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Record W3106064263

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

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

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.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

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.

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)0.007
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.304
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0070.001
Meta-epidemiology (narrow)0.0000.001
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0020.000

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 head0.033
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