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
Name | File Type | Size | Last Modified |
---|---|---|---|
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 |
- Total of 11 records. Records per page
- « previous Page of 2
- next »
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
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
Related Publications
Published Versions
Report a Problem
Found a serious problem with the data, such as disclosure risk or copyrighted content? Let us know.
This material is distributed exactly as it arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.