Hilde C. Bjørnland & Julia Skretting, "The Shale Oil Boom and the U.S. Economy:
Spillovers and Time-Varying Effects", Journal of Applied
Econometrics
The data used in this paper are described in Section 2.2 in the
article, and in Appendix A in the online supplementary material.
The attached file, bs-benchmark-data.csv, contains the data used for
estimating the benchmark model and producing the main results in the article,
see Sections 3.1-3.4.
The attached file, bs-extended-data.csv, contains the data used for
estimating the model with extended dataset, see Section 3.5.