Elliot Posner created this dataset to analyze financial regulatory patterns in the United States and European Union, the two jurisdictions most responsible for setting global trends. The data was generated to address a lack of knowledge accumulation in the qualitative literature, particularly around the 2008 international financial crisis. It was last updated on October 20, 2025.
Use Cases
- Comparative analysis of financial stringency between the US and EU based on the described coding.
- Longitudinal study of regulatory patterns over a span of years mentioned in the description.
- Training models to classify 'thick' versus 'thin' regulatory cases as described in the methodology.
- Examining the aggregation problem in qualitative research on financial regulation.
Strengths
- Data includes narrative explanations for each coded data point, providing evidence and reasoning.
- Protocols were designed to manage tension between confidence and generalizability across multiple cases.
- Creation process involved independent coding by authors followed by consensus through argumentation.
Limitations
- Column-level documentation is absent; field semantics must be inferred after download.
- Row count is unknown, which may limit suitability assessment.
- Description metadata is limited; actual data quality requires manual inspection after download.
Provenance
- Source
- QDR Harvested Dataverse
- Collection Method
- Authors coded data points independently, compared assessments, and argued to consensus.
- Freshness
- Last updated 2025-10-20 20:00:06; freshness should be verified.
- Geography
- United States and European Union