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Record W4404113243 · doi:10.3390/jrfm17110495

Small-Country Mundell–Fleming (IS/LM/BP) Model Predictions Under Both Fixed and Flexible Exchange Rates: Evidence from Australia and S. Korea

2024· article· en· W4404113243 on OpenAlexvenueno aff
Jonathan E. Leightner

Bibliographic record

VenueJournal of risk and financial management · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsFixed exchange ratesEconomicsKeynesian economicsExchange rateMonetary economicsEconometrics

Abstract

fetched live from OpenAlex

The small-country IS/LM/BP (Mundell–Fleming) model predicts that monetary policy is totally ineffective in countries with fixed exchange rates and super-effective in countries with flexible exchange rates. Furthermore, this model predicts that, under fixed exchange rates, fiscal policy is stronger the more mobile capital is in terms of moving in and out of the country, but it predicts the opposite for countries with flexible exchange rates; fiscal policy is stronger the less mobile capital is. This paper tests these predictions by applying reiterative truncated projected least squares (RTPLS) to quarterly data from Australia and the Republic of Korea when they employed fixed and then flexible exchange rates. RTPLS produces a separate total derivative estimate for each observation, where the differences in these estimates are due to omitted variables. By doing so, RTPLS makes it possible to see how the estimated relationship changes over time. I found that the effectiveness of monetary policy was not zero under fixed exchange rates but that its effectiveness did increase when Australia and S. Korea switched to flexible exchange rates. Under flexible exchange rates, I found that the effectiveness of fiscal policy was statistically higher than zero for both countries, which conflicts with the assumption of perfect capital mobility.

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)0.004
metaresearch head score (Gemma)0.008
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 score0.058
Threshold uncertainty score0.115

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.008
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0000.001
Science and technology studies0.0010.001
Scholarly communication0.0010.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0030.001

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 head0.119
GPT teacher head0.267
Teacher spread0.148 · 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

Citations3
Published2024
Admission routes1
Has abstractyes

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