SIMI Paper Workspace (Independent from cio_pipeline-2)

Working title: Systemically Important Material Inputs: Measuring Shock Propagation and Systemic Centrality in a Developing Economy's Construction Cost Structure.

This folder is standalone for Paper 4 drafting and estimation, while consuming panel_v1.0 from cio_pipeline-2.

What is implemented

1. src/volatility/spillover.py
   • generalized FEVD (Pesaran-Shin) and Diebold-Yilmaz spillover table
   • transmission scores (to_others, from_others, net)
2. src/network/
   • correlation networks (pearson, spearman, partial)
   • Granger-causality network constructor
   • centrality table (eigenvector, betweenness, PageRank)
3. scripts/run_simi_pipeline.py
   • computes SIMI under 3 weighting schemes
   • writes tables and figures (spillover heatmap + MST SIMI map)
4. scripts/run_robustness.py
   • threshold × window × weighting × subsample rank-stability sweep
   • writes a single stability heatmap
5. papers/P4/manuscript.md
   • full draft skeleton with methods, hypotheses, robustness, and practitioner interpretation.

Usage

Run baseline:

python scripts/run_simi_pipeline.py

Run robustness:

python scripts/run_robustness.py

Outputs are written into papers/P4/tables and papers/P4/figures.

Notes on CIPI basket shares

The code estimates non-negative CIPI material basket-share proxies directly from the published CIPI_MAT series using constrained least squares (nnls). This keeps economic significance anchored to the official CIPI structure while avoiding ad hoc BOQ weights.