Tommaso Proietti, "Persistence of Shocks on Seasonal Processes", Journal 
of Applied Econometrics, Vol. 11, No. 4, 1996, pp. 383-398.

The paper uses two quarterly time series which are listed in the file
persist.dat: 

the Italian Gross Domestic Product (GDP) and
the Gross Domestic Product of the Agricultural sector (AGR). 

Both series are expressed at 1985 prices and are available for
the sample period 1970.q1 - 1993.q1.
The source of the data is
ISTAT (Istituto Nazionale di Statistica) - Conti Economici Trimestrali.