Economic Puzzles Universal Procyclicality

CONSISTENTDynamics & Crises

Description

Statistics

p value0.0039
N sectors8
statistic1
tau range[0.1935, 0.4661]
sector taus[object Object]
n positive tau8
n significant p058

Reproduction Steps

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