1# Contract — F6-conf-03 (Okun's law, US 1960–2019)2**Question.** How strongly does the quarterly change in the US unemployment rate respond to quarterly real GDP growth, and is that response stable across 1960Q1–1983Q4 vs 1984Q1–2019Q4?3**Estimand.** β in Δu_t = α + β g_t + ε_t, 1960Q1–2019Q4 (240 quarters). u_t = mean of 3 monthly UNRATE values; Δu_t = u_t − u_{t−1} (pp); g_t = 100·Δln GDPC1 (percent, not annualised). β is a reduced-form conditional association (OLS projection), meaningful under linearity, stationarity of (Δu, g) within the sample and E[ε|g]=0 for a "response" interpretation (not causal identification).4**Uncertainty.** Newey–West HAC (Bartlett) SE for full-sample β, lag reported; 95% CI from it. Stability: β per subperiod + classical SSR Chow F(2, n−4).5**Outputs.** out/results.json (keys: sample_start, sample_end, n_sub1, n_sub2, baseline_metric, model_metric, effect_estimate, intercept, effect_se, hac_lags, effect_ci_low, effect_ci_high, beta_sub1, beta_sub2, chow_f_stat, chow_p_value, stability_conclusion, conclusion, task_id, feasibility, feasibility_reason, data_issues, n_input_rows, n_analysed, random_seed); out/figure1.png; out/table1.csv (period,n,intercept,slope,slope_se; 3 rows); out/report.md (6 sections); out/analysis.py; out/claims.json.6**Information rules.** No quarter after 2019Q4 in any estimate; 1959Q4 levels used only for the 1960Q1 differences. Only data/GDPC1.csv and data/UNRATE.csv (+README). 7**Invalidating conditions.** Missing data inside 1959Q4–2019Q4; incomplete quarters of UNRATE; post-2019 data leaking; wrong growth scaling (annualised) or wrong averaging.8