34 lines
965 B
Python
34 lines
965 B
Python
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"""Tests for Part X empirical regressions."""
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import pytest
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from fqbm.empirical.regressions import (
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run_inflation_pass_through,
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run_sovereign_spread,
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run_capital_flow_sensitivity,
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generate_synthetic_inflation,
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generate_synthetic_spread,
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generate_synthetic_capital_flow,
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)
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def test_inflation_pass_through():
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data = generate_synthetic_inflation(50, seed=42)
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res = run_inflation_pass_through(data)
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assert hasattr(res, "params")
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assert "dS" in res.params.index
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assert res.rsquared >= 0
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def test_sovereign_spread():
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data = generate_synthetic_spread(50, seed=42)
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res = run_sovereign_spread(data)
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assert "debt_gdp" in res.params.index
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assert "reserves_gdp" in res.params.index
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def test_capital_flow_sensitivity():
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data = generate_synthetic_capital_flow(50, seed=42)
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res = run_capital_flow_sensitivity(data)
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assert "rate_diff" in res.params.index
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assert "risk_premium" in res.params.index
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