Elliot Anenberg, Aurel Hizmo, Edward Kung, and Raven Molloy, "Measuring Mortgage Credit Availability: A Frontier Estimation Approach", Journal of Applied Econometrics, Vol. 34, No. 6, 2019, pp. 865-882. The data used in the article come from three sources. Our license agreements do not permit us to make the raw data available here. Loan origination data come from Black Knight Financial Services (formerly Lender Processing Services (LPS), McDash Analytics, and Corelogic Solutions. The contact information for Black Knight is Phone: 866.964.8343 http://www.bkfs.com/Data-and-Analytics/DivisionInformation/Our-Data/Mortgage-Performance-Data/Pages/default.aspx The contact information for Corelogic is Phone: 866.744.3282 https://www.corelogic.com/solutions/loan-performance-secondary-market-analytics-for-capital-markets.aspx#a_Datasets0 For further information about these data, see Section 3 of the paper. We also merge the McDash and Corelogic data with the confidential version of the Home Mortgage Disclosure Act data maintained by the Federal Reserve Board. The confidential version of the data is available for use by employees of the Federal Reserve System. We use the confidential version to obtain the origination date of each mortgage in the HMDA data. A public version of the HMDA micro data is available. The public version of the data reports the origination year, but not the exact origination date. The public version of the data can be accessed here: https://www.consumerfinance.gov/data-research/hmda/explore The files dynamic_info.sas and subset.sas process the raw Corelogic and Mcdash data. The file hmda_merge.do merges on the confidential HMDA data and produces the dataset that we use to compute the mortgage frontiers. The file compute_frontier.m computes the frontier. We also provide a dataset frontiers_cbsa.csv, which reports the aggregate frontier for each metro area and year. These are the frontiers that we use to run the regressions presented in Section 6 of the paper. All files are ASCII files in DOS format. They are zipped in the file ahkm-files.zip. Unix/Linux users should use "unzip -a". Please address any questions to: Elliot Anenberg (elliot.anenberg [AT] frb.gov), Aurel Hizmo (aurel.hizmo [AT] frb.gov), Edward Kung (edward.kung [AT] gmail.com), or Raven Molloy (raven.s.molloy [AT] frb.gov).