{"id":"W4308017296","doi":"10.1146/annurev-financial-111720-091804","title":"A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?","year":2022,"lang":"en","type":"article","venue":"Annual Review of Financial Economics","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"","keywords":"Survey of Professional Forecasters; Economics; Volatility (finance); Econometrics; Treasury; Stock market; Earnings; Inflation (cosmology); Stock (firearms); Financial economics; Bond; Monetary policy; Monetary economics; Finance; Engineering","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":[0.008044706,0.001499687,0.002079956,0.007372533,0.0004285972,0.002598994,0.001328105,0.001308769,0.001346222],"category_scores_gemma":[0.02898942,0.0007483399,0.00163958,0.01084145,0.001244725,0.004873689,0.001007726,0.0015867,0.000568887],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008721448,"about_ca_system_score_gemma":0.0006569727,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003468191,"about_ca_topic_score_gemma":0.00212886,"domain_scores_codex":[0.9972519,0.0008229768,0.000380486,0.0006556061,0.0007997176,0.00008928111],"domain_scores_gemma":[0.9602925,0.03102565,0.002967304,0.001687483,0.003747747,0.0002793878],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"observational","study_design_scores_codex":[0.0003663563,0.0002213903,0.09657868,0.002490771,0.001161373,0.00006251231,0.0003244561,0.02492943,0.0009570062,0.02126259,0.009761655,0.8418838],"study_design_scores_gemma":[0.0002334763,0.002469865,0.2703209,0.008899435,0.001830515,0.001490602,0.002955554,0.2879484,0.007280641,0.2358106,0.179699,0.001060996],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"review","genre_gemma":"review","genre_scores_codex":[0.1765235,0.6246668,0.1653722,0.01133122,0.00088475,0.0001508897,0.004392592,0.0005787789,0.01609929],"genre_scores_gemma":[0.5871148,0.3338358,0.06456489,0.00195922,0.002803993,0.0002061659,0.00772851,0.0002138975,0.001572758],"genre_candidate":"review","genre_consensus":"review","teacher_disagreement_score":0.008044706,"threshold_uncertainty_score":0.04254496,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03845077868501643,"score_gpt":0.2556731650196438,"score_spread":0.2172223863346273,"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."}}