There is a newer version of the record available.

Published August 22, 2026 | Version v4

marketintelhadp/nascdi-apple-price-transmission: v1.2 — NASCDI rebuild + corrected Wald tests

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

nascdi-apple-price-transmission-v1.2.zip

Files (4.4 MB)

Name Size
md5:e666a75626be5fec1eee22f75179d630
4.4 MB Preview Download

Additional details