Tests / cross_industry_rho_depth_pooled

Cross Industry Rho Depth Pooled

CONSISTENTDynamics & CrisesLOW confidence

Description

Figures

Cross-Industry: Recession Depth and Recovery vs ComplementarityCross-Industry: Recession Depth and Recovery vs Complementarity

Statistics

n pairs98
p value8.016e-9
kendall p8.016e-9
n sectors14
statistic-0.4140
kendall tau-0.4140
n recessions7
per recession[[object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object]]

Script

thesis-tests/tests/dynamics/test_cross_industry_rho_cyclicality.py

Reproduction Steps

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

Data Sources

  • Oberfield-Raval 2021