MétaCan
Menu
Back to cohort
Record W2259863159 · doi:10.1017/s1365100516000614

AGENCY COSTS, RISK SHOCKS, AND INTERNATIONAL CYCLES

2017· article· en· W2259863159 on OpenAlexaff
Marc‐André Letendre, Joël Wagner

Bibliographic record

VenueMacroeconomic Dynamics · 2017
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsBank of CanadaMcMaster University
Fundersnot available
KeywordsEconomicsBusiness cycleVolatility (finance)Investment (military)Consumption (sociology)Monetary economicsEconometricsUncorrelatedAgency (philosophy)Macroeconomics

Abstract

fetched live from OpenAlex

We add agency costs into a two-country, two-good international business-cycle model. In our model, changes in the relative price of investment arise endogenously. Despite the fact that technology shocks are uncorrelated across countries, the relative price of investment is positively correlated across countries in our model, much as it is in detrended U.S./Euro-area data. We also find that financial frictions tend to increase the volatility of the terms of trade and the international correlations of consumption, hours worked, output, and investment. We then compare this model to an alternative model that also includes risk shocks. We use credit spread data (for the United States) to calibrate the AR(1) process for risk shocks. We find that risk shocks are too small to significantly impact the model's dynamics.

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)0.007
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.012
Threshold uncertainty score0.041

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.007
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0010.002
Science and technology studies0.0010.002
Scholarly communication0.0050.005
Open science0.0020.002
Research integrity0.0030.003
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 head0.040
GPT teacher head0.250
Teacher spread0.210 · 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 designSimulation or modeling
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

Citations4
Published2017
Admission routes1
Has abstractyes

Explore more

Same venueMacroeconomic DynamicsSame topicMonetary Policy and Economic ImpactFrench-language works237,207