{"id":"W4394618432","doi":"10.1093/jjfinec/nbae004","title":"Factor IV Estimation in Conditional Moment Models with an Application to Inflation Dynamics","year":2024,"lang":"en","type":"article","venue":"Journal of Financial Econometrics","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University","funders":"Social Sciences and Humanities Research Council; Social Sciences and Humanities Research Council of Canada","keywords":"Estimation; Econometrics; Inflation (cosmology); Moment (physics); Economics; Dynamics (music); Dynamic factor; Mathematics; Physics","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007003358,0.0001655505,0.0004246242,0.002544879,0.00005092281,0.0001588206,0.0001955875,0.0001213077,0.000100709],"category_scores_gemma":[0.00009851427,0.0001796779,0.00009386886,0.000991218,0.00002317586,0.00192299,0.00001879266,0.0002437432,0.0001177406],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000982757,"about_ca_system_score_gemma":0.0001051239,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001322188,"about_ca_topic_score_gemma":0.0001062389,"domain_scores_codex":[0.9982737,0.00001145917,0.00111991,0.0002860528,0.00005965478,0.0002491862],"domain_scores_gemma":[0.9990388,0.00007451818,0.0004975194,0.0001728597,0.00003858501,0.0001776942],"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":[0.00008580299,0.00009898552,0.009306304,0.00003765595,0.00002778808,0.000007832192,0.000503624,0.7282953,0.000002120421,0.2388938,0.0001461702,0.02259461],"study_design_scores_gemma":[0.0004038995,0.0004414379,0.07389089,0.00002711238,0.000006005628,0.00002346667,0.00001743974,0.8318769,0.000009087117,0.09029765,0.002793639,0.0002124712],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5343729,0.0002699406,0.4635392,0.0004785536,0.0002276243,0.000176623,0.00028152,0.00001076428,0.0006428033],"genre_scores_gemma":[0.9930489,0.00007983315,0.006262897,0.0002208455,0.0002101291,0.00001654906,0.00007544036,0.00002344566,0.00006194988],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.458676,"threshold_uncertainty_score":0.7327053,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06869273887562927,"score_gpt":0.2464638200316286,"score_spread":0.1777710811559994,"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."}}