Data and Code for: "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity"

Principal Investigator(s):  View help for Principal Investigator(s) Ambrogio Cesa-Bianchi, Bank of England; Gareth Anderson, IMF

Version:  View help for Version V1

Name File Type Size Last Modified
  Replication_Empirics 01/09/2024 02:55:PM
  Replication_Model 01/09/2024 02:23:PM
LICENSE.txt text/plain 945 bytes 07/11/2023 05:20:AM
README_AEJ.pdf application/pdf 216.5 KB 06/14/2024 01:19:PM

Project Citation: 

Cesa-Bianchi, Ambrogio, and Anderson, Gareth. Data and Code for: “Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity.” Nashville, TN: American Economic Association [publisher], 2024. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2024-06-17. https://doi.org/10.3886/E192372V1

Project Description

Summary:  View help for Summary This study investigates the transmission of monetary policy to firms' financing costs in the cross-section of firms. 

Scope of Project

Subject Terms:  View help for Subject Terms Credit spreads; monetary policy; heterogeneity; financial frictions
JEL Classification:  View help for JEL Classification
      E44 Financial Markets and the Macroeconomy
      E50 Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Geographic Coverage:  View help for Geographic Coverage US
Time Period(s):  View help for Time Period(s) 1/1/1997 – 12/31/2018
Collection Date(s):  View help for Collection Date(s) 1/1/2016 – 12/31/2018
Universe:  View help for Universe Subset of US listed firms
Data Type(s):  View help for Data Type(s) aggregate data; event/transaction data

Methodology

Data Source:  View help for Data Source Bank of America Merrill Lynch
Datastream
Compustat
FRED
Eikon Refinitiv
Unit(s) of Observation:  View help for Unit(s) of Observation Firm-day
Geographic Unit:  View help for Geographic Unit US

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Published Versions

V1 [2024-06-17]

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Dublin Core

DDI 2.5

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