{"id":"W2604940090","doi":"10.1016/j.inteco.2017.06.001","title":"Central bank policy rates: Are they cointegrated?","year":2017,"lang":"en","type":"article","venue":"International Economics","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Cointegration; Bivariate analysis; Economics; Univariate; Unit root; Monetary policy; Financial crisis; Financial integration; Interest rate; Econometrics; Monetary economics; Financial market; Financial economics; Macroeconomics; Multivariate statistics; Statistics; Finance; Mathematics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002897771,0.0004373742,0.0009835487,0.001717925,0.0004989162,0.004044002,0.0007822362,0.001473309,0.008091331],"category_scores_gemma":[0.03491551,0.0004911656,0.0007112693,0.003416461,0.001474783,0.004168449,0.0009129773,0.001649858,0.00144367],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008237663,"about_ca_system_score_gemma":0.001012468,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007767457,"about_ca_topic_score_gemma":0.004521477,"domain_scores_codex":[0.998629,0.0004169194,0.0001385041,0.0003653574,0.0002107344,0.0002395597],"domain_scores_gemma":[0.9842055,0.006399078,0.006685155,0.001422632,0.0009184421,0.0003691418],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0003147682,0.0001948089,0.5623643,0.0003289023,0.001213718,0.001367004,0.003328547,0.06497505,0.002975482,0.2149211,0.004109902,0.1439063],"study_design_scores_gemma":[0.0001358938,0.0002566593,0.5072015,0.0005918379,0.0007213514,0.001079517,0.002671489,0.2552119,0.003406354,0.2104386,0.01811561,0.0001692606],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9348085,0.002883756,0.04262292,0.003697685,0.0002294436,0.00004361322,0.0006967052,0.0003716122,0.01464567],"genre_scores_gemma":[0.9967668,0.0008210634,0.0008064298,0.00008797987,0.00006260497,0.00001671206,0.0002414506,0.0000291091,0.001167844],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008091331,"threshold_uncertainty_score":0.0270682,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08034247747600343,"score_gpt":0.2714262381831311,"score_spread":0.1910837607071277,"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."}}