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Unique loans, hooks of loans, and bridges across loans

ffp_hfid_loan_non_duplicate()
ffp_hfid_loan_non_duplicate
ffp_hfid_hook_pairs()
Function to generate paired loan start and end dates within households
ffp_hfid_bridge_from_hook()
Function to bridge loans from hook data
ffp_hfid_bridge_type()
ffp_hfid_bridge_type

Identify investments

Identify jumps in assets and build investment as unit of observation file with change in asset

ffp_hfid_invest_jump()
Function to calculate investment thresholds and identify large deviation jumps
ffp_hfid_invest_unique_dura()
Function to calculate unique investment durations
ffp_hfid_invest_combine()
Combine investment data from jump and dura files, final investment file
ffp_hfid_invest_gateway()
ffp_hfid_invest_gateway function

Generate windowed stats around investments

Generate windowed stats around investments

ff_hfid_invest_window()
Generate forward and backward investment windows around unique invest dates.
ff_hfid_invest_winstats()
Generate forward and backward investment asset stats by window.

Link investments to loans and bridges

ffp_hfid_invest_loan_bridge_roster()
ffp_hfid_invest_loan_bridge_roster
ffp_hfid_invest_loan_or_bridge_linker()
ffp_hfid_invest_loan_or_bridge_linker
ffp_hfid_invest_loan_linked()
ffp_hfid_invest_loan_linked

Data files

Loan data files

Input data and benchmark analysis data

tstm_loans
Loan file
tstm_loans_pn
Loan file from panel each row is a loan
tstm_loans_pn_nd
loan file from panel each row is a loan with unique start month, end month, and lender type.

Loans, hooks, and bridges data files

Input data and benchmark analysis data

tstm_loans_hooks
Hooked loan pairs
tstm_loans_bridges_type
Triply linked loan bridges

Investment data files

Input data and benchmark analysis data

tstm_invdates_uniq
Benchmark household unique investment dates
tstm_invest
Benchmark household investment file

Investment linked to loans and bridges data files

Investment, loans, and bridges

tstm_roster_invest_loan_linked
Invest-loan roster with hooks and bridges

Auxillary data files

Auxillary data files

tstm_hh_mthspan
Household in survey months
tstm_asset_loan
Household monthly assets and loans

Support files

Support files

ffs_hfid_path()
Local developemnt path support