Economic Puzzles BEA Va Comovement

AMBIGUOUSDynamics & Crises

Description

Statistics

R20.0101
p value0.7211
quarters82
N sectors15
statistic-0.0476
spearman p0.3697
spearman r-0.2496

Reproduction Steps

cd thesis-tests && source ../.venv/bin/activate
python download_data.py --source all
python run_all.py --test 

Data Sources

  • BEA
  • FRED
  • Oberfield-Raval 2021