Impact of Monetary Policy on Bank Liquidity Creation: Economic Policy Uncertainty Channel
Description
This repository contains the empirical replication codes for the manuscript titled “Impact of Monetary Policy on Bank Liquidity Creation: Economic Policy Uncertainty Channel”, forthcoming/published in the Journal of Banking Regulation. The repository includes: * Stata .do files used for data cleaning, variable construction, descriptive analyses, and econometric estimations; and * R scripts and supporting documentation (README.md) used for supplementary analyses, robustness checks, and/or figure generation. The original dataset is not included in this repository due to licensing and proprietary data restrictions. Researchers intending to replicate the analysis must independently obtain access to the underlying datasets from the respective data providers and reconstruct the analytical dataset following the procedures described in the manuscript and accompanying code files. The uploaded codes are provided to enhance transparency and reproducibility of the empirical analyses reported in the paper. File paths and certain environment-specific settings may need to be modified by users before execution.