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Record W4393358955 · doi:10.3386/w32248

Asset Demand and Real Interest Rates

2024· report· en· W4393358955 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueNational Bureau of Economic Research · 2024
Typereport
Languageen
FieldEconomics, Econometrics and Finance
TopicGerman Economic Analysis & Policies
Canadian institutionsBank of CanadaUniversity of British Columbia
Fundersnot available
KeywordsAsset (computer security)Interest rateBusinessEconomicsMonetary economicsFinanceComputer scienceComputer security

Abstract

fetched live from OpenAlex

Understanding factors that drive asset demand is central to explaining movements in long-term real interest rates.In this paper, we begin by documenting that much of the increase in the demand for assets in the US in the 30 years prior to Covid represented greater desire to hold assets by households of given age and income levels.For example, if we focus on the 55-64 age group, its wealth-to-income ratio increased by 45-55%, depending on whether housing is included or not.We then develop a model of asset demands which combines retirement motives and inter-temporal substitution motives to quantitatively explore different factors that may have contributed to such an increase.Our findings suggest that decreasing interest rates likely led to a substantial increase in demand for retirement wealth.We also explore some of the across group heterogeneity and show how social security may explain why the lowest income groups did not follow the general trend.Finally, we discuss macroeconomic implications of long-run asset demands that are a decreasing function of interest rates.

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.

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)0.007
metaresearch head score (Gemma)0.001
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: Empirical · Consensus signal: none
Teacher disagreement score0.883
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0070.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0030.000
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.003

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 head0.485
GPT teacher head0.513
Teacher spread0.028 · 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