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Record W4323317394 · doi:10.3390/jrfm16030175

Effect of Yield Spreads (State Bonds) on Economic Growth Performance in Indonesia

2023· article· en· W4323317394 on OpenAlexvenueno aff
Kristian Chandra, Wahyuni Rusliyana Sari, Dwi Yantik Sriwulan, Muhammad Raditya Adhimukti

Bibliographic record

VenueJournal of risk and financial management · 2023
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Analysis and Corporate Governance
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsInflation (cosmology)Monetary economicsVector autoregressionExchange rateYield (engineering)Investment (military)PortfolioYield curveBondGovernment bondPortfolio investmentGovernment (linguistics)Foreign direct investmentInterest rateMacroeconomicsFinancial economicsFinance

Abstract

fetched live from OpenAlex

This research analyzes the effect of the government bond yield curve spread on economic growth performance in Indonesia using the indicators of exchange rate, inflation, BI rate, foreign investment, portfolio investment, current account, and government accounts. Furthermore, it aims to prove the accuracy of the vector autoregression (VAR) or vector autoregression model in predicting economic growth from Q1 2010 to Q3 2020. The results showed that the yield curve spread has a significant effect on economic growth. Meanwhile, the exchange rate, inflation, and the BI rate have a negative effect on economic growth. Capital inflows such as foreign direct investment, portfolio investment, as well as the current account balance and government balance have a positive effect on economic growth. These results are useful to government policymakers, fund managers, and investors, as they provide further evidence of the potential use of yield curves as an indicator of future economic activity.

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 score0.007
Threshold uncertainty score0.014

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.006
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

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 head0.005
GPT teacher head0.180
Teacher spread0.174 · 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

Citations5
Published2023
Admission routes1
Has abstractyes

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