{"id":"W1974343709","doi":"10.1007/s11079-008-9101-9","title":"The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR","year":2008,"lang":"en","type":"article","venue":"Open Economies Review","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Calgary","funders":"","keywords":"Economics; Econometrics; Autoregressive conditional heteroskedasticity; Volatility (finance); Heteroscedasticity; Multivariate statistics; Monetary policy; Robustness (evolution); Vector autoregression; Divisia index; Macroeconomics; Mathematics; Statistics","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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.001454239,0.0003071493,0.001418964,0.0001095238,0.0002267074,0.0001038149,0.001425959,0.00008875519,0.0004607092],"category_scores_gemma":[0.0009909474,0.0002721524,0.0002675738,0.0001629713,0.0001996533,0.0008907615,0.0003951818,0.0002217989,0.001374727],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000203782,"about_ca_system_score_gemma":0.00006068884,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.03165113,"about_ca_topic_score_gemma":0.0007152887,"domain_scores_codex":[0.997111,0.0001232063,0.001588408,0.000639379,0.00002897441,0.0005090366],"domain_scores_gemma":[0.9969384,0.001016042,0.0009431716,0.000939705,0.00001795131,0.0001447367],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"not_applicable","study_design_scores_codex":[0.001129586,0.001333854,0.5822107,0.01320104,0.003445393,0.0002260328,0.01644996,0.003784442,0.00007656099,0.1317565,0.1563169,0.09006897],"study_design_scores_gemma":[0.005471867,0.0006112556,0.4296145,0.01289522,0.0001514251,0.00005307164,0.0001325503,0.01874395,0.0004425836,0.07087865,0.4584206,0.002584366],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5377886,0.4328288,0.0001410725,0.005698714,0.001105452,0.003408587,0.0003442589,0.00003055834,0.01865404],"genre_scores_gemma":[0.6584018,0.3377595,0.0004446234,0.001275748,0.00008376304,0.0001701648,0.00001613412,0.00003148539,0.00181683],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3021037,"threshold_uncertainty_score":0.9999731,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1182064490773194,"score_gpt":0.2802495658044943,"score_spread":0.1620431167271749,"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."}}