MétaCan
Menu
Back to cohort
Record W4297996878 · doi:10.32920/ryerson.14656602.v2

Fiscal policy in a small open economy

2022· preprint· en· W4297996878 on OpenAlexaffabout
Zohra Jamasi

Bibliographic record

Venuenot available
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicFiscal Policies and Political Economy
Canadian institutionsToronto Metropolitan University
Fundersnot available
KeywordsDynamic stochastic general equilibriumEconomicsFiscal policyGovernment spendingGovernment debtMacroeconomicsMonetary economicsDebtBusiness cycleFiscal multiplierConsumption (sociology)Small open economyNew Keynesian economicsShock (circulatory)WelfareMonetary policy

Abstract

fetched live from OpenAlex

The great recession of 2008-2009 has brought fiscal policy modelling and analysis to the forefront, motivating a deeper understanding of fiscal issues. This thesis develops various strands of fiscal policy literature focusing on the identification of fiscal shocks, the modelling fiscal rules and the welfare implications of fiscal policy. The first few chapters are dedicated to building a rich fiscal model with debt rules for Canada and the last chapter explores the welfare implications of these fiscal rules. In the second chapter, we explore the role of temporary government spending shocks on macroeconomic fluctuations, primarily focusing on the response of private consumption. We estimate a four variable structural Vector Auto-Regression (VAR) model. We find across various identification approaches, a positive unanticipated temporary government spending shock generates a negative response in private consumption and a positive response in output. In the third chapter, we build a Dynamic Stochastic General Equilibrium (DSGE) model to account for these empirical findings. We use Bayesian estimation techniques to estimate five debt rules that correspond to various policy instruments and report the elasticities of these instruments to the cycle and the stock of federal government debt in Canada. We find an elasticity in response to debt of 0.26 for government spending and 0.16 for transfer payments. We find insignificant elasticities for the response of average effective tax rates to debt. Our findings support the presence of strong automatic stabilizers in Canada, with an elasticity of 0.41 and 1.73 for the response of average labour and capital tax rates to the cycle. In chapter four, we extend the homogenous framework in chapter three to a heterogeneous agent setting by introducing liquidity constrained agents and analyze the welfare effects of balanced budget rules and debt rules. Our results show that debt rules improve aggregate welfare in the economy compared to a balanced budget rule. This result is driven by the welfare gains of a large share of Ricardian households. The remaining liquidity-constrained households experience a welfare loss under debt rules, indicating that a balanced budget rule is preferable for agents who cannot engage in inter-temporal consumption smoothing.

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 distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Other · Consensus signal: none
Teacher disagreement score0.834
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.001
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0010.000
Open science0.0020.007
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0170.001

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 head0.075
GPT teacher head0.283
Teacher spread0.208 · 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; both teacher heads agree on what is shown here.

Study designTheoretical or conceptual
Domainnot available
GenreOther

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
Published2022
Admission routes2
Has abstractyes

Explore more

Same topicFiscal Policies and Political EconomyFrench-language works237,207