Replication package for 'Joint Threshold Identification Across Consequence Outcomes: A Triangulation Test for OADR Demographic Cliffs' by Brian Peters (2026). It provides data for a formal joint identification test of three Old-Age Dependency Ratio (OADR) thresholds related to sovereign ratings, nominal interest-growth rate compression, and a 'Japanification' index. The dataset includes harmonized panels and results from a grid-based confidence interval and a 500-iteration country-cluster bootstrap.
Use Cases
- Replicating the joint likelihood-ratio test for a shared demographic threshold based on the described methodology.
- Analyzing the relationship between OADR thresholds and sovereign credit ratings using the provided panel data.
- Investigating the lag between demographic shifts and rating agency actions based on the reported rating-lag finding.
- Applying the Hansen (2000) threshold inference and PanelGLS AR(1) estimator to similar panel datasets.
Strengths
- Dataset is a formal replication package for a 2026 academic paper, supporting research transparency.
- Analysis includes a 500-iteration country-cluster bootstrap for robustness testing.
- Test results are quantified with specific statistics: joint θ = 0.190, LR = 5.835, and a 95% CI of [0.180, 0.220].
Limitations
- Column-level documentation is absent; field semantics must be inferred after download.
- Row count is unknown, which may limit suitability assessment for large-scale modeling.
- Sample sizes for the three underlying papers vary (N=941 to N=5,577), which may affect comparability.
Provenance
- Source
- Peters, Brian; Demographics and Global Capital Allocation
- Collection Method
- Likely contains harmonized panel data from three prior papers, using Hansen (2000) threshold inference and PanelGLS AR(1) estimators.
- Freshness
- Last updated 2026-06-09 18:01:43; freshness should be verified.