Etymology
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vocative (adj.)

early 15c., vocatif, "showing the person or thing spoken to," from Old French vocatif, from Latin vocativus (casus) "(case of) calling," from vocatus, past participle of vocare "to call," which is related to vox (genitive vocis) "voice" (from PIE root *wekw- "to speak"). The Latin is a translation of Greek kletike ptōsis, from kletikos "related to calling," from kletos "called." As a noun from 1520s.

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*wekw- 
Proto-Indo-European root meaning "to speak."

It forms all or part of: advocate; avocation; calliope; convocation; epic; equivocal; equivocation; evoke; invoke; provoke; revoke; univocal; vocabulary; vocal; vocation; vocative; vociferate; vociferous; voice; vouch; vox; vowel.

It is the hypothetical source of/evidence for its existence is provided by: Sanskrit vakti "speaks, says," vacas- "word;" Avestan vac- "speak, say;" Greek eipon (aorist) "spoke, said," epos "word;" Latin vocare "to call," vox "voice, sound, utterance, language, word;" Old Prussian wackis "cry;" German er-wähnen "to mention."
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papa (n.)

"father," 1680s, from French papa, from Latin papa, originally a reduplicated child's word, similar to Greek pappa (vocative) "o father," pappas "father," pappos "grandfather." The native word is daddy; according to OED the first use of papa was in courtly speech, as a continental affectation, and it was not used by common folk until late 18c.

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locative (n.)
"grammatical case indicating 'place,' or 'the place wherein,'" 1804, formed as if from Latin *locativus, from locus "a place, spot, position" (see locus) on model of Latin vocativus "vocative" (from vocatus, past participle of vocare "to call, summon"). The case itself has been reconstructed as part of the Indo-European heritage and is well-preserved in some descendants, notably Sanskrit and Lithuanian; it survives elsewhere in relics, but Germanic abandoned it long ago. As an adjective by 1817, in grammatical use, 1841.
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Kyrie eleison 
early 13c., a Greek liturgical formula adopted untranslated into the Latin mass, literally "lord have mercy" (Psalms cxxii.3, Matthew xv.22, xvii.15, etc.). From kyrie, vocative of kyrios "lord, master" (see church (n.)) + eleeson, aorist imperative of eleo "I have pity on, show mercy to," from eleos "pity, mercy" (see alms). Hence, the corresponding part of a musical setting of the Mass or Anglican Communion.
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Jupiter (n.)

also Juppiter, c. 1200, "supreme deity of the ancient Romans," from Latin Iupeter, Iupiter, Iuppiter, "Jove, god of the sky and chief of the gods," from PIE *dyeu-peter- "god-father" (originally vocative, "the name naturally occurring most frequently in invocations" [Tucker]), from *deiw-os "god" (from root *dyeu- "to shine," in derivatives "sky, heaven, god") + peter "father" in the sense of "male head of a household" (see father (n.)).

The Latin forms Diespiter, Dispiter ... together with the word dies 'day' point to the generalization of a stem *dije-, whereas Iupiter, Iovis reflect [Proto-Italic] *djow~. These can be derived from a single PIE paradigm for '(god of the) sky, day-light', which phonetically split in two in [Proto-Italic] and yielded two new stems with semantic specialization. [de Vaan]

Compare Greek Zeu pater, vocative of Zeus pater "Father Zeus;" Sanskrit Dyaus pitar "heavenly father." As the name of the brightest of the superior planets from late 13c. in English, from Latin (Iovis stella). The Latin word also meant "heaven, sky, air," hence sub Iove "in the open air." As god of the sky he was considered to be the originator of weather, hence Jupiter Pluvius "Jupiter as dispenser of rain" 1704), in jocular use from mid-19c.

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saucy (adj.)

c. 1500, "resembling sauce" (a sense now obsolete), later, of persons, words, etc., "impertinent in speech or conduct, flippantly bold, cheeky" (1520s), from sauce (n.) + -y (2). The connecting notion is sauce in the figurative sense of "that which adds intensity, piquancy in words or actions."

Compare Skelton's have eaten sauce for "be abusive." Also compare sauce malapert "impertinence" (1520s), and sauce (n.) in its obsolete use as a vocative for "impudent person" (1530s).  In Shakespeare, with overtones of "wanton, lascivious," it was "a term of serious condemnation" [OED]. Also compare salty in similar senses.

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Hercules 

Greek hero, son of Zeus and Alcmene, worshipped by the Romans as a god of strength, c. 1200 (originally in reference to the Pillars of Hercules), also Ercules, from Latin Hercles (Etruscan Hercle), from Greek Hērakles, literally "Glory of Hera;" from Hera (q.v.) + -kles "fame," a common ending in Greek proper names, related to kleos "rumor, report, news; good report, fame, glory," from PIE *klew-yo-, suffixed form of root *kleu- "to hear."

Used figuratively in reference to strength since late 14c. Vocative form Hercule was a common Roman interjection (especially me Hercule!) "assuredly, certainly." The constellation so called in English by 1670s.

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salvo (n.)

1719, an alteration of salva (1590s) "simultaneous discharge of guns, intended as a salute," from Italian salva "salute, volley" (French salve, 16c., is from Italian), from Latin salve "hail!," literally "be in good health!," the usual Roman greeting. It was regarded as the imperative of salvere "to be in good health," but it is properly the vocative of salvus "healthy" (from PIE root *sol- "whole, well-kept").

The notion is of important visitors greeted with a volley of gunfire into the air; the word was applied afterward to any concentrated fire from a number of guns, originally artillery pieces (of firearms by 18c.). As a verb by 1839. The same noun in the Latin sense, via Medieval Latin, came into English in senses common 17c.-18c. but archaic now: "a saving clause or provision; a solution or explanation; an expedient," etc.

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Jesus 
personal name of the Christian Savior, late 12c.; it is the Greek form of Joshua, used variously in translations of the Bible. From Late Latin Iesus (properly pronounced as three syllables), from Greek Iesous, which is an attempt to render into Greek the Aramaic (Semitic) proper name Jeshua (Hebrew Yeshua, Yoshua) "Jah is salvation." This was a common Jewish personal name during the Hellenizing period; it is the later form of Hebrew Yehoshua (see Joshua).

Old English used hælend "savior." The common Middle English form was Jesu/Iesu, from the Old French objective case form, from Latin oblique form Iesu (genitive, dative, ablative, vocative), surviving in some invocations. As an oath, attested from late 14c. For Jesus H. Christ (1924), see I.H.S. First record of Jesus freak is from 1970.
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