Tests / economic_puzzles_comovement_sigma

Economic Puzzles Comovement Sigma

CONSISTENTDynamics & Crises

Description

Figures

Comovement vs Complementarity (8 Manufacturing Sectors)Comovement vs Complementarity (8 Manufacturing Sectors)

Statistics

R20.5092
p value0.0468
N sectors8
statistic-0.1550
spearman p0.0465
spearman r-0.7143

Reproduction Steps

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

Data Sources

  • BEA
  • FRED