{"id":"W4407438060","doi":"10.1016/j.econlet.2025.112232","title":"Is anyone surprised? The high-frequency impact of U.S. and domestic macro data announcements on Canadian asset prices","year":2025,"lang":"en","type":"article","venue":"Economics Letters","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Bank of Canada; University of Toronto","funders":"","keywords":"Macro; Asset (computer security); Economics; Financial economics; Monetary economics; Business; Computer science","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003983655,0.0002420726,0.0004408999,0.001984769,0.003224074,0.006298127,0.0007187548,0.002086872,0.007692101],"category_scores_gemma":[0.04751626,0.0002951709,0.0002919587,0.004139529,0.001899516,0.002014334,0.0009547522,0.003731137,0.001606392],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.02127684,"about_ca_system_score_gemma":0.01469591,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.9000712,"about_ca_topic_score_gemma":0.9238392,"domain_scores_codex":[0.9964367,0.0003329584,0.0001142773,0.000306079,0.002084457,0.0007255506],"domain_scores_gemma":[0.9678895,0.008231549,0.004964798,0.001043982,0.01554653,0.002323821],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"observational","study_design_scores_codex":[0.0005370046,0.00005183576,0.1549459,0.0001984044,0.0002144557,0.0009136472,0.003111969,0.001309445,0.001203656,0.01701369,0.7248461,0.09565393],"study_design_scores_gemma":[0.00008824187,0.00007901371,0.5798983,0.0006023449,0.0002820526,0.0004814687,0.01555493,0.003864326,0.002380998,0.01050435,0.38591,0.0003540784],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"commentary","genre_gemma":"empirical","genre_scores_codex":[0.2347953,0.01605918,0.001419742,0.5969028,0.008099936,0.00004834769,0.01099515,0.0003825734,0.1312969],"genre_scores_gemma":[0.9249456,0.01082784,0.0004335994,0.03708745,0.004663647,0.000009830628,0.002152002,0.0002305558,0.01964952],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.0999288,"threshold_uncertainty_score":0.2010345,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06504079567848495,"score_gpt":0.2719742988482493,"score_spread":0.2069335031697643,"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."}}