Constructing Historical Euro-Zone Data, Andreas Beyer, Jurgen A. Doornik and David F. Hendry

Download the accompanying BDH data set.

BDH_data.pdf - Brief Description

BDH_data.in7 - PcGive data set (part 1)

BDH_data.bn7 - PcGive data set (part 2)

BDH_data.xls - Text file (without transformed data)

Dynamic Econometrics

Download the accompanying UKM1 data set.

M1.UKM - log of M1, 1963 (1) -- 1989(2), ASCII file

P.UKM - deflator of TFE, 1963 (1) -- 1989(3), ASCII file

TFE.UKM - log of real TFE, 1963 (1) -- 1989(3), ASCII file

RNET.UKM - RNET, 1963 (1) -- 1989(4), ASCII file

READUKM.TXT - notes on data files

UKM1.IN7 - PcGive 7 data file combination: ma=log(M1), pa=log(P), x85a=log(TFE), RNET

UKM1.BN7 - ,,,

SJPESYS.FL - batch file for PcFiml, does system part of SJPE paper

SJPEMOD.FL - batch file for PcFiml, does model part of SJPE paper

SJPESYS.OUT - output from SJPESYS.FL

SJPEMOD.OUT - output from SJPEMOD.FL

The Foundations of Econometric Analysis

Download the accompanying data sets.

FISHER.IN7

FISHER.BN7

LEHFELDT.IN7

LEHFELDT.BN7

MOORE.IN7

MOORE.BN7

SCHULTZ.IN7

SCHULTZ.BN7

TINBERGN.IN7

TINBERGN.BN7

TINBERGN.DAT

Modelling UK Inflation, 1875-1991 (Journal of Applied Econometrics, 16, 2001)

Download the accompanying data set from the Journal of Applied Econometrics data archive.