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Record W2217305690

Asset Trading and Monetary Policy in Production Economies

2014· preprint· en· W2217305690 on OpenAlexaff
Guidon Fenig, Mariya Mileva, Luba Petersen

Bibliographic record

VenueRePEc: Research Papers in Economics · 2014
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic theories and models
Canadian institutionsSimon Fraser UniversityUniversity of British Columbia
Fundersnot available
KeywordsEconomicsMonetary policyMonetary economicsVolatility (finance)Market liquiditySpeculationAsset (computer security)Interest rateReal economyProduction (economics)Financial economicsMacroeconomics
DOInot available

Abstract

fetched live from OpenAlex

In this paper we demonstrate how an experimental general equilibrium economy can be implemented in a laboratory setting in a simplified, time- and cost-efficient manner. We then introduce an asset market to study speculative behavior within a general equilibrium setting where subjects’ objective is to maximize their utility from consumption and leisure. Subjects are endowed with units of an asset but are not obliged to participate in the asset market. Asset prices consistently grow above fundamental value and do not decline significantly with learning. Finally, we introduce a policy preventing subjects from borrowing to purchase assets. The borrowing constraint does not have any effect on the deviation of asset prices from fundamental value. Asset market activity has no significant effect on the real economy in either treatment, suggesting a limited role for monetary policy intervention.

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)0.004
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: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.269
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.001
Meta-epidemiology (narrow)0.0000.001
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0020.000
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 head0.045
GPT teacher head0.288
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 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

Citations7
Published2014
Admission routes1
Has abstractyes

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