{"id":"W3117961891","doi":"10.1108/jes-05-2020-0251","title":"The link between financial stress index and economic activity: prominent Granger causalities across frequencies in Luxembourg","year":2020,"lang":"en","type":"article","venue":"Journal of Economic Studies","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"Queen's University","funders":"","keywords":"Causality (physics); Granger causality; Nexus (standard); Index (typography); Econometrics; Economics; Causation; Value (mathematics); Mathematics; Statistics; Computer science; Law","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001303443,0.0002169695,0.0009211614,0.00009613483,0.0002238431,0.0001545482,0.000280419,0.00009860399,0.00002529874],"category_scores_gemma":[0.0004494499,0.0001878736,0.000161499,0.00005211836,0.0002636009,0.0003653346,0.0002008256,0.0003577222,0.00001014247],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003812303,"about_ca_system_score_gemma":0.00009260322,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003719831,"about_ca_topic_score_gemma":0.001960362,"domain_scores_codex":[0.998126,0.00003924294,0.001157941,0.000293684,0.00003183182,0.0003512702],"domain_scores_gemma":[0.9981214,0.0005453142,0.001014225,0.0001716597,0.0000361421,0.000111252],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001084441,0.000006686324,0.9870061,0.0000637699,0.000259601,0.000006196428,0.002867558,0.0000872172,0.000001983542,0.0043074,0.0004461855,0.004838908],"study_design_scores_gemma":[0.001270082,0.0002299266,0.9333267,0.00006773577,0.0000212373,0.000005884647,0.001839722,0.006566312,0.00003372999,0.03408707,0.02216621,0.0003854617],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9786796,0.008114085,0.00003869544,0.0116034,0.0006265213,0.0001659028,0.0003473805,0.000006339438,0.0004180735],"genre_scores_gemma":[0.9935007,0.005099275,0.0000362279,0.00009576668,0.001138824,0.00000776647,9.75473e-7,0.00001743937,0.000103008],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.05367941,"threshold_uncertainty_score":0.7661263,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0676676571329427,"score_gpt":0.2908715394796885,"score_spread":0.2232038823467458,"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."}}