Replication data for: Treatment Effects and Informative Missingness with an Application to Bank Recapitalization Programs
Principal Investigator(s): View help for Principal Investigator(s) Angela Vossmeyer
Version: View help for Version V1
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AERPP2014_Vossmeyer_Readme.pdf | application/pdf | 102.2 KB | 10/11/2019 06:10:PM |
LICENSE.txt | text/plain | 14.6 KB | 10/11/2019 06:10:PM |
Project Citation:
Vossmeyer, Angela. Replication data for: Treatment Effects and Informative Missingness with an Application to Bank Recapitalization Programs. Nashville, TN: American Economic Association [publisher], 2014. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-10-11. https://doi.org/10.3886/E112779V1
Project Description
Summary:
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This article develops a Bayesian framework for estimating multivariate treatment effect models in the presence of sample selection. The methodology is applied to a banking study that evaluates the effectiveness of lender of last resort (LOLR) policies and their ability to resuscitate the financial system. This paper employs a novel bank-level dataset from the Reconstruction Finance Corporation, and jointly models a bank's decision to apply for a loan, the LOLR's decision to approve the loan, and the bank's performance a few years after the disbursements. This framework offers practical estimation tools to unveil new answers to important regulatory questions.
Scope of Project
JEL Classification:
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C21 Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
G21 Banks; Depository Institutions; Micro Finance Institutions; Mortgages
G28 Financial Institutions and Services: Government Policy and Regulation
N22 Economic History: Financial Markets and Institutions: U.S.; Canada: 1913-
C21 Single Equation Models; Single Variables: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
G21 Banks; Depository Institutions; Micro Finance Institutions; Mortgages
G28 Financial Institutions and Services: Government Policy and Regulation
N22 Economic History: Financial Markets and Institutions: U.S.; Canada: 1913-
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