{"id":"W3123994524","doi":"","title":"The Term Structure of Interest Rates in a Pure Exchange Economy where Investors Have Heterogeneous Recursive Preferences","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"Concordia University","funders":"","keywords":"Economics; Portfolio; Yield curve; Interest rate; Consumption (sociology); Econometrics; Exchange economy; Term (time); Yield (engineering); Bond; Exchange rate; Monetary economics; Microeconomics; Financial economics; Finance","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":[0.001951633,0.000565092,0.0009494961,0.0004847957,0.000481669,0.003176878,0.001328964,0.002396033,0.002119623],"category_scores_gemma":[0.00696217,0.0006348768,0.0006989657,0.0006111602,0.001088765,0.004890606,0.0007752776,0.001357249,0.00068577],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001230722,"about_ca_system_score_gemma":0.0006164855,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003754331,"about_ca_topic_score_gemma":0.002647394,"domain_scores_codex":[0.9991308,0.000396341,0.00003693763,0.000172682,0.0001252752,0.0001379841],"domain_scores_gemma":[0.9980245,0.001131102,0.0004297805,0.0001471896,0.0001702465,0.00009727541],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00009931324,0.0000587789,0.002174972,0.00005054934,0.00005126894,0.0003917919,0.0002370335,0.2217301,0.002405465,0.7665835,0.0007000844,0.005517211],"study_design_scores_gemma":[0.00007442524,0.0000681648,0.002007881,0.00001842932,0.00004756996,0.0002261004,0.0000691239,0.6610914,0.0004371724,0.3346402,0.00127235,0.00004723218],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5601975,0.00160792,0.4069155,0.00269843,0.00006841625,0.00006808196,0.0004688557,0.0001890388,0.02778636],"genre_scores_gemma":[0.9758831,0.0007339014,0.01237133,0.0001334136,0.00008121506,0.00006159102,0.000161951,0.00002898542,0.01054456],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003754331,"threshold_uncertainty_score":0.01032138,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02692423699143233,"score_gpt":0.2240924442493646,"score_spread":0.1971682072579323,"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."}}