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Record W3125339445

Currency Area and Non-synchronized Business Cycles between the US and Puerto Rico

2013· article· en· W3125339445 on OpenAlexaboutno aff
César R. Sobrino, Ellis Heath

Bibliographic record

VenueRePEc: Research Papers in Economics · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicGlobal Financial Crisis and Policies
Canadian institutionsnot available
Fundersnot available
KeywordsPuerto ricanBusiness cycleCurrencyVariance decomposition of forecast errorsQuarter (Canadian coin)EconomicsTerm (time)Error correction modelEconomic stagnationMonetary economicsGeographyMacroeconomicsCointegrationEconometricsPolitical science
DOInot available

Abstract

fetched live from OpenAlex

Frankel and Rose (1997, 1998) state that greater intensity of trading leads to more highly correlated business cycles across countries. Since 2005 Puerto Rico, which belongs to the US currency area, has suffered from economic stagnation. This raises the issue of whether currency areas lead to synchronized business cycles or not. Following Vahid and Engle (1997), we use a test of codependence to examine the short-run co-movements in outputs and prices between the US and Puerto Rico. The outcomes indicate that both economies share a common non-synchronized business cycle. The response from Puerto Rico to temporary US shocks occurs at a lag of one quarter. In addition, Puerto Rican prices respond to temporary shocks to US prices with a lag of two quarters. Furthermore, the forecast error variance decomposition shows that the Puerto Rican economy is highly dependent on the US economy. All evidence suggests that currency areas do not lead to synchronized business cycles. However, even though Puerto Rico has a non-synchronized common cycle with the US, the results appear to be that the current economic struggle in Puerto Rico is a long-term one, instead of a short-term one.

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)0.000
metaresearch head score (Gemma)0.003
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 score0.063
Threshold uncertainty score0.125

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.000
Open science0.0000.001
Research integrity0.0000.000
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 head0.031
GPT teacher head0.269
Teacher spread0.238 · 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

Citations0
Published2013
Admission routes1
Has abstractyes

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Same venueRePEc: Research Papers in Economics→Same topicGlobal Financial Crisis and Policies→French-language works237,207→