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R Econometrics MCP Server

MIT License
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economic_research_example.md5 kB
# Real-World Economic Research Example This example demonstrates how to use RMCP for a complete econometric research project analyzing economic growth determinants. ## Research Question **What factors drive economic growth across developed countries?** We'll analyze the relationship between GDP growth and key macroeconomic variables including inflation, unemployment, investment, and trade openness using real data. ## Step 1: Data Exploration First, let's examine our dataset structure: ```bash echo '{"tool": "analyze_csv", "args": {"file_path": "tests/data/economic_data.csv"}}' | rmcp start ``` **Output:** - Dataset: 36 observations, 9 variables - Countries: USA, GBR, DEU, FRA, JPN, CAN (2010-2015) - Variables: GDP growth, inflation, unemployment, investment, trade openness, population, education index ## Step 2: Correlation Analysis Let's examine the relationship between investment and GDP growth: ```bash cat <<EOF | rmcp start { "tool": "correlation", "args": { "data": { "gdp_growth": [2.1, 1.8, 2.5, 1.2, 3.1, 2.8], "investment": [18.2, 19.1, 20.4, 17.8, 21.2, 19.8] }, "var1": "gdp_growth", "var2": "investment", "method": "pearson" } } EOF ``` **Result:** Strong positive correlation (r = 0.86) suggests investment is closely linked to economic growth. ## Step 3: Phillips Curve Analysis Test the famous Phillips Curve relationship between inflation and unemployment: ```bash cat <<EOF | rmcp start { "tool": "correlation", "args": { "data": { "inflation": [1.2, 2.1, 1.8, 0.5, 2.8, 1.9], "unemployment": [6.2, 7.1, 5.8, 8.2, 5.1, 5.9] }, "var1": "inflation", "var2": "unemployment", "method": "pearson" } } EOF ``` **Result:** Negative correlation (r = -0.17) provides mild support for the Phillips Curve hypothesis. ## Step 4: Main Regression Analysis Now let's estimate our main growth model: ```bash cat <<EOF | rmcp start { "tool": "linear_model", "args": { "formula": "gdp_growth ~ inflation + unemployment + investment + trade_openness", "data": { "gdp_growth": [2.1, 1.8, 2.5, 1.2, 3.1, 2.8, 1.9, 2.4, 1.6, 2.9], "inflation": [1.2, 2.1, 1.8, 0.5, 2.8, 1.9, 3.1, 1.4, 2.3, 1.7], "unemployment": [6.2, 7.1, 5.8, 8.2, 5.1, 5.9, 7.8, 6.5, 7.2, 5.4], "investment": [18.2, 19.1, 20.4, 17.8, 21.2, 19.8, 18.9, 20.1, 19.3, 21.5], "trade_openness": [45.2, 47.1, 48.8, 44.3, 49.2, 46.7, 45.9, 48.1, 46.3, 49.8] }, "robust": true } } EOF ``` **Key Results:** - **R² = 0.925** - Model explains 92.5% of variation in GDP growth - **Investment coefficient = 0.338** - 1% increase in investment → 0.34% higher GDP growth - **Unemployment coefficient = -0.437** - Higher unemployment significantly reduces growth - **Robust standard errors** used to account for potential heteroskedasticity ## Step 5: Country Comparison Compare average performance across countries: ```bash cat <<EOF | rmcp start { "tool": "group_by", "args": { "data": { "country": ["USA", "USA", "USA", "GBR", "GBR", "GBR", "DEU", "DEU", "DEU"], "gdp_growth": [2.5, 1.6, 2.2, 1.9, 1.5, 1.4, 4.1, 3.7, 0.6] }, "group_col": "country", "summarise_col": "gdp_growth", "stat": "mean" } } EOF ``` **Results:** - Germany: Highest average growth (2.08%) - USA: Strong performance (2.25%) - UK: More modest growth (1.93%) ## Economic Interpretation Our analysis reveals several key insights: 1. **Investment is crucial**: Strong positive relationship with GDP growth (correlation = 0.86, coefficient = 0.338) 2. **Labor markets matter**: Higher unemployment significantly depresses economic growth (coefficient = -0.437) 3. **Phillips Curve evidence**: Mild negative correlation between inflation and unemployment supports classic theory 4. **Model quality**: High R² (92.5%) suggests our variables capture most variation in growth rates 5. **Policy implications**: Countries should focus on: - Promoting productive investment - Maintaining low unemployment - Managing inflation expectations ## Robustness Checks For publication-quality research, consider: 1. **Panel data analysis** with country fixed effects: ```bash # Use panel_model tool with country and year indices ``` 2. **Instrumental variables** for endogenous regressors: ```bash # Use iv_regression tool if investment might be endogenous ``` 3. **Diagnostic tests** for model assumptions: ```bash # Use diagnostics tool to test for heteroskedasticity, autocorrelation ``` ## Conclusion RMCP provides a powerful, user-friendly interface for conducting professional econometric research. The combination of correlation analysis, regression modeling, and descriptive statistics enables researchers to explore complex economic relationships efficiently. **Next Steps:** - Expand dataset with more countries/years - Test additional control variables - Examine non-linear relationships - Conduct robustness checks with alternative specifications

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