Replication Data: Beyond the Balance Sheet Model of Banking
Creators:
Greg Buchak, Gregor Matvos, Tomasz Piskorski, and Amit Seru
Publication Date:
2023-05-01
Data Category:
Dataset Description:
This dataset, hosted on Harvard Dataverse, contains the replication data for the study "Beyond the Balance Sheet Model of Banking: Implications for Bank Regulation and Monetary Policy" (Buchak, Matvos, Piskorski & Seru, 2024, Journal of Political Economy). It includes the model calibration and empirical data used to examine how shadow banking and off-balance-sheet activities affect the transmission of monetary policy and the effectiveness of bank regulation.
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