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Record W7027939988

The effects of quantitative easing on U.S. inflation and output

2020· dissertation· en· W7027939988 on OpenAlexaboutno aff

Bibliographic record

VenueRepositório do ISCTE-IUL · 2020
Typedissertation
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
Fundersnot available
KeywordsTreasuryInflation (cosmology)Quantitative easingQuarter (Canadian coin)Production (economics)Industrial productionValue (mathematics)
DOInot available

Abstract

fetched live from OpenAlex

The present dissertation aims to provide insight on how Quantitative Easing Programs impacts both GDP and CPI, specifically, how the purchase of securities ranging from U.S. Treasury Securities to Mortgaged-backed Securities (i.e., MBS) impact said variables. It focuses on the post-crisis period between the second quarter of 2009 and the last quarter of 2019, using U.S. Federal Reserve data resources. It uses monthly data collected for six time-series, giving a total of 129 observations (N=129) for each. Using a Vector Auto-Regressive (i.e., VAR) approach, this dissertation concluded that Q.E. triggers a response in both Industrial Production and CPI, persistent for at least 15 lag periods. This response is stronger for Industrial Production, having a comparatively weak impact on CPI. The nature of this impact (i.e., positive or negative) could not be definitely inferred, as, across the 15-lag period, the behavior was mostly intermittent. However, for Industrial Production the sign of the response ended on a positive value for M.B.S and U.S. Treasury Securities maturing in 5 to 10 Years. For CPI all the U.S. Treasury securities and M.B.S ended on a positive value, with the exception of the U.S. Treasury Securities Maturing in 10 Years. Thus, the claim that Q.E. Programs do not trigger any type of response at either the Industrial Production or CPI level is safely rejected.

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)0.000
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.717
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
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 head0.036
GPT teacher head0.245
Teacher spread0.208 · 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.

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

Citations0
Published2020
Admission routes1
Has abstractyes

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