Christian Zimmermann, International Business Cycles and Exchange Rates, working paper no. 33, Research center on Employment and Economic Fluctuations, Université du Québec à Montréal, December 1994. Published in the Review of International Economics, 1999, pages 682-698.
If you are using this data, please use the above reference and give me a copy of your work.
Much of this data has been used for other papers, some of it has been revised. I provide it here as a bulk if you want to replicate my results. All data put together in a MicroTSP worksheet (also readable with EViews). To get the raw data (seasonally adjusted if necessary) you need to retrieve this [3kB] and this [108kB]. For the cyclical components, take this [1kB] and this [38kB]. For the HP-filter, see here.