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So the nerves leaving the spinal cord are either motor or sensory (only?). But what about the cranial nerves? For example, the cranial nerve vagus is a parasympathetic nerve. Are parasympathetic nerves divided into categories of motor or sensory? Or is it just a parasympathetic nerve?

If it is indeed composed of motor and sensory nerves, then what about these nerves coming from the spinal cord? Should they not be of a broader name? Just like nerve vagus is of the parasympathetic nervous system.

So, it goes like this: parasympathetic -> n. vagus -> motor or sensory, right?

What about: ? -> n. median -> motor or sensory

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There are many ways to divide and sort peripheral and spinal cord nerves and axons.

One division is into "autonomic" (further divided into sympathetic and parasympathetic) and "somatic" nervous system; the somatic nervous system is the part controlling the skeletal muscles and also involving the somatosensory system: touch/pressure/etc, as well as proprioception and proprioceptive reflexes.

Another division is directional: afferent versus efferent. Afferent nerves/fibers transmit information towards the central nervous system; efferent nerves/fibers transmit information away from the central nervous system, such as to control muscles.

Usually, when I hear "sensory" and "motor" I would assume someone is talking about afferent and efferent parts of the somatic nervous system. They're not necessarily considering the autonomic system at all (there's a bit of a tradition in some subfields in biology/physiology to forget that others exist). But there are also some sources that seem to prefer avoiding introducing the terms afferent and efferent for students and still use sensory and motor. I can't know what is being done in the specific text you're reading.

That doesn't mean that the autonomic part of the nervous system doesn't involve sensory or motor functions, just that "sensory" is often shorthand for "somatosensory" and "motor" shorthand for "skeletal motor".

If you want to talk about nerves within the parasympathetic system (or autonomic more generally) are carrying information into the CNS or out of the CNS, I'd recommend using the words "afferent" or "efferent", though nothing is wrong about calling them sensory and motor, you just want to be clear you are not talking about somatic nervous system functions. Using those terms, cranial nerve X/vagus nerve is primarily made up of both afferent and efferent fibers of the autonomic nervous system.

However, nothing is quite so simple in biology, and the vagus also carries some skeletal muscle efferent fibers and sensory afferents.

For the cranial nerves more generally, I think it's important to recognize that the cranial nerves are not all homologous even though they're numbered in sequence - someone just naively counted all the "pipes" coming out of the brain and ordered them. I would not attempt to generalize among them besides that feature (and even the simple idea that "cranial nerves leave the brain" is a bit suspect!).

Some of the cranial nerves are really no different from the somatic nerves coming out of the spinal cord, they just happen to come out really close to the brain. Others, like the olfactory nerve and optic nerve, are quite special: they don't come out of the brainstem but rather the cerebrum, and arguably the optic nerve doesn't even really leave the brain if you consider that the retina is embryonically brain tissue.

For a quick summary from Sonne J, Lopez-Ojeda W. Neuroanatomy, Cranial Nerve.:

Cranial nerves I (olfactory), II (optic), and VIII (vestibulocochlear) are considered purely afferent. Cranial nerves III (oculomotor), IV (trochlear), VI (abducens), XI (spinal accessory), and XII (hypoglossal) are purely efferent. The remaining cranial nerves, V (trigeminal), VII (facial), IX (glossopharyngeal), and X (vagus), are functionally mixed (sensory and motor).

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