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Record W4405619293 · doi:10.3934/dsfe.2024026

Stochastic model of economic cycles and its econometric application

2024· article· en· W4405619293 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

VenueData Science in Finance and Economics · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsGLS Industries (Canada)
Fundersnot available
KeywordsEconometric modelEconomicsEconometricsStochastic modellingEconomic modelMacroeconomics

Abstract

fetched live from OpenAlex

<p>In this paper, I demonstrate the adequacy of economic systems to the basic provisions of synergetics, which makes the latter eligible for macroeconomic analysis. In justifying this statement, a synergetic approach to the development of a model of economic cycles was considered. The novelty of this model was related to the probabilistic description of the investment function and the perception of the economic system as a material object with certain properties. According to the model, the income oscillations are induced by both exogenous (investment fluctuations) and endogenous (system elasticity) causes. The cycle's amplitudes correlate with the intensity of investment fluctuations as well as the efficiency of the economic system. The duration of the economic cycle is determined by the inclusive wealth of the system and its dynamic factor, which characterizes the ability of the system to withstand investment fluctuations and eliminates their consequences. Thus, the economic cycle is interpreted as the "natural noise" accompanying the functioning of market economics.</p><p>The proposed model creates a mathematical basis for the numerical analysis of empirical economic data. An example of possible econometric applications of the model was considered using the current cyclic contraction in US incomes.</p>

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)0.001
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: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.602
Threshold uncertainty score0.906

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.003
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.140
GPT teacher head0.282
Teacher spread0.142 · 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