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Record W2107922627

Liquidity, Interest Rates and Output

2003· article· en· W2107922627 on OpenAlexaff
Shouyong Shi

Bibliographic record

VenueAnnals of economics and finance · 2003
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic theories and models
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsMarket liquidityBondEconomicsInterest rateMonetary economicsShock (circulatory)Liquidity crisisBond marketOpen market operationPaymentLiquidity trapMicroeconomicsMonetary policyFinance
DOInot available

Abstract

fetched live from OpenAlex

This paper integrates limited participation into monetary search theory to analyze the liquidity effects of open market operations. The centralized bonds market features limited participation and shocks to government bond sales, while the decentralized goods market features bilateral matches. Unmatured bonds can be used together with money to purchase goods in a fraction of matches, but in other matches a legal restriction forbids the use of bonds as the means of payments. In this economy, a shock to bond sales has two distinct liquidity effects. One is the immediate liquidity effect on the bond price and the nominal interest rate. The other is a liquidity effect in the goods market starting one period later, i.e., the effect on the amount of unmatured bonds circulating in the goods market. Thus, even independent shocks can affect the household’s money allocation between the two markets, affect real output and the term structure of interest rates, and cause nominal interest rates to be serially correlated. I establish the existence of the equilibrium and, with numerical examples, examine equilibrium properties.

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)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation 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: Empirical
Teacher disagreement score0.319
Threshold uncertainty score0.805

Codex and Gemma teacher scores by category

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

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 head0.136
GPT teacher head0.263
Teacher spread0.127 · 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.

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

Citations8
Published2003
Admission routes1
Has abstractyes

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