This repo holds the code and data used to produce the results in our chapter in the Handbook of Energy Economics (Routledge, 2019). There are also some additional resources that might be of use to new researchers.
You can learn more about the authors at their websites:
Lance Bachmeier
Michael Plante
Zip archive holding Matlab files to solve DSGE models with oil
Online Appendix (pdf)
Energy expenditures data
R program to produce the data plots
Zip archive holding the data used to produce the plots
R program to do the regressions
R dataset used to do the regressions
Asymmetric responses of consumer spending to energy prices: A threshold VAR approach by Knotek and Zaman, Energy Economics, March 2021.
The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements by Känzig, American Economic Review, 2020.
Lutz Kilian's data page, including his measure of global real economic activity
James Hamilton's data and software page
Christiane Baumeister's research page