Tests / financial_precedes_production

Financial Precedes Production

CONSISTENTDynamics & CrisesMEDIUM confidence

Description

Figures

Financial → Production Lead-Lag SummaryFinancial → Production Lead-Lag Summary

Statistics

n pairs6
n leading4
statistic0.6667
pair details[[object Object], [object Object], [object Object], [object Object], [object Object], [object Object]]
fraction leading0.6670
median lead months1

Script

thesis-tests/tests/applications/test_financial_precedes_production.py

Reproduction Steps

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

Data Sources

  • Chicago Fed NFCI