Code and replication instructions for Giraldo et al. (2026) in Emerging Markets Review

Description

This files provides a description of how to construct the data set using Bankfocus and the R script necessary to replicate the results concerning “Bank Capital Adjustment to Public Debt Shocks: The Role of Institutions in Emerging Markets”. The replication requires running a single streamlined script that generates all main figures and data tables using Local Projections (LPs). The underlying data come from BankFocus, a subscription-based proprietary database, and therefore cannot be redistributed by the authors.

Categories

Licence