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Record W2267230132

Monetary Policy and Foreign Shocks : A SVAR Analysis for Malaysia

2010· article· en· W2267230132 on OpenAlexaboutno aff
Mohd Azlan Shah Zaidi, Lance A. Fisher

Bibliographic record

VenueKorea and the World Economy · 2010
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsMonetary policyInflation (cosmology)Shock (circulatory)Autoregressive modelExchange rateInterest rateIdentification (biology)Monetary economicsQuarter (Canadian coin)EconometricsMacroeconomics
DOInot available

Abstract

fetched live from OpenAlex

This paper presents a structural vector autoregressive (SVAR) model of monetary policy in Malaysia. The model takes into account the economic and financial conditions in Malaysia‘s two most important trading partners, the United States and Japan. Identification of the SVAR is achieved by imposing zero restrictions non-recursively on the contemporaneous interactions among the variables. This identification leads to the interpretation of an interest rate shock as unanticipated monetary policy. We find that unanticipated monetary policy explains very little of the variability in output and inflation at all forecast horizons but does account for some short run variability in the real exchange rate. Foreign variables explain most of the variability of output and inflation, though domestic credit is important for output at the one quarter horizon. We conclude that foreign shocks are the dominant influence on the macroeconomic performance of Malaysia.

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)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation 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: Empirical
Teacher disagreement score0.253
Threshold uncertainty score0.825

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
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 science0.0000.000
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 head0.023
GPT teacher head0.217
Teacher spread0.194 · 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.

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

Citations21
Published2010
Admission routes1
Has abstractyes

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