Tests / fomc_impact_adjustment_speed

Fomc Impact Adjustment Speed

AMBIGUOUSMonetary PolicyMEDIUM confidence

Description

Figures

Settlement: FOMC Adjustment SpeedSettlement: FOMC Adjustment SpeedSettlement: FOMC Yield ResponseSettlement: FOMC Yield Response

Statistics

r20.0062
p value0.5736
statistic0.0087
n meetings43

Script

thesis-tests/tests/applications/test_fomc_impact.py

Reproduction Steps

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

Data Sources

  • FRED