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Record W3124288241

The Bank of England Credit Conditions Survey

2014· preprint· en· W3124288241 on OpenAlexaboutno aff
Venetia Bell, Alice Pugh

Bibliographic record

VenueRePEc: Research Papers in Economics · 2014
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic, financial, and policy analysis
Canadian institutionsnot available
Fundersnot available
KeywordsQuarter (Canadian coin)Survey data collectionBank creditNew englandBusinessEconomicsActuarial scienceFinancial systemGeographyStatistics
DOInot available

Abstract

fetched live from OpenAlex

This paper contains the first detailed empirical examination of the information content of the Bank of England Credit Conditions Survey (CCS). The CCS asks a wide selection of questions of UK lenders relating to all aspects of bank credit provision. We examine the association between the survey responses and comparable official quantitative rates and lending growth data, and the extent to which the survey responses can help us to predict changes in those variables one quarter ahead. We find that many of the survey responses – especially those for household lending – are significantly associated with movements in the quantitative data. Similarly to the findings of equivalent surveys in the United States and euro area, we find that a subset of banks’ survey expectations of credit conditions provide a statistically significant guide for predicting changes in credit spreads and lending growth one quarter ahead.

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)0.009
metaresearch head score (Gemma)0.002
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: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.367
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0090.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.000
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0020.001
Research integrity0.0010.002
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 head0.060
GPT teacher head0.312
Teacher spread0.252 · 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 designObservational
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

Citations0
Published2014
Admission routes1
Has abstractyes

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