VARONA CASTILLO, LUIS from Harvard Dataverse published a dataset on 2026-07-16 for research examining Bitcoin valuation determinants from January 2011 to December 2025. The research uses autoregressive distributed lag (ARDL) models to analyze relationships with US Federal Reserve policy, active address density, production costs, and market volatility. The findings suggest Bitcoin is evolving into a sophisticated value asset with network production efficiencies.
Use Cases
- Modeling long-term price elasticity based on US Federal Reserve monetary policy variables mentioned in the description
- Analyzing the impact of microeconomic factors like active address density on Bitcoin price trajectories
- Assessing the negative relationship between market volatility (VIX) and Bitcoin profitability
- Evaluating Bitcoin's role as a portfolio diversification tool rather than an inflation hedge as discussed
Strengths
- Covers a 15-year time range from January 2011 to December 2025
- Empirical analysis is based on autoregressive distributed lag (ARDL) models, a recognized econometric framework
Limitations
- Column-level documentation is absent; field semantics must be inferred after download
- Row count is unknown, which may limit suitability assessment
- Description metadata is limited; actual data quality requires manual inspection after download
Provenance
- Source
- Harvard Dataverse
- Collection Method
- Likely contains econometric analysis results from autoregressive distributed lag (ARDL) models applied to Bitcoin and related financial time series.
- Time Range
- January 2011 to December 2025
- Freshness
- Last updated 2026-07-16 17:27:23; freshness should be verified