Files for Replicating "Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake" by Baskaya, Hardy, Kalemli-Ozcan and Yue (2024)
Description
This documentation provides replication information for all the results reported in the maintext and appendix of "Sovereign Risk and Bank Lending: Evidence from 1999 Turkish Earthquake" by Baskaya, Hardy, Kalemli-Ozcan and Yue (2024).
Files
Steps to reproduce
All the empirical analysis in Tables 2-11 and the appendix tables have been conducted with Stata. It has three sets of files. - First, do file titled “Tables 2 to 11 (except for Table 10) and appendix tables.do” for replicating Table 2-11 (except for Table 10) and the appendix tables. This do file first generates the necessary variables used in the regressions. Then it presents the regressions corresponding to each table. - Second, three files for replicating Table 10, namely the “share of credit by provinces 1984 2017.dta”, “share of deposits by provinces 1981 2021.dta” files and “Table 10 Do file.do” file. This do file first generates the necessary variables used in the regressions. Then it presents the codes for the regression results presented in Table 10. - Finally, the excel file, titled “Data for Figures 1 2 3 and 4.xls” for replicating Figures 1, 2, 3 and 4. The bank level data for all tables (except for 10) and the Figures 5-11 and Figure B1 and B2 is sourced from the Central Bank of the Republic of Turkey and is not publicly available. The data for replicating Figure 10 is publicly available and sourced from the Turkish Bankers Association.