{"id":"W4401198414","doi":"10.1016/j.jbankfin.2024.107270","title":"U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.","year":2024,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université Laval; Bank of Canada","funders":"","keywords":"Bond; Economics; Political science; Financial system; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008784568,0.000131731,0.0004810121,0.0002740609,0.00003982634,0.0001039408,0.0001738608,0.00005853289,0.00007303445],"category_scores_gemma":[0.00005022868,0.0001158557,0.00004659237,0.000120776,0.0000680588,0.0003079785,0.00003939378,0.0003570676,0.000008093964],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003746162,"about_ca_system_score_gemma":0.0001519812,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.470071,"about_ca_topic_score_gemma":0.6972392,"domain_scores_codex":[0.9987705,0.00001633708,0.0007155877,0.0002055545,0.00002208046,0.0002699105],"domain_scores_gemma":[0.999338,0.0001673616,0.0003188807,0.0001322178,0.000004159901,0.00003936485],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002557528,0.00004144774,0.8123791,0.0003475243,0.000150349,0.0004787772,0.006095131,0.003448774,0.00003333953,0.1329848,0.005417662,0.03836735],"study_design_scores_gemma":[0.003083431,0.0001272838,0.7987144,0.0007432468,0.00001521015,0.0004155805,0.0002952986,0.02437283,0.0000635121,0.1469336,0.02471387,0.0005217342],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9608294,0.02951811,0.00001474382,0.007052911,0.000464127,0.00009218366,0.00002877724,0.000002170493,0.001997598],"genre_scores_gemma":[0.9900513,0.008870493,0.0001224585,0.0006708248,0.0001532193,0.000004024188,4.977826e-7,0.00001289559,0.0001143261],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2271682,"threshold_uncertainty_score":0.5334579,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02518689093019557,"score_gpt":0.2085874232969024,"score_spread":0.1834005323667069,"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."}}