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Record W2921320033 · doi:10.34989/san-2015-1

Foreign Flows and Their Effects on Government of Canada Yields

2020· article· en· W2921320033 on OpenAlexaffabout
Bruno Feunou, Jean‐Sébastien Fontaine, James Kyeong, Jesús David Girado Sierra

Bibliographic record

VenueStaff Analytical Notes · 2020
Typearticle
Languageen
FieldSocial Sciences
TopicCanadian Policy and Governance
Canadian institutionsBank of Canada
Fundersnot available
KeywordsPolitical scienceHumanitiesArt

Abstract

fetched live from OpenAlex

Foreign demand for Government of Canada (GoC) bonds has increased rapidly since the financial crisis. This sudden interest by foreigners in the GoC market is associated with external events, such as the implementation of quantitative easing (QE) by the Federal Reserve in 2008 and the euro crisis that began in 2010. More importantly, this foreign interest reflected Canada’s newly achieved status as a safe haven. Foreign purchases were large both by historical standards and relative to the market size of GoC bonds. We estimate that foreign purchases of approximately $150 billion of GoC bonds lowered the 10-year yield by 100 basis points between 2009 and 2012. We also show that the decline in yields was mainly the result of lower risk premiums rather than reduced expectations of future short-term interest rates.

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 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)0.000
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation 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: Empirical
Teacher disagreement score0.861
Threshold uncertainty score0.402

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
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 head0.015
GPT teacher head0.240
Teacher spread0.224 · 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 teacher head, 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

Citations1
Published2020
Admission routes2
Has abstractyes

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