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Crude substitution: The cyclical dynamics of oil prices and the skill premium

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Author Info
Polgreen, Linnea
Silos, Pedro

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Abstract

At the business cycle frequency, energy prices and the skill premium display a strong, negative correlation. This fact is robust to different de-trending procedures. Identifying exogenous shocks to oil prices using the Hoover-Perez [1994. Post hoc ergo propter once more: an evaluation of [`]Does monetary policy matter?' in the spirit of James Tobin. Journal of Monetary Econonmics 34, 47-73] dates, shows that the skill premium falls in response to such a shock. The estimation of the parameters of an aggregate technology that uses, among other inputs, energy and heterogeneous skills, demonstrates that capital-skill and capital-energy complementarity are responsible for this correlation. As energy prices rise, the use of capital decreases and the demand for unskilled labor--relative to skilled labor--increases, lowering the skill premium.

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Publisher Info
Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 56 (2009)
Issue (Month): 3 (April)
Pages: 409-418
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Handle: RePEc:eee:moneco:v:56:y:2009:i:3:p:409-418

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Web page: http://www.elsevier.com/locate/inca/505566

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Keywords: Skill heterogeneity Energy prices Business cycles Capital-skill complementarity;

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  1. Rajeev Dhawan & Karsten Jeske & Pedro Silos, . "Productivity, Energy Prices and the Great Moderation: A New Link," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics. [Downloadable!] (restricted)
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This page was last updated on 2009-12-3.


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