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Replication Data: Regulatory Arbitrage or Random Errors? Race Prediction Algorithms in Fair Lending Analysis

Creators: Sabrina Howell , Emmanuel Yimfor , Daniel Greenwald , Cangyuan Li
Publication Date: 22 April 2024
Creators: Sabrina Howell , Emmanuel Yimfor , Daniel Greenwald , Cangyuan Li

This dataset, hosted on Mendeley Data, contains the replication data for the study “Regulatory Arbitrage or Random Errors? Implications of Race Prediction Algorithms in Fair Lending Analysis” (Greenwald, Howell, Li & Yimfor, 2024, Journal of Financial Economics). It includes loan-level and demographic data used to examine how race prediction algorithms affect the detection of racial discrimination in lending, and whether their errors create systematic biases that enable regulatory arbitrage.

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