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Record W1524371087

Monetary Policy and the Zero Bound on Nominal Interest Rates

2010· article· en· W1524371087 on OpenAlexvenueno aff
Ron Alquist, Elif Arbatli

Bibliographic record

VenueBank of Canada review · 2010
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsFutures contractEconomicsOil priceCrude oilOil-storage tradeSpot contractShock (circulatory)Financial economicsMonetary policyCommodityInterest rateMonetary economicsFutures marketMacroeconomicsEconometricsMarket economyPetroleum engineering
DOInot available

Abstract

fetched live from OpenAlex

•analysts to use the prices of crude-oil-futures contracts to interpret developments in the global crude oil market. Based on recent research, this article discusses three ways that oil-futures prices can improve our understanding of current conditions and future prospects in this important international commodity market. First, the response of the oil-futures curve can • be used to identify the persistence of oil-price shocks and to obtain an indicator of the rate at which a given shock will diminish. Second, the spread between the current futures • price and the spot price of oil can be interpreted as an indicator of the precautionary demand for oil. Third, oil-futures prices can be used to forecast

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)0.003
metaresearch head score (Gemma)0.016
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.005
Threshold uncertainty score0.016

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.016
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0050.003
Open science0.0010.001
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0030.001

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 head0.019
GPT teacher head0.233
Teacher spread0.213 · 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 designTheoretical or conceptual
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

Citations11
Published2010
Admission routes1
Has abstractyes

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