Accessing the QFR at Census

For our paper titled "Small and Large Firms Over the Business Cycle," Neil Mehrotra and I have developed a code base, internal to Census, to help researchers interested in using the Quarterly Financial Report (QFR) go from the Census micro-files to a panel dataset with harmonized variable definitions and consistent firm identifiers. We maintain this code base as we continue work on the QFR for other projects.

In order to use this code base, your Census project must have been approved for access to the "long" version of the QFR, that is, the entire set of micro data files for each quarter after 1977q3. The code base currently produces a harmonized panel dataset for the period 1977q3-2020q2. Once your project is approved, you can request access to it by asking your local RDC administrator, and referring to project CH2214 ("Small and Large Firms Over the Business Cycle"), or simply cc'ing me (n-crouzet@kellogg.northwestern.edu) in any correspondence with your administrator.

Once the code base has been transferred to your internal Census project folder, you will find readme files explaining how to use it. However, using it will require also asking Census to bring an additional, public data file into your internal Census project folder. This file is [available here for download]. The form you need to complete in order to upload the file is [available here for download], partly pre-filled (you only need to add the identifiers of your project).

Please email (n-crouzet@kellogg.northwestern.edu) if you have questions, or suggestions of improvement of the code base!