{"id":"W3094098217","doi":"10.1515/bejm-2021-0078","title":"Charge-offs, Defaults and the Financial Accelerator","year":2022,"lang":"en","type":"article","venue":"The B E Journal of Macroeconomics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"McMaster University; Carleton University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Default; Economics; Variance (accounting); Investment (military); Financial accelerator; Econometrics; Surprise; Standard deviation; Monetary economics; Finance; Dynamic stochastic general equilibrium; Statistics; Mathematics; Monetary policy","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":[0.001217685,0.0001709238,0.0004054462,0.0004998434,0.000255442,0.001951478,0.0003268422,0.0008419806,0.003977051],"category_scores_gemma":[0.009167071,0.0002266661,0.00029315,0.0006836323,0.0006827094,0.0009954197,0.0007415242,0.0009394868,0.0003772394],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001004206,"about_ca_system_score_gemma":0.000487842,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00554677,"about_ca_topic_score_gemma":0.004458915,"domain_scores_codex":[0.999602,0.00009761006,0.0000433033,0.00008254454,0.00009026078,0.00008442848],"domain_scores_gemma":[0.9919858,0.002355149,0.004610261,0.0003213966,0.0003076372,0.0004198711],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0008323438,0.0003338532,0.8198493,0.0001064145,0.0001697003,0.0006231657,0.0003612162,0.09251321,0.002239432,0.04153778,0.008896234,0.03253746],"study_design_scores_gemma":[0.0001319601,0.0004162503,0.727993,0.00007019892,0.000140571,0.0004238647,0.0007320492,0.1728374,0.00158275,0.09070586,0.004867931,0.00009828611],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9927716,0.00027789,0.001696914,0.0008639639,0.00002406354,0.000007247331,0.0004909841,0.00006560942,0.003801835],"genre_scores_gemma":[0.9993873,0.00005645471,0.00006284089,0.0000284276,0.000009490885,0.000001406577,0.00008563681,0.000002759712,0.0003657464],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00554677,"threshold_uncertainty_score":0.01330459,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01665948060685839,"score_gpt":0.1993635109479131,"score_spread":0.1827040303410547,"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."}}