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

Author

Listed:
  • Rajeev Dhawan

    (Georgia State University)

  • Karsten Jeske

    (Mellon Capital Management)

  • Pedro Silos

    (Federal Reserve Bank of Atlanta)

Programming Language

Matlab

Abstract

Data and programs to replicate all results in the article. Requires DYNARE.

Suggested Citation

  • Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2009. "Code and data files for "Productivity, Energy Prices, and the Great Moderation: A New Link"," Computer Codes 09-14, Review of Economic Dynamics.
    • Handle: RePEc:red:ccodes:09-14
    as

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    File URL: https://red-files-public.s3.amazonaws.com/codes/09/09-14/YREDY_477_Code_Data.zip
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    Keywords

    Matlab;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy

    Statistics

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