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Record W3177292387 · doi:10.6084/m9.figshare.4807183

An Empirical Evidence of International Fisher Effect in Bangladesh with India and China: A Time-Series Approach

2017· article· en· W3177292387 on OpenAlexaboutno aff
Md. Mahmudul Alam

Bibliographic record

VenueOSF Preprints · 2017
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicIslamic Finance and Banking Studies
Canadian institutionsnot available
Fundersnot available
KeywordsCasualInternational Fisher effectChinaExchange rateEconomicsEconometricsFisher hypothesisQuarter (Canadian coin)Time seriesEmpirical evidenceDifferential (mechanical device)Interest rateReal interest rateStatisticsMacroeconomicsGeographyMathematicsPolitical science

Abstract

fetched live from OpenAlex

AbstractThis paper is an attempt to examine the empirical evidence of International Fisher Effect(IFE) between Bangladesh and its two other major trading partners, China and India. TheIFE uses interest rate differentials to explain why exchange rates change over time. A timeseries approach is considered to trace the relationship between nominal interest rates andexchange rates in these countries. The estimated value, by applying OLS, is used todetermine the casual relationship between interest rates and exchange rates for quarterlydata from 4th Quarter, 1995 to the 2nd Quarter, 2008. The empirical results suggest that thereis a little correlation between exchange rates and interest rates differential for Bangladeshwith China and Bangladesh with India, and the relationship between the variables is alsonot noteworthy for Bangladesh. Further, the trends advocate that the forecasting ofexchange rates with the hypothesis of IFE is not realistic for these countries.

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)0.001
metaresearch head score (Gemma)0.006
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 score0.040
Threshold uncertainty score0.079

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.006
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.003
Science and technology studies0.0000.001
Scholarly communication0.0010.001
Open science0.0000.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0050.000

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 head0.017
GPT teacher head0.263
Teacher spread0.247 · 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
Published2017
Admission routes1
Has abstractyes

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