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Record W3125562694

Relativní verze teorie parity kupní síly: problémy empirické verifikace [Relative version of the theory of purchasing power parity: problems of empirical verification]

2008· article· cs· W3125562694 on OpenAlexaboutno aff
Martin Mandel, Vladimír Tomšík

Bibliographic record

VenuePolitická ekonomie · 2008
Typearticle
Languagecs
FieldEconomics, Econometrics and Finance
TopicEconomic and Fiscal Studies
Canadian institutionsnot available
Fundersnot available
KeywordsPurchasing power parityCointegrationEconomicsEconometricsArbitrageRelative purchasing power parityExchange rateCurrencyFinancial economicsMacroeconomics
DOInot available

Abstract

fetched live from OpenAlex

The article discusses problems of the empirical verification of the relative version of the theory of purchasing power parity based on aggregated price indexes (especially using the consumer price index). The goal of the articles is to compare empirical results obtained from cross-country time series analysis using cointegration analysis, Error Correction Model, as well as VAR analysis. The authors tested 21 currency pairs of the U.S.A., Canada, Japan, Switzerland, the Great Britain, Norway, and Sweden in the period between 1975 and 2007. All tested time series were cointegrated of the first order with the exception of the consumer price index of Switzerland, which was cointegrated of the second order. The results of cointegration analysis are not very robust. This is explained by the authors as follows: existence of high transaction costs in an arbitrage, existence of complementary goods and oligopoly structure of exports, and expected back reaction between exchange rate and inflation.

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)0.039
metaresearch head score (Gemma)0.200
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: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.039
Threshold uncertainty score0.204

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0390.200
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0030.001
Bibliometrics0.0050.006
Science and technology studies0.0020.019
Scholarly communication0.0070.015
Open science0.0030.005
Research integrity0.0030.007
Insufficient payload (model declined to judge)0.0100.001

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 head0.065
GPT teacher head0.256
Teacher spread0.192 · 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

Citations0
Published2008
Admission routes1
Has abstractyes

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