{"id":"W4212927736","doi":"10.2139/ssrn.3589692","title":"Bonds, Currencies and Expectational Errors","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Global Financial Crisis and Policies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Bond; Economics; Interest rate; Predictability; Currency; Yield curve; Bond market; Econometrics; Monetary economics; Rational expectations; Financial economics; Mathematics","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":[0.004798044,0.0005906054,0.001029391,0.001276785,0.0004916668,0.005813174,0.0008357287,0.002175214,0.009539834],"category_scores_gemma":[0.05303823,0.000531301,0.0004442014,0.003607022,0.001949136,0.006927846,0.001271529,0.002910683,0.0008892014],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009898494,"about_ca_system_score_gemma":0.001006215,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007522142,"about_ca_topic_score_gemma":0.004376767,"domain_scores_codex":[0.9988735,0.0005256709,0.0001225824,0.0001727974,0.0001706097,0.0001347837],"domain_scores_gemma":[0.9580007,0.03318924,0.005580246,0.00107471,0.001314466,0.0008406491],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0009311061,0.0002922982,0.07172769,0.0004311077,0.0003522514,0.001018074,0.0009723862,0.07129785,0.0004719017,0.787315,0.01353206,0.05165837],"study_design_scores_gemma":[0.0001119314,0.0001714802,0.02906277,0.000197484,0.0002365189,0.0004269712,0.0006658218,0.07100973,0.000311389,0.8914216,0.00630846,0.00007586926],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7708339,0.04920005,0.09045727,0.03431107,0.001537433,0.00004724265,0.001783499,0.0002812487,0.0515483],"genre_scores_gemma":[0.9697154,0.01251937,0.002099691,0.0003235477,0.0007386592,0.00001642577,0.0004407474,0.00004954294,0.01409674],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.009539834,"threshold_uncertainty_score":0.03191394,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0229890241586532,"score_gpt":0.2256461535639243,"score_spread":0.2026571294052711,"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."}}