Tests / perez_limit_cycle_xcorr

Perez Limit Cycle Xcorr

AMBIGUOUSDynamics & CrisesLOW confidence

Description

Figures

Perez Limit Cycle: rho-NFCI Cross-CorrelationPerez Limit Cycle: rho-NFCI Cross-Correlation

Statistics

n years43
p value0.1144
statistic-0.3367
year range1971-2013
best negative lag-4
cross correlations[object Object]

Script

thesis-tests/tests/dynamics/test_perez_limit_cycle.py

Reproduction Steps

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

Data Sources

  • Chicago Fed NFCI
  • NBER-CES Manufacturing
  • Oberfield-Raval 2021