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Record W2890498200 · doi:10.1515/snde-2016-0148

Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable?

2018· article· en· W2890498200 on OpenAlex
Pratiti Chatterjee

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueStudies in Nonlinear Dynamics and Econometrics · 2018
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsEmerging marketsEconomicsRecessionOpenness to experienceShock (circulatory)Great recessionVolatility (finance)EconometricsMacroMonetary economicsMacroeconomicsKeynesian economics

Abstract

fetched live from OpenAlex

Abstract This paper asks two questions “ Does there exist heterogeneity in the response of macro variables to uncertainty shocks across advanced and emerging countries? and, “ How important is the state of the economy for the effects of an uncertainty shock? . I analyze the recession-specific effects of uncertainty for a sample of 8 countries – the US, UK, France, Canada, Mexico, Chile Argentina, and South Korea. The results emphasize asymmetries along two dimensions – (1) An uncertainty shock disproportionately increases the depth and duration of a recession for an emerging country vis- $\grave{a}$ <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mover> <m:mi>a</m:mi> <m:mo>`</m:mo> </m:mover> </m:mrow> </m:math> -vis an advanced economy. Furthermore, I find that openness to trade exacerbates this decline and subsequently the pace of recovery in emerging countries in comparison to advanced economies. (2) Controlling for the state of the economy is crucial when quantifying the effects of an uncertainty shock. I show that a linear model – without regime differentiation – consistently underestimates the response of macroeconomic variables to uncertainty shocks when compared with the predictions from the recessionary regime of the nonlinear model. The extent of this under prediction is again disproportionately larger for emerging countries. The results in conjunction can potentially explain the excess volatility of macro variables for emerging countries during recessionary episodes.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.682
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0030.004
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.046
GPT teacher head0.324
Teacher spread0.277 · 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