Michael K. Salemi, "Estimating the Natural Rate of Unemployment
and Testing the Natural Rate Hypothesis", Journal of Applied
Econometrics, Vol. 14, No. 1, 1999, pp. 1-25.

The data for the above paper are contained in the file data.file.mks. 
This file contains quarterly data for 1948:2 through 1990:1.  Data for
each quarter are stored as three 80-column-card images.  Overall, the data
set contains 504 card images (168 quarters x three card-images per
quarter).

Each quarter record contains 16 variables.  The fortran format
for the data is I5,2X,I2,G14.6/9X,5G14.6/9X,4G14.6.

The variables and the symbols used for each in the paper are:
1.   Year
2.   Quarter
3.   Unemployment rate                       U
4.   Long duration unemployment rate         Not used
5.   Rate of change in manufacturing wage    W
6.   Inflation rate                          P
7.   Rate of change in M1                    M
8.   Rate of change in price of fuels        df
9.   Index of help wanted ads                Not used
10.  Index of productivity                   Not used
11.  Ratio of teen pop to adult pop          Teen
12.  Effective minimum wage                  EMW
13.  Capital per capita                      Not used
14.  Replacement rate                        RR
15.  Probability that a randomly chosen
     worker qualifies for unemployment
     insurance                               Qprob
16.  Price of fuels                          f

The construction of each variable used in the paper is described in detail
in the data appendix to the paper. 

The fortran code used to obtain the estimates reported in table 6 is
contained in the code.file.mks.  The estimation was done using the GQOPT
package as described in the paper.  The file includes fortran subroutines
that are used in conjunction with GQOPT. 

The parameters that are read by the program at execution time are
contained in parm.file.mks. 

All three files are zipped in the file mks.zip. They are in DOS format, so
Unix users should use the -a option to remove extra carriage returns.