{"id":"W2919178127","doi":"10.34989/san-2018-4","title":"Is the Excess Bond Premium a Leading Indicator of Canadian Economic Activity?","year":2021,"lang":"en","type":"article","venue":"Staff Analytical Notes","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Basis point; Economics; Gross domestic product; Bond; Monetary economics; Corporate bond; Percentage point; Index (typography); Excess return; Risk premium; Real gross domestic product; Interest rate; Macroeconomics; Finance; Geography","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.000877439,0.0002360766,0.0002384769,0.003173808,0.001023499,0.00222128,0.0005768069,0.0004147975,0.003946646],"category_scores_gemma":[0.009132737,0.0001064146,0.0002450128,0.005037574,0.0007428809,0.000766697,0.00056075,0.0007429945,0.0002608583],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0145381,"about_ca_system_score_gemma":0.01397088,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.9766499,"about_ca_topic_score_gemma":0.9815927,"domain_scores_codex":[0.9993851,0.0000300385,0.00003047856,0.00006353992,0.0003536446,0.0001371855],"domain_scores_gemma":[0.9922749,0.00062922,0.002180824,0.0002004307,0.003758658,0.0009559245],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00007922576,0.00002052982,0.9507709,0.00006709697,0.00005513912,0.00008644244,0.000406962,0.0005598834,0.0002598845,0.004581043,0.008631155,0.03448179],"study_design_scores_gemma":[0.000004385908,0.00001058946,0.9898443,0.00004029304,0.00003506059,0.00004817338,0.0006310479,0.001089535,0.0002355573,0.0005370049,0.007504285,0.00001969132],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9090135,0.006699698,0.0008249934,0.01258382,0.0001877008,0.00003950063,0.01411146,0.000069621,0.05646982],"genre_scores_gemma":[0.992153,0.002742531,0.0003138544,0.000249819,0.00006623536,0.000003574355,0.00206939,0.00000953085,0.002392062],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02335012,"threshold_uncertainty_score":0.1054818,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08571458040410122,"score_gpt":0.2647682490135085,"score_spread":0.1790536686094073,"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."}}