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Introducing the Bank of Canada staff economic projections database (replication data)

2020· other· en· W6924012542 on OpenAlexaffabout

Bibliographic record

VenueZBW Journal Data Archive · 2020
Typeother
Languageen
Field
Topic
Canadian institutionsBank of Canada
Fundersnot available
KeywordsPredictabilityInflation (cosmology)Index (typography)Economic forecastingSet (abstract data type)Economic dataData setMonetary policy

Abstract

fetched live from OpenAlex

We present a new, publicly available database of real-time data and forecasts from the Bank of Canada's staff economic projections, which will be updated on an annual basis. We describe the data construct, its variables, coverage, and frequency. We then provide a forecast evaluation for gross domestic product (GDP) growth, consumer price index (CPI) inflation and the policy rate since 1982: We compare the staff's forecasts with those from commonly used time series models estimated with the real-time data, and with forecasts from other professional forecasters, and provide standard bias tests. Finally, we study changes in predictability of the Canadian economy following the announcement of the inflation-targeting regime in 1991. Our data set is unprecedented outside the USA, and our evidence is particularly interesting, as it covers over 30 years of staff forecasts, two severe recessions, and different monetary policy regimes.

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)0.002
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: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Dataset · Consensus signal: Dataset
Teacher disagreement score0.987
Threshold uncertainty score0.140

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.017
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0090.021
Science and technology studies0.0020.000
Scholarly communication0.0040.001
Open science0.0020.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0420.022

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 head0.048
GPT teacher head0.294
Teacher spread0.246 · 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 designNot applicable
Domainnot available
GenreDataset

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
Published2020
Admission routes2
Has abstractyes

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