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Record W3124310513 · doi:10.34989/tr-96

MUSE: The Bank of Canada's New Projection Model of the U.S. Economy

2021· preprint· en· W3124310513 on OpenAlexaffabout
Marc‐André Gosselin, René Lalonde

Bibliographic record

VenueRePEc: Research Papers in Economics · 2021
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsBank of Canada
Fundersnot available
KeywordsProjection (relational algebra)EconomicsEconomyEconomic modelCentral bankMacroeconomicsMonetary policyComputer science

Abstract

fetched live from OpenAlex

The analysis and forecasting of developments in the U.S. economy have always played a critical role in the formulation of Canadian economic and financial policy. Thus, the Bank places considerable importance on generating internal forecasts of U.S. economic activity as an input to the Canadian projection. Over the past year, Bank staff have been using a new macroeconometric model, MUSE (Model of the U.S. Economy). The model is a system of estimated equations that describe, in a stock-flow framework, the interactions among the principal macroeconomic variables, such as gross domestic product (GDP), inflation, interest rates, and the exchange rate. The stock-flow equilibrium is fully described in MUSE. In steady state, the model defines specific values for all stocks, including capital stock, government debt, financial wealth, and net foreign assets. In MUSE, most behavioural equations are governed by a polynomial adjustment cost (PAC) structure. This approach is widely used in the U.S. Federal Reserve Board's FRB/US model. By allowing for lags in the dynamic equations in the context of forward-looking rational expectations, the PAC approach strikes a balance between theoretical structure and forecasting accuracy. MUSE, therefore, makes an explicit distinction between dynamic movements caused by changes in expectations and those caused by adjustment costs. Moreover, GDP is decomposed into household expenditures, business investment, government spending, exports, and imports. Hence, MUSE can be used to predict the consequences of a wide variety of shocks to the U.S. economy.

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)0.000
metaresearch head score (Gemma)0.001
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: none
Teacher disagreement score0.958
Threshold uncertainty score0.123

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0010.002
Science and technology studies0.0020.001
Scholarly communication0.0030.002
Open science0.0020.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0120.002

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 head0.088
GPT teacher head0.269
Teacher spread0.182 · 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

Citations14
Published2021
Admission routes2
Has abstractyes

Explore more

Same venueRePEc: Research Papers in EconomicsSame topicMonetary Policy and Economic ImpactFrench-language works237,207