{"id":"W2033617633","doi":"10.6000/1929-7092.2014.03.29","title":"Yield Curve Forecasts and the Predictive Power of Macro Variables in a VAR Framework","year":2014,"lang":"en","type":"article","venue":"Journal of Reviews on Global Economics","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Macro; Predictive power; Economics; Econometrics; Yield curve; Yield (engineering); Macroeconomics; Computer science; Interest rate; Thermodynamics; Physics","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":[0.002934509,0.0006402822,0.0005832604,0.001301376,0.000180064,0.001566101,0.0006868185,0.000998794,0.001131722],"category_scores_gemma":[0.01762217,0.0004120831,0.000471965,0.001416933,0.0005933724,0.002604393,0.0005896296,0.001282051,0.0003804782],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005211567,"about_ca_system_score_gemma":0.000367264,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006815764,"about_ca_topic_score_gemma":0.003223702,"domain_scores_codex":[0.9995868,0.0001679056,0.00002234394,0.0001054605,0.00007757611,0.00003992335],"domain_scores_gemma":[0.99301,0.00566477,0.0006013993,0.0002425786,0.0003812498,0.0001000416],"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":[0.00007830327,0.00002006221,0.01588277,0.00004890308,0.00008984348,0.00009537776,0.000100856,0.9078282,0.0005778147,0.03793261,0.0008708872,0.03647426],"study_design_scores_gemma":[0.000004478661,0.00001306182,0.003674227,0.00001480485,0.00001394702,0.00001341477,0.00001479782,0.9735321,0.0001659265,0.02217438,0.0003647563,0.00001394195],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3765685,0.003455161,0.6092087,0.00194037,0.0001624486,0.00002817491,0.0008517287,0.0007391956,0.007045706],"genre_scores_gemma":[0.9800937,0.002257046,0.0152856,0.00006160186,0.0001657755,0.0000158952,0.0005330007,0.00005383684,0.001533604],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006815764,"threshold_uncertainty_score":0.01551938,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04453129902264982,"score_gpt":0.243141595416389,"score_spread":0.1986102963937392,"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."}}