{"id":"W4282045836","doi":"10.1080/00036846.2022.2075823","title":"Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity","year":2022,"lang":"en","type":"article","venue":"Applied Economics","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Jan Wallanders och Tom Hedelius Stiftelse samt Tore Browaldhs Stiftelse","keywords":"Heteroscedasticity; Nowcasting; Homoscedasticity; Econometrics; Economics; Autoregressive model; Statistics; Mathematics; Geography","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006435607,0.0001572392,0.0007506457,0.000420385,0.0002081205,0.00001874712,0.0002063952,0.00005391311,0.0003786827],"category_scores_gemma":[0.00002052894,0.0002198432,0.0001986885,0.0001262191,0.00008654545,0.0001711689,0.0001088547,0.0001142848,0.000006478692],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001097987,"about_ca_system_score_gemma":0.00001571226,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002905982,"about_ca_topic_score_gemma":0.00002812145,"domain_scores_codex":[0.9984493,0.000006116623,0.0008849032,0.0003713237,0.00001806099,0.0002703317],"domain_scores_gemma":[0.9988155,0.0001556278,0.0007268295,0.0002213582,0.000009067565,0.0000715846],"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":[0.0003306352,0.0002412015,0.4158228,0.0003195608,0.002476347,2.437575e-7,0.002849618,0.4528364,0.0003450161,0.1236212,0.0004739691,0.0006830341],"study_design_scores_gemma":[0.001402396,0.0001983402,0.2359735,0.000003535428,0.0002394019,0.000002799758,0.0002147693,0.7375212,0.0008370652,0.02240695,0.0007571816,0.0004428521],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9890962,0.00003213729,0.004043897,0.00005811912,0.0000849305,0.0002476436,0.003305498,0.000007499775,0.003124114],"genre_scores_gemma":[0.997372,0.00004453916,0.001943063,0.0001951314,0.0000444678,0.00007212642,0.0002569533,0.0000201409,0.00005161105],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2846848,"threshold_uncertainty_score":0.8964946,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0490422546411043,"score_gpt":0.2029579246791036,"score_spread":0.1539156700379993,"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."}}