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Record W4366257339 · doi:10.24149/wp2302

State-Dependent Local Projections

2023· article· en· W4366257339 on OpenAlexafffund
Śılvia Gonçalves, Ana María Herrera, Lutz Kilian

Bibliographic record

VenueFederal Reserve Bank of Dallas, Working Papers · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsMcGill UniversitySimon Fraser University
FundersNatural Sciences and Engineering Research Council of CanadaGovernment of CanadaEmory University
KeywordsShock (circulatory)EconometricsProjection (relational algebra)PopulationEstimatorState (computer science)EconomicsState dependentInfinitesimalKeynesian economicsMathematicsStatisticsMathematical analysis

Abstract

fetched live from OpenAlex

Do state-dependent local projections asymptotically recover the population responses of macroeconomic aggregates to structural shocks?The answer to this question depends on how the state of the economy is determined and on the magnitude of the shocks.When the state is exogenous, the local projection estimator recovers the population response regardless of the shock size.When the state depends on macroeconomic shocks, as is common in empirical work, local projections only recover the conditional response to an infinitesimal shock, but not the responses to larger shocks of interest in many applications.Simulations suggest that fiscal multipliers may be off by as much as 40 percent.

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 categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.464
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.001

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 head0.091
GPT teacher head0.254
Teacher spread0.163 · 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 teacher head, not a consensus.

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

Citations7
Published2023
Admission routes2
Has abstractyes

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