use "$folder\CBIandCrisisLiquidity.dta", clear *Tables in Paper esttab AbNormcluster2 AbNormcluster4 AbNormcluster7 AbNormLDV4 AbNormLDV7 AbNormRE4 AbNormRE7 AbNormBE4 AbNormBE7 using "$folder\01AbNormFullResults.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)" "(8)" "(9)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS. Errors clustered by country. Standard errors in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") ***Supplementary Online Appendix *Two Way Clustered Errors esttab AbNormcluster1 AbNormcluster2 AbNormcluster3 AbNormcluster4 AbNormcluster5 AbNormcluster6 AbNormcluster7 using "$folder\02AbNormBasetwoway.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS. Errors clustered by country and month. Standard errors in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Full Lagged DV esttab AbNormLDV1 AbNormLDV2 AbNormLDV3 AbNormLDV4 AbNormLDV5 AbNormLDV6 AbNormLDV7 using "$folder\03AbNormLDV.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS. Errors clustered by country. Standard errors in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Full Random Effects esttab AbNormRE1 AbNormRE2 AbNormRE3 AbNormRE4 AbNormRE5 AbNormRE6 AbNormRE7 using "$folder\04AbNormRE.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS using random effects. Standard errors adjusted for AR(1) process in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Full Between Effects esttab AbNormBE1 AbNormBE2 AbNormBE3 AbNormBE4 AbNormBE5 AbNormBE6 AbNormBE7 using "$folder\05AbNormBE.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS using between effects. Errors clustered by country. Standard errors in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Full Base esttab AbNormBase1 AbNormBase2 AbNormBase3 AbNormBase4 AbNormBase5 AbNormBase6 AbNormBase7 using "$folder\06AbNormBase.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)" "(8)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS. Errors clustered by country. Standard errors in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Time dummies and trends *Base esttab AbNormBaseAppendix1 AbNormBaseAppendix2 AbNormBaseAppendix3 AbNormBaseAppendix4 AbNormBaseAppendix5 AbNormBaseAppendix6 AbNormBaseAppendix7 AbNormBaseAppendix8 using "$folder\07AbNormBaseAppendix.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)" "(8)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(f r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS. Errors clustered by country. Standard errors in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *OLS With Lagged Dependent Variables esttab AbNormLDVAppendix1 AbNormLDVAppendix2 AbNormLDVAppendix3 AbNormLDVAppendix4 AbNormLDVAppendix5 AbNormLDVAppendix6 AbNormLDVAppendix7 AbNormLDVAppendix8 using "$folder\08AbNormLDVAppendix.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)" "(8)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(f r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS. Errors clustered by country. Standard errors in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Random Effects With AR(1) Errors esttab AbNormREAppendix1 AbNormREAppendix2 AbNormREAppendix3 AbNormREAppendix4 AbNormREAppendix5 AbNormREAppendix6 AbNormREAppendix7 AbNormREAppendix8 using "$folder\10AbNormREAppendix.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)" "(8)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS with random effects. Standard errors adjusted for AR(1) process in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Between Effects esttab AbNormBEAppendix1 AbNormBEAppendix2 AbNormBEAppendix3 AbNormBEAppendix4 AbNormBEAppendix5 AbNormBEAppendix6 AbNormBEAppendix7 AbNormBEAppendix8 using "$folder\11AbNormBEAppendix.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)" "(8)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS. Errors clustered by country. Standard errors in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Newey-West Standard Errors esttab AbNormNeweyAppendix1 AbNormNeweyAppendix2 AbNormNeweyAppendix3 AbNormNeweyAppendix4 AbNormNeweyAppendix5 AbNormNeweyAppendix6 AbNormNeweyAppendix7 AbNormNeweyAppendix8 using "$folder\12AbNormNeweyAppendix.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)" "(8)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS. Newey-West Standard errors in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Creditor Rights esttab AbNormCreditor1 AbNormCreditor2 AbNormCreditor3 AbNormCreditor4 AbNormCreditor5 AbNormCreditor6 AbNormCreditor7 using "$folder\13AbNormCreditor.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS. Errors clustered by country. Standard errors in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Capital Account Openness esttab AbNormKAOpen1 AbNormKAOpen2 AbNormKAOpen3 AbNormKAOpen4 AbNormKAOpen5 using "$folder\14AbNormKAOpen.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS. Errors clustered by country. Standard errors in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Newey West Standard Errors esttab AbNormnewey1 AbNormnewey2 AbNormnewey3 AbNormnewey4 AbNormnewey5 AbNormnewey6 AbNormnewey7 using "$folder\15AbNormBasenewey.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS. Errors clustered by country. Standard errors in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Non-crisis Times esttab CBTotalBase4 CBTotalBase7 CBTotalLDV4 CBTotalLDV7 CBTotalRE4 CBTotalRE7 CBTotalBE4 CBTotalBE7 using "$folder\16CBTotalFullResults.tex", replace nogaps title(Total Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)" "(8)" "(9)" "(10)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS and dynamic fixed effects. Errors clustered by country, except in the between effects estimations. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") esttab CBTotalxtpmg4 CBTotalxtpmg7 using "$folder\17CBTotalxtpmg.tex", replace nogaps title(Total Central Bank Liquidity Provision) mtitles("(1)" "(2)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS and dynamic fixed effects. Errors clustered by country, except in the between effects estimations. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.") *Random Effects With AR(1) Errors & 3 LDVs esttab AbNormREAppendixLDV1 AbNormREAppendixLDV2 AbNormREAppendixLDV3 AbNormREAppendixLDV4 AbNormREAppendixLDV5 AbNormREAppendixLDV6 AbNormREAppendixLDV7 using "$folder\18AbNormREAppendixLDV.tex", replace nogaps title(Abnormal Central Bank Liquidity Provision) mtitles("(1)" "(2)" "(3)" "(4)" "(5)" "(6)" "(7)") nonumbers cells(b(star fmt(%9.3f)) se(par)) starlevels(* 0.1 ** 0.05 *** 0.01) nonumbers stats(p r2 N, fmt(%9.2f %9.3f %9.2f %9.0f) labels("$ Prob > F $" "$ R^2 $" "\# Observations")) legend label collabels(, none) style(tex) notes addnotes("Coefficients estimated with OLS with random effects. Standard errors adjusted for AR(1) process in parentheses. *** $ p<0.01 $, ** $ p<0.05 $, * $ p<0.1 $.")