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Record W2133728139 · doi:10.5539/ijef.v5n10p36

The Real Exchange Rate Misalignment: Application of Behavioral Equilibrium Exchange Rate BEER to Morocco1980Q1–2012Q4

2013· article· en· W2133728139 on OpenAlexvenueno aff
Hind Lebdaoui

Bibliographic record

VenueInternational Journal of Economics and Finance · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsExchange rateCointegrationEconometricsUnobservableOpenness to experienceMonetary economicsExchange-rate regimeVariance decomposition of forecast errorsError correction modelCapital (architecture)

Abstract

fetched live from OpenAlex

This study is an attempt to estimate the behavioral equilibrium exchange rate in Morocco. Since the equilibrium value is unobservable, we use a set of fundamentals supposed to affect the exchange rate movements including the real net capital flows (NKF), terms of trade shocks (TOT), government fiscal stance (GOV), foreign reserve level (RES), index of monetary policy (MOP) and relative productivity (PROD) to get it. Using quarterly data from 1980Q1 to 2012Q4, the empirical analysis commences by checking the stationarity of the variables that turn out to be all stationary at first difference. Then, using the cointegration test and the Vector-Error Correction Model of the Moroccan Dirham exchange rate as function of the indicated macroeconomic fundamentals, the regression shows that the main fluctuations of the real effective exchange rate are due to trade openness, government spending, terms of trade, the productivity progress, monetary policy and net capital inflow. Accordingly, and using HP decomposition filter we figure out three periods of under/overvaluation ranging from 2.80% under to 2.16% over equilibrium level, furthermore, the misalignment from the equilibrium level needs from five to six years to be eliminated.

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)0.001
metaresearch head score (Gemma)0.003
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.072
Threshold uncertainty score0.143

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.001
Science and technology studies0.0000.000
Scholarly communication0.0010.000
Open science0.0000.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0020.000

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 head0.048
GPT teacher head0.256
Teacher spread0.208 · 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 designNot applicable
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
Published2013
Admission routes1
Has abstractyes

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