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Record W3124683923

Stock returns and Inflation:Evidence from Quantile Regressions

2012· preprint· en· W3124683923 on OpenAlexaboutno aff
Paul Alagidede, Theodore Panagiotidis

Bibliographic record

VenueRePEc: Research Papers in Economics · 2012
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicItaly: Economic History and Contemporary Issues
Canadian institutionsnot available
Fundersnot available
KeywordsStock (firearms)QuantileEconomicsAutoregressive conditional heteroskedasticityEconometricsQuantile regressionInflation (cosmology)Financial economicsMonetary economicsVolatility (finance)Geography
DOInot available

Abstract

fetched live from OpenAlex

The relationship between stock returns and inflation is examined for the G7 countries and some positive coefficients in the distribution for Italy and the UK were revealed. A positive one-for-one relationship is found once a GARCH filter is employed in all cases except Canada.

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)0.003
metaresearch head score (Gemma)0.019
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.015
Threshold uncertainty score0.030

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.019
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.004
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0050.001

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 head0.114
GPT teacher head0.319
Teacher spread0.204 · 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 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

Citations3
Published2012
Admission routes1
Has abstractyes

Explore more

Same venueRePEc: Research Papers in EconomicsSame topicItaly: Economic History and Contemporary IssuesFrench-language works237,207