How georgeqanfin-stack/inr-fair-value works
This repository is a research model for estimating INR/USD equilibrium value and assessing exchange-rate misalignment. The documented workflow constructs lagged and live-tracker data, estimates REER, FEER, and BEER/regime models, then tests a REER–FEER composite with an error-correction model. The tree confirms the notebooks and named data artifacts, but source excerpts are unavailable, so internal implementation details and uncertain artifact-to-notebook links are omitted.
Main entry points: 05_data_and_models.ipynb Data and models · 06_unified_ecm.ipynb Unified ECM · master_v2_lagged.csv Lagged master · phase2_equilibrium_v2.csv Equilibrium data
Components 18
Data construction
- Data and models
05_data_and_models.ipynb - Live master
data/master_v2.csv - Lagged master
data/master_v2_lagged.csv
Valuation models
- REER anchor
05_data_and_models.ipynb - FEER engine
05_data_and_models.ipynb - BEER and regimes
05_data_and_models.ipynb - Equilibrium data
data/phase2_equilibrium_v2.csv - FEER data
data/phase3_feer_v2.csv - BEER data
data/phase4_beer_v2.csv - BEER coefficients
data/beer_coefs_v2.json
ECM analysis
- Unified ECM
06_unified_ecm.ipynb - ECM base data
data/ecm_base.csv - Misalignment and signals
Other components
- Researcher
- FRED
- RBI DBIE
- World Bank
- MOSPI
Connections 19
- Researcher → Data and models: runs analysis
- FRED → Data and models: supplies series
- RBI DBIE → Data and models: supplies series
- World Bank → Data and models: supplies series
- MOSPI → Data and models: supplies CPI
- Data and models → Live master: constructs
- Data and models → Lagged master: constructs with lags
- Lagged master → REER anchor: estimation inputs
- Lagged master → FEER engine: estimation inputs
- Lagged master → BEER and regimes: estimation inputs
- REER anchor → Equilibrium data: writes
- FEER engine → FEER data: writes
- BEER and regimes → BEER data: writes
- BEER and regimes → BEER coefficients: writes
- Researcher → Unified ECM: runs analysis
- Equilibrium data → Unified ECM: provides REER fair value
- FEER data → Unified ECM: provides FEER fair value
- Unified ECM → ECM base data: constructs
- Unified ECM → Misalignment and signals: estimates predictability