{"id":"W4387186384","doi":"10.3390/jrfm16100430","title":"On the Direction of Causality between Business and Financial Cycles","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Guelph","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Business cycle; Causality (physics); Recession; Economics; Vector autoregression; Granger causality; Monetary economics; Finance; Macroeconomics; Econometrics","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":true,"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":[0.004500076,0.000490349,0.0005259499,0.003800939,0.0005250261,0.002347978,0.0003593404,0.0008911432,0.01018467],"category_scores_gemma":[0.0254242,0.0002120634,0.0007013117,0.002931977,0.001599528,0.002340769,0.0009940318,0.001374296,0.0008860273],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005306269,"about_ca_system_score_gemma":0.001645574,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003373884,"about_ca_topic_score_gemma":0.002746119,"domain_scores_codex":[0.9986579,0.0006571659,0.00008406959,0.0002352162,0.0002440882,0.0001215653],"domain_scores_gemma":[0.9610735,0.02982015,0.005025862,0.0006613419,0.002824316,0.0005947915],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.000772705,0.0002104351,0.7424551,0.0004917355,0.0008345285,0.000525506,0.0009413374,0.006681053,0.002339948,0.1162736,0.00211769,0.1263562],"study_design_scores_gemma":[0.0004066118,0.001049926,0.6145569,0.001349391,0.002185164,0.001022306,0.01043306,0.0630215,0.003844562,0.2783913,0.02356143,0.000177807],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9049067,0.008071072,0.02462946,0.007368753,0.0004780901,0.000108211,0.0008777478,0.00009693149,0.05346305],"genre_scores_gemma":[0.9894763,0.004253035,0.003328783,0.0004647408,0.0002218788,0.00003025835,0.0003590973,0.00002000134,0.001845852],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01018467,"threshold_uncertainty_score":0.03407115,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04433215777185232,"score_gpt":0.2258070167199943,"score_spread":0.1814748589481419,"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."}}