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Record W2612044876 · doi:10.1111/caje.12325

The role of uncertainty, sentiment and cross‐country interactions in G7 output dynamics

2018· article· en· W2612044876 on OpenAlexvenueno aff
Anthony Garratt, Kevin Lee, Kalvinder Shields

Bibliographic record

VenueCanadian Journal of Economics/Revue canadienne d économique · 2018
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsHumanitiesEconomicsExplicationPhilosophy

Abstract

fetched live from OpenAlex

Abstract Output fluctuations in the G7 are characterized using a VAR model of countries’ actual and expected outputs and uncertainty over these. New measures are developed to quantify the relative importance of economic prospects‐versus‐uncertainty, global‐versus‐national effects and fundamentals‐versus‐sentiment for countries’ persistent output movements. National and global contributions are found to be equally important across the G7 although considerable differences exist between countries. Uncertainty, and especially cross‐country uncertainty, is important in propagating the effects of shocks and generates around 20% of countries’ persistent output movements on average. Fundamentals dominate output movements although, with an 80:20 split, sentiment plays a non‐negligible role. Résumé Le rôle de l’incertitude, du sentiment, et des interactions entre pays dans la dynamique de production du G7. Les fluctuations du produit agrégé dans le G7 sont caractérisées par un modèle vectoriel autorégressif des produits observés et anticipés des pays, ainsi que de l’incertitude qui entoure ces mesures. De nouvelles mesures sont développées pour quantifier l’importance relative des perspectives‐versus‐l’incertitude, des effets globaux‐versus‐nationaux, et des fondamentaux‐versus‐croyances et sentiments dans l’explication des mouvements persistants dans la production des pays. Il appert que les contributions des dimensions globales et nationales sont également importantes à travers le G7, même si des différences considérables existent entre pays. L’incertitude, et particulièrement l’incertitude entre pays, est importante dans le processus de propagation des effets des chocs, et génère environ 20 % en moyenne des mouvements de production persistants des pays. Les fondamentaux dominent les mouvements de la production, mais avec un rapport 80–20, le sentiment joue un rôle non‐négligeable.

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)0.002
metaresearch head score (Gemma)0.004
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 score0.013
Threshold uncertainty score0.025

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0020.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

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 head0.057
GPT teacher head0.199
Teacher spread0.142 · 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

Citations8
Published2018
Admission routes1
Has abstractyes

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