{"id":"W7019219461","doi":"","title":"GDP Growth and the Interdependency of Volatility Spillovers","year":2012,"lang":"en","type":"article","venue":"","topic":"Economic Growth and Productivity","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Spillover effect; Heteroscedasticity; Autoregressive model; Real gross domestic product; Interdependence; Autoregressive conditional heteroskedasticity; Multivariate statistics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001222214,0.0002706907,0.000394992,0.001486705,0.0002843707,0.001483042,0.0001889833,0.0003875979,0.001823391],"category_scores_gemma":[0.008487442,0.0002811117,0.000474728,0.001467993,0.000732974,0.0011394,0.00138185,0.000863742,0.0002247395],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000770968,"about_ca_system_score_gemma":0.0006083038,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01165435,"about_ca_topic_score_gemma":0.009386873,"domain_scores_codex":[0.9994751,0.0001543362,0.00003682548,0.0001024426,0.0001070685,0.0001243028],"domain_scores_gemma":[0.9934171,0.003354556,0.002001395,0.0004480182,0.0005524281,0.0002265069],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.000234464,0.000103761,0.8600398,0.00007671179,0.0005285139,0.0007807432,0.0008686304,0.06049317,0.002520144,0.04217602,0.001158463,0.03101967],"study_design_scores_gemma":[0.00002121287,0.00007434105,0.9052179,0.00006596655,0.0002257596,0.0002948346,0.0005253011,0.06920334,0.001741736,0.02032859,0.002239692,0.0000614121],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.992401,0.0004726039,0.002662173,0.0004287852,0.000009924248,0.000007584162,0.0002608785,0.00003765054,0.003719295],"genre_scores_gemma":[0.9993174,0.0002071848,0.0001305039,0.000009892711,0.000007033445,0.000001813543,0.0001197385,0.000003418103,0.0002029684],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01165435,"threshold_uncertainty_score":0.02317303,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02093904262007281,"score_gpt":0.1945608917157116,"score_spread":0.1736218490956388,"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."}}