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Record W2885661959 · doi:10.20955/wp.2018.016

Bank runs without sequential service

2018· report· en· W2885661959 on OpenAlexaff
David Andolfatto, Ed Nosal

Bibliographic record

Venuenot available
Typereport
Languageen
FieldEconomics, Econometrics and Finance
TopicBanking stability, regulation, efficiency
Canadian institutionsSimon Fraser University
Fundersnot available
KeywordsService (business)BusinessComputer scienceMarketing

Abstract

fetched live from OpenAlex

Banking models in the tradition of Diamond and Dybvig (1983) rely on sequential service to explain belief driven runs.But the run-like phenomena witnessed during the …nancial crisis of 2007-08 occurred in the wholesale shadow banking sector where sequential service is largely absent.This suggests that something other than sequential service is needed to help explain runs.We show that in the absence of sequential service runs can easily occur whenever bank-funded investments are subject to increasing returns to scale consistent with available evidence.Our framework is used to understand and evaluate recent banking and money market regulations.We thank conference participants at the 2nd Annual Missouri Macro Workshop, the 2017 Summer Workshop on Money, Banking, Payments, and Finance, at the Bank of Canada, the 2017 Canadian Macro Study Group in Ottawa, as well as seminar participants at the Federal Reserve Banks of Atlanta, Chicago, Cleveland and St. Louis

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)0.017
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: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.021
Threshold uncertainty score0.069

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.017
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0030.004
Open science0.0010.001
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0210.002

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 head0.060
GPT teacher head0.280
Teacher spread0.220 · 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
Published2018
Admission routes1
Has abstractyes

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