Datasets

Danish mortgage data
Association of Danish Mortgage Banks and and the Danish Mortgage Banks' Federation
This dataset is compiled by Andersen et al. (2015). It covers the 5 largest mortgage banks with an aggregated market share of 94.2% of the market value of all mortgages in Denmark.
Canadian Financial Monitor
Ipsos
The Canadian Financial Monitor (CFM) is the major source of household financial characteristics in Canada, based on a large national sample survey that was developed with input from some of the nation’s largest financial institutions.
International mortgage market data
National Central Banks and Statistical Institutes
This dataset was assembled by Badarinza, Campbell and Ramadorai (2014). For the countries which are part of the euro area, the aggregate monthly volumes and interest rates on new mortgage loans are obtained from the statistical repositories of respective national central banks.
Survey of Consumer Payment Choice
Federal Reserve Bank of Boston
The Survey of Consumer Payment Choice examines how consumers adopt, use and think about paper, plastic, and electronic payments instruments.
Swedish discount brokerage data
Statistics Sweden
The data were made available by an online broker and cover all transactions since the start of its business in May 1999 up to and including March 2002.
Australian mortgage applications
Major Australian domestic bank
Loan-level, individual-level data for a rich sample of Australian borrowers during January 2003 to May 2009.