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Record W3106064263

Incertitude macroéconomique canadienne : mesure, évaluation et effets sur l’investissement

2019· article· fr· W3106064263 on OpenAlexaboutno aff
Kevin Moran, Dalibor Stevanović, Adam Abdel Kader Touré

Bibliographic record

VenueCIRANO Project Reports · 2019
Typearticle
Languagefr
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsHumanitiesPolitical scienceArt
DOInot available

Abstract

fetched live from OpenAlex

Nous développons une mesure de l’incertitude macroéconomique canadienne, basée sur la méthodologie proposée par Jurado, Ludvigson et Ng (2015) et utilisant la base de données canadienne développée par Fortin-Gagnon et collab. (2019). Nous montrons que, dans l’ensemble, l’incertitude macroéconomique canadienne est corrélée avec sa contrepartie américaine mais qu’elle affiche toutefois des comportements distincts de celle-ci durant certains épisodes spécifiques de l’histoire macroéconomique récente, notamment la période de forte volatilité dans le prix du pétrole entre 2014 et 2015. Nous utilisons notre mesure pour identifier les effets dynamiques des chocs d’incertitude sur l’activité macroéconomique canadienne. Cette analyse démontre qu’une hausse de l’incertitude canadienne cause une baisse prononcée et persistante dans les dépenses d’investissement au Canada. Cet effet est distinct et s’ajoute à celui –également négatif– causé par une hausse de l’incertitude américaine.

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)0.005
metaresearch head score (Gemma)0.017
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 score0.899
Threshold uncertainty score0.200

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.017
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0050.006
Science and technology studies0.0000.001
Scholarly communication0.0040.001
Open science0.0010.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0100.001

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 head0.033
GPT teacher head0.250
Teacher spread0.217 · 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

Citations0
Published2019
Admission routes1
Has abstractyes

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Same venueCIRANO Project ReportsSame topicMarket Dynamics and VolatilityFrench-language works237,207