MétaCan
Menu
Back to cohort
Record W2906614090

IW Financial Expert Survey: Second Quarter 2018

2018· article· en· W2906614090 on OpenAlexaboutno aff
Markus Demary

Bibliographic record

VenueEconstor (Econstor) · 2018
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsQuarter (Canadian coin)EconomicsInterest rateMonetary policyLiberian dollarYield curveDepreciation (economics)Monetary economicsStock (firearms)Government bondBondFinancial marketMaturity (psychological)Financial economicsFinance
DOInot available

Abstract

fetched live from OpenAlex

In the IW Financial Expert Survey for the second quarter of 2018 the surveyed experts predict, on average, a steeper yield curve, i.e. a larger increase in the long-term than in the short-term interest rate. Moreover, the average forecasts indicate higher stock market indices, a depreciation of the Euro vis-à-vis the US Dollar, and lower oil prices by the end of the third quarter of 2018. However, despite the expectation of higher interest rates, the short-term interest rate is predicted to remain in negative territory. The 3-month Euribor is, on average, expected to reach -0.31 percent at the end of the third quarter of 2018, while the yield on German government bonds with 10-year maturity is expected to reach 0.81 percent by then. However, the experts do not expect the European Central Bank (ECB) to change the forward guidance of its monetary policy significantly. Stock markets are, on average, expected to increase by 9.2 percent (Stoxx 50) and 8.4 percent (DAX 30) until the end of the third quarter of 2018. During that same period, the experts predict the Euro to depreciate by 2.5 percent vis-à-vis the US Dollar, while oil prices are expected to fall by 7.8 percent. The expectation of an increase in the long rate and a slight increase in the short rate, together with the expected delayed monetary tightening of the ECB, hints at a financial market outlook characterised by a cautious approach to monetary policy normalisation. In this cautious approach, the ECB lets the market determine the first increases in long-term interest rates before it stops intervening at the long end of the yield curve, while keeping the short end of the yield curve lower. This cautious approach to monetary policy normalization is reflected in the projections of the yield curve. Moreover, the experts expect that the development of the Euro and the development of oil prices as well as the development of the stock market will support the ECB's cautious approach to monetary normalization instead of forcing a faster exit from low interest rates. The experts do not expect the ECB to change its forwards guidance in the forthcoming Governing Council meeting. The evaluation of the forecasting performance of the latest forecasts yields the result that Commerzbank and DZ Bank performed best in predicting trends within the long-term ranking, which covers all forecasts from March 2015 to March 2018. DekaBank and Deutsche Bank performed best in the short-term ranking, which covers the surveys for the third and the fourth quarter of 2017 for the 3-months ahead prediction and the survey for the third quarter of 2017 for the 6-month forecasts. When it comes to point prediction, in the long-term evaluation of the period running from March 2015 to March 2018, the experts of National-Bank performed best in predicting all indicators, while the Postbank experts produced the most precise point forecasts for all indicators for the short-term evaluation period.

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)0.019
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.086
Threshold uncertainty score0.289

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.019
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0060.006
Science and technology studies0.0010.000
Scholarly communication0.0030.002
Open science0.0010.002
Research integrity0.0020.001
Insufficient payload (model declined to judge)0.0860.079

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 head0.051
GPT teacher head0.235
Teacher spread0.184 · 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 designObservational
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

Explore more

Same venueEconstor (Econstor)Same topicMonetary Policy and Economic ImpactFrench-language works237,207