In MichaelGurkov/FinSynch:
knitr::opts_chunk$set(
collapse = TRUE,echo = FALSE,cache = TRUE,
message = FALSE,warning = FALSE,comment = "#>"
)
devtools::load_all()
library(tidyverse)
library(plm)
library(stargazer)
library(sandwich)
library(clubSandwich)
library(lmtest)
library(purrr)
countries_list = list(
oecd_countries = c("Australia","Austria","Belgium","Canada","Chile",
"Czech_Republic","Denmark","Estonia","Finland","France",
"Germany","Greece","Hungary", "Iceland","Ireland",
"Israel","Italy","Japan","Korea","Latvia",
"Lithuania","Luxembourg","Mexico","Netherlands",
"New_Zealand","Norway","Poland","Portugal",
"Slovak_Republic","Slovenia","Spain","Sweden",
"Switzerland","Turkey","United_Kingdom"
,"United_States"),
strong_countries = c("Australia","Austria","Belgium","Canada",
"Switzerland","Germany","Denmark","Spain",
"Finland","France","United_Kingdom","Ireland",
"Italy","Japan","Netherlands","Portugal",
"Sweden","United_States"),
fsap_countries = c("Austria","Belgium","Germany","Denmark","Spain",
"France","Finland","Greece","Ireland","Italy",
"Luxembourg","Netherlands","Portugal",
"Sweden","United_Kingdom"))
countries_list$weak_countries = countries_list$oecd_countries[!countries_list$oecd_countries %in% countries_list$strong_countries]
pairs_list = lapply(names(countries_list),
function(temp_name){
apply(combn(countries_list[[temp_name]],2), 2,
function(temp_col){
ifelse(temp_col[1]<temp_col[2],
paste(temp_col[1],temp_col[2],sep = "-"),
paste(temp_col[2],temp_col[1],sep = "-"))})
})
names(pairs_list) = paste(names(countries_list), "pairs", sep = "_")
countries_list = c(countries_list, pairs_list)
rm(pairs_list)
countries_list$cross_country_pairs = countries_list$oecd_countries_pairs[!countries_list$oecd_countries_pairs %in% countries_list$strong_countries_pairs & !countries_list$oecd_countries_pairs %in% countries_list$weak_countries_pairs]
reg_list = list()
control_vars = c("trade_gdp",
"FX_stab_tot","MI_ind_tot","FO_ind_tot","WGI_tot")
table_names = c("bank_gdp","Crises","bank_gdp:Crises","FD_tot",
"lag(Fin_synch, 1)","trade_gdp","FX_stab_tot","MI_ind_tot",
"FO_ind_tot","WGI_tot")
cov_labels = c("Banking linkages",
"Crises indicator",
"Crises Interaction",
"FD indicator",
"Fin cycle synch lag",
"Trading linkages",
"FX stability",
"Monetary Independence",
"Financial openness",
"Governance")
reg_formula = paste("Fin_synch ~ bank_gdp * Crises + FD_tot",
"lag(Fin_synch,1)",paste(control_vars, collapse = "+"),
sep = "+")
reg_formula_bank_detrended = paste("Fin_synch ~ bank_gdp_detrended * Crises",
"FD_tot",
"lag(Fin_synch,1)",
paste(control_vars, collapse = "+"),
sep = "+")
reg_formula_both_detrended = paste("Fin_synch_detrended ~ bank_gdp_detrended * Crises",
"FD_tot",
"lag(Fin_synch,1)",
paste(control_vars, collapse = "+"),
sep = "+")
fin_reg_df_annual = read_rds("C:\\Users\\Misha\\Desktop\\temp_df.rds")
reg_df = fin_reg_df_annual %>%
select(c("Date", "CountryPair","Fin_synch_1", "bank_gdp","Crises",
control_vars,"FD_tot","Time_trend","bank_gdp_detrended",
"Fin_synch_detrended")) %>%
filter(complete.cases(.)) %>%
rename(Fin_synch = Fin_synch_1)
\section{Fixed effect and time effect estimation}
reg_list$twoways = make_strata_reg_list(
countries_list = countries_list,
reg_df = reg_df,
reg_formula = formula(reg_formula),my_effect = "twoways")
var_names = names(reg_list$twoways$Strong$coefficients)
temp_ind = sapply(table_names,function(temp_name){
which(var_names == temp_name)})
temp_se_list = lapply(reg_list$twoways,function(temp_plm){
return(sqrt(diag(vcovHC(temp_plm,cluster = "group"))))
})
stargazer(reg_list$twoways, header = FALSE,
title = "Twoways - time and country-pair FE",
dep.var.caption = "Fin cycle synch",
dep.var.labels.include = FALSE,
column.labels = gsub("_","-",names(reg_list$twoways)),
notes = "Clustered standard errors",
se = temp_se_list,
order = unlist(temp_ind),
keep = unlist(temp_ind),
covariate.labels = cov_labels,
column.sep.width = "2pt",omit.stat = c("f","adj.rsq"))
rm(temp_se_list, temp_ind, var_names)
\newpage
\section{Fixed effect,and linear trend estimation}
reg_list$individual_lin_trend = make_strata_reg_list(
countries_list = countries_list,
reg_df = reg_df,
reg_formula = formula(paste(reg_formula,"Time_trend", sep = "+")),
my_effect = "individual")
temp_reg_list = reg_list$individual_lin_trend
var_names = names(temp_reg_list$Strong$coefficients)
temp_ind = sapply(table_names,function(temp_name){
which(var_names == temp_name)})
temp_se_list = lapply(temp_reg_list,
function(temp_plm){
return(sqrt(diag(vcovHC(temp_plm,cluster = "group"))))
})
stargazer(temp_reg_list, header = FALSE,
title = "Fin synch individual with linear trend",
dep.var.caption = "Fin cycle synch",
dep.var.labels.include = FALSE,
column.labels = gsub("_","-",names(temp_reg_list)),
notes = "Clustered standard errors",
se = temp_se_list,
order = unlist(temp_ind),
keep = unlist(temp_ind),
covariate.labels = cov_labels,
column.sep.width = "2pt",
omit.stat = c("f","adj.rsq"),
add.lines = list(c("Linear trend",
rep("Yes", length(temp_reg_list)))))
rm(temp_se_list, temp_ind, var_names, temp_reg_list)
\newpage
\section{Fixed effect,time effect and country-pair linear trend estimation}
reg_list$twoways_lin_trend = make_strata_reg_list(
countries_list = countries_list,
reg_df = reg_df,
reg_formula = formula(paste(reg_formula,"CountryPair:Time_trend", sep = "+")),
my_effect = "twoways")
var_names = names(reg_list$twoways_lin_trend$Strong$coefficients)
temp_ind = sapply(table_names,function(temp_name){
which(var_names == temp_name)})
temp_se_list = lapply(reg_list$twoways_lin_trend,
function(temp_plm){
return(sqrt(diag(vcovHC(temp_plm,cluster = "group"))))
})
stargazer(reg_list$twoways_lin_trend, header = FALSE,
title = "Fin synch twoways with linear trend",
dep.var.caption = "Fin cycle synch",
dep.var.labels.include = FALSE,
column.labels = gsub("_","-",names(reg_list$twoways_lin_trend)),
notes = "Clustered standard errors",
se = temp_se_list,
order = unlist(temp_ind),
keep = unlist(temp_ind),
covariate.labels = cov_labels,
column.sep.width = "2pt",
omit.stat = c("f","adj.rsq"),
add.lines = list(c("Country-pair linear trend",
rep("Yes", length(reg_list$twoways_lin_trend)))))
rm(temp_se_list, temp_ind, var_names)
\newpage
\section{Fixed effect,time effect and country-pair robust trend estimation}
reg_list$twoways_rob_trend = make_strata_reg_list(
countries_list = countries_list,
reg_df = reg_df,
reg_formula = formula(paste(reg_formula,"CountryPair:as.integer(Date)",
sep = "+")),
my_effect = "twoways")
temp_reg_list = reg_list$twoways_rob_trend
var_names = names(temp_reg_list$Strong$coefficients)
temp_ind = sapply(table_names,function(temp_name){
which(var_names == temp_name)})
temp_se_list = lapply(temp_reg_list,
function(temp_plm){
return(sqrt(diag(vcovHC(temp_plm,cluster = "group"))))
})
stargazer(temp_reg_list, header = FALSE,
title = "Fin synch twoways with robust trend",
dep.var.caption = "Fin cycle synch",
dep.var.labels.include = FALSE,
column.labels = gsub("_","-",names(temp_reg_list)),
notes = "Clustered standard errors",
se = temp_se_list,
order = unlist(temp_ind),
keep = unlist(temp_ind),
covariate.labels = cov_labels,
column.sep.width = "2pt",
omit.stat = c("f","adj.rsq"),
add.lines = list(c("Country-pair robust trend",
rep("Yes", length(temp_reg_list)))))
rm(temp_se_list, temp_ind, var_names,temp_reg_list)
\newpage
\section{Fixed effect,time effect and detrended bank}
reg_list$twoway_bank_detrend = make_strata_reg_list(
countries_list = countries_list,
reg_df = reg_df,
reg_formula = formula(reg_formula_bank_detrended),
my_effect = "twoways")
var_names = names(reg_list$twoway_bank_detrend$Strong$coefficients)
temp_ind = sapply(gsub("bank_gdp","bank_gdp_detrended",table_names),
function(temp_name){
which(var_names == temp_name)})
temp_se_list = lapply(reg_list$twoway_bank_detrend,
function(temp_plm){
return(sqrt(diag(vcovHC(temp_plm,cluster = "group"))))
})
stargazer(reg_list$twoway_bank_detrend, header = FALSE,
title = "Fin synch twoway with detrended banking",
dep.var.caption = "Fin cycle synch",
dep.var.labels.include = FALSE,
column.labels = gsub("_","-",names(reg_list$twoway_bank_detrend)),
notes = "Clustered standard errors",
se = temp_se_list,
order = unlist(temp_ind),
keep = unlist(temp_ind),
covariate.labels = gsub("Banking linkages","Banking linkages (detrended)",
cov_labels),
column.sep.width = "2pt",omit.stat = c("f","adj.rsq"))
rm(temp_se_list, temp_ind, var_names)
\section{Fixed effect,time effect and detrended bank, linear trend}
reg_list$twoway_bank_detrend_lin_trend = make_strata_reg_list(
countries_list = countries_list,
reg_df = reg_df,
reg_formula = formula(paste(reg_formula_bank_detrended,
"CountryPair:Time_trend", sep = "+")),
my_effect = "twoways")
var_names = names(reg_list$twoway_bank_detrend_lin_trend$Strong$coefficients)
temp_ind = sapply(gsub("bank_gdp","bank_gdp_detrended",table_names),
function(temp_name){
which(var_names == temp_name)})
temp_se_list = lapply(reg_list$twoway_bank_detrend_lin_trend,
function(temp_plm){
return(sqrt(diag(vcovHC(temp_plm,cluster = "group"))))
})
stargazer(reg_list$twoway_bank_detrend_lin_trend, header = FALSE,
title = "Twoway with detrended banking and linear trend",
dep.var.caption = "Fin cycle synch",
dep.var.labels.include = FALSE,
column.labels = gsub("_","-",names(reg_list$twoway_bank_detrend_lin_trend)),
notes = "Clustered standard errors",
se = temp_se_list,
order = unlist(temp_ind),
keep = unlist(temp_ind),
covariate.labels = gsub("Banking linkages",
"Banking linkages (detrended)",
cov_labels),
column.sep.width = "2pt",omit.stat = c("f","adj.rsq"),
add.lines = list(c("Country-pair linear trend",
rep("Yes", length(reg_list$twoways_lin_trend)))))
rm(temp_se_list, temp_ind, var_names)
\newpage
\section{Fixed effect,time effect and detrended bank, robust trend}
reg_list$twoway_bank_detrend_rob_trend = make_strata_reg_list(
countries_list = countries_list,
reg_df = reg_df,
reg_formula = formula(paste(reg_formula_bank_detrended,
"CountryPair:as.integer(Date)", sep = "+")),
my_effect = "twoways")
var_names = names(reg_list$twoway_bank_detrend_rob_trend$Strong$coefficients)
temp_ind = sapply(gsub("bank_gdp","bank_gdp_detrended",table_names),
function(temp_name){
which(var_names == temp_name)})
temp_se_list = lapply(reg_list$twoway_bank_detrend_rob_trend,
function(temp_plm){
return(sqrt(diag(vcovHC(temp_plm,cluster = "group"))))
})
stargazer(reg_list$twoway_bank_detrend_rob_trend, header = FALSE,
title = "Twoway with detrended banking and robust trend",
dep.var.caption = "Fin cycle synch",
dep.var.labels.include = FALSE,
column.labels = gsub("_","-",
names(reg_list$twoway_bank_detrend_rob_trend)),
notes = "Clustered standard errors",
se = temp_se_list,
order = unlist(temp_ind),
keep = unlist(temp_ind),
covariate.labels = gsub("Banking linkages",
"Banking linkages (detrended)",
cov_labels),
column.sep.width = "2pt",omit.stat = c("f","adj.rsq"),
add.lines = list(c("Country-pair robust trend",
rep("Yes", length(reg_list$twoways_lin_trend)))))
rm(temp_se_list, temp_ind, var_names)
\newpage
\section{Fixed effect,time effect, detrended bank and detrended fin synch}
reg_list$twoway_both_detrend = make_strata_reg_list(
countries_list = countries_list,
reg_df = reg_df,
reg_formula = formula(reg_formula_both_detrended),
my_effect = "twoways")
var_names = names(reg_list$twoway_both_detrend$Strong$coefficients)
temp_ind = sapply(gsub("Fin_synch","Fin_synch_detrended",
gsub("bank_gdp","bank_gdp_detrended",
table_names)),function(temp_name){
which(var_names == temp_name)})
temp_se_list = lapply(reg_list$twoway_both_detrend,
function(temp_plm){
return(sqrt(diag(vcovHC(temp_plm,cluster = "group"))))
})
stargazer(reg_list$twoway_both_detrend, header = FALSE,
title = "Twoways both detrended",
dep.var.caption = "Fin cycle synch",
dep.var.labels.include = FALSE,
column.labels = gsub("_","-",names(reg_list$twoway_both_detrend)),
notes = "Clustered standard errors",
se = temp_se_list,
order = unlist(temp_ind),
keep = unlist(temp_ind),
covariate.labels = cov_labels,
column.sep.width = "2pt",omit.stat = c("f","adj.rsq"))
rm(temp_se_list, temp_ind, var_names)
MichaelGurkov/FinSynch documentation built on Oct. 30, 2019, 9:27 p.m.
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knitr::opts_chunk$set( collapse = TRUE,echo = FALSE,cache = TRUE, message = FALSE,warning = FALSE,comment = "#>" )
devtools::load_all() library(tidyverse) library(plm) library(stargazer) library(sandwich) library(clubSandwich) library(lmtest) library(purrr)
countries_list = list( oecd_countries = c("Australia","Austria","Belgium","Canada","Chile", "Czech_Republic","Denmark","Estonia","Finland","France", "Germany","Greece","Hungary", "Iceland","Ireland", "Israel","Italy","Japan","Korea","Latvia", "Lithuania","Luxembourg","Mexico","Netherlands", "New_Zealand","Norway","Poland","Portugal", "Slovak_Republic","Slovenia","Spain","Sweden", "Switzerland","Turkey","United_Kingdom" ,"United_States"), strong_countries = c("Australia","Austria","Belgium","Canada", "Switzerland","Germany","Denmark","Spain", "Finland","France","United_Kingdom","Ireland", "Italy","Japan","Netherlands","Portugal", "Sweden","United_States"), fsap_countries = c("Austria","Belgium","Germany","Denmark","Spain", "France","Finland","Greece","Ireland","Italy", "Luxembourg","Netherlands","Portugal", "Sweden","United_Kingdom")) countries_list$weak_countries = countries_list$oecd_countries[!countries_list$oecd_countries %in% countries_list$strong_countries] pairs_list = lapply(names(countries_list), function(temp_name){ apply(combn(countries_list[[temp_name]],2), 2, function(temp_col){ ifelse(temp_col[1]<temp_col[2], paste(temp_col[1],temp_col[2],sep = "-"), paste(temp_col[2],temp_col[1],sep = "-"))}) }) names(pairs_list) = paste(names(countries_list), "pairs", sep = "_") countries_list = c(countries_list, pairs_list) rm(pairs_list) countries_list$cross_country_pairs = countries_list$oecd_countries_pairs[!countries_list$oecd_countries_pairs %in% countries_list$strong_countries_pairs & !countries_list$oecd_countries_pairs %in% countries_list$weak_countries_pairs] reg_list = list() control_vars = c("trade_gdp", "FX_stab_tot","MI_ind_tot","FO_ind_tot","WGI_tot") table_names = c("bank_gdp","Crises","bank_gdp:Crises","FD_tot", "lag(Fin_synch, 1)","trade_gdp","FX_stab_tot","MI_ind_tot", "FO_ind_tot","WGI_tot") cov_labels = c("Banking linkages", "Crises indicator", "Crises Interaction", "FD indicator", "Fin cycle synch lag", "Trading linkages", "FX stability", "Monetary Independence", "Financial openness", "Governance") reg_formula = paste("Fin_synch ~ bank_gdp * Crises + FD_tot", "lag(Fin_synch,1)",paste(control_vars, collapse = "+"), sep = "+") reg_formula_bank_detrended = paste("Fin_synch ~ bank_gdp_detrended * Crises", "FD_tot", "lag(Fin_synch,1)", paste(control_vars, collapse = "+"), sep = "+") reg_formula_both_detrended = paste("Fin_synch_detrended ~ bank_gdp_detrended * Crises", "FD_tot", "lag(Fin_synch,1)", paste(control_vars, collapse = "+"), sep = "+")
fin_reg_df_annual = read_rds("C:\\Users\\Misha\\Desktop\\temp_df.rds") reg_df = fin_reg_df_annual %>% select(c("Date", "CountryPair","Fin_synch_1", "bank_gdp","Crises", control_vars,"FD_tot","Time_trend","bank_gdp_detrended", "Fin_synch_detrended")) %>% filter(complete.cases(.)) %>% rename(Fin_synch = Fin_synch_1)
\section{Fixed effect and time effect estimation}
reg_list$twoways = make_strata_reg_list( countries_list = countries_list, reg_df = reg_df, reg_formula = formula(reg_formula),my_effect = "twoways")
var_names = names(reg_list$twoways$Strong$coefficients) temp_ind = sapply(table_names,function(temp_name){ which(var_names == temp_name)}) temp_se_list = lapply(reg_list$twoways,function(temp_plm){ return(sqrt(diag(vcovHC(temp_plm,cluster = "group")))) }) stargazer(reg_list$twoways, header = FALSE, title = "Twoways - time and country-pair FE", dep.var.caption = "Fin cycle synch", dep.var.labels.include = FALSE, column.labels = gsub("_","-",names(reg_list$twoways)), notes = "Clustered standard errors", se = temp_se_list, order = unlist(temp_ind), keep = unlist(temp_ind), covariate.labels = cov_labels, column.sep.width = "2pt",omit.stat = c("f","adj.rsq")) rm(temp_se_list, temp_ind, var_names)
\newpage
\section{Fixed effect,and linear trend estimation}
reg_list$individual_lin_trend = make_strata_reg_list( countries_list = countries_list, reg_df = reg_df, reg_formula = formula(paste(reg_formula,"Time_trend", sep = "+")), my_effect = "individual")
temp_reg_list = reg_list$individual_lin_trend var_names = names(temp_reg_list$Strong$coefficients) temp_ind = sapply(table_names,function(temp_name){ which(var_names == temp_name)}) temp_se_list = lapply(temp_reg_list, function(temp_plm){ return(sqrt(diag(vcovHC(temp_plm,cluster = "group")))) }) stargazer(temp_reg_list, header = FALSE, title = "Fin synch individual with linear trend", dep.var.caption = "Fin cycle synch", dep.var.labels.include = FALSE, column.labels = gsub("_","-",names(temp_reg_list)), notes = "Clustered standard errors", se = temp_se_list, order = unlist(temp_ind), keep = unlist(temp_ind), covariate.labels = cov_labels, column.sep.width = "2pt", omit.stat = c("f","adj.rsq"), add.lines = list(c("Linear trend", rep("Yes", length(temp_reg_list))))) rm(temp_se_list, temp_ind, var_names, temp_reg_list)
\newpage
\section{Fixed effect,time effect and country-pair linear trend estimation}
reg_list$twoways_lin_trend = make_strata_reg_list( countries_list = countries_list, reg_df = reg_df, reg_formula = formula(paste(reg_formula,"CountryPair:Time_trend", sep = "+")), my_effect = "twoways")
var_names = names(reg_list$twoways_lin_trend$Strong$coefficients) temp_ind = sapply(table_names,function(temp_name){ which(var_names == temp_name)}) temp_se_list = lapply(reg_list$twoways_lin_trend, function(temp_plm){ return(sqrt(diag(vcovHC(temp_plm,cluster = "group")))) }) stargazer(reg_list$twoways_lin_trend, header = FALSE, title = "Fin synch twoways with linear trend", dep.var.caption = "Fin cycle synch", dep.var.labels.include = FALSE, column.labels = gsub("_","-",names(reg_list$twoways_lin_trend)), notes = "Clustered standard errors", se = temp_se_list, order = unlist(temp_ind), keep = unlist(temp_ind), covariate.labels = cov_labels, column.sep.width = "2pt", omit.stat = c("f","adj.rsq"), add.lines = list(c("Country-pair linear trend", rep("Yes", length(reg_list$twoways_lin_trend))))) rm(temp_se_list, temp_ind, var_names)
\newpage
\section{Fixed effect,time effect and country-pair robust trend estimation}
reg_list$twoways_rob_trend = make_strata_reg_list( countries_list = countries_list, reg_df = reg_df, reg_formula = formula(paste(reg_formula,"CountryPair:as.integer(Date)", sep = "+")), my_effect = "twoways")
temp_reg_list = reg_list$twoways_rob_trend var_names = names(temp_reg_list$Strong$coefficients) temp_ind = sapply(table_names,function(temp_name){ which(var_names == temp_name)}) temp_se_list = lapply(temp_reg_list, function(temp_plm){ return(sqrt(diag(vcovHC(temp_plm,cluster = "group")))) }) stargazer(temp_reg_list, header = FALSE, title = "Fin synch twoways with robust trend", dep.var.caption = "Fin cycle synch", dep.var.labels.include = FALSE, column.labels = gsub("_","-",names(temp_reg_list)), notes = "Clustered standard errors", se = temp_se_list, order = unlist(temp_ind), keep = unlist(temp_ind), covariate.labels = cov_labels, column.sep.width = "2pt", omit.stat = c("f","adj.rsq"), add.lines = list(c("Country-pair robust trend", rep("Yes", length(temp_reg_list))))) rm(temp_se_list, temp_ind, var_names,temp_reg_list)
\newpage
\section{Fixed effect,time effect and detrended bank}
reg_list$twoway_bank_detrend = make_strata_reg_list( countries_list = countries_list, reg_df = reg_df, reg_formula = formula(reg_formula_bank_detrended), my_effect = "twoways")
var_names = names(reg_list$twoway_bank_detrend$Strong$coefficients) temp_ind = sapply(gsub("bank_gdp","bank_gdp_detrended",table_names), function(temp_name){ which(var_names == temp_name)}) temp_se_list = lapply(reg_list$twoway_bank_detrend, function(temp_plm){ return(sqrt(diag(vcovHC(temp_plm,cluster = "group")))) }) stargazer(reg_list$twoway_bank_detrend, header = FALSE, title = "Fin synch twoway with detrended banking", dep.var.caption = "Fin cycle synch", dep.var.labels.include = FALSE, column.labels = gsub("_","-",names(reg_list$twoway_bank_detrend)), notes = "Clustered standard errors", se = temp_se_list, order = unlist(temp_ind), keep = unlist(temp_ind), covariate.labels = gsub("Banking linkages","Banking linkages (detrended)", cov_labels), column.sep.width = "2pt",omit.stat = c("f","adj.rsq")) rm(temp_se_list, temp_ind, var_names)
\section{Fixed effect,time effect and detrended bank, linear trend}
reg_list$twoway_bank_detrend_lin_trend = make_strata_reg_list( countries_list = countries_list, reg_df = reg_df, reg_formula = formula(paste(reg_formula_bank_detrended, "CountryPair:Time_trend", sep = "+")), my_effect = "twoways")
var_names = names(reg_list$twoway_bank_detrend_lin_trend$Strong$coefficients) temp_ind = sapply(gsub("bank_gdp","bank_gdp_detrended",table_names), function(temp_name){ which(var_names == temp_name)}) temp_se_list = lapply(reg_list$twoway_bank_detrend_lin_trend, function(temp_plm){ return(sqrt(diag(vcovHC(temp_plm,cluster = "group")))) }) stargazer(reg_list$twoway_bank_detrend_lin_trend, header = FALSE, title = "Twoway with detrended banking and linear trend", dep.var.caption = "Fin cycle synch", dep.var.labels.include = FALSE, column.labels = gsub("_","-",names(reg_list$twoway_bank_detrend_lin_trend)), notes = "Clustered standard errors", se = temp_se_list, order = unlist(temp_ind), keep = unlist(temp_ind), covariate.labels = gsub("Banking linkages", "Banking linkages (detrended)", cov_labels), column.sep.width = "2pt",omit.stat = c("f","adj.rsq"), add.lines = list(c("Country-pair linear trend", rep("Yes", length(reg_list$twoways_lin_trend))))) rm(temp_se_list, temp_ind, var_names)
\newpage
\section{Fixed effect,time effect and detrended bank, robust trend}
reg_list$twoway_bank_detrend_rob_trend = make_strata_reg_list( countries_list = countries_list, reg_df = reg_df, reg_formula = formula(paste(reg_formula_bank_detrended, "CountryPair:as.integer(Date)", sep = "+")), my_effect = "twoways")
var_names = names(reg_list$twoway_bank_detrend_rob_trend$Strong$coefficients) temp_ind = sapply(gsub("bank_gdp","bank_gdp_detrended",table_names), function(temp_name){ which(var_names == temp_name)}) temp_se_list = lapply(reg_list$twoway_bank_detrend_rob_trend, function(temp_plm){ return(sqrt(diag(vcovHC(temp_plm,cluster = "group")))) }) stargazer(reg_list$twoway_bank_detrend_rob_trend, header = FALSE, title = "Twoway with detrended banking and robust trend", dep.var.caption = "Fin cycle synch", dep.var.labels.include = FALSE, column.labels = gsub("_","-", names(reg_list$twoway_bank_detrend_rob_trend)), notes = "Clustered standard errors", se = temp_se_list, order = unlist(temp_ind), keep = unlist(temp_ind), covariate.labels = gsub("Banking linkages", "Banking linkages (detrended)", cov_labels), column.sep.width = "2pt",omit.stat = c("f","adj.rsq"), add.lines = list(c("Country-pair robust trend", rep("Yes", length(reg_list$twoways_lin_trend))))) rm(temp_se_list, temp_ind, var_names)
\newpage
\section{Fixed effect,time effect, detrended bank and detrended fin synch}
reg_list$twoway_both_detrend = make_strata_reg_list( countries_list = countries_list, reg_df = reg_df, reg_formula = formula(reg_formula_both_detrended), my_effect = "twoways")
var_names = names(reg_list$twoway_both_detrend$Strong$coefficients) temp_ind = sapply(gsub("Fin_synch","Fin_synch_detrended", gsub("bank_gdp","bank_gdp_detrended", table_names)),function(temp_name){ which(var_names == temp_name)}) temp_se_list = lapply(reg_list$twoway_both_detrend, function(temp_plm){ return(sqrt(diag(vcovHC(temp_plm,cluster = "group")))) }) stargazer(reg_list$twoway_both_detrend, header = FALSE, title = "Twoways both detrended", dep.var.caption = "Fin cycle synch", dep.var.labels.include = FALSE, column.labels = gsub("_","-",names(reg_list$twoway_both_detrend)), notes = "Clustered standard errors", se = temp_se_list, order = unlist(temp_ind), keep = unlist(temp_ind), covariate.labels = cov_labels, column.sep.width = "2pt",omit.stat = c("f","adj.rsq")) rm(temp_se_list, temp_ind, var_names)
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