Replication package for MS# 23-211: “Stress Tests, Information Disclosure, and Credit Line Runs” 

File MS23-211DoFile.do contains the statistical analysis to generate all the tables and figures in the paper.
File MS23-211LogFile.smcl is a Stata log file, generated when file MS23-211DoFile.do is run in Stata, readable as plain text. It contains the otput of MS23-211DoFile.do, including all the papers tables.
File MS23-211LogFile.smcl also includes descriptions of the datasets used.

The data employed are confidential and therefore not publicly available. However, Banco de España offers external researchers the possibility to visit the Bank headquarters and access an anonymized version of the data set used in the paper via a secure terminal, so that they can fully replicate the paper's results. 
Interested researchers have to send an official request by e-mail to ESTABILIDAD.FINANCIERA@BDE.ES
