All series are quarterly and run from 1967:1 through 2013:4 (T=188).

pyr.dat - Macroeconomic Data

(1) GDP Deflator - log
(2) Real GDP - log
(3) Federal Funds Rate - level (decimal)

ssm.dat - Simple-Sum Monetary Aggregates - logs

(1) M1
(2) M2
(3) MZM

divm.dat -  Divisia Monetary Aggregates - logs

(1) DIV-M1
(2) DIV-M2
(3) DIV-MZM

divu.dat - Divisia User Costs - levels (decimal)

(1) UC-M1

cp.dat - Commodity Prices - log

(1) CRB/BLS Spot Commodity Price Index

