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Record W7084279057

均衡経路が非決定な動学的一般均衡モデルを用いた実証分析

2023· other· ja· W7084279057 on OpenAlexaboutno aff

Bibliographic record

VenueKeiO Associated Repository of Academic Resources (Keio University) · 2023
Typeother
Languageja
FieldHealth Professions
TopicIndigenous Health and Education
Canadian institutionsnot available
Fundersnot available
KeywordsNew Keynesian economicsInflation (cosmology)Output gapExchange rateNominal interest rateInterest rateGeneral equilibrium theoryMonetary policy
DOInot available

Abstract

fetched live from OpenAlex

2023年度は、研究課題と関連する2本の論文の改訂に取り組み、1本の論文を新たに作成した。 まず、トレンド・インフレと均衡経路が非決定となる可能性を考慮したニュー・ケインジアン・モデルの推定を行い、1980年代半ば以降の米国におけるインフレ率の慣性の変化の原因を分析した論文「Inflation Gap Persistence, Indeterminacy, and Monetary Policy」(黒住卓司、Willem Van Zandwegheとの共著)の改訂を行った。改訂版の論文は、国際学術雑誌であるReview of Economic Dynamicsに掲載された。 次に、行動経済学的期待形成とゼロ金利制約を考慮した非線形ニュー・ケインジアン・モデルを推定した論文「Estimating a Behavioral New Keynesian Model with the Zero Lower Bound」(飯星博邦、上田晃三、新谷元嗣との共著)の改訂を行い、国際学術雑誌であるJournal of Money, Credit and Bankingへの掲載が決まった。 さらに、カバーなし金利平価(UIP: Uncovered Interest Rate Parity)が成立せず均衡経路が非決定となる可能性を考慮した小国開放動学的一般均衡モデルをカナダと米国のデータを用いて推定した論文「Connecting Exchange Rates to Fundamentals Under Indeterminacy」(藤原一平との共著)を新たに執筆した。同論文について、Université Côte d'Azur主催のInternational Conference on Computing in Economics and FinanceとAsia School of Business主催のWorkshop of the Australasian Macroeconomics Societyで発表を行った。現在は学術雑誌への投稿に向けて改訂を行っている。 In the academic year of 2023, I worked on revising two papers related to our research agenda and one new paper. First, we estimated a New Keynesian model that takes into account trend inflation and the possibility of equilibrium indeterminacy, and analyzed the causes of the change in inflation persistence in the United States since the mid-1980s in the paper "Inflation Gap Persistence, Indeterminacy,. and Monetary Policy" (co-authored with Takushi Kurozumi and Willem Van Zandweghe). The revised paper was published in the Review of Economic Dynamics. Next, we revised the paper "Estimating a Behavioral New Keynesian Model with the Zero Lower Bound" (co-authored with Hirokuni Iiboshi, Mototsugu Shintani, and Kozo Ueda), which estimates a nonlinear New Keynesian model with behavioral expectation formation and the zero lower bound on the nominal interest rate. The revised paper has been accepted for publication in the Journal of Money, Credit and Banking. In addition, we estimated a small open-economy dynamic general equilibrium model that takes into account the possibility that UIP (Uncovered Interest Rate Parity) does not hold and that the equilibrium path can be indeterminate, using data from Canada and the U.S. The paper, "Connecting Exchange Rates to Fundamentals Under Indeterminacy" (co-authored with Ippei Fujiwara) was presented at the International Conference on Computing in Economics and Finance organized by the Université Côte d'Azur and the Workshop of the Australasian Macroeconomics Society organized by the Asia School of Business. The paper is currently being revised for submission to an academic journal.

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)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Science and technology studies, Research integrity, Insufficient payload (model declined to judge)
Consensus categoriesResearch integrity, Insufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.339
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0030.003
Science and technology studies0.0040.001
Scholarly communication0.0000.000
Open science0.0020.000
Research integrity0.0080.007
Insufficient payload (model declined to judge)0.0010.002

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 head0.029
GPT teacher head0.305
Teacher spread0.277 · 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; both teacher heads agree on what is shown here.

Study designNot applicable
Domainnot available
GenreOther

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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