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Record W3125928011

Understanding the Dynamics of the US External Position

2010· preprint· en· W3125928011 on OpenAlexaboutno aff
Martin Evans and Alberto Fuertes

Bibliographic record

VenueRePEc: Research Papers in Economics · 2010
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicGlobal Financial Crisis and Policies
Canadian institutionsnot available
Fundersnot available
KeywordsPosition (finance)Depreciation (economics)Liberian dollarEconomicsCurrent accountSolvencyQuarter (Canadian coin)Value (mathematics)Us dollarEconometricsFinancial economicsMonetary economicsExchange rateFinanceMicroeconomicsGeographyMarket liquidityMathematicsStatistics
DOInot available

Abstract

fetched live from OpenAlex

This paper studies the dynamics of the U.S. external position for the past 35 years, and examines alternative paths for future external adjustment. We develop a new present value expression for the external position that embeds the restrictions of international solvency and can be easily empirically evaluated with time series methods. Our empirical model accounts for almost all the variations in the U.S. external position between 1973 and 2008. We estimate that most of the quarter-by-quarter changes in the U.S. external position over this period are due to news about future returns and trade flows, but over long horizons the changes reflect prior expectations about how the U.S. would meet its international financial obligations. Importantly, we identify the expectations embedded in the current U.S. external position that contain relevant information about the future adjustment paths. These expectations indicate that the half-lives for future adjustment paths towards U.S. external balance are at least 13 years and involve a significant real depreciation of the dollar.

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: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.033
Threshold uncertainty score0.065

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.002
Science and technology studies0.0000.001
Scholarly communication0.0030.003
Open science0.0000.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0040.001

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 head0.066
GPT teacher head0.295
Teacher spread0.229 · 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

Citations1
Published2010
Admission routes1
Has abstractyes

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