regime-detection-validation

What problem does it solve?

This Skill addresses the need for economic and structural validation of detected regimes in unsupervised macroeconomic panel data, ensuring accuracy and reliability in regime detection.

Core Features & Use Cases

• Regime Validation: Consolidates validation of detected regimes for external economic and structural analysis.
• Density Metrics: Utilizes DBCV and silhouette metrics for internal cluster evaluation.
• Economic Alignment: Aligns detected regimes with NBER recessions and Bai-Perron structural breaks.
• Interpretability: Provides conditional moments, transition matrices, and regime durations for deeper analysis.
• Use Case: For macroeconomists working with unsupervised regime detection models, this Skill can be used to validate and interpret the results of regime clustering algorithms.

Quick Start

Run the 'regime-detection-validation' skill to validate and interpret economic regimes in your panel data.