Published August 22, 2026
| Version v1.2
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marketintelhadp/nascdi-apple-price-transmission: v1.2 — NASCDI rebuild + corrected Wald tests
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Description
Rebuilds the disruption index on the GDELT-lexicon methodology (src/nascdi/build_nascdi_final.py, config/lexicon_news.yaml), adds the corrected Wald asymmetry test (src/models/nardl/corrected_wald_test.py, results/nardl/tables/wald_asymmetry_tests_fixed.csv), and adds a lexicon sensitivity analysis (config/lexicon_sensitivity.yaml, src/nascdi/build_nacdi_sesitivity.py). Supersedes v1.1, which predates this rebuild.
Files
marketintelhadp/nascdi-apple-price-transmission-v1.2.zip
Additional details
Related works
- Is supplement to
- Software: https://github.com/marketintelhadp/nascdi-apple-price-transmission/tree/v1.2 (URL)