{"id":"W3125507756","doi":"","title":"An Empirical Study of Credit Shock Transmission in a Small Open Economy","year":2012,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université du Québec à Montréal; HEC Montréal","funders":"","keywords":"Shock (circulatory); Economics; Credit crunch; Small open economy; Monetary economics; Variance decomposition of forecast errors; Bond market; Financial crisis; Credit cycle; Credit valuation adjustment; Credit risk; Monetary policy; Business cycle; Financial system; Finance; Macroeconomics; Credit reference; Econometrics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.0005563577,0.0001754797,0.0004397201,0.0009404899,0.0004293145,0.001213595,0.0003807369,0.0004668983,0.002737214],"category_scores_gemma":[0.008607557,0.0001621866,0.0002211683,0.002134746,0.0006996208,0.001416869,0.0007048576,0.001106998,0.0001839238],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007287925,"about_ca_system_score_gemma":0.0004706552,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02357043,"about_ca_topic_score_gemma":0.01732512,"domain_scores_codex":[0.9997589,0.00005768578,0.00001932503,0.000045171,0.00006621658,0.00005272072],"domain_scores_gemma":[0.9925013,0.004094048,0.002125379,0.0002989153,0.0003804656,0.0005998354],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0008003687,0.0008065499,0.8516076,0.0002381512,0.0002820893,0.002648902,0.001770239,0.06150319,0.004268464,0.03070835,0.002042106,0.04332414],"study_design_scores_gemma":[0.0001116057,0.0003848864,0.823539,0.0000496429,0.0001415678,0.00045378,0.002701926,0.1450425,0.00178478,0.02277086,0.002962301,0.00005706631],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.996554,0.0001750705,0.001779579,0.0001814751,0.000004873507,0.00001014159,0.0001584596,0.00001387616,0.001122575],"genre_scores_gemma":[0.9992787,0.0001298971,0.0001115518,0.000009121361,0.00001003848,0.000002578846,0.0001514333,0.000001665147,0.0003049975],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02357043,"threshold_uncertainty_score":0.04686642,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2004581523606522,"score_gpt":0.3728576734347512,"score_spread":0.172399521074099,"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."}}