Australian state panel data from 2004 to 2024 examines the relationship between mortgage credit allocation and market-sector efficiency. The dataset, authored by Kris Iyer and hosted on Harvard Dataverse, employs a stochastic frontier approach and fixed-effects specifications. It analyzes mechanisms like credit reallocation, collateral effects, and macro-financial amplification.
Use Cases
- Modeling market-sector efficiency based on mortgage credit share for pre-existing dwellings.
- Analyzing credit volatility and its role in shaping economic inefficiency.
- Investigating the balance-sheet and collateral effects of housing finance.
- Studying the interest rate sensitivity of mortgage credit and its amplification effects.
Strengths
- Panel data covers a 20-year period from 2004 to 2024.
- Analysis employs a stochastic frontier approach following Battese and Coelli (1995).
- Dataset is associated with a formal paper examining specific economic mechanisms.
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
- Harvard Dataverse
- Collection Method
- Panel data analysis using stochastic frontier and fixed-effects models.
- Time Range
- 2004–2024
- Freshness
- Last updated 2026-06-18 04:03:15; freshness should be verified.
- Geography
- Australian states