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Record W2789198130 · doi:10.22215/etd/2015-10936

Three Essays on International Macroeconomics

2015· dissertation· en· W2789198130 on OpenAlexaff
Xiaonan Li

Bibliographic record

Venuenot available
Typedissertation
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsCarleton University
Fundersnot available
KeywordsEconomicsExchange rateVolatility (finance)Distributed lagTotal factor productivityShort runEconometricsMacroeconomicsOpen economyProductivityAutoregressive modelStochastic volatility

Abstract

fetched live from OpenAlex

This thesis is comprised of three essays on international macroeconomics.The first chapter examines empirically both the long-run and short-run impacts of the exchange rate volatility on manufacturing sector and bilateral exports during the sample period of 1999-2010 in five major ASEAN countries.A set of autoregressive distributed lag bounds tests are applied to examine the long-run level relationships among the variables, and long-run impacts of exchange rate volatility on exports.Seemingly unrelated regressions models with error corrections are estimated to capture shortrun dynamics.Significant and negative impacts of exchange rate volatility on exports are widely observed, which suggests risk averse exporters shift resources away from exporting to reduce exposure to higher exchange rate risk.The second chapter employs the economic policy uncertainty index (EPU) developed by Baker et al. (2013) to empirically examine its effect on economic growth across both advanced and emerging countries over 1985-2006.In addition, this study aims to identify the channels through which the EPU affects economic growth.A series of Kiviet's estimators are utilized for this dynamic panel data analysis.The results confirm that higher economic policy uncertainty reduces economic growth and the three channels of economic growth, physical capital accumulation, human capital accumulation, and total factor productivity (TFP) for both country groups.The third chapter develops a set of two-country open economy dynamic stochastic general equilibrium models to explore cross-country correlations among real variables. First and foremost, my deepest gratitude goes to my thesis co-supervisors, ProfessorHashmat Khan and Professor Raúl Razo-Carcia, for their constant guidance, support and encouragement in this process.Without their help and patience, insight and knowledge, and advice and comments, I would have not been able to complete the dissertation.I learned numerous skills in programming econometric models, building up theoretical models and running simulations, all of which will be my invaluable assets eternally.They both have been my role models, and have taught me not only the commitment as an economist but also lessons on personal life and career development.

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)0.003
metaresearch head score (Gemma)0.011
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.015
Threshold uncertainty score0.051

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.011
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.003
Science and technology studies0.0020.004
Scholarly communication0.0060.005
Open science0.0010.003
Research integrity0.0020.005
Insufficient payload (model declined to judge)0.0150.005

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 head0.084
GPT teacher head0.269
Teacher spread0.185 · 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 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

Citations0
Published2015
Admission routes1
Has abstractyes

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