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Stock Prices, News, and Economic Fluctuations

2006· article· en· 870 citations· W3122454653 on OpenAlex· 10.1257/aer.96.4.1293

Why is this work in the frame?

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

Canadian affiliationAn author listed a Canadian institution. This is the only route the usual frame has.

Full frame distilled prediction

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.

Candidate categories
Meta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categories
Insufficient payload (model declined to judge)
Domain
Candidate signal: noneConsensus signal: none
Study design
Candidate signal: Not applicableConsensus signal: none
Genre
Candidate signal: EmpiricalConsensus signal: Empirical
Teacher disagreement score
0.616
Threshold uncertainty score
1.000
Validation status
machine_predicted_unvalidated · codex-gemma-dda1882f352a

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0020.006

Machine scores (provisional)

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

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.

Opus teacher head0.039
GPT teacher head0.250
Teacher spread
0.211 · how far apart the two teachers sit on this one work
Validation status
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Abstract

We show that the joint behavior of stock prices and TFP favors a view of business cycles driven largely by a shock that does not affect productivity in the short run – and therefore does not look like a standard technology shock – but affects productivity with substantial delay – and therefore does not look like a monetary shock. One structural interpretation for this shock is that it represents news about future technological opportunities which is first captured in stock prices. This shock causes a boom in consumption, investment, and hours worked that precedes productivity growth by a few years, and explains about 50 percent of business cycle fluctuations.

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.

The record

Venue
American Economic Review
Topic
Monetary Policy and Economic Impact
Field
Economics, Econometrics and Finance
Canadian institutions
Bank of CanadaUniversity of British Columbia
Funders
not available
Keywords
EconomicsBusiness cycleBoomStock (firearms)Shock (circulatory)Total factor productivityMonetary economicsProductivityInvestment (military)Macroeconomics
Has abstract in OpenAlex
yes