Tests / minsky_rho_shift

Minsky Rho Shift

AMBIGUOUSDynamics & CrisesMEDIUM confidence

Description

Figures

Aggregate ρ̄(t) with NBER RecessionsAggregate ρ̄(t) with NBER RecessionsMinsky ρ-Shift Excluding COVIDMinsky ρ-Shift Excluding COVIDMinsky ρ-Shift: 12m Pre-Recession Drift vs DepthMinsky ρ-Shift: 12m Pre-Recession Drift vs Depth

Statistics

p value0.2410
statistic-0.3214
spearman r-0.3214
n recessions7
p one tailed0.2410
p two tailed0.4821
sign correctTrue

Script

thesis-tests/tests/dynamics/test_minsky_rho_shift.py

Reproduction Steps

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