Tests / fastest_layer_persistence

Fastest Layer Persistence

AMBIGUOUSHierarchyHIGH confidence

Description

Figures

Fastest Layer Persistence: Jorda Local ProjectionsFastest Layer Persistence: Jorda Local Projections

Statistics

beta h1-0.0336
beta h2-0.0685
beta h3-0.0869
beta h4-0.0867
beta h50.0040
nobs h1340
nobs h2321
nobs h3302
nobs h4283
nobs h5264
p value0.6110
pval h10.6110
pval h20.5216
pval h30.5190
pval h40.5899
pval h50.9829
tstat h1-0.5090
tstat h2-0.6410
tstat h3-0.6450
tstat h4-0.5390
tstat h50.0210
statistic-0.0336
n countries19
n obs total359

Script

thesis-tests/tests/hierarchy/test_fastest_layer_persistence.py

Reproduction Steps

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

Data Sources

  • BCL/BRSS