Replication Data For: Procyclical Leverage and Crisis Probability in a Macroeconomic Model of Bank Runs

This is the replication package for \"Procyclical Leverage and Crisis Probability in a Macroeconomic Model of Bank Runs,\" accepted in 2025 by the Journal of Political Economy: Macroeconomics.

DataONE2025-10-23 更新10

Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises

There has been considerable progress in developing macroeconomic models of banking crises. However, most of this literature focuses on the retail sector where banks obtain deposits from households. In

NBER2016-01-01 更新60

Replication data for: Bank Leverage Cycles

We propose a general equilibrium framework with financial intermediaries subject to endogenous leverage constraints, and assess its ability to explain the observed fluctuations in intermediary leverag

ICPSR2017-01-01 更新10