Lucas W. Davis and Lutz Kilian, "Estimating the Effect of a Gasoline Tax 
on Carbon Emissions", Journal of Applied Econometrics, Vol. 26, No. 7, 
2011, pp. 1187-1214.

This readme file describes the data and code used to perform the 
empirical analysis in this paper. All files are ASCII files in DOS 
format. They are zipped in the file davis-kilian.zip. Some files will be 
unzipped in the current directory, and others will be unzipped in three 
subdirectories (see below). Unix/Linux users should use "unzip -a".

All datasets are in .CSV format, to facilitate use in all statistical
packages. The main analysis, including the creation of all figures, is
performed in StataCode.do, a do file for STATA.  

First, unzip the file davis-kilian.zip. Several of the more involved 
datasets used in the analysis should be kept in separate directories, 
which should happen automatically when davis-kilian.zip is unzipped. 
These subdirectories are:

  Pop Density from Census
  Tax Rates from Highway Statistics
  Unemployment Rates from BLS

In each case, the original data are included as a .CSV file, and DO1.do 
(a STATA do file) cleans the data and produces a STATA file with the 
appropriate data.  Details about the cleaning as well as about the 
source for the data are documented in the do files themselves and in the 
paper. Before running StataCode.do, you should run all three of these 
ancillary do files. Before running each .do file, change the base 
directory in the "global basedirectory" line of the .do file to the 
directory where the code and data are located.

As explained in the main do file, the monthly gasoline prices by state 
(in PET_CONS_PRIM_A_EPM0_P00_MGALPD_M.csv) were downloaded from the 
Department of Energy Website,

http://tonto.eia.doe.gov/dnav/pet/pet_pri_allmg_d_nus_PTA_cpgal_m.htm. 

Similarly, the monthly sales volumes by state (in
PET_PRI_ALLMG_A_EPM0_PTA_CPGAL_M.csv) were downloaded from 

http://tonto.eia.doe.gov/dnav/pet/pet_cons_prim_dcu_SDE_m.htm.  

These files have been saved as is in the main directory. The final two 
.CSV files (cpi.csv and BLSprices.csv) were both downloaded from the 
Bureau of Labor Statistics as indicated in the do file.

Lucas W. Davis
University of California
Haas School of Business
Berkeley, CA 94720
Phone: 510-642-1651

ldavis [AT] haas.berkeley.edu