U.S. banks deposits and loans
Principal Investigator(s): View help for Principal Investigator(s) Robert Drago, Precision Numerics; Russell Kashian, University of Wisconsin-Whitewater
Version: View help for Version V1
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application/x-stata | 13.4 MB | 03/23/2019 06:43:AM |
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text/x-stata-syntax | 10.2 KB | 03/23/2019 06:40:AM |
Project Citation:
Drago, Robert, and Kashian, Russell. U.S. banks deposits and loans. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-03-23. https://doi.org/10.3886/E109026V1
Project Description
Summary:
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Macroeconomic research finds that expansionary and contractionary
monetary policies may have asymmetric effects, yet microeconomic research on
the relationship between deposits and loans implicitly or explicitly assumes
that relationship is symmetric. This research challenges that assumption and explores
potential asymmetries in how bank deposit changes translate into lending. Using
Jayaratne and Morgan’s (2000) analytical approach with panel data on bank
financials from 2003 to 2017, we consider both point-in-time asymmetries, and asymmetries that vary over time.
Methodology
Data Source:
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The data rely on three sources.
1. SNL data provided 2nd quarter FDIC Call Report data for all U.S. banks from 2003-2017. Internet only and banks headquartered outside of the 50 states and District of Columbia were excluded.
2. Call Report data measured in dollars are corrected for inflation using figures from June of each year for CPI-U with 2017 as the base. https://www.bls.gov/cpi/tables/supplemental-files/historical-cpi-u-201902.pdf
3. The Herfindahl index is constructed using annual, publically available FDIC Summary of Deposits data.
1. SNL data provided 2nd quarter FDIC Call Report data for all U.S. banks from 2003-2017. Internet only and banks headquartered outside of the 50 states and District of Columbia were excluded.
2. Call Report data measured in dollars are corrected for inflation using figures from June of each year for CPI-U with 2017 as the base. https://www.bls.gov/cpi/tables/supplemental-files/historical-cpi-u-201902.pdf
3. The Herfindahl index is constructed using annual, publically available FDIC Summary of Deposits data.
Unit(s) of Observation:
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bank years
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