaryRecent research on assemblages of Republican amphorae from France has greatly altered our understanding of the wine trade during the Late Iron Age. However, much of this work, and its implications, are not well known in Britain and this paper aims to disseminate this information by examining the latest evidence concerning the dating and distribution of Republican amphorae (Dressel 1, Lamboglia 2, Brindisi and Republican Ovoid amphorae) in France during the Late Iron Age. In total 1975 findspots of Republican amphorae have been recorded. This includes a significant number of Greco‐Italic findspots that testify to an important phase of amphora importation to non‐Mediterranean France that possibly started as early as the late third or early second century BC. Parts of southern and central France received an exceptional quantity of Republican amphorae.
Individualism and the Cross Contexts Test
Authors: Barrett Jonathan
Published: December 2004

Abstract: Jerry Fodor has defended the claim that psychological theories should appeal to narrow rather than wide intentional properties. One of his arguments relies upon the cross contexts test, a test that purports to determine whether two events have the same causally relevant properties. Critics have charged that this test is too weak, since it counts certain genuinely explanatory relational properties in science as being causally irrelevant. Further, it has been claimed, the test is insensitive to the fact that special scientific laws allow for exceptions which do not undermine those laws. This paper refines the cross contexts test to meet these objections while still allowing it to play its role in Fodor’s argument for narrow content in psychology.
Links Between School Absenteeism and Child Poverty
Authors: Zhang Ming
Published: December 2004

This article reports a study, undertaken in London Boroughs, which aimed to explore the link between school absenteeism and child poverty. The writer begins by exploring issues of definitions of child poverty and school absenteeism in the last fifty years. He then goes on to describe the design of this study and to report his findings. His conclusions are that school absenteeism is strongly associated with child poverty, with pupils at primary school being much more likely to be affected by an area's economics and employment deprivation than their counterparts at secondary schools. School absentees normally start the habit of non–attendance when they are at primary school, with child poverty as a main associated factor. Addressing family welfare issues early is seen as a key intervention.