{"id":"W3125913908","doi":"10.1016/j.jedc.2014.05.011","title":"Asset prices in affine real business cycle models","year":2014,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":26,"is_retracted":false,"has_abstract":false,"ca_institutions":"McGill University","funders":"","keywords":"Economics; Business cycle; Affine transformation; Econometrics; Volatility (finance); Stochastic investment model; Stochastic volatility; Mathematical economics; Asset (computer security); General equilibrium theory; Simple (philosophy); Dynamic stochastic general equilibrium; Asset allocation; Computer science; Mathematics; Microeconomics; Financial economics; Macroeconomics; Monetary policy","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":[0.0005622712,0.0001130145,0.0004922798,0.0002090998,0.00004751037,0.00006826568,0.0001914235,0.00007607811,0.00001295813],"category_scores_gemma":[0.00004877798,0.0001202655,0.00006543556,0.00009506585,0.00003529645,0.0003063328,0.00002466571,0.0001259436,0.00001457173],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001295287,"about_ca_system_score_gemma":0.00004122447,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003001566,"about_ca_topic_score_gemma":0.000358471,"domain_scores_codex":[0.9988263,0.00000285012,0.0007923524,0.0001806044,0.00001905454,0.0001788028],"domain_scores_gemma":[0.9989472,0.00008692964,0.0007144,0.0001297015,0.00004934745,0.00007240984],"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":[0.00003582311,0.00004609095,0.004175157,0.00001186215,0.00002141641,9.656771e-7,0.00004072845,0.008351046,0.000004671556,0.9831387,0.00001289066,0.00416065],"study_design_scores_gemma":[0.001141462,0.00004950166,0.0277235,0.00001128144,0.000006843188,0.0000114906,0.00001698416,0.4905908,3.00862e-7,0.4799427,0.0004003393,0.0001047928],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2180715,0.0005163604,0.7717196,0.001430021,0.0002604456,0.0001064521,0.00008556977,0.000005553488,0.007804471],"genre_scores_gemma":[0.9979578,0.0003956322,0.001174248,0.0001293203,0.0002781987,0.000009339186,0.000003539002,0.00001374474,0.00003823847],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7798862,"threshold_uncertainty_score":0.4904285,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.00824724966732822,"score_gpt":0.1984153596593742,"score_spread":0.190168109992046,"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."}}