1{"text": "{\"genre\":\"empirical\",\"subfield\":\"financial_intermediation_banking\",\"subfield_secondary\":\"international_finance; macro_finance\",\"primary_method\":\"reduced_form_regression\",\"identification\":{\"estimand\":\"Effect of foreign (U.S., U.K., Eurozone) monetary policy rate shocks and QE on credit supply of the corresponding foreign banks in Mexico, on borrower risk-taking, and on firm-level real outcomes\",\"strategy\":\"Loan-level supervisory credit register panel with borrower or borrower×month fixed effects (Khwaja–Mian style), interacting foreign policy shocks with bank nationality. Foreign policy is treated as exogenous to Mexico. Firm×bank and state×industry×month fixed effects are used for single-bank borrowers. 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They define dependent variables and sample classification rules. Appendix tables define variables with units (thousands of pesos, months). 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Describes identification via loan-level Mexican register data with fixed effects and exogenous foreign policy shocks. Previews loan-level, risk-taking, bank-level and real-effect results with magnitudes. Sketches a reach-for-yield mechanism, states the identification contribution against the international and risk-taking literatures, and gives a roadmap. A single empirical strategy section is followed by a results section organized by loan, firm, and risk-taking outcomes. The conclusion restates results and offers policy coordination implications and future research.\",\"writing_profile_keywords\":[\"credit register\",\"Khwaja-Mian fixed effects\",\"international spillovers\",\"risk-taking channel\",\"policy-oriented\",\"magnitude-rich introduction\",\"QE\"],\"confidence\":0.8,\"notes\":\"Section 3 appears to be a parsing artifact (a table panel title) that continues the results section. Standard error treatment is not visible in the excerpts. A robustness mention ('robust results') appears, and lagged-policy specifications are in Table IIC. An internet appendix exists.\"}", "json": {"genre": "empirical", "subfield": "financial_intermediation_banking", "subfield_secondary": "international_finance; macro_finance", "primary_method": "reduced_form_regression", "identification": {"estimand": "Effect of foreign (U.S., U.K., Eurozone) monetary policy rate shocks and QE on credit supply of the corresponding foreign banks in Mexico, on borrower risk-taking, and on firm-level real outcomes", "strategy": "Loan-level supervisory credit register panel with borrower or borrower×month fixed effects (Khwaja–Mian style), interacting foreign policy shocks with bank nationality. Foreign policy is treated as exogenous to Mexico. Firm×bank and state×industry×month fixed effects are used for single-bank borrowers. 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