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Record W2203903253 · doi:10.1017/cbo9780511607004.007

Deflation, Credit, and Asset Prices

2004· book-chapter· en· W2203903253 on OpenAlexaff
Charles Goodhart, Boris Hofmann

Bibliographic record

VenueCambridge University Press eBooks · 2004
Typebook-chapter
Languageen
FieldEconomics, Econometrics and Finance
TopicHousing Market and Economics
Canadian institutionsWilfrid Laurier University
Fundersnot available
KeywordsDeflationEconomicsMonetary economicsAsset (computer security)Financial economicsBusinessMonetary policyComputer science

Abstract

fetched live from OpenAlex

INTRODUCTION Over the last two decades, most industrialised and developing countries have experienced episodes of boom and bust in credit markets. These credit cycles often coincided with cycles in economic activity and asset prices. The unwinding of the imbalances built up in the boom has, in some cases, led to severe problems in the financial sector, sometimes culminating in an outright banking crisis. In Japan, the second biggest economy of the world, asset price deflations, both in equity and property, were followed by a decade of financial fragility and deflationary developments in goods prices, with consumer prices falling continuously after 1999.With short-term interest rates having reached the zero lower bound, the country appears to be trapped in a deflationary spiral out of which it finds itself unable to escape. Other South-east Asian countries, such as Hong Kong and Singapore, have also experienced asset price deflations followed by a marked drop in credit creation and goods price deflation in recent years. Some commentators argue that the United States and other industrialised countries are also now, in the wake of the worldwide slump in share prices, on the brink of deflation. Both the experience from historical episodes of financial crisis in the late nineteenth and early twentieth centuries and from recent boom–bust cycles in credit markets, suggest that consumer prices respond with a lag to developments in credit markets. Consumer price inflation is often low or falling during credit booms and peaks after the onset of the bust. Asset prices, especially property prices, on the other hand, appear to follow closely behind or even to lead bank lending.

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)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.012
Threshold uncertainty score0.041

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.002
Science and technology studies0.0010.003
Scholarly communication0.0030.003
Open science0.0000.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0120.001

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 head0.027
GPT teacher head0.174
Teacher spread0.147 · 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 designTheoretical or conceptual
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

Citations14
Published2004
Admission routes1
Has abstractyes

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Same venueCambridge University Press eBooksSame topicHousing Market and EconomicsFrench-language works237,207