Michael P. Clements and David F. Hendry, "Intercept Corrections and
Structural Change", Journal of Applied Econometrics, Vol. 11, No. 5,
1996, pp. 475-494. 

The data file data.ch contains data on three variables used in the
empirical illustration in the paper.

The data are in ASCII format and are listed by observation. The first
variable is `e', followed by `r', and finally `u'. 

There are 113 observations for each variable, from 1965:1 to 1993:1. 
All the data are for the UK. 

e is the natural logarithm of earnings per man-hour.
r is the log of the retail price index.
u is the log of the unemployment rate.