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Record W2887219179 · doi:10.71781/20786

Modèle espace-état : estimation bayésienne du NAIRU américain

2017· dissertation· fr· W2887219179 on OpenAlexfundno aff
Guy Arnold Djolaud

Bibliographic record

VenueOpen MIND · 2017
Typedissertation
Languagefr
FieldComputer Science
TopicGeochemistry and Geologic Mapping
Canadian institutionsnot available
FundersUniversité de Montréal
KeywordsHumanitiesArt

Abstract

fetched live from OpenAlex

Phillips (1958) in his study on England, showed the existence of a relationship between the unemployment rate and inflation, and the potential existence of an arbitrage between those two aggregates. Indeed, when the unemployment rate decreases, the costs of production of fi rms tend to increase, which results in an increase of prices. Yet, a good economic health requires a decrease in unemployment and a bearable inflation rate. Thus, it is necessary to determine the unemployment rate that allows a stable inflation, so called NAIRU (Non Accelerating Inflation Rate of Unemployment). Since the NAIRU cannot actually be observed (Blanchard (2003)), it is difficult to measure it. Several unclear estimates have been made on the american NAIRU . Thus, the present study aims to contribute to this literature by a rigorous estimation of the American NAIRU with Bayesian estimation methods including MCMC (Markov Chain Monte Carlo) in a state space univariate gaussian model. In our strategy, the latent variable (NAIRU) is obtained using a Kalman fi lter and a backward smoothing algorithm as introduced by de Jong et Shephard(1995) ; the draw of parameters is performed through a Gibbs sampling. All those steps are realized many times by MCMC simulations for convergence requirement.

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)0.034
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: none
Teacher disagreement score0.087
Threshold uncertainty score0.173

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.034
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0030.003
Bibliometrics0.0020.002
Science and technology studies0.0020.003
Scholarly communication0.0060.005
Open science0.0030.002
Research integrity0.0040.007
Insufficient payload (model declined to judge)0.0130.002

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 head0.069
GPT teacher head0.301
Teacher spread0.231 · 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

Citations0
Published2017
Admission routes1
Has abstractyes

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