{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2019:NKAY3C5PBDSVZTNTCJPH2YSLKF","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"0616d8ca1c3a5c81f171890bdc353086706a419ad84a011302a92d691b529c30","cross_cats_sorted":["stat.AP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"econ.EM","submitted_at":"2019-08-17T17:47:19Z","title_canon_sha256":"d878cbfda7894809d5cd22ed76420b3f0667c3cf56854dcf71147f6f116be308"},"schema_version":"1.0","source":{"id":"1908.06325","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1908.06325","created_at":"2026-07-05T00:26:39Z"},{"alias_kind":"arxiv_version","alias_value":"1908.06325v2","created_at":"2026-07-05T00:26:39Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1908.06325","created_at":"2026-07-05T00:26:39Z"},{"alias_kind":"pith_short_12","alias_value":"NKAY3C5PBDSV","created_at":"2026-07-05T00:26:39Z"},{"alias_kind":"pith_short_16","alias_value":"NKAY3C5PBDSVZTNT","created_at":"2026-07-05T00:26:39Z"},{"alias_kind":"pith_short_8","alias_value":"NKAY3C5P","created_at":"2026-07-05T00:26:39Z"}],"graph_snapshots":[{"event_id":"sha256:4f634cbeed3a996c1d44219ff92a234b946c8cc6eb1968585c06e7554e687fa5","target":"graph","created_at":"2026-07-05T00:26:39Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/1908.06325/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"This paper investigates the time-varying impacts of international macroeconomic uncertainty shocks. We use a global vector autoregressive specification with drifting coefficients and factor stochastic volatility in the errors to model six economies jointly. The measure of uncertainty is constructed endogenously by estimating a scalar driving the innovation variances of the latent factors, which is also included in the mean of the process. To achieve regularization, we use Bayesian techniques for estimation, and introduce a set of hierarchical global-local priors. The adopted priors center the ","authors_text":"Michael Pfarrhofer","cross_cats":["stat.AP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"econ.EM","submitted_at":"2019-08-17T17:47:19Z","title":"Measuring international uncertainty using global vector autoregressions with drifting parameters"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1908.06325","kind":"arxiv","version":2},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:663a19ddbc19fc8560c0cfd14fcfa4a0a10388d6605d5b2ff2cd00b36e06f40e","target":"record","created_at":"2026-07-05T00:26:39Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"0616d8ca1c3a5c81f171890bdc353086706a419ad84a011302a92d691b529c30","cross_cats_sorted":["stat.AP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"econ.EM","submitted_at":"2019-08-17T17:47:19Z","title_canon_sha256":"d878cbfda7894809d5cd22ed76420b3f0667c3cf56854dcf71147f6f116be308"},"schema_version":"1.0","source":{"id":"1908.06325","kind":"arxiv","version":2}},"canonical_sha256":"6a818d8baf08e55ccdb3125e7d624b5163c2554348c4b00fe0ebcbb6fbd6ebc9","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"6a818d8baf08e55ccdb3125e7d624b5163c2554348c4b00fe0ebcbb6fbd6ebc9","first_computed_at":"2026-07-05T00:26:39.772003Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T00:26:39.772003Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"H4Ql4D3Z859zCu9HU3VPpQKFAXhNaJJWnxlfOmsF4exWMXDMWnZxpDU7AJuTQpeCMpFJsseeO8jUBYAnhj6WBQ==","signature_status":"signed_v1","signed_at":"2026-07-05T00:26:39.772482Z","signed_message":"canonical_sha256_bytes"},"source_id":"1908.06325","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:663a19ddbc19fc8560c0cfd14fcfa4a0a10388d6605d5b2ff2cd00b36e06f40e","sha256:4f634cbeed3a996c1d44219ff92a234b946c8cc6eb1968585c06e7554e687fa5"],"state_sha256":"c360e674231f169da2c69001ce224c898b555c1b4fdea0fee5157996103d6905"}