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Code and data files for "Productivity, Energy Prices, and the Great Moderation: A New Link"

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Author Info
Rajeev Dhawan (Georgia State University)
Karsten Jeske (Mellon Capital Management)
Pedro Silos (Federal Reserve Bank of Atlanta)

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Software component provided by Review of Economic Dynamics in its series Computer Codes with number 09-14.

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Date of creation: 2009
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Handle: RePEc:red:ccodes:09-14

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  1. Kim, In-Moo & Loungani, Prakash, 1992. "The role of energy in real business cycle models," Journal of Monetary Economics, Elsevier, vol. 29(2), pages 173-189, April. [Downloadable!] (restricted)
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  2. Davis, Steven J. & Haltiwanger, John, 2001. "Sectoral job creation and destruction responses to oil price changes," Journal of Monetary Economics, Elsevier, vol. 48(3), pages 465-512, December. [Downloadable!] (restricted)
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  3. Lutz Kilian, 2008. "The Economic Effects of Energy Price Shocks," Journal of Economic Literature, American Economic Association, vol. 46(4), pages 871-909, December.
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  4. Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2008. "Productivity, energy prices, and the Great Moderation: a new link," Working Paper 2008-11, Federal Reserve Bank of Atlanta. [Downloadable!]
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  5. Andres Arias & Gary Hansen & Lee Ohanian, 2007. "Why have business cycle fluctuations become less volatile?," Economic Theory, Springer, vol. 32(1), pages 43-58, July. [Downloadable!] (restricted)
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  6. Anton Nakov & Andrea Pescatori, 2007. "Oil and the Great Moderation," Working Paper 0717, Federal Reserve Bank of Cleveland. [Downloadable!]
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  7. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2007. "A state-level analysis of the Great Moderation," Working Papers 2007-003, Federal Reserve Bank of St. Louis. [Downloadable!]
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  8. Hamilton, James D, 1983. "Oil and the Macroeconomy since World War II," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 228-48, April. [Downloadable!] (restricted)
  9. Bernanke, Ben S & Gertler, Mark & Watson, Mark W, 2004. "Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Reply," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(2), pages 287-91, April.
  10. Polgreen, Linnea & Silos, Pedro, 2009. "Crude substitution: The cyclical dynamics of oil prices and the skill premium," Journal of Monetary Economics, Elsevier, vol. 56(3), pages 409-418, April. [Downloadable!] (restricted)
  11. Bernanke, Ben S. & Gertler, Mark & Waston, Mark, 1997. "Systematic Monetary Policy and the Effects of Oil Price Shocks," Working Papers 97-25, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  12. Rajeev Dhawan & Karsten Jeske, 2008. "Energy Price Shocks and the Macroeconomy: The Role of Consumer Durables," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1357-1377, October. [Downloadable!] (restricted)
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  13. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2007. "Estimating Macroeconomic Models: A Likelihood Approach," Review of Economic Studies, Blackwell Publishing, vol. 74(4), pages 1059-1087, October. [Downloadable!] (restricted)
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  14. Mark A. Hooker, 1999. "Oil and the macroeconomy revisited," Finance and Economics Discussion Series 1999-43, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  15. Alejandro Justiniano & Giorgio E. Primiceri, 2008. "The Time-Varying Volatility of Macroeconomic Fluctuations," American Economic Review, American Economic Association, vol. 98(3), pages 604-41, June. [Downloadable!]
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  16. Linnea Polgreen & Pedro Silos, 2006. "Crude substitution: the cyclical dynamics of oil prices and the college premium," Working Paper 2006-14, Federal Reserve Bank of Atlanta. [Downloadable!]
  17. Backus, David K. & Crucini, Mario J., 2000. "Oil prices and the terms of trade," Journal of International Economics, Elsevier, vol. 50(1), pages 185-213, February. [Downloadable!] (restricted)
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  18. Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, American Economic Association, vol. 99(3), pages 1053-69, June. [Downloadable!]
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  19. Hamilton, James D., 2003. "What is an oil shock?," Journal of Econometrics, Elsevier, vol. 113(2), pages 363-398, April. [Downloadable!] (restricted)
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