Programs and data required to reproduce the results in the paper 'Oil Crisis, Energy-Saving Technological Change  and the Stock Market Crash of 1973-74,' by Sami Alpanda (Amhers College) and Adrian Peralta-Alva (Federal Reserve Bank of Saint Louis).

1. Numerical Experiments
The results of the benchmark experiment of Section 4 can be reproduced using dynare (which can be obtained for free on the internet) together with Matlab as follows:
a. The main program is the file 'OilCrisis_CES_RED.mod.' This program has to be saved in a folder together with (i) the two Matlab files it employs (as initial conditions), 'OilCrisis_CES_initval.m' and 'OilCrisis_CES_initval_onlyenergy.m'; and (ii) the two excel files with data 'OilCrisis_data.xls' and 'OilCrisis_data_Fig1and2.xls' used by the program to generate graphs of model results vis-a-vis U.S. data. 

b. The following options have to be changed in the dynare routine 'sim1.m':	 			
                  options_.maxit_ = 100000;
			options_.slowc = 0.01;

c. Finally, the program 'OilCrisis_CES_RED.mod' can then be executed employing dynare.

It is straightforward to modify the main program to reproduce all of the other quantitative results referenced in the paper.

2. Cross-sectional evidence
The data employed in the cross-sectional evidence regressions of Section 4.4 is in file 'OilCrisis_crosssection.dta'  This is a Stata file. The labels of each variable correspond to the names employed in Tables 3 and 4. All statistics and regressions reported in the paper can be then easily reconstructed with this data set.