Mortgage

Showing 1-5 of 5 results

Federal Housing Finance Agency (FHFA) – Housing Finance Data

Creators: Federal Housing Finance Agency (FHFA)
Publication Date: published continuously
Creators: Federal Housing Finance Agency (FHFA)

The FHFA provides data on mortgage markets, house prices, and housing finance activities in the United States, including the House Price Index (HPI), mortgage rates, and agency lending statistics.

Fannie Mae Single-Family Loan Performance Data

Creators: Fannie Mae (Federal National Mortgage Association)
Publication Date: 2026-04-30
Creators: Fannie Mae (Federal National Mortgage Association)

Fannie Mae’s Single-Family Loan Performance Data provides loan-level origination and performance data on a portion of Fannie Mae’s single-family mortgage book, including borrower characteristics, loan terms, and monthly performance updates. Used in Buchak et al. (2024, Journal of Political Economy) to analyse mortgage origination and credit risk transfer patterns in the context of shadow banking and off-balance-sheet activities.

Freddie Mac Single-Family Loan-Level Dataset

Creators: Freddie Mac (Federal Home Loan Mortgage Corporation)
Publication Date: 2013-2025
Creators: Freddie Mac (Federal Home Loan Mortgage Corporation)

Freddie Mac’s Single-Family Loan-Level Dataset provides loan-level origination and performance data on a portion of Freddie Mac’s single-family mortgage portfolio, including borrower credit scores, loan-to-value ratios, and monthly delinquency status. Used in Buchak et al. (2024, Journal of Political Economy) alongside the Fannie Mae dataset to examine mortgage market dynamics and the role of government-sponsored enterprises in the context of shadow banking.

Replication Data: Intermediation Frictions in Debt Relief – CARES Act Mortgage Forbearance

Creators: You Suk Kim, Donghoon Lee, Tess Scharlemann, and James Vickery
Publication Date: 2024-05-22
Creators: You Suk Kim, Donghoon Lee, Tess Scharlemann, and James Vickery

This dataset, hosted on Mendeley Data, contains the replication data for the study “Intermediation Frictions in Debt Relief: Evidence from CARES Act Forbearance” (Kim, Lee, Scharlemann & Vickery, 2024, Journal of Financial Economics). It includes loan-level mortgage data used to examine how intermediation frictions, such as servicer incentives and operational constraints, affected the take-up and implementation of mortgage forbearance provisions introduced under the CARES Act during the COVID-19 pandemic.

Federal Housing Finance Agency House Price Index

Creators: Federal Housing Finance Agency (FHFA)
Publication Date: 2024-01-01
Creators: Federal Housing Finance Agency (FHFA)

The FHFA House Price Index (HPI) is a broad measure of U.S. single-family house price movements, based on repeat sales and refinancing data from mortgages sold to or guaranteed by Fannie Mae and Freddie Mac. It is available at national, state, metropolitan statistical area (MSA), and ZIP code levels.

Sign In

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.