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Record W7039574902

Monetary policy transmission in unconventional times: The role of financial structure

2021· dissertation· en· W7039574902 on OpenAlexfundno aff

Bibliographic record

VenueUvA-DARE (University of Amsterdam) · 2021
Typedissertation
Languageen
FieldEconomics, Econometrics and Finance
TopicBanking stability, regulation, efficiency
Canadian institutionsnot available
FundersYork University
KeywordsMonetary policyCredit channelMarket liquidityInterest rateQuantitative easingDebtFinancial crisisMonetary baseFinancial intermediaryIncentiveFinancial market
DOInot available

Abstract

fetched live from OpenAlex

This thesis presents empirical work on the lending channel of monetary policy and the role of financial structure in Europe. Europe's financial structure is heavily bank-based, which has implications for the transmission of monetary policy. The bias towards banks prompted the Eurosystem to implement several credit easing and liquidity supporting measures in the wake of the Great Financial Crisis of 2008. Have these measures helped to sustain the flow of finance to the real economy? In short, this thesis finds the answer is yes. Using confidential monetary data, the results of this research suggest that the Eurosystem has effectively buttressed the intermediary function of the European financial system. But this thesis also shows that there are lessons to be drawn. First, looking forward to what is likely to be a prolonged period of negative interest rates, the Eurosystem may minimize the distortive effects of monetary policy stimulus on bank performance by specifically targeting longer-term interest rates. Second, ambitious price incentives embedded in the monetary operations can further incentivize banks to increase lending while preventing a dependence on central bank funding. Last, to better foster the flow of finance in adverse circumstances, Europe needs a more diverse financial structure. Stimulating debt creation and risk taking by banks increases the risk of financial instability in Europe's bank-based financial system, because bank-based financial structures are found to be associated with more systemic risk than market-based financial structures.

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)0.001
metaresearch head score (Gemma)0.010
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: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.006
Threshold uncertainty score0.016

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.010
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0060.004
Open science0.0000.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0050.000

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 head0.006
GPT teacher head0.189
Teacher spread0.183 · 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

Citations0
Published2021
Admission routes1
Has abstractyes

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