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Record W77270148 · doi:10.3386/w22763

Fiscal Risk and the Portfolio of Government Programs

2016· report· en· W77270148 on OpenAlexaff
Samuel Hanson, David Scharfstein, Adi Sunderam

Bibliographic record

VenueNational Bureau of Economic Research · 2016
Typereport
Languageen
FieldEconomics, Econometrics and Finance
TopicHousing Market and Economics
Canadian institutionsKellogg's (Canada)
FundersHarvard Business School
KeywordsPortfolioGovernment (linguistics)BusinessEconomicsFinance

Abstract

fetched live from OpenAlex

In this paper, we develop a new model for government cost-benefit analysis in the presence of risk.In our model, a benevolent government chooses the scale of a risky project in the presence of two key frictions.First, there are market failures, which cause the government to perceive project payoffs differently than private households do.This gives the government a "social risk management" motive: projects that ameliorate market failures when household marginal utility is high are appealing.The second friction is that government financing is costly because of tax distortions.This creates a "fiscal risk management" motive: incremental spending that occurs when total government spending is already high is particularly unattractive.A first key insight is that the government's need to manage fiscal risk frequently limits its capacity for managing social risk.A second key insight is that fiscal risk and social risk interact in complex ways.When considering many potential projects, government cost-benefit analysis thus acquires the flavor of a portfolio choice problem.We use the model to explore how the relative attractiveness of two technologies for promoting financial stability-bailouts and regulation-varies with the government's fiscal burden and characteristics of the economy.

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)0.002
metaresearch head score (Gemma)0.007
Version: metacan-v3-hybrid-931329e0061cValidation 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: none
Teacher disagreement score0.012
Threshold uncertainty score0.041

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.007
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0040.005
Open science0.0020.001
Research integrity0.0030.003
Insufficient payload (model declined to judge)0.0120.001

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 head0.240
GPT teacher head0.413
Teacher spread0.174 · 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 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

Citations1
Published2016
Admission routes1
Has abstractyes

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