moderndid.load_favara_imbs#

moderndid.load_favara_imbs() → DataFrame[source]#

Load the Favara and Imbs banking deregulation dataset.

This dataset contains county-level data on bank lending and interstate branching deregulation from 1994-2005, used to study the effects of banking deregulation on credit supply. The treatment (interstate branching) is non-binary and potentially non-absorbing, making it suitable for intertemporal treatment effects estimation.

The dataset contains 1,048 counties observed across 12 years, for a total of 12,538 observations.

Returns:
polars.DataFrame

A DataFrame with the following columns:

  • year: Year (1994-2005)

  • county: County identifier

  • state_n: State number

  • Dl_vloans_b: Change in log volume of loans (outcome variable)

  • inter_bra: Interstate branching indicator (treatment variable)

  • w1: Sampling weight

  • Dl_hpi: Change in log house price index

References

[1]

Favara, G., & Imbs, J. (2015). Credit supply and the price of housing. American Economic Review, 105(3), 958-992.

[2]

de Chaisemartin, C., & D’Haultfoeuille, X. (2024). Difference-in- Differences Estimators of Intertemporal Treatment Effects. Review of Economics and Statistics, 106(6), 1723-1736.

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