{"id":"W3119782164","doi":"10.1108/jes-10-2020-0526","title":"The complex relationship between inflation and equity returns","year":2021,"lang":"en","type":"article","venue":"Journal of Economic Studies","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"","keywords":"Economics; Equity (law); Stock (firearms); Inflation (cosmology); Autoregressive conditional heteroskedasticity; Volatility (finance); Monetary economics; Bivariate analysis; Emerging markets; Financial economics; Monetary policy; Econometrics; Macroeconomics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001412541,0.000258339,0.0004458315,0.0008095654,0.0001324471,0.00125056,0.0002557339,0.0004274407,0.001233891],"category_scores_gemma":[0.01006039,0.0001372689,0.0003135432,0.001277682,0.0004584678,0.0009933742,0.0006128107,0.0007160798,0.0002575758],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000480077,"about_ca_system_score_gemma":0.0006428987,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002761413,"about_ca_topic_score_gemma":0.001801395,"domain_scores_codex":[0.9991979,0.0003417729,0.00007544167,0.0001188879,0.0001603076,0.0001056946],"domain_scores_gemma":[0.9886549,0.006232483,0.003922368,0.0003261072,0.0006319197,0.0002322048],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001948216,0.00009902016,0.9193686,0.0002233165,0.0003416368,0.0003508695,0.0002331909,0.01263144,0.0008730152,0.02007855,0.0009097661,0.04469582],"study_design_scores_gemma":[0.00002068345,0.0001890585,0.9125462,0.0001476754,0.0001945126,0.0003674864,0.0004701985,0.04916164,0.001523452,0.03271357,0.002621113,0.00004439427],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9675127,0.005560033,0.01642692,0.001996139,0.00003815495,0.00004734529,0.0006775872,0.00007760936,0.007663361],"genre_scores_gemma":[0.9980643,0.0005907934,0.0007954279,0.00008605771,0.00003803994,0.00000608567,0.0001186932,0.000004379295,0.0002961329],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002761413,"threshold_uncertainty_score":0.00747031,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2250968105564239,"score_gpt":0.3525349994485814,"score_spread":0.1274381888921575,"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."}}