This paper analyzes the effectiveness of debt‐relief programs targeting short‐run household liquidity constraints implemented in Canada in response to the COVID‐19 pandem[...]

Using contract‐level data for the Canadian mortgage market, this paper provides evidence of an “invest‐and‐harvest” pricing pattern. We build a dynamic model of price neg[...]

In many countries, the cost of housing has greatly outpaced income growth, leading to an affordability crisis. Leveraging Canadian loan-level data, we document an increas[...]

Replication files for "Housing Affordability and Parental Income Support: The Role of Mortgage Co-Signing", Jason Allen, Kyra Carmichael, Robert Clark, Shaoteng Li, and N[...]

Replication code for peer-reviewed article published in The Journal of Finance. Paper published online December 13, 2024. When citing this dataset, please also cite the a[...]

The data and programs replicate tables and figures from "Debt-relief programs and money left on the table: Evidence from Canada’s response to COVID-19", by Allen, Clark, [...]

Code and pseudo data for "The role of intermediaries in selection markets: Evidence from mortgage lending"

Replication data for peer-reviewed article published in[...]

We study the role of brokers in selection markets. We find broker-clients in the Canadian mortgage market are observationally different from branch-clients. They finance [...]