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Record W2236591011

Does Gold Act as an Instrument to hedge Against Inflation Between the Years of 1980-2010 in Six Developed Countries?

2013· article· en· W2236591011 on OpenAlexaboutno aff
Diah Ekowati, M.Acc. Mahfud Sholihin

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsHedgeInflation (cosmology)EconomicsUncorrelatedEconometricsGold standard (test)Variable (mathematics)Actuarial scienceFinancial economicsStatisticsMathematics
DOInot available

Abstract

fetched live from OpenAlex

The aim of this research is to examine the role of gold as an instrument to hedge against inflation between 1980-2010 of four time frames, which are monthly, quarterly, semi-annually, and annually in six developed countries, which are Canada, Germany, Japan, Switzerland, UK, and US. This research replicates prior research done by Chua and Woodward (1982). The author uses multiple regression one tailed t-test with 95 percent confidence level where gold return act as dependent variable and both expected and unexpected inflation rate act as independent variable. Gold would be able as hedging property if it is uncorrelated or positively correlated with inflation rate which would be reflected by the slope coefficient. The result of this research shows that gold is hedge against unexpected inflation in four time frames of six developed countries since the slope coefficient of those time frames are uncorrelated with gold return. On the other hand, gold fails in playing its role as hedge against expected inflation in monthly data of US

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: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.015
Threshold uncertainty score0.029

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.022
GPT teacher head0.230
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 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

Citations0
Published2013
Admission routes1
Has abstractyes

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