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Record W2117728064

Developing a Market-Based Monetary Policy Transparency Index and Testing Its Impact on Risk and Volatility in the United States

2005· preprint· en· W2117728064 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueCarleton University's Institutional Repository (MacOdrum Library, Carleton University) · 2005
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsCarleton University
Fundersnot available
KeywordsMonetary policyVolatility (finance)Monetary economicsEconomicsTransparency (behavior)Money marketMoneynessIndex (typography)Open market operationFinancial economics
DOInot available

Abstract

fetched live from OpenAlex

This paper extends the literature by developing an objective market-based index, which is
\ndynamic and continuous and can be used to measure the monetary policy transparency
\nfor a country or, simultaneously, a series of countries. It was found that the agents in the
\nmoney market are forward looking and that the more transparent the monetary policy is,
\nthe less risky and volatile the money market will be. Furthermore, during the tenure of
\nChairman Greenspan, the volatility and risk in the money market fell. The policy regime
\nchanges of adjusting the target rate by multiples of 25 or 50 basis points and including a
\nbalance-of-risks sentence in FOMC statements also resulted in a reduction in volatility in
\nmoney markets.

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.

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)0.000
metaresearch head score (Gemma)0.000
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 score0.092
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0030.001
Science and technology studies0.0010.001
Scholarly communication0.0000.001
Open science0.0010.000
Research integrity0.0010.001
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 head0.037
GPT teacher head0.210
Teacher spread0.173 · 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