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Record W3122700083

The International Finance Multiplier in Business Cycle Fluctuations

2013· preprint· en· W3122700083 on OpenAlexaboutno aff
Naohisa Hirakata, Takushi Kurozumi

Bibliographic record

VenueRePEc: Research Papers in Economics · 2013
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicGlobal Financial Crisis and Policies
Canadian institutionsnot available
Fundersnot available
KeywordsBusiness cycleShock (circulatory)EconomicsQuarter (Canadian coin)RecessionMonetary economicsTechnology shockInvestment (military)Multiplier (economics)Monetary policyFinanceMacroeconomicsDynamic stochastic general equilibriumPolitical science
DOInot available

Abstract

fetched live from OpenAlex

In the wake of the gGreat Recession h of 2007-09, recent studies have emphasized the importance of the ginternational finance multiplier (IFM) h mechanism for inter- national business cycles, using calibrated two-country models. This paper develops and estimates a two- country model with the IFM mechanism using 21 time series from the Euro Area (EA) and the US. The estimation results show that during the past quarter-century, EA shocks to the external finance premium and net worth not only had a considerable effect on the EA economy together with an EA neutral technology shock, but also were transmitted to the US through the IFM mechanism and had a great impact on the US economy together with a US marginal efficiency of investment (MEI) shock. The rate of EA neutral technological change and the US MEI shock then have strong correlations with lending attitudes of banks in the EA and the US, and thus the EA neutral technology shock and the US MEI shock are likely to represent disturbances to the banking sectors in the EA and the US. These findings therefore demonstrate that financial factors are important sources of EA and US business cycle fluctuations over the past quarter-century.

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)0.001
metaresearch head score (Gemma)0.006
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.006
Threshold uncertainty score0.012

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.006
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0020.001
Open science0.0000.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

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 head0.035
GPT teacher head0.292
Teacher spread0.257 · 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 designTheoretical or conceptual
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

Citations2
Published2013
Admission routes1
Has abstractyes

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Same venueRePEc: Research Papers in EconomicsSame topicGlobal Financial Crisis and PoliciesFrench-language works237,207