#===================================================
#
#  CALIBRATING THE MAGNITUDE OF THE COUNTERCYCLICAL 
#   CAPITAL BUFFER USING MARKET-BASED STRESS TESTS 
#
#              MAARTEN R.C. VAN OORDT 
#
#        JOURNAL OF MONEY, CREDIT AND BANKING
# 
#
# Purpose:  	Data and Program to Estimate the Results
# Language:	Stata/MP 15.1 for Windows
# Authors:	Maarten R.C. van Oordt
# Date:		September 2020
#
#===================================================



#===================================================
#
# MAIN FILES
#
#===================================================

./main.do

Stata program used to produce the results in the paper

#===================================================

./Data/data.csv

Data used by the stata program main.do (in csv format)

#===================================================



#===================================================
#
# OTHER FILES
#
#===================================================

./Data/varlist.csv

List of variables in ./Data/data.csv

#===================================================

./cluster2.ado

Stata program by Mitchell Petersen (March 2006) to calculate 
clustered standard errors in both a firm and time 
dimension.

#===================================================

./gsibdata.do

Stata script to add GSIB disclosure data for sensitivity 
analysis in Table 8, panel (g).

#===================================================

./Results/*.*

Output produced from running the Stata script 
(regression tables and figures in the paper).

#===================================================
#
# END OF README.TXT
#
#===================================================