Testable research claims linking papers, experiments, and reviews. Each claim carries a status (supported / weakly_supported / proposed / challenged / deprecated) and a 0.0–1.0 confidence.
Supported
- NBC reduces to a spectral-radius test on the pricing operator
- Bond & dividend-strip prices admit closed-form Riccati recursions
- Forward solution is the unique fundamental REE satisfying NBC
- IMM matches GPB2 accuracy at GPB1 cost
- Inflation-target switching is irrelevant for MSRE determinacy
- Log-linearization errors exceed 70% in persistent long-run-risk models
- LRTP sufficient only under regime-independent solutions
- MJLS mean-square stability iff T-operator spectral radius < 1
- MOD solution fully classifies MSRE determinacy
- Optimal MJLS filter with unknown mode has exponential memory growth
- MSRE determinacy requires the MSS-sunspot spectral condition
- E-stability can yield REEs that violate NBC
- NKPC slope identification is tenuous in DSGE estimation
- Pre-Volcker policy is inconsistent with equilibrium determinacy
- Principal eigenvalue determines long-run yield & risk-price vector
- 2-state CIR jointly captures volatility, correlation, EH violations
- Multiplicative SDF functionals decompose uniquely
- SKF exact inference is intractable: M^t Gaussian mixture
- Strip-integral pricing exact for ψ=1 and time-additive utility
- Term-premium decline explains the 2004–05 conundrum
- passive monetary-policy regimes coexist with RE
Weakly supported
- Anticipated regime changes drive CRE cap rates
- Bounded traces enable large-λ off-policy TD
- CRE prices sharpen monetary-policy regime identification
- Risk-premia shifts drive cap-rate boom-bust
- GDA long-run volatility alone explains the equity premium
- Inflation risk premium drives nominal-curve slope
- Moment-matching collapse has a bounded approximation error
- CRE returns show short-run momentum, long-run reversal
- Real-rate term structure is approximately flat
- Regime-shift risk premium is economically large in long yields
- Greedy KL-bound suffices for filtering; ISE-optimal unnecessary
- Closed-form KL bound enables anomaly-free greedy merge
- State-dependent transition probabilities improve yield fit
- Estimated regimes align with NBER business cycles
- continuing RL
- Yield-curve information sharpens monetary regime identification
- Risk-sensitive MJLS has no closed-form Riccati solution