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Record W2183578453

Terms of Trade Shocks and Investment in Commodity-Exporting Economies

2014· preprint· en· W2183578453 on OpenAlexaboutno aff
Jorge Fornero, Markus Kirchner, Andrés Yany

Bibliographic record

VenueRePEc: Research Papers in Economics · 2014
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsCommodityEconomicsCounterfactual thinkingDynamic stochastic general equilibriumMonetary economicsPrice shockVolatility (finance)Shock (circulatory)Commodity swapSmall open economyInternational economicsInvestment (military)ContangoExchange rateMacroeconomicsMonetary policyFinancial economicsSpeculationMarket economy
DOInot available

Abstract

fetched live from OpenAlex

We study the effects of commodity price shocks in small open commodity-exporting economies, focusing on metals prices and their impact on sectoral investment. First, using a standard SVAR approach, we conduct estimations for major commodity exporters (Australia, Canada, Chile, New Zealand, Peru and South Africa) to identify general cross-country patterns. Second, we use a DSGE model for Chile to study the propagation channels of commodity price changes and to implement counterfactual policy exercises. Our results suggest expansionary effects of commodity price increases in most countries, driven by positive responses of commodity investment that spill over to non-commodity sectors. The size of these responses depends mainly on the share of commodity exports and on the persistence of the shock. Finally, our policy exercises highlight the importance of flexible inflation targeting, floating exchange rates and structural fiscal rules to efficiently manage commodity price volatility.

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)0.006
metaresearch head score (Gemma)0.001
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: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.617
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0060.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.001
Research integrity0.0010.002
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 head0.043
GPT teacher head0.286
Teacher spread0.243 · 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.

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

Citations19
Published2014
Admission routes1
Has abstractyes

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