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Record W2942353389 · doi:10.34989/tr-72

The Bank of Canada's New Quarterly Projection Model, Part 1. The Steady-State Model: SSQPM

2021· article· en· W2942353389 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
aboutThe title or abstract carries a Canadian signal from the geographic lexicon.

Bibliographic record

VenueBank of Canada Research · 2021
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Literacy, Pension, Retirement Analysis
Canadian institutionsBank of Canada
Fundersnot available
KeywordsProjection (relational algebra)Focus (optics)EconomicsEconomic modelState (computer science)EconometricsMacroeconomicsEconomyComputer scienceAlgorithm

Abstract

fetched live from OpenAlex

This report is the first documenting the Bank of Canada's new model of the Canadian economy, the Quarterly Projection Model (QPM). QPM is used at the Bank of Canada for both economic projections and policy analysis. Here the authors focus on the model's long-run properties, describing SSQPM, a model of the steady state of QPM that is maintained separately and used to study the determinants of long-run equilibrium in the economy and the permanent effects of economic disturbances or changes of policy. SSQPM is based on the simple Blanchard-Weil model with overlapping generations. In such a model, household preferences determine the steady-state level of financial wealth, relative to output. The equilibrium is achieved primarily through variation in the level of net foreign assets. This then determines foreign debt service and the capital account of the balance of payments. Given these "asset" considerations, the current account identities provide the required trade balance, and in SSQPM, the real exchange rate adjusts to ensure that this level of trade is achieved. The authors present the simplest form of such a model and then introduce a series of elaborations and extensions that are judged necessary to support a working projection environment. They then describe the choices made by Bank staff in calibrating the model and the numerical steady state that emerges. Finally, the authors describe the properties of SSQPM, as revealed by its responses to a number of shocks to exogenous variables.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.785
Threshold uncertainty score0.995

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
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 head0.037
GPT teacher head0.271
Teacher spread0.234 · 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