Datasets

MACRO-PRUDENTIAL POLICIES [Updated August 2021]

"Changes in Prudential Policy Instruments -- A New Cross-Country Database," International Journal of Central Banking, vol 13 (1), pp. 477-503, 2017 (with Ricardo Correa, Elisabetta Fiorentino, and Esther Segalla) [IMF WP/16/110] [IFDP 1169] [DATASET]  [AUGUST 2021 UPDATED DATASET: Excel file | Stata file ]

 “The Use and Effectiveness of Macroprudential Policies: New Evidence,” Journal of Financial Stability, vol. 28, pp. 203-224, 2017 (with Stijn Claessens and Luc Laeven) [DATASET] [2018 UPDATED DATASET] [VoxEU Blog covering 2018 data update]

CROSS-BORDER BANKING & CHINA [June 2023]

"Banking Across Borders: Are Chinese Banks Different?" (with Catherine Koch and Swapan-Kumar Pradhan) [BIS WP 892] [IMF WP 20/249] [June 2023 draft]  [The Economist] [VoxEU] [VoxChina] [SUERF]   [June 2023 DATASET: Excel file | Stata file ]

OTHERS

 “Covered Interest Parity Deviations: Macrofinancial Determinants” , Journal of International Economics, vol. 130, May 2021, (with Maurice Obstfeld and Haonan Zhou) [IMF WP/19/14] [NBER WP 26129] [Data Replication Online Appendix]

“Inflation and Activity - Two Explorations and Their Monetary Policy Implications.” (with Olivier Blanchard and Lawrence Summers) [online appendix] [Figures and Tables]

“Housing Finance and Real Estate Booms: A Cross-Country Perspective.” Journal of Housing Economics,  vol. 38, pp. 1-13, 2017 (with Giovanni Dell’Ariccia and Jihad Dagher) [DATASET] [IMF SDN/15/12]