{"id":"W3121902543","doi":"10.2139/ssrn.2444113","title":"Real-Time Factor Model Forecasting and the Effects of Instability","year":2014,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"","keywords":"Econometrics; Autoregressive model; Factor analysis; Economics; Great Moderation; Dynamic factor; Factor (programming language); Sample (material); Quarter (Canadian coin); Statistics; Mathematics; Computer science; Geography","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002739464,0.0005109697,0.0006390967,0.0006611708,0.0002900516,0.001967252,0.0004407962,0.001440778,0.002401858],"category_scores_gemma":[0.02290425,0.0003006123,0.0005189783,0.001220682,0.0003701884,0.002066574,0.0004178478,0.001599744,0.0003025093],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006256155,"about_ca_system_score_gemma":0.0003944853,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01033828,"about_ca_topic_score_gemma":0.005889771,"domain_scores_codex":[0.9996779,0.0001333719,0.00002517242,0.00007629228,0.00003963018,0.00004764197],"domain_scores_gemma":[0.992059,0.006252947,0.0007554931,0.0003270201,0.0004366045,0.0001688703],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0008095339,0.0001334307,0.06280456,0.00007869213,0.0002045259,0.0003484964,0.0001940045,0.8746637,0.002049539,0.01766399,0.002823175,0.03822648],"study_design_scores_gemma":[0.00001202103,0.0000272863,0.008085604,0.00001057521,0.00002813292,0.0000191707,0.00003224428,0.9800868,0.0002954464,0.01113212,0.0002595581,0.00001109414],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9487398,0.001703615,0.04214631,0.002579103,0.0002620548,0.00001246533,0.0006231862,0.0001705698,0.003762993],"genre_scores_gemma":[0.997757,0.0003459277,0.001095757,0.0000317605,0.00005775983,0.000002116354,0.0001633551,0.0000165135,0.0005297197],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01033828,"threshold_uncertainty_score":0.02055621,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03452876573118284,"score_gpt":0.2169962673566168,"score_spread":0.182467501625434,"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."}}