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Record W2153138559 · doi:10.3905/jii.2012.3.1.083

Gold Price and GDP Analysis of the World’s Top Economies

2012· article· en· W2153138559 on OpenAlexaboutno aff
Manu Sharma, Rajnish Aggarwal

Bibliographic record

VenueThe Journal of Index Investing · 2012
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsGold standard (test)Order (exchange)Gold as an investmentEconometricsMonetary economicsInternational economicsStatisticsMathematicsFinance

Abstract

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The study examines the relationship between gold prices and real GDPs of the world’s largest gold-holding economies, which include the United States, the United Kingdom, France, Germany, Italy, Brazil, Japan, Europe, and Canada, for the 16-year period from December 1995 to June 2011. The authors calculate the multiple correlation coefficient and coefficient of determination to study this relationship. The multiple correlation coefficient measures the relationship between the gold price and GDP based on the regression equation, while the coefficient of determination indicates the percentage of the variation in gold prices that can be explained and accounted for by the GDPs of the world’s largest gold-holding economies in the regression equation. The authors perform multiple regression analyses to study the effect of nine GDPs on the movement of gold price. Results imply that the GDPs of seven out of nine economies when used together best predict the movements in the gold price. They also find that when individual GDPs are regressed with gold prices, the gold price is least correlated with Italy’s GDP but highly correlated with Brazil’s GDP. The gold price is only moderately correlated with the U.S. GDP even though the United States has the world’s highest gold holdings. TOPICS:Global, commodities, portfolio construction

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)0.000
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: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.016
Threshold uncertainty score0.031

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0030.004
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

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 head0.031
GPT teacher head0.229
Teacher spread0.198 · 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 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

Citations2
Published2012
Admission routes1
Has abstractyes

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