Data & Appendices

Data

Household Leverage Data
- Many have asked about the disaggregated data that we use in our research on household balance sheets and the Great Recession. In the appendix to our paper, Household Balance Sheets, Consumption, and the Economic Slump, we detail all the data we use and their availability. The appendix can be found here.
- The county-level debt to income ratio using the Federal Reserve Bank of New York data and IRS data for income is found here.
Debt structure data used in:
- Capital Structure and Debt Structure (with Joshua Rauh), Review of Financial Studies, forthcoming.
- Files are here. Please read the notes at the top of the do file first. Then take a look through the log file that reproduces all results. This should give you all information you need to use the data.
Quarterly Compustat financial covenant violation data:
- The final public version of these data is described in the appendix of our working paper: Creditor Control Rights, Corporate Governance, and Firm Value (with Greg Nini and David Smith).
- You must read the data appendix at the end of the above paper to understand these data.
  Please read the data appendix before downloading!
- Stata dataset of Compustat Quarterly Match to SEC Filings is here.
  Stata dataset of Financial Covenant Violations that can be matched to Compustat Quarterly is here.
- An older version of this dataset was used in two of my published papers: Control Rights and Capital Structure: An Empirical Investigation, (with Michael Roberts), Journal of Finance, August 2009, 64(4), 1657-1695 and Creditor Control Rights and Firm Investment Policy (with Greg Nini and David Smith), Journal of Financial Economics, June 2009, 92(3), 400-420 [WP version]
- The new data represent an updated and improved version of the text-search algorithm used in the previous papers. Please see the data appendix of the new paper for more information.
Data sets for loan contracts and contract terms used in:
- Creditor Control Rights and Firm Investment Policy (with Greg Nini and David Smith), Journal of Financial Economics, June 2009, 92(3), 400-420 [WP version]
- Please see the log file below for all necessary description of the data.
- Log file is here
  Stata dataset is here (please read log file first!)
  All 3,720 contracts are in a zipped file here
Data sets for bank revolvers/lines of credit used in:
- Bank Lines of Credit in Corporate Finance: An Empirical Analysis, Review of Financial Studies, March 2009, 22(3), 1057-1088 [WP version]
- Please see the log file below for all necessary description of the data.
- Log file is here
  Stata dataset is here (please read log file first!)

Appendices

Internet Appendix for What Explains High Unemployment? The Aggregate Demand Channel, July 2012 (with Atif Mian)
Internet Appendix for Household Balance Sheets, Consumption, and the Economic Slump, June 2012 (with Atif Mian and Kamalesh Rao)
Internet Appendix for Foreclosures, House Prices, and the Real Economy, May 2011 (with Atif Mian and Francesco Trebbi)
Internet Appendix for The Effects of Fiscal Stimulus: Evidence from the 2009 Cash for Clunkers Program, September 2010 (with Atif Mian)
Internet Appendix for Explaining Corporate Capital Structure: Product Markets, Leases, and Asset Similarity, April 2010 (with Joshua Rauh)
Internet Appendix for House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis (with Atif Mian), American Economic Review, forthcoming
Internet Appendix forThe Political Economy of the U.S. Mortgage Default Crisis (with Atif Mian and Francesco Trebbi), American Economic Review, forthcoming
Internet Appendix for The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis (with Atif Mian), Quarterly Journal of Economics, November 2009, 124(4), 1449-1496

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