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Record W1487703055

Precautionary Wealth and Portfolio Allocation: Evidence from Canadian Microdata

2004· preprint· en· W1487703055 on OpenAlexaboutno aff
Şule Alan

Bibliographic record

VenueRePEc: Research Papers in Economics · 2004
Typepreprint
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Literacy, Pension, Retirement Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsMicrodata (statistics)PortfolioPortfolio allocationEconomicsPrecautionary savingsFinancial marketSurvey data collectionEmpirical evidenceLabour economicsFinancial economicsMonetary economicsFinanceMarket liquidity
DOInot available

Abstract

fetched live from OpenAlex

This paper estimates the effect of labour income uncertainty on financial wealth and portfolio allocation using two data sources. Wealth and portfolio choice information is obtained from the master files of the new Canadian Survey of Financial Security 1999 (SFS). Labour income risk proxies are constructed for each specified industry group (consistent with the SFS classification) using the Canadian Survey of Labour and Income Dynamics (SLID) between 1996 and 2001. The empirical results suggest the presence of a strong precautionary saving motive among Canadian households. Furthermore, the level of precautionary funds seems to decline when households have relatively unrestricted access to credit markets. The demand for risky and liquid assets does not appear to be affected by labour income uncertainty even after accounting for accessibility to credit markets. However the data suggest a significant hedging motive among the self employed.

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 distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.089
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.002
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

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 head0.036
GPT teacher head0.292
Teacher spread0.255 · 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 teacher head, not a consensus.

Study designObservational
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

Citations5
Published2004
Admission routes1
Has abstractyes

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