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Record W4382602697 · doi:10.5539/ijef.v15n8p1

Evolving Nature of Financial Intermediation and Economic Growth: Insights from a Bayesian Vector-Autoregression Analysis

2023· article· en· W4382602697 on OpenAlexvenueno aff
Ujjal Chatterjee

Bibliographic record

VenueInternational Journal of Economics and Finance · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicBanking stability, regulation, efficiency
Canadian institutionsnot available
Fundersnot available
KeywordsFinancial intermediaryMarket liquidityBayesian vector autoregressionEconomicsIntermediationMonetary economicsSample (material)Vector autoregressionFinancial marketIntermediaryDeposit insurancePensionReal economyFinancial systemBusinessFinanceBayesian probability

Abstract

fetched live from OpenAlex

We compute the growth of financial intermediary (FI) assets as an indicator of liquidity provided by intermediaries to the economy, as is done in the existing literature, and analyze its impact on the economy. We find that shocks to aggregate FI assets have a significant impact on U.S. real GDP and other macroeconomic indicators. Furthermore, shocks to assets of individual FIs also impact economic growth. However, our sub-sample analysis reveals notable shifts in the nature of financial intermediation: i) an increasing importance of market-based intermediaries, such as securities brokers and dealers, while the relationship between banks and the overall economy has diminished; ii) mutual funds demonstrate a greater impact compared to pension funds, underscoring their relative significance in driving economic outcomes in recent years; iii) insurance companies and shadow banks exhibit consistent significance across the sub-sample periods. These results suggest adopting a holistic approach to policymaking that considers various FIs, enhancing regulation and oversight of systemically important non-bank financial institutions, and monitoring of large insurers to mitigate the risk of financial instability.

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)0.003
metaresearch head score (Gemma)0.010
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.021
Threshold uncertainty score0.041

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.010
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0020.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

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 head0.008
GPT teacher head0.221
Teacher spread0.213 · 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 designSimulation or modeling
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
Published2023
Admission routes1
Has abstractyes

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