Replication data for: Bank Integration and Transmission of Financial Shocks: Evidence from Japan

Principal Investigator(s):  View help for Principal Investigator(s) Masami Imai; Seitaro Takarabe

Version:  View help for Version V1

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ImaiTakarabeData.dta application/octet-stream 106.8 KB 10/12/2019 05:03:PM
ImaiTakarabeDataLowFrequency.dta application/octet-stream 111.4 KB 10/12/2019 05:03:PM
LICENSE.txt text/plain 14.6 KB 10/12/2019 05:04:PM
ReadMe.pdf application/pdf 8.8 KB 10/12/2019 05:03:PM
Replication.do text/plain 12.5 KB 10/12/2019 05:03:PM
ReplicationAppendixB.do text/plain 13 KB 10/12/2019 05:03:PM
ReplicationAppendixC.do text/plain 9 KB 10/12/2019 05:04:PM
ReplicationTable2.do text/plain 3.1 KB 10/12/2019 05:03:PM
ReplicationTableB2.do text/plain 3.2 KB 10/12/2019 05:04:PM
ReplicationTableC2.do text/plain 3 KB 10/12/2019 05:03:PM

Project Citation: 

Imai, Masami, and Takarabe, Seitaro. Replication data for: Bank Integration and Transmission of Financial Shocks: Evidence from Japan. Nashville, TN: American Economic Association [publisher], 2011. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-10-12. https://doi.org/10.3886/E114190V1

Project Description

Summary:  View help for Summary This paper investigates whether banking integration plays an important role in transmitting financial shocks across geographical boundaries by using a dataset on the branch network of nationwide city banks and prefecture-level dataset on the formation and collapse of the real estate bubble in Japan. The results show that the credit and economic cycle of financially integrated prefectures exhibits higher sensitivity to fluctuation in land prices in cities relative to financially isolated ones. These results suggest nationwide banks can be a source of economic volatility when they pass on the impacts of financial shocks to host economies. (JEL E44, G21, R30)

Scope of Project

JEL Classification:  View help for JEL Classification
      E44 Financial Markets and the Macroeconomy
      G21 Banks; Depository Institutions; Micro Finance Institutions; Mortgages
      R30 Real Estate Markets, Spatial Production Analysis, and Firm Location: General


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