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Record W7072014870

Unconventional Monetary Policy in the United States : An empirical study of the quantitative easing (QE) effects on households and firms

2023· other· en· W7072014870 on OpenAlexaboutno aff

Bibliographic record

VenueDiVA (Linnaeus University) · 2023
Typeother
Languageen
Field
Topic
Canadian institutionsnot available
Fundersnot available
KeywordsQuantitative easingDistributed lagMonetary policyHeteroscedasticityConsumption (sociology)Quarter (Canadian coin)Variable (mathematics)Empirical research
DOInot available

Abstract

fetched live from OpenAlex

Quantitative Easing is an unconventional instrument when conducting monetary policy with the aim of stimulating the economy. The instrument is a complementary tool when changing the nominal interest rate is no longer effective. In the United States this unconventional instrument has been used through three different waves between December 2008 to October 2014. This research paper investigates two different regressions, one for the dependent variable consumption and one for the dependent variable investments to capture the effects on households and firms respectively. The results are used to study whether the unconventional monetary policy has had any effects on these variables and if the dependent variables are affected to different degrees. Data for this paper is collected between the first quarter of 2005 until the fourth quarter of 2019. The modelling used is the Auto Regressive Distributed Lag Model (ARDL) for the two different regressions. All variables in the regressions are critically tested for unit roots, autocorrelation, heteroscedasticity and misspecification to validate the analysis. The findings of our ARDL models indicate that investments are affected by quantitative easing to a larger degree than consumption by 3.8 times the change of the coefficients at its optimal lags.

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)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.074
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0030.006
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.001
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 head0.046
GPT teacher head0.303
Teacher spread0.257 · 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 designObservational
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
Published2023
Admission routes1
Has abstractyes

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