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Record W145294853

A Real Exchange Rate Based Phillips Curve

2012· preprint· en· W145294853 on OpenAlexaboutno aff
Konstantin Styrin, Oleg Zamulin

Bibliographic record

VenueRePEc: Research Papers in Economics · 2012
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsExchange ratePhillips curveCommodityEconometricsInflation (cosmology)Real interest rateInterest rateMonetary policyMonetary economics
DOInot available

Abstract

fetched live from OpenAlex

It has been noted in many papers that primary commodity exporting economies and developing countries frequently respond to movements in the real exchange rate as part of their monetary policies. For many central banks, this variable is the primary indicator of real activity. At the same time, smoothing the real exchange rate fluctuations has certain inflationary costs. In a way, this trade-off between inflation and the real exchange rate is identical to a standard Phillips curve. This paper derives an exact theoretical expression for this “real exchange rate based Phillips curve, ” and finds empirical support for its existence in the data for a number of primary commodity exporting economies such as Australia, Canada, New Zealand and others. It turns out that the correct right-hand-side variable in the Phillips curve is not the real exchange rate itself, but rather its deviation from the fundamental value, which is a function of the international price of exported commodities. The empirical counterpart of the fundamental real exchange rate is obtained from a cointegrating equation for the real exchange rate and the countryspecific price index of exported commodities. As is frequently found in other Phillips curve studies, empirical tests point towards the accelerationist specification, which can be rationalized by dominance of adaptive expectations in price-setting behavior.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.008
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.019
Threshold uncertainty score0.062

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.008
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.002
Science and technology studies0.0010.001
Scholarly communication0.0030.004
Open science0.0010.001
Research integrity0.0030.002
Insufficient payload (model declined to judge)0.0190.007

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.144
GPT teacher head0.313
Teacher spread0.169 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2012
Admission routes1
Has abstractyes

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