Data for: Fiscal Consolidations and the Cost of Credit

This folder holds a read-me file with all relevant instructions for replication of the findings in “Fiscal Consolidations and the Cost of Credit” forthcoming in the Journal of International Economics. Note that the main loan-level and firm-level data cannot be shared due to copyright issues, while the aggregate country-level are publicly available. Hence, the file includes instructions on how the data can be obtained by others, both for micro and macro data. The file is accompanied with a Stata do-file that would apply the data cleaning procedures employed in the analysis and generate the tables in the paper.