Resources by Lisa

Federal Reserve Bank of New York – Primary Dealers Statistics

Federal Reserve Bank of New York – Primary Dealers Statistics

Lisa
Open Dataset
Creators: Federal Reserve Bank of New York
Publication Date: 7/3/2024
Creators: Federal Reserve Bank of New York

The Federal Reserve Bank of New York publishes weekly statistics on the positions, transactions, and financing activities of primary dealers in U.S. government securities markets. The data covers dealer holdings of Treasury securities, agency debt, mortgage-backed securities, and related financing.

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

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

Lisa
Open Dataset
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.

Replication Data: Financial Inclusion, Economic Development, and Inequality – Evidence from Brazil

Replication Data: Financial Inclusion, Economic Development, and Inequality – Evidence from Brazil

Lisa
Open Dataset
Creators: Julia Fonseca , Adrien Matray
Publication Date: 17 April 2024
Creators: Julia Fonseca , Adrien Matray

This dataset, hosted on Mendeley Data, contains the replication data for the study “Financial Inclusion, Economic Development, and Inequality: Evidence from Brazil” (Fonseca & Matray, 2024, Journal of Financial Economics). It includes municipality-level and individual-level data used to examine how increased access to financial services affects economic development and income inequality across Brazilian regions.

RAIS: Annual Social Information Report – Formal Labour Market Data

RAIS: Annual Social Information Report – Formal Labour Market Data

Lisa
Open Dataset
Creators: Brazilian Ministry of Labour
Publication Date: published continuously
Creators: Brazilian Ministry of Labour

RAIS (Relação Anual de Informações Sociais) is Brazil’s annual labour market census, providing establishment- and worker-level data on formal employment, wages, hours, and occupations across all Brazilian municipalities. It is one of the most comprehensive linked employer-employee datasets in the world.

IBGE – Brazilian Institute of Geography and Statistics

IBGE – Brazilian Institute of Geography and Statistics

Lisa
Open Dataset
Creators: Instituto Brasileiro de Geografia e Estatística (IBGE)
Publication Date: published continuously
Creators: Instituto Brasileiro de Geografia e Estatística (IBGE)

IBGE is Brazil’s national statistics agency, providing comprehensive data on the Brazilian economy, population, and territory, including census data, GDP, income distribution, and regional development indicators.

GitHub – Missing Data Handling Code for Machine Learning Portfolios

GitHub – Missing Data Handling Code for Machine Learning Portfolios

Lisa
Open Dataset
Creators: Andrew Y. Chen, Jack McCoy
Publication Date: 2024
Creators: Andrew Y. Chen, Jack McCoy

This GitHub repository contains the code implementation for the study “Missing Values Handling for Machine Learning Portfolios” (Chen & McCoy, 2024, Journal of Financial Economics). It provides replication code for the various missing data handling methods evaluated in the paper, enabling researchers to apply and compare these techniques in their own machine learning portfolio research.

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