{"id":"W1680268400","doi":"10.1016/j.jeca.2009.02.007","title":"Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate","year":2009,"lang":"en","type":"article","venue":"The Journal of Economic Asymmetries","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"","keywords":"Quantile; Predictability; Econometrics; Autoregressive model; Economics; Liberian dollar; Pound (networking); Exchange rate; Quantile regression; Statistics; Mathematics; Monetary economics; Computer science; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002921739,0.0001670902,0.0007415108,0.0006602609,0.0004413945,0.002710265,0.0006217018,0.0011009,0.00758255],"category_scores_gemma":[0.01974684,0.0003325415,0.0003949486,0.0005195784,0.00102471,0.001814531,0.001081433,0.002237893,0.0003145759],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007459984,"about_ca_system_score_gemma":0.0005091742,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005439541,"about_ca_topic_score_gemma":0.003205684,"domain_scores_codex":[0.999586,0.0001283213,0.00002496209,0.00007125673,0.00005914358,0.0001303184],"domain_scores_gemma":[0.9902887,0.006706647,0.001226127,0.0006355706,0.0004730938,0.0006698321],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.002753448,0.0006195683,0.2378456,0.0002420671,0.0003224997,0.001735789,0.002775698,0.1009186,0.01959615,0.577387,0.009375691,0.04642791],"study_design_scores_gemma":[0.0002420334,0.0002706117,0.3634282,0.00007391392,0.0002486719,0.000335087,0.001678909,0.4192759,0.003363961,0.2092906,0.001651785,0.000140386],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9890172,0.0003345594,0.005395439,0.0010812,0.00003512975,0.0000100183,0.0001656098,0.0001009178,0.003859907],"genre_scores_gemma":[0.9993625,0.00004972238,0.000134667,0.00003115143,0.000009577766,0.000001531335,0.00002490458,0.00001035772,0.0003756346],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00758255,"threshold_uncertainty_score":0.02536613,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01991129170203228,"score_gpt":0.2328896151769614,"score_spread":0.2129783234749291,"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."}}