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Record W2385446092

On the Links between Inflation,Output and Uncertainty: VAR-GARCH Tests for the China's Economy

2012· article· en· W2385446092 on OpenAlexaboutno aff
Pan Fang-hu

Bibliographic record

VenueJilin University Journal · 2012
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsGranger causalityEconomicsInflation (cosmology)Autoregressive conditional heteroskedasticityChinaQuarter (Canadian coin)EconometricsVector autoregressionMacroeconomicsMonetary policyCausality (physics)Monetary economics
DOInot available

Abstract

fetched live from OpenAlex

This paper applies VAR-GARCH model to test the links between inflation,output and their uncertainties in the period from the first quarter in 1990 to second quarter in 2011.Test results finds output growth and its uncertainty is a Granger-cause to the inflation in the positive way,and inflation and its uncertainty,output growth and its uncertainty have bi-Granger causality.These empirical findings mean that we should take the pro-cycle policy and pay attentions to the ineffectiveness of economic polices.

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)0.009
metaresearch head score (Gemma)0.026
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: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.014
Threshold uncertainty score0.046

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.026
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0020.002
Science and technology studies0.0010.001
Scholarly communication0.0020.002
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0030.000

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 head0.038
GPT teacher head0.225
Teacher spread0.187 · 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

Citations1
Published2012
Admission routes1
Has abstractyes

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