{"id":"W2804887259","doi":"10.1111/jtsa.12438","title":"Nonstationary Cointegration in the Fractionally Cointegrated VAR Model","year":2018,"lang":"en","type":"article","venue":"Journal of Time Series Analysis","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":27,"is_retracted":false,"has_abstract":true,"ca_institutions":"Queen's University","funders":"Social Sciences and Humanities Research Council of Canada; Canada Research Chairs; Danmarks Grundforskningsfond; National Research Foundation","keywords":"Cointegration; Econometrics; Mathematics; Vector autoregression; Long memory; Economics","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001393358,0.0005981107,0.0009330133,0.001181946,0.0005578306,0.001874388,0.0009048117,0.001230973,0.004023647],"category_scores_gemma":[0.005954235,0.000316525,0.0008584638,0.001689867,0.001013894,0.001972302,0.001252293,0.001008138,0.0004894408],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007639931,"about_ca_system_score_gemma":0.0007910531,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006861597,"about_ca_topic_score_gemma":0.004511073,"domain_scores_codex":[0.9992234,0.0002713335,0.00004300254,0.0002091139,0.0001145333,0.0001386256],"domain_scores_gemma":[0.9985756,0.0007136664,0.0003853751,0.0001790935,0.00009291888,0.00005334875],"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":[0.00004588066,0.00004573274,0.002720641,0.00008541834,0.00007188385,0.000410564,0.000261878,0.2668221,0.001293634,0.7090831,0.001147576,0.01801155],"study_design_scores_gemma":[0.00000762297,0.00003363868,0.0008987289,0.00002981268,0.00003696819,0.0000820683,0.00006281273,0.6130341,0.00038661,0.3817213,0.003679314,0.00002702774],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1481049,0.002507265,0.8336577,0.001626265,0.0002212408,0.00002631446,0.0004170462,0.0003477126,0.01309162],"genre_scores_gemma":[0.9594144,0.001435136,0.03118888,0.0001866778,0.0001924444,0.00004444326,0.0002604347,0.00006427739,0.007213275],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006861597,"threshold_uncertainty_score":0.01364332,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03524681218010031,"score_gpt":0.2322142997624021,"score_spread":0.1969674875823018,"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."}}