{"id":"W3126145103","doi":"10.34989/swp-2014-13","title":"Bond Risk Premia and Gaussian Term Structure Models","year":2021,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Predictability; Risk premium; Econometrics; Yield curve; Economics; Bond; Short rate; Recession; Term (time); Conditional expectation; Forward rate; Yield (engineering); Interest rate; Statistics; Mathematics; Monetary economics; Macroeconomics; Finance; Physics","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":[0.003082901,0.0007212087,0.000807624,0.00118378,0.0004058325,0.002139161,0.001002402,0.001545146,0.003364225],"category_scores_gemma":[0.01747453,0.0004611676,0.000703997,0.001283439,0.001328077,0.003097115,0.0008353111,0.001859407,0.0006252654],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001222221,"about_ca_system_score_gemma":0.0007186414,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006059635,"about_ca_topic_score_gemma":0.003031769,"domain_scores_codex":[0.9993869,0.0002113693,0.00002871199,0.0001469935,0.0001243399,0.0001016669],"domain_scores_gemma":[0.9945802,0.003171131,0.001102113,0.0005006323,0.0004026442,0.0002432429],"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":[0.00005665811,0.00004706153,0.007862578,0.00005059627,0.00009269921,0.00009148721,0.0001266872,0.1545178,0.0004549166,0.8198439,0.003288045,0.01356763],"study_design_scores_gemma":[0.00002013866,0.00002535144,0.00315118,0.00002103601,0.00002570525,0.00005518249,0.00002571579,0.3296941,0.0001667645,0.6649662,0.001824116,0.00002452702],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3780634,0.006668604,0.5849464,0.006148006,0.0002423571,0.0001005533,0.001219927,0.000698321,0.02191242],"genre_scores_gemma":[0.9733985,0.002820052,0.01530761,0.0002085395,0.0001931714,0.00005828725,0.0005764283,0.00006328565,0.007374072],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006059635,"threshold_uncertainty_score":0.01630414,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03462350145812459,"score_gpt":0.2638593144600132,"score_spread":0.2292358130018886,"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."}}