run_carry_core_primary_test
Evaluate carry trade robustness by running the frozen carry-core primary test on five FX pairs using first-seen policy rates. Returns not_evaluable until 60 anchor-date clusters.
Instructions
Run the frozen carry_core_primary_v1 specification on the five-pair core FX panel. It uses only locally first-seen policy-rate versions that were available by each anchor-date close, fits pair fixed effects, and refits the regression in anchor-date moving-block bootstrap samples. It returns not_evaluable until the pre-registered first-seen history has at least 60 complete anchor-date clusters.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | No | ||
| count | No | ||
| confirm | No | ||
| chart_index | Yes |