Tests / economic_puzzles_nberces_universal

Economic Puzzles Nberces Universal

CONSISTENTDynamics & Crises

Description

Figures

NBER-CES Universal Procyclicality (14 Sectors)NBER-CES Universal Procyclicality (14 Sectors)

Statistics

p value9.155e-4
N sectors14
statistic0.7143
tau range[-0.0628, 0.3488]
sector taus[object Object]
n positive tau13
n significant p0510

Reproduction Steps

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

Data Sources

  • NBER-CES Manufacturing
  • Oberfield-Raval 2021