In Choi, "Testing the random walk hypothesis for real exchange rates", Journal of Applied Econometrics, Vol. 14, No. 3, 1999, pp. 293-308. The data files can-m.dat, che-m.dat, deu-m.dat, fra-m.dat, gbr-m.dat, jpn-m.dat, and usa-m.dat contain some major macro and finance monthly data for Canada, Switzerland, Germany, France, Britain, Japan, and USA, respectively. The period covered is 1960.1 - 1993.11. Explanations of the sources of the data are provided in each data file. All these files, which are in DOS format, are zipped in the file ic-data.zip. Comments at the top of each data file are contained in @...@, which GAUSS recognizes as comments. For other software, these lines may have to be moved to the bottom of the file. In Choi Kookmin University ichoi