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Record W2929212771 · doi:10.5296/rae.v11i1.13826

Do Oil Price Shocks Affect Household Consumption?

2019· article· en· W2929212771 on OpenAlexaboutno aff
Nabila Zaman

Bibliographic record

VenueResearch in Applied Economics · 2019
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
FundersSveriges RegeringLunds Universitet
KeywordsOil priceEconomicsVariance decomposition of forecast errorsConsumption (sociology)EconometricsDistributed lagVariance (accounting)Oil consumptionCrude oilMacroeconomicsMonetary economics

Abstract

fetched live from OpenAlex

The paper addresses whether international oil price change has any impact on consumer spending. The study is conducted using Organisation for Economic Co-operation and Development nations, which have been chosen deliberately based on their economic importance and classifying each into oil importing and exporting countries: Canada, Germany, the UK and the USA. Applying the empirical methodology of the vector autoregressive model, we find evidence that international oil price shocks have a significant impact on consumer spending. The analysis is performed with two sets of specification for oil (‘Oil price change’ and ‘Net oil price increase’) and the main tools used for diagnosis are forecast error variance decomposition and impulse–response functions.The results are strongly significant for Canada and the USA. The results for Germany and the UK are mixed, which leads us to an inconclusive decision about the impact on these countries. However, in general, our empirical work supports the evidence that oil prices have some predictive power in influencing consumption decisions across oil-importing and oil-exporting countries.

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)0.000
metaresearch head score (Gemma)0.003
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: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.018
Threshold uncertainty score0.036

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.000
Research integrity0.0010.000
Insufficient payload (model declined to judge)0.0050.001

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 head0.112
GPT teacher head0.311
Teacher spread0.200 · 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

Citations1
Published2019
Admission routes1
Has abstractyes

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