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Record W4390344511 · doi:10.1111/obes.12587

Global Demand and Supply Sentiment: Evidence From Earnings Calls*

2023· article· en· W4390344511 on OpenAlexaff
Franz Ruch, Temel Taşkın

Bibliographic record

VenueOxford Bulletin of Economics and Statistics · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsBank of Canada
Fundersnot available
KeywordsDemand shockRecessionEarningsSupply and demandEconomicsSupply shockBayesian vector autoregressionGreat recessionVector autoregressionMonetary economicsCoronavirus disease 2019 (COVID-19)EconometricsBayesian probabilityMacroeconomicsLabour economicsComputer scienceFinanceMonetary policy

Abstract

fetched live from OpenAlex

Abstract This paper quantifies global demand and supply conditions and compares two major global recessions: the 2009 Great Recession and the COVID‐19 pandemic. First, we compute demand and supply sentiment by applying Natural Language Processing techniques on earnings call transcripts. Second, we corroborate our sentiment measure by identifying demand and supply shocks using a structural Bayesian vector autoregression model. The results highlight sharp contrast in the size of supply and demand conditions over time and across sectors. While the Great Recession was characterized by weak demand, COVID‐19 caused sizable disruptions to both demand and supply, with varying relative importance across major sectors. Furthermore, certain sub‐sectors, such as professional and business services, internet retail, and grocery/department stores, fared better than others during the pandemic.

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 categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.417
Threshold uncertainty score0.845

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)0.0010.000

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 head0.020
GPT teacher head0.223
Teacher spread0.203 · 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.

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

Citations4
Published2023
Admission routes1
Has abstractyes

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