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Record W3013703703 · doi:10.1111/roie.12597

International information flows, sentiments and cross-country business cycle fluctuations

2020· preprint· en· W3013703703 on OpenAlex

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.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueReview of International Economics · 2020
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic theories and models
Canadian institutionsnot available
FundersNarodowe Centrum Nauki
KeywordsBusiness cycleShock (circulatory)Consumption (sociology)EconomicsConstruct (python library)Variance (accounting)Investment (military)International businessMonetary economicsEconometricsMacroeconomicsPolitical sciencePolitics

Abstract

fetched live from OpenAlex

Abstract Business cycles are strongly correlated between countries. One possible explanation (beyond traditional economic linkages like trade or finance) is that consumer or business sentiments spread over borders and affect cyclical fluctuations in various countries. We first lend empirical support to this concept by showing that sentiments travel fast between countries, most probably directly via information flows. Then we embed this idea into a structural two‐economy new Keynesian framework where noisy information available internationally can generate cyclical fluctuations (comovement of GDP, consumption, investments, and inflation) in both countries. Estimation with US and Canadian data reveals a significant role of US noise shocks in generating common fluctuations. They explain 20%–40% of consumption variance in the US and Canada and raise the correlation between these variables by up to unity in periods of sentiment breakdowns. We also show that our estimated noise shock can be interpreted as a sentiment shock.

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)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Review · Consensus signal: none
Teacher disagreement score0.815
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

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 head0.019
GPT teacher head0.261
Teacher spread0.242 · 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