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D I S C U S S I O N P A P E R S E R I E SIZA Discussion Papers often represent preliminary work and are circulated to encourage discussion. Citation of such a paper should account for its provisional character. A revised version may be available directly from the author. There exists remarkably large differences in body weights and obesity prevalence between black and white women in the US, and crucially these differences are a significant contributor to black-white inequalities in health. In this paper, we investigate the most proximal explanations for the weight gap, namely differences in diet and exercise. More specifically, we decompose black-white differences in body mass index and waist-to-height ratio into components reflecting black-white differences in energy intake and energy expenditure. The analysis indicates that over consumption is much more important than a lack of exercise in explaining the weight gap, which suggests that diet interventions will have to play a fundamental role if the weight gap between black and white women is to decline.JEL Classification: I1, J11