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Record W2802923411 · doi:10.1111/rssa.12366

Evaluating The Use of Realtime Data in Forecasting Output Levels and Recessionary Events in the USA

2018· article· en· W2802923411 on OpenAlexaboutno aff
Chrystalleni Aristidou, Kevin Lee, Kalvinder Shields

Bibliographic record

VenueJournal of the Royal Statistical Society Series A (Statistics in Society) · 2018
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsnot available
FundersAustralian Research CouncilReserve Bank of New Zealand
KeywordsQuarter (Canadian coin)Survey of Professional ForecastersEconometricsPoint (geometry)Computer scienceNowcastingSurvey data collectionOperations researchEconomicsStatisticsMathematicsMacroeconomicsGeographyMeteorologyMonetary policy

Abstract

fetched live from OpenAlex

Summary The paper proposes a modelling framework and evaluation procedure to judge the usefulness of realtime data sets incorporating past data vintages and survey expectations in forecasting. The analysis is based on ‘metamodels’ obtained by using model averaging techniques and judged by various statistical and economic criteria, including a novel criterion based on a fair bet. Analysing US output data over 1968, quarter 4–2015, quarter 1, we find that both elements of the realtime data are useful with their contributions varying over time. Revisions data are particularly valuable for point and density forecasts of growth but survey expectations are important in forecasting rare recessionary events.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.021
metaresearch head score (Gemma)0.053
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.026
Threshold uncertainty score0.110

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0210.053
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0020.002
Science and technology studies0.0000.000
Scholarly communication0.0020.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.431
GPT teacher head0.367
Teacher spread0.064 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2018
Admission routes1
Has abstractyes

Explore more

Same venueJournal of the Royal Statistical Society Series A (Statistics in Society)Same topicMonetary Policy and Economic ImpactFrench-language works237,207