SPB Git

Repository Public Research preview

robustness_checks.json 1.2 KB 96 lines json

1{2 "rolling_3y_1530": {3  "level": 0.9472,4  "slope": 0.8156,5  "curvature": 0.75386 },7 "expanding_1530": {8  "level": 0.9421,9  "slope": 0.8121,10  "curvature": 0.746211 },12 "rolling_3y_1500": {13  "level": 0.8966,14  "slope": 0.7764,15  "curvature": 0.719116 },17 "rolling_3y_1600": {18  "level": 0.9049,19  "slope": 0.7805,20  "curvature": 0.709221 },22 "rvshare_5m_denominator": {23  "FOMC": {24   "dL": 0.1753,25   "dS": 0.1981,26   "dC": 0.348327  },28  "FOMC_1m_single_sum": {29   "dL": 0.1429,30   "dS": 0.1673,31   "dC": 0.290532  },33  "CPI": {34   "dL": 0.1949,35   "dS": 0.2088,36   "dC": 0.280437  },38  "CPI_1m_single_sum": {39   "dL": 0.1694,40   "dS": 0.1842,41   "dC": 0.219242  },43  "EMP": {44   "dL": 0.3051,45   "dS": 0.3226,46   "dC": 0.346747  },48  "EMP_1m_single_sum": {49   "dL": 0.2764,50   "dS": 0.2937,51   "dC": 0.25152  }53 },54 "fomc_time_check": {55  "n": 126,56  "share_within_0_2_min": 0.635,57  "share_within_0_5_min": 0.73,58  "median_offset_min": 1.0,59  "offsets_outside_0_5": [60   -74.0,61   -3.0,62   -2.0,63   -1.0,64   6.0,65   6.0,66   7.0,67   8.0,68   8.0,69   8.0,70   9.0,71   10.0,72   13.0,73   14.0,74   16.0,75   17.0,76   21.0,77   32.0,78   34.0,79   35.0,80   35.0,81   35.0,82   35.0,83   36.0,84   36.0,85   36.0,86   37.0,87   37.0,88   38.0,89   38.0,90   42.0,91   43.0,92   45.0,93   45.094  ]95 }96}
Files main
Menu

Theme