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Record W2113370386 · doi:10.5539/ibr.v8n2p42

Macroeconomics Determinants of Sovereign Credit Ratings

2015· article· en· W2113370386 on OpenAlexvenueno aff
Soh Wei Chee, Cheng Fan Fah, Annuar Nassir

Bibliographic record

VenueInternational Business Research · 2015
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicCredit Risk and Financial Regulations
Canadian institutionsnot available
Fundersnot available
KeywordsSovereign creditEconomicsSovereigntyEconomic freedomVariable (mathematics)Credit ratingVariablesEconometricsCredit riskActuarial sciencePolitical scienceCredit default swapStatistics

Abstract

fetched live from OpenAlex

The objective of this paper is to identify the determinants of sovereign credit rating. This study including 53 countries in the study covers from year 2000 to 2011. This study examines nine macroeconomic variables and extended by using three qualitative variables, i.e., history of default, economic development and economic freedom. The results are consistent with previous studies that some macroeconomics variables are determinants of rating. Furthermore, the economic freedom variable serves as a vital factor in determining sovereign credit rating that has been overlooked by the previous studies. This study has added new findings and indicates that the economic freedom of country is decisive factor in assessment.

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)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.097
Threshold uncertainty score0.729

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.001

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 head0.155
GPT teacher head0.359
Teacher spread0.204 · 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 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

Citations33
Published2015
Admission routes1
Has abstractyes

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