Replication Data for: 'The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy' (doi:10.7910/DVN/Y954OM)

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Part 1: Document Description
Part 2: Study Description
Part 3: Data Files Description
Part 4: Variable Description
Part 5: Other Study-Related Materials
Entire Codebook

(external link)

Document Description

Citation

Title:

Replication Data for: 'The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy'

Identification Number:

doi:10.7910/DVN/Y954OM

Distributor:

Harvard Dataverse

Date of Distribution:

2018-01-07

Version:

1

Bibliographic Citation:

Fieldhouse, Andrew; Mertens, Karel; Ravn, Morten O., 2018, "Replication Data for: 'The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy'", https://doi.org/10.7910/DVN/Y954OM, Harvard Dataverse, V1, UNF:6:IZsVV6BGQfD55k8mqYuc8w== [fileUNF]

Study Description

Citation

Title:

Replication Data for: 'The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy'

Identification Number:

doi:10.7910/DVN/Y954OM

Authoring Entity:

Fieldhouse, Andrew (Cornell University)

Mertens, Karel (Federal Reserve Bank of Dallas)

Ravn, Morten O. (University College London)

Software used in Production:

MATLAB

Software used in Production:

Excel

Distributor:

Harvard Dataverse

Access Authority:

Mertens, Karel

Depositor:

Baranga, Thomas

Date of Deposit:

2018-01-07

Holdings Information:

https://doi.org/10.7910/DVN/Y954OM

Study Scope

Keywords:

Social Sciences, Financial Markets and the Macroeconomy, Monetary Policy, US Financial Markets and Institutions, Government Policy in Real Estate Markets, Government Policy and Regulation

Abstract:

The data and programs replicate tables and figures from "The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy", by Fieldhouse, Mertens, and Ravn. Please see the Readme file for additional details.

Methodology and Processing

Sources Statement

Data Access

Notes:

<a href="http://creativecommons.org/publicdomain/zero/1.0">CC0 1.0</a>

Other Study Description Materials

Related Publications

Citation

Title:

Fieldhouse, Andrew J., Karel Mertens, and Morton O. Ravn, "The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy," Quarterly Journal of Economics, 133 3 (2018), 1503–1560.

Bibliographic Citation:

Fieldhouse, Andrew J., Karel Mertens, and Morton O. Ravn, "The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy," Quarterly Journal of Economics, 133 3 (2018), 1503–1560.

File Description--f3097320

File: MEGAP_data.tab

  • Number of cases: 818

  • No. of variables per record: 20

  • Type of File: text/tab-separated-values

Notes:

UNF:6:IZsVV6BGQfD55k8mqYuc8w==

Variable Description

List of Variables:

Variables

millionscurrent$

f3097320 Location:

Variable Format: character

Notes: UNF:6:GgrcclUVHcE9e+z3XW5Ktw==

AgencyNetPortfolioPurchases

f3097320 Location:

Variable Format: character

Notes: UNF:6:FMqr1TD6+Qi8Jo2hhhQwWA==

C

f3097320 Location:

Variable Format: character

Notes: UNF:6:rHkwcANzpHRAPuW2wqXB6Q==

D

f3097320 Location:

Variable Format: character

Notes: UNF:6:vhwCLBKuNfYU4Sl7ZCa3fA==

E

f3097320 Location:

Variable Format: character

Notes: UNF:6:ggYazaCjoipIT11QyCJWTg==

F

f3097320 Location:

Variable Format: character

Notes: UNF:6:uclkRDRQhAevBMnfi1YIjw==

AgencyNetCommitments

f3097320 Location:

Variable Format: character

Notes: UNF:6:e3JvguQ7xujZgCRelZ8ElA==

H

f3097320 Location:

Variable Format: character

Notes: UNF:6:bXuLDS6JI8iXKoYBTjpzpw==

I

f3097320 Location:

Variable Format: character

Notes: UNF:6:FBqw73DW3z6C6sftLTD0uQ==

J

f3097320 Location:

Variable Format: character

Notes: UNF:6:w/JPHiRuOKwZMuFVLuke4g==

K

f3097320 Location:

Variable Format: character

Notes: UNF:6:D4Wmsoc8mU6uhedQTgZdmw==

AgencyMortgageHoldings

f3097320 Location:

Variable Format: character

Notes: UNF:6:pvcHrKO+qLxyxJMN4cSbOg==

M

f3097320 Location:

Variable Format: character

Notes: UNF:6:P2GCWt9CB8ELLuJkSAzz9Q==

N

f3097320 Location:

Variable Format: character

Notes: UNF:6:gkCc9W1Rjs+gbu3vGy+g1g==

O

f3097320 Location:

Variable Format: character

Notes: UNF:6:MsmK///8Let3hCXOr9C2jQ==

P

f3097320 Location:

Variable Format: character

Notes: UNF:6:T+kLCTTL6kzj4QuURjhrNA==

AgencyPoolIssues

f3097320 Location:

Variable Format: character

Notes: UNF:6:XMdLCPpcwjUJTBMrtAgfDw==

R

f3097320 Location:

Variable Format: character

Notes: UNF:6:t5OXMoHCPk60DVfvVcHJ4g==

S

f3097320 Location:

Variable Format: character

Notes: UNF:6:ya/ucPaP4srfUajFS8DazQ==

T

f3097320 Location:

Variable Format: character

Notes: UNF:6:LUBdGrXlZouBbxhcgGLMBA==

Other Study-Related Materials

Label:

web_programs.zip

Notes:

application/zip