Jushan Bai and Pierre Perron, "Computation and Analysis of Multiple Structural Change Models", Journal of Applied Econometrics, Vol. 18, No. 1, 2003, pp. 1-22. There are two data files, which are zipped in the file bp-data.zip, and two program files, which are zipped in the file m-break.zip along with another readme file which explains how to use the programs. All files are ASCII files in DOS format. Unix users should use "unzip -a". The following two data files are in bp-data.zip: 1) real.dat Data used in Section 6.1. US ex-post real interest rate; 1961:1-1986:3. 113 quarterly observations (arranged in one column). Source: Garcia, R. and P. Perron (1996): `An Analysis of the Real Interest Rate under Regime Shifts', Review of Economics and Statistics, 78, 111-125. 2) uk.dat Data used in Section 6.2. Source: Alogoskoufis, G.S. and R. Smith (1991), `The Phillips Curve, The Persistence of Inflation, and the Lucas Critique: Evidence from Exchange Rate Regimes', American Economic Review, 81, 1254-1275. Kindly provided by G. Alogoskoufis. 133 yearly observations from 1855 to 1987. Column 1: year Column 2: ln(UK CPI) Column 3: ln(UK wages) Column 4: UK unemployment rate Note: In the paper, only observations from 1947 to 1987 are used. The file m-break.zip contains three files: brcode.src, break.prg, and readme.bp-progs.txt. The src and prg files provide a gauss program to perform the procedures discussed in the paper. The readme file explains how to run the program and what options are available. The programs were updated in October, 2004.