{"id":"W1580519454","doi":"10.34989/swp-2004-45","title":"Modelling the Evolution of Credit Spreads in the United States","year":2021,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Humanities; Economics; Political science; Philosophy","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008177239,0.0004345504,0.0004774352,0.001208972,0.0003944545,0.001775804,0.0009151463,0.001960015,0.002684502],"category_scores_gemma":[0.005401446,0.0006599158,0.0005885019,0.001503606,0.0004651807,0.001145643,0.0007489856,0.001189894,0.000285239],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002313283,"about_ca_system_score_gemma":0.0006946808,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.1563739,"about_ca_topic_score_gemma":0.07837073,"domain_scores_codex":[0.9997861,0.00007396656,0.00001116975,0.00006581502,0.00002175513,0.00004110958],"domain_scores_gemma":[0.9985747,0.0008171222,0.0002761745,0.00007931169,0.0001595542,0.00009317241],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00007304698,0.00005858014,0.01495267,0.00001681252,0.00003632956,0.0001505083,0.0001526367,0.968829,0.0004184225,0.01016473,0.001084584,0.004062675],"study_design_scores_gemma":[0.00001783775,0.00001514119,0.003844345,0.000006058067,0.00001256035,0.00001960696,0.00003711058,0.9926565,0.00008912441,0.002706177,0.0005844222,0.0000109677],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9742662,0.0004578644,0.01650467,0.0008277131,0.00003546958,0.0000359631,0.001682173,0.0001616087,0.006028487],"genre_scores_gemma":[0.9924474,0.0002549735,0.003457138,0.00004970394,0.000009246766,0.00002858068,0.0007872722,0.00002469534,0.002940904],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1563739,"threshold_uncertainty_score":0.3109274,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0610831033659353,"score_gpt":0.2897009037820628,"score_spread":0.2286178004161275,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}