{"id":"W2041424115","doi":"10.2753/pke0160-3477290205","title":"Exchange rates and prices: revisiting Granger causality tests","year":2007,"lang":"en","type":"article","venue":"Journal of Post Keynesian Economics","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Granger causality; Purchasing power parity; Economics; Exchange rate; Econometrics; Relative purchasing power parity; Context (archaeology); Cointegration; Causality (physics); Monetary economics; Geography","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.002979539,0.0002360586,0.0007353537,0.0004270463,0.000127804,0.0001488963,0.0002547764,0.0001501772,0.0003158204],"category_scores_gemma":[0.0002740637,0.0002606962,0.0001988913,0.00009356067,0.00008957966,0.0008834286,0.00005795822,0.0002686834,0.0001331792],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001945202,"about_ca_system_score_gemma":0.00002893521,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002067646,"about_ca_topic_score_gemma":0.00008377385,"domain_scores_codex":[0.9975802,0.00001640755,0.001612873,0.0002856861,0.00002162641,0.0004831978],"domain_scores_gemma":[0.9974265,0.0002427253,0.001715295,0.0002598841,0.00004094011,0.0003146954],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0005263085,0.0002364318,0.9075218,0.0005225966,0.0005994724,0.0001567519,0.00479077,0.0007014586,0.0002088068,0.04597643,0.002178442,0.03658073],"study_design_scores_gemma":[0.001982296,0.0004856409,0.8977992,0.0001358033,0.00005683918,0.0008847671,0.00064188,0.001909195,0.0003225396,0.01630218,0.0785299,0.0009497643],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9871601,0.004985031,0.0008961838,0.001681592,0.0005286036,0.000127041,0.00009165522,0.0000117335,0.004518086],"genre_scores_gemma":[0.9936415,0.001677325,0.002199365,0.001096149,0.001100814,9.352802e-7,0.000005534137,0.00003703494,0.000241341],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.07635146,"threshold_uncertainty_score":0.9999845,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05745232824934045,"score_gpt":0.2577551404759688,"score_spread":0.2003028122266284,"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."}}