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Record W6890427682 · doi:10.34989/tr-28

A Comparison of Alternative Methods of Monetary Aggregation: Some Preliminary Evidence

2024· article· en· W6890427682 on OpenAlexaff

Bibliographic record

VenueBank of Canada Research · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic theories and models
Canadian institutionsBank of Canada
Fundersnot available
KeywordsSuperlativeMonetary policyAsset (computer security)Measure (data warehouse)Stability (learning theory)Market liquidity

Abstract

fetched live from OpenAlex

The monetary aggregates presently computed have a number of restrictive structural characteristics which could limit their usefulness as economic indicators and policy targets, when these aggregates are used to measure the volume of liquidity or "money" in the economy. Their simple linear structure implicitly treats all the included monetary components as perfect substitutes, and imposes an additive unit-weighted utility function on all asset holders. Additionally, the traditional aggregates are very selective and exclude non-bank monetary assets. In this paper we construct and test a number of alternative, "superlative", monetary aggregates. These new aggregates have a more flexible functional form and give explicit recognition to the heterogeneous nature of various financial instruments by assigning a unique price weight to each monetary component. Superlative monetary aggregates are compared with conventional (summation) monetary aggregates in three critical areas: information content, causality, and stability. While superlative aggregates tend to follow more consistent time paths than summation aggregates, their overall performance is very mixed. Superlative monetary aggregates appear to contain less information on contemporaneous and future income levels than their summation counterparts, and fail to provide any new insights on money-income causality. Equations explaining their behaviour do, however, display greater parameter stability at broad levels of aggregation, providing weak evidence in favour of superlative aggregation. This is not the case at narrower levels of aggregation. All of these findings are generally consistent with the results of similar tests in the United States and, taken together, suggest that narrow conventional aggregates are at least as good as and perhaps better than any existing alternatives. Though superlative aggregation in general has much to recommend it, the superlative monetary aggregates appear to be affected by a number of practical and theoretical problems which may limit their viability as alternatives to the conventional money measures.

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)0.003
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: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.348
Threshold uncertainty score0.796

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.000
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)0.0000.000

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 head0.227
GPT teacher head0.426
Teacher spread0.199 · 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 designTheoretical or conceptual
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

Citations13
Published2024
Admission routes1
Has abstractyes

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