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Record W6906558715 · doi:10.17632/j632j79nkf

Exchange rates and fundamentals

2025· dataset· en· W6906558715 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.

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

VenueMendeley Data · 2025
Typedataset
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
Fundersnot available
KeywordsMonetary policyExchange rateEquity (law)Volatility (finance)GeopoliticsInterest rateEconomic forecastingEconomic indicatorEconomic data

Abstract

fetched live from OpenAlex

The dataset comprises monthly time series for exchange rates among the United States, Japan, Canada, the United Kingdom, France, Germany, and Italy. Explanatory variables include the output; the 3-month interest rates, the CPI, economic policy uncertainty indices, financial risk indicators such as implied equity market volatility (VIX), and geopolitical risk indicator, the U.S. monetary policy uncertainty, the U.S. trade policy uncertainty, the U.S. monetary policy surprise, term spread, and dividend yields. Macroeconomic series are drawn from the Federal Reserve Bank of St. Louis (FRED), OECD Main Economic Indicators, IMF International Financial Statistics, and national statistical agencies. Economic policy uncertainty and geopolitical risk indices come from policyuncertainty.com and the Caldara–Iacoviello dataset. Quarterly GDP data are interpolated to monthly frequency using the Chow–Lin method to match the frequency of other series. Monthly GDP data are obtained by interpolation. The EPU data are smoothed by a local level model. The explanatory data are transformed by natural logarithms. The sample spans January 1999 to March 2025, subject to data availability.

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)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Dataset · Consensus signal: Dataset
Teacher disagreement score0.003
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.002
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

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 head0.117
GPT teacher head0.308
Teacher spread0.191 · 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