{"id":"W3156828518","doi":"10.3390/math9080849","title":"Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach","year":2021,"lang":"en","type":"article","venue":"Mathematics","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Japan Society for the Promotion of Science","keywords":"Cointegration; Econometrics; Economics; Exchange rate; Foreign exchange market; Robustness (evolution); Error correction model; Liberian dollar; Monetary economics; Foreign exchange","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":[0.001958154,0.000782133,0.0009938286,0.001490577,0.0004403957,0.001910754,0.001423072,0.001166475,0.004520037],"category_scores_gemma":[0.005816826,0.0004202618,0.001545968,0.001440575,0.0007399868,0.001263309,0.001325036,0.001729876,0.0005569519],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007729668,"about_ca_system_score_gemma":0.0009824777,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01612698,"about_ca_topic_score_gemma":0.01007491,"domain_scores_codex":[0.9992487,0.0003829496,0.0000290971,0.0001633538,0.0000734287,0.0001025913],"domain_scores_gemma":[0.9979845,0.00121512,0.0003745532,0.0001294321,0.0001639233,0.0001324467],"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":[0.0001219423,0.000122868,0.01914807,0.00007313471,0.0005181096,0.0006310101,0.0003678602,0.8442993,0.001577326,0.1049987,0.002624373,0.02551726],"study_design_scores_gemma":[0.00000723156,0.00001578218,0.001274529,0.000004897572,0.00002730977,0.00001662471,0.0000475361,0.9876029,0.00006186133,0.01036607,0.0005642154,0.00001103133],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4070832,0.0009812939,0.5801159,0.001982744,0.0001720939,0.00007407039,0.0006828407,0.0008447439,0.008063182],"genre_scores_gemma":[0.970987,0.0004658386,0.02185071,0.0001431862,0.0001147581,0.00005567172,0.0006152519,0.0001619904,0.005605641],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01612698,"threshold_uncertainty_score":0.03206623,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08435425570120085,"score_gpt":0.2313578889262062,"score_spread":0.1470036332250053,"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."}}