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Record W2995819938

Does Business Confidence Matter for Investment

2017· preprint· en· W2995819938 on OpenAlexaffabout
Hashmat Khan, Santosh Upadhayaya

Bibliographic record

VenueRePEc: Research Papers in Economics · 2017
Typepreprint
Languageen
FieldDecision Sciences
TopicForecasting Techniques and Applications
Canadian institutionsCarleton University
Fundersnot available
KeywordsInvestment (military)Quarter (Canadian coin)Confidence intervalBusiness cycleEconomicsReturn on investmentInvestment strategyBusinessMonetary economicsMicroeconomicsMacroeconomicsStatisticsMarket liquidityGeography
DOInot available

Abstract

fetched live from OpenAlex

Business confidence is a well-known leading indicator of future output. Whether it has
\ninformation about future investment is, however, unclear. We determine how informative
\nbusiness confidence is for investment growth independently of other variables using US
\nbusiness confidence survey data for 1955Q1{2016Q4. Our main findings are: (i) business
\nconfidence leads US business investment growth by one quarter, and structures investment
\nby two quarters; (ii) business confidence has predictive ability for investment growth; (iii)
\nremarkably, business confidence has superior forecasting power, relative to conventional
\npredictors, for investment downturns over 1{3 quarter forecast horizons and for the sign of
\ninvestment growth over a 2-quarter forecast horizon; and (iv) exogenous shifts in business
\nconfidence reflect short-lived non-fundamental factors, consistent with the `animal spirits'
\nview of investment. Our findings have implications for improving investment forecasts,
\ndeveloping new business cycle models, and studying the role of social and psychological
\nfactors determining investment growth.

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)0.006
metaresearch head score (Gemma)0.004
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesScholarly communication
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.821
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0060.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.001
Scholarly communication0.0010.000
Open science0.0030.002
Research integrity0.0000.001
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 head0.177
GPT teacher head0.449
Teacher spread0.272 · 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.

Study designOther design
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
Published2017
Admission routes2
Has abstractyes

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