Here, you find the data I used for my papers. Basically, this are
quarterly national accounts, as well as other macroeconomic aggregates
for about twenty countries. The data is organized by paper, then by
country, then by series. I provide HP-filtered as well as raw data.
File format is the database format (.db) from MicroTSP or
EViews.
This is ASCII readable and easily transformable for other softwares. DOS
executables for the HP-filter are available.
If you use some of this data, I would be happy to know about it, so I
know my efforts are not worthless. Also, please cite the source using the
suggested citation of the paper you are taking the data from.
Choose data from one of the following papers:
International Real Business Cycles among
Heterogeneous Countries, working paper no. 38, Research Center on
Employment and Economic Fluctuations, Université du
Québec à Montréal, May 1995. Appeared in the
European Economic Review. Paper,
Data.
International Business Cycles and Exchange
Rates, working paper no. 33, Research Center on Employment and
Economic Fluctuations, Université du Québec à
Montréal, December 1994. Appeared in the Review of
International Economics. Paper, Data.
International trade over the Business Cycle:
Stylized Facts and Remaining Puzzles, working paper no. 37, Research
Center on Employment and Economic Fluctuations, Université du
Québec à Montréal, March 1995. Paper, Data.
Technology Innovations and the Volatility of
Output: An International Perspective, working paper no. 34, Research
Center on Employment and Economic Fluctuations, Université du
Québec à Montréal, December 1994. Paper, Data.
