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Record W2989859029 · doi:10.1515/snde-2018-0024

Fiscal policy uncertainty and US output

2019· article· en· W2989859029 on OpenAlex
Michał Ksawery Popiel

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.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueStudies in Nonlinear Dynamics and Econometrics · 2019
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsGroup for Research in Decision Analysis
Fundersnot available
KeywordsEconomicsEconometricsVolatility (finance)Vector autoregressionGreat recessionStochastic volatilityRecessionFiscal policyConsistency (knowledge bases)Structural vector autoregressionMonetary policyMacroeconomicsMathematicsKeynesian economics

Abstract

fetched live from OpenAlex

Abstract The rise in US partisan conflict following the Great Recession led to a popular belief that uncertainty about fiscal policy was impeding output growth. I explore this hypothesis by nesting it in a standard structural vector autoregression (SVAR) model traditionally used for estimating fiscal multipliers. I augment the model with stochastic volatility (a measure of uncertainty) and allow that to interact with the endogenous variables. I consider various trend assumptions, subsamples and information sets and find that the evidence does not support this hypothesis. The results reveal that there is no systematic relationship between fiscal policy uncertainty and output. Moreover, a time-varying parameter version of the model shows that the lack of consistency across specifications is not driven by changes in the transmission of uncertainty shocks over time. Finally, I revisit Fernández-Villaverde, Guerrón-Quintana, Kuester, and Rubio-Ramírez (Fernández-Villaverde, J., P. Guerrón-Quintana, K. Kuester, and J. Rubio-Ramírez. 2015. “Fiscal Volatility Shocks and Economic Activity.” American Economic Review 105: 3352–3384) who find a significant negative relationship between fiscal policy uncertainty and output. I show that when their estimation is modified to incorporate the uncertainty around the estimate of uncertainty, their empirical result falls in line with the findings in this paper.

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)0.001
metaresearch head score (Gemma)0.001
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 score0.767
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
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 head0.039
GPT teacher head0.271
Teacher spread0.232 · 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