83 research outputs found
Gender Differences in Russian Colour Naming
In the present study we explored Russian colour naming in a web-based psycholinguistic experiment
(http://www.colournaming.com). Colour singletons representing the Munsell Color Solid (N=600 in total) were presented on a computer monitor and named using an unconstrained colour-naming method. Respondents were
Russian speakers (N=713). For gender-split equal-size samples (NF=333, NM=333) we estimated and compared (i)
location of centroids of 12 Russian basic colour terms (BCTs); (ii) the number of words in colour descriptors; (iii) occurrences of BCTs most frequent non-BCTs. We found a close correspondence between females’ and males’
BCT centroids. Among individual BCTs, the highest inter-gender agreement was for seryj ‘grey’ and goluboj
‘light blue’, while the lowest was for sinij ‘dark blue’ and krasnyj ‘red’. Females revealed a significantly richer repertory of distinct colour descriptors, with great variety of monolexemic non-BCTs and “fancy” colour names; in comparison, males offered relatively more BCTs or their compounds. Along with these measures, we gauged
denotata of most frequent CTs, reflected by linguistic segmentation of colour space, by employing a synthetic
observer trained by gender-specific responses. This psycholinguistic representation revealed females’ more
refined linguistic segmentation, compared to males, with higher linguistic density predominantly along the redgreen axis of colour space
The TIPS Yield Curve and Inflation Compensation
For over ten years, the Treasury has issued index-linked debt. This paper describes the methodology for fitting a smoothed yield curve to these securities that is used at the Federal Reserve Board every day, and makes the estimates public. Comparison with the corresponding nominal yield curve allows measures of inflation compensation to be computed. We discuss the interpretation of inflation compensation, and provide evidence that it is not a pure measure of inflation expectations being distorted by inflation risk premium and liquidity premium components. We attempt to estimate the TIPS liquidity premium and to extract underlying inflation expectations. (JEL E31, E43, H63)
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